Pre-market
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
Click a strike to add a leg · drag a leg to move it
BAX 22.93
Expected move by Sep 25 ±$0.68 ±3.0% $22.25 – $23.61 90%: $21.47 – $24.39
What's your view on BAX?

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.
60 contracts 35 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 258% 8.80 9.20 $14.00 0.00 0.10 - - 0 0
2 1 - - 7.70 8.10 $15.00 0.00 0.75 - - 0 0
1 5 0.99 156% 6.70 7.20 $16.00 0.00 0.75 - - 0 0
1 3 0.96 166% 5.80 6.20 $17.00 0.00 0.95 - - 0 0
2 2 - - 4.70 5.10 $18.00 0.00 0.75 - - 0 0
0 4 0.95 113% 3.80 4.20 $19.00 0.00 0.25 - - 0 0
0 5 - - 2.60 3.20 $20.00 0.00 0.95 - - 0 0
0 0 - - 2.05 2.70 $20.50 0.00 2.15 - - 0 0
77 5 0.91 62% 1.85 2.15 $21.00 0.00 1.75 71% -0.11 2 4
0 0 0.84 63% 1.35 1.80 $21.50 0.00 0.10 52% -0.12 3 45
10 10 0.80 48% 0.80 1.35 $22.00 0.05 0.15 42% -0.17 2 61
9 1 0.67 44% 0.40 0.95 $22.50 0.15 0.25 39% -0.31 111 120
4 16 0.48 41% 0.30 0.45 $23.00 0.30 0.45 35% -0.52 7 69
11 49 0.30 42% 0.15 0.25 $23.50 0.60 1.15 55% -0.65 18 18
7 280 0.17 44% 0.05 0.15 $24.00 0.60 1.30 - - 1 208
37 1 0.14 57% 0.00 0.35 $24.50 1.40 2.35 88% -0.75 2 2
59 1 0.10 62% 0.00 1.75 $25.00 1.65 2.70 70% -0.87 1 115
3 2 0.11 78% 0.00 1.10 $25.50 1.25 3.80 - - 0 0
22 7 0.08 83% 0.00 0.95 $26.00 2.80 4.30 151% -0.76 13 44
17 4 0.31 244% 0.00 0.05 $27.00 2.75 5.30 - - 1 1
2,702 1 0.10 138% 0.00 3.10 $28.00 4.30 6.10 135% -0.91 2 2
1 2 0.21 233% 0.00 0.95 $29.00 5.90 6.30 117% -0.97 10 4
204 2 0.16 229% 0.00 1.05 $30.00 6.70 7.30 - - 2 0
50 50 0.13 230% 0.00 0.95 $31.00 7.70 8.70 184% -0.93 2 0
0 0 0.13 246% 0.00 1.75 $32.00 8.80 9.90 234% -0.89 4 1
0 0 0.13 271% 0.00 1.15 $33.00 9.70 10.70 211% -0.94 6 1
0 0 0.09 252% 0.00 4.20 $34.00 10.70 11.80 240% -0.92 6 2
0 0 - - 0.00 0.95 $35.00 11.80 12.90 280% -0.90 2 3
0 0 - - 0.00 1.15 $36.00 12.90 14.00 313% -0.88 2 4
0 0 - - 0.00 0.95 $37.00 13.80 15.20 336% -0.88 2 1