Previous-day view · Mon Sep 21 close.
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BNS 95.39
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Add a leg to see how the position behaves across price and volatility.
Every quote and Greek, one row per strike.
50 contracts
30 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.99 | 137% | 48.40 | 52.50 | $45.00 | 0.00 | 4.20 | - | - | 0 | 0 |
| 0 | 0 | 0.99 | 128% | 45.90 | 50.00 | $47.50 | 0.00 | 2.15 | - | - | 0 | 0 |
| 0 | 0 | 0.99 | 119% | 43.40 | 47.50 | $50.00 | 0.00 | 1.10 | - | - | 0 | 0 |
| 0 | 0 | 0.99 | 103% | 38.40 | 42.50 | $55.00 | 0.00 | 2.15 | - | - | 0 | 0 |
| 0 | 0 | 0.99 | 88% | 33.40 | 37.50 | $60.00 | 0.00 | 1.95 | - | - | 0 | 0 |
| 10 | 10 | 0.99 | 68% | 28.40 | 32.40 | $65.00 | 0.00 | 1.15 | - | - | 0 | 0 |
| 0 | 0 | 0.97 | 66% | 23.50 | 27.50 | $70.00 | 0.00 | 0.45 | 76% | -0.05 | 0 | 0 |
| 0 | 0 | 0.97 | 53% | 18.50 | 22.50 | $75.00 | 0.00 | 4.20 | 45% | -0.02 | 4 | 6 |
| 0 | 0 | 0.97 | 47% | 16.00 | 20.00 | $77.50 | 0.00 | 4.20 | 55% | -0.07 | 20 | 3 |
| 0 | 0 | 0.95 | 43% | 13.60 | 17.50 | $80.00 | 0.00 | 4.20 | 48% | -0.07 | 8 | 4 |
| 4 | 4 | 0.94 | 37% | 11.10 | 15.00 | $82.50 | 0.00 | 4.20 | 43% | -0.09 | 2 | 4 |
| 34 | 20 | - | - | 9.30 | 11.20 | $85.00 | 0.10 | 0.35 | 30% | -0.07 | 2 | 275 |
| 4 | 1 | - | - | 6.90 | 8.30 | $87.50 | 0.00 | 0.75 | 28% | -0.12 | 2 | 44 |
| 186 | 3 | 0.92 | 17% | 5.00 | 6.00 | $90.00 | 0.20 | 0.75 | 22% | -0.16 | 1 | 211 |
| 598 | 703 | 0.78 | 15% | 2.60 | 4.00 | $92.50 | 0.85 | 1.15 | 21% | -0.29 | 21 | 660 |
| 810 | 8 | 0.53 | 18% | 1.60 | 2.20 | $95.00 | 1.55 | 2.15 | 20% | -0.47 | 2 | 4 |
| 15 | 13 | 0.31 | 17% | 0.60 | 1.00 | $97.50 | 2.65 | 4.60 | 23% | -0.64 | 0 | 0 |
| 15 | 1 | 0.16 | 18% | 0.00 | 0.35 | $100.00 | 4.70 | 6.20 | 23% | -0.78 | 1 | 1 |
| 0 | 0 | 0.08 | 26% | 0.00 | 0.40 | $105.00 | 9.40 | 11.40 | 35% | -0.84 | 0 | 0 |
| 9 | 9 | - | - | 0.00 | 4.20 | $110.00 | 13.10 | 16.90 | 37% | -0.92 | 0 | 0 |
| 9 | 9 | - | - | 0.00 | 1.75 | $115.00 | 18.10 | 22.20 | 50% | -0.91 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 1.75 | $120.00 | 23.10 | 27.20 | 59% | -0.92 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 2.60 | $125.00 | 28.10 | 32.10 | 65% | -0.93 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 2.60 | $130.00 | 33.20 | 37.10 | 74% | -0.93 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 1.75 | $135.00 | 38.10 | 42.00 | 78% | -0.94 | 0 | 0 |