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
CACI 632.87
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.
66 contracts
52 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.97 | 51% | 131.00 | 139.50 | $500.00 | 0.00 | 2.50 | 55% | -0.04 | 2 | 3 |
| 0 | 0 | 0.97 | 46% | 121.00 | 129.30 | $510.00 | 0.00 | 9.00 | 53% | -0.05 | 2 | 4 |
| 0 | 0 | 0.96 | 44% | 111.20 | 119.50 | $520.00 | 0.00 | 9.40 | 47% | -0.05 | 1 | 9 |
| 0 | 0 | 0.96 | 40% | 101.00 | 109.70 | $530.00 | 0.00 | 9.10 | 56% | -0.10 | 1 | 1 |
| 0 | 0 | 0.95 | 39% | 91.40 | 100.00 | $540.00 | 0.00 | 6.20 | 46% | -0.08 | 0 | 0 |
| 0 | 0 | 0.93 | 39% | 82.50 | 90.70 | $550.00 | 0.10 | 6.20 | 42% | -0.09 | 4 | 4 |
| 0 | 0 | 0.91 | 37% | 73.10 | 81.30 | $560.00 | 0.10 | 6.30 | 39% | -0.10 | 1 | 1 |
| 0 | 0 | 0.88 | 37% | 64.00 | 72.10 | $570.00 | 0.10 | 7.00 | 36% | -0.12 | 1 | 7 |
| 1 | 1 | 0.86 | 33% | 55.10 | 62.00 | $580.00 | 1.90 | 7.90 | 35% | -0.15 | 1 | 4 |
| 0 | 0 | 0.81 | 33% | 47.00 | 53.80 | $590.00 | 4.20 | 8.90 | 34% | -0.20 | 1 | 3 |
| 0 | 0 | 0.75 | 34% | 40.50 | 46.10 | $600.00 | 7.00 | 11.30 | 34% | -0.25 | 1 | 3 |
| 1 | 1 | 0.68 | 35% | 33.60 | 40.40 | $610.00 | 8.60 | 14.10 | 33% | -0.31 | 4 | 4 |
| 0 | 0 | 0.62 | 33% | 26.20 | 33.60 | $620.00 | 12.80 | 18.00 | 33% | -0.38 | 2 | 2 |
| 3 | 1 | 0.55 | 35% | 23.00 | 28.40 | $630.00 | 19.00 | 22.00 | 34% | -0.45 | 2 | 2 |
| 10 | 1 | 0.48 | 35% | 18.10 | 23.70 | $640.00 | 22.20 | 27.80 | 33% | -0.53 | 1 | 2 |
| 2 | 1 | 0.41 | 35% | 14.70 | 18.70 | $650.00 | 29.80 | 34.70 | 35% | -0.59 | 1 | 7 |
| 1 | 2 | 0.35 | 35% | 11.50 | 15.40 | $660.00 | 36.00 | 40.40 | 34% | -0.66 | 1 | 1 |
| 5 | 1 | 0.29 | 35% | 7.80 | 12.60 | $670.00 | 42.20 | 47.40 | 33% | -0.73 | 0 | 0 |
| 13 | 1 | 0.24 | 35% | 5.20 | 10.60 | $680.00 | 49.90 | 57.00 | 35% | -0.77 | 2 | 2 |
| 10 | 1 | 0.20 | 36% | 4.80 | 8.40 | $690.00 | 58.30 | 64.30 | 34% | -0.83 | 2 | 3 |
| 4 | 1 | 0.14 | 33% | 1.30 | 6.00 | $700.00 | 65.80 | 72.40 | 31% | -0.89 | 0 | 0 |
| 1 | 1 | 0.13 | 37% | 0.45 | 7.30 | $710.00 | 75.60 | 83.00 | 35% | -0.89 | 0 | 0 |
| 0 | 0 | 0.11 | 38% | 0.15 | 6.70 | $720.00 | 83.90 | 92.00 | 33% | -0.94 | 0 | 0 |
| 2 | 1 | 0.10 | 40% | 0.10 | 6.00 | $730.00 | 93.70 | 101.90 | 35% | -0.95 | 0 | 0 |
| 0 | 0 | 0.05 | 34% | 0.00 | 7.00 | $740.00 | 103.20 | 111.30 | 33% | -0.98 | 0 | 0 |
| 0 | 0 | 0.06 | 40% | 0.00 | 6.60 | $750.00 | 113.10 | 121.30 | 35% | -0.99 | 0 | 0 |
| 3 | 2 | 0.06 | 42% | 0.00 | 6.40 | $760.00 | 122.90 | 130.90 | - | - | 0 | 0 |
| 3 | 1 | 0.05 | 43% | 0.00 | 5.70 | $770.00 | 132.90 | 141.40 | 38% | -0.99 | 0 | 0 |
| 0 | 0 | 0.04 | 45% | 0.00 | 1.95 | $780.00 | 142.50 | 151.10 | - | - | 0 | 0 |
| 0 | 0 | 0.04 | 47% | 0.00 | 1.90 | $790.00 | 152.20 | 160.70 | - | - | 0 | 0 |
| 0 | 0 | 0.04 | 49% | 0.00 | 10.00 | $800.00 | 161.60 | 170.90 | - | - | 0 | 0 |
| 0 | 0 | 0.07 | 60% | 0.00 | 8.70 | $810.00 | 172.80 | 181.30 | - | - | 0 | 0 |
| 0 | 0 | 0.04 | 54% | 0.00 | 5.80 | $820.00 | 181.80 | 190.90 | - | - | 0 | 0 |