Previous-day view · Mon Sep 21 close.
You are previewing the previous trading day. Subscribe to see today live and every other
date — plans start at Delta, $39/mo.
Sign up
Sign in
AUR 6.57
Pick a view above for trades struck at the expected move
Or click a strike on the rail to add a leg — or start from a template and move it afterwards.
Add a leg to see how the position behaves across price and volatility.
Every quote and Greek, one row per strike.
48 contracts
26 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 34 | 63 | - | - | 4.90 | 5.20 | $1.50 | 0.00 | 0.10 | - | - | 6 | 1 |
| 192 | 64 | 0.99 | 595% | 4.50 | 4.70 | $2.00 | 0.00 | 0.75 | - | - | 6 | 1 |
| 139 | 5 | 0.98 | 492% | 4.00 | 4.20 | $2.50 | 0.00 | 0.75 | - | - | 1 | 1 |
| 7 | 53 | 0.98 | 405% | 3.40 | 3.80 | $3.00 | 0.00 | 0.05 | - | - | 0 | 0 |
| 2 | 52 | 1.00 | 0% | 2.95 | 3.20 | $3.50 | 0.00 | 0.10 | - | - | 1 | 1 |
| 3 | 8 | - | - | 2.40 | 2.70 | $4.00 | 0.00 | 0.10 | - | - | 250 | 265 |
| 1 | 6 | 0.96 | 211% | 2.00 | 2.20 | $4.50 | 0.00 | 0.05 | 275% | -0.08 | 32 | 6 |
| 18 | 1 | - | - | 1.40 | 1.70 | $5.00 | 0.00 | 0.05 | 237% | -0.11 | 3 | 19 |
| 49 | 7 | - | - | 0.85 | 1.25 | $5.50 | 0.00 | 0.05 | 173% | -0.14 | 212 | 466 |
| 751 | 331 | 0.90 | 68% | 0.55 | 0.65 | $6.00 | 0.00 | 0.10 | 101% | -0.18 | 821 | 1,680 |
| 827 | 1,614 | 0.57 | 83% | 0.25 | 0.30 | $6.50 | 0.15 | 0.25 | 84% | -0.43 | 187 | 161 |
| 726 | 1,659 | 0.24 | 79% | 0.05 | 0.10 | $7.00 | 0.40 | 0.65 | 90% | -0.73 | 18 | 233 |
| 247 | 33 | 0.17 | 122% | 0.00 | 0.05 | $7.50 | 0.70 | 1.20 | 90% | -0.91 | 1 | 2 |
| 94 | 1 | 0.14 | 159% | 0.00 | 0.05 | $8.00 | 1.10 | 2.15 | 224% | -0.76 | 4 | 0 |
| 4 | 1 | 0.15 | 207% | 0.00 | 0.65 | $8.50 | 1.75 | 2.50 | 260% | -0.78 | 2 | 1 |
| 33 | 33 | 0.13 | 236% | 0.00 | 0.75 | $9.00 | 2.35 | 2.60 | 203% | -0.91 | 4 | 0 |
| 0 | 0 | 0.12 | 263% | 0.00 | 0.65 | $9.50 | 2.70 | 3.50 | 315% | -0.83 | 1 | 1 |
| 0 | 0 | 0.13 | 305% | 0.00 | 0.75 | $10.00 | 3.20 | 3.60 | - | - | 1 | 11 |
| 0 | 0 | 0.29 | 527% | 0.00 | 0.75 | $10.50 | 3.70 | 4.30 | 297% | -0.91 | 18 | 1 |
| 0 | 0 | - | - | 0.00 | 0.75 | $11.00 | 4.20 | 4.70 | 260% | -0.96 | 20 | 3 |
| 0 | 0 | - | - | 0.00 | 0.75 | $11.50 | 4.80 | 5.20 | 335% | -0.92 | 4 | 3 |
| 0 | 0 | - | - | 0.00 | 0.75 | $12.00 | 5.20 | 5.80 | 353% | -0.92 | 2 | 1 |
| 0 | 0 | - | - | 0.00 | 0.75 | $12.50 | 5.70 | 6.40 | 417% | -0.89 | 2 | 1 |
| 0 | 0 | - | - | 0.00 | 0.75 | $13.00 | 6.30 | 6.70 | 386% | -0.93 | 1 | 1 |