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CAT Options Strategy Builder

3416 contracts
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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
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CAT 816.50
Expected move by Sep 25 ±$23.16 ±2.8% $793.34 – $839.66 90%: $767.18 – $865.82
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Every quote and Greek, one row per strike.
296 contracts 196 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 10 0.98 241% 303.75 313.50 $510.00 0.01 0.11 156% -0.00 3 144
0 16 0.98 220% 298.25 307.85 $515.00 0.00 0.05 136% -0.00 28 93
0 28 0.98 209% 293.35 302.25 $520.00 0.00 0.10 145% -0.00 44 635
0 54 0.98 206% 288.40 297.25 $525.00 0.00 0.11 147% -0.00 105 559
0 48 0.98 201% 283.35 292.25 $530.00 0.00 0.11 144% -0.00 43 179
0 20 0.97 219% 279.45 287.85 $535.00 0.00 0.11 141% -0.00 1 312
0 6 1.00 158% 271.50 282.30 $540.00 0.00 0.11 140% -0.00 3 117
0 12 1.00 0% 266.10 277.10 $545.00 0.00 0.11 133% -0.00 3 111
0 14 0.99 169% 262.15 272.25 $550.00 0.00 0.09 146% -0.00 1 42
0 4 0.98 198% 259.55 267.25 $555.00 0.00 0.11 121% -0.00 1 108
0 0 0.97 195% 254.70 262.25 $560.00 0.00 0.11 123% -0.00 1 55
0 90 0.99 159% 244.90 259.50 $565.00 0.00 0.55 124% -0.00 1 83
1 92 0.97 189% 242.75 254.50 $570.00 0.00 0.77 134% -0.00 4 4
0 2 0.98 176% 238.30 247.90 $575.00 0.00 3.95 131% -0.00 2 16
0 0 0.98 160% 233.30 242.00 $580.00 0.00 4.30 115% -0.00 16 25
1 1 0.97 175% 229.65 237.30 $585.00 0.00 4.30 126% -0.00 2 18
0 0 0.98 165% 223.30 232.90 $590.00 0.00 4.30 136% -0.01 4 9
0 0 0.97 165% 218.40 228.30 $595.00 0.00 4.30 108% -0.00 24 20
20 20 0.98 152% 213.45 222.30 $600.00 0.00 4.30 104% -0.00 100 113
0 0 0.98 139% 207.75 217.30 $605.00 0.00 4.30 105% -0.00 1 4
0 0 0.97 156% 203.50 213.60 $610.00 0.00 4.30 106% -0.00 2 9
0 0 0.98 142% 198.50 207.30 $615.00 0.00 8.55 140% -0.02 3 15
0 0 0.97 144% 194.05 202.30 $620.00 0.01 0.26 103% -0.00 7 34
0 0 0.97 143% 188.50 198.40 $625.00 0.00 8.55 108% -0.01 3 20
1 2 0.97 140% 183.50 193.40 $630.00 0.02 0.11 90% -0.00 9 32
0 0 0.97 129% 178.50 187.35 $635.00 0.00 7.00 118% -0.02 2 12
1 2 0.97 126% 173.55 182.35 $640.00 0.00 4.30 115% -0.02 2 20
0 0 0.97 122% 168.50 177.35 $645.00 0.00 4.30 131% -0.04 2 6
4 4 0.97 119% 163.55 172.35 $650.00 0.00 0.53 126% -0.04 2 30
0 0 0.96 119% 158.90 167.65 $655.00 0.00 0.45 116% -0.03 2 30
0 0 0.95 124% 153.50 164.30 $660.00 0.00 0.41 97% -0.02 10 38
0 0 0.97 108% 148.50 157.35 $665.00 0.00 0.45 80% -0.01 6 12
3 2 0.95 114% 144.45 153.00 $670.00 0.00 0.41 70% -0.00 61 151
1 2 0.97 101% 138.55 147.35 $675.00 0.00 0.31 114% -0.05 2 47
0 0 0.97 98% 133.55 142.40 $680.00 0.00 0.42 77% -0.01 3 83
0 0 0.95 101% 127.70 139.30 $685.00 0.00 0.32 77% -0.01 2 56
1 34 0.94 107% 125.40 133.00 $690.00 0.00 0.09 61% -0.00 19 53
0 34 0.94 106% 123.00 130.75 $692.50 0.00 0.39 92% -0.04 0 0
1 2 0.96 88% 118.55 127.40 $695.00 0.00 0.19 61% -0.01 31 146
1 1 0.96 90% 116.05 125.50 $697.50 0.03 0.46 68% -0.01 12 36
10 1 0.95 91% 114.20 122.70 $700.00 0.00 0.31 56% -0.00 12 191
1 1 0.96 86% 111.05 120.30 $702.50 0.00 0.65 67% -0.02 15 9
0 0 0.96 82% 108.55 117.40 $705.00 0.00 0.28 64% -0.01 31 140
5 4 0.94 90% 108.45 114.20 $707.50 0.00 1.00 67% -0.02 1 3
1 2 0.96 79% 103.60 112.45 $710.00 0.00 0.28 58% -0.01 3 47
5 10 0.95 81% 101.10 110.55 $712.50 0.00 4.35 78% -0.05 0 0
1 2 0.95 78% 99.45 107.05 $715.00 0.00 0.50 86% -0.07 1 72
6 12 0.95 75% 96.70 104.50 $717.50 0.00 1.91 61% -0.02 72 39
2 1 0.94 79% 94.90 102.25 $720.00 0.08 0.23 52% -0.01 130 117
0 0 0.94 79% 92.35 100.00 $722.50 0.00 2.00 58% -0.02 15 51
6 5 0.95 68% 89.10 96.70 $725.00 0.00 0.34 48% -0.01 7 87
0 0 0.95 66% 86.50 94.25 $727.50 0.00 2.06 54% -0.02 110 52
2 3 0.96 61% 83.65 91.50 $730.00 0.00 0.35 50% -0.02 7 94
0 0 0.95 65% 81.70 89.40 $732.50 0.03 0.66 51% -0.02 1 18
4 2 0.95 63% 79.60 86.45 $735.00 0.08 0.25 45% -0.01 10 854
0 0 0.94 62% 76.70 84.50 $737.50 0.02 0.30 44% -0.01 11 2
1 1 0.94 61% 74.20 82.15 $740.00 0.05 0.41 44% -0.02 39 156
3 3 0.95 55% 71.30 79.20 $742.50 0.00 0.94 53% -0.04 6 7
1 2 0.94 58% 69.40 76.95 $745.00 0.15 0.43 43% -0.02 15 89
0 0 0.92 60% 67.25 75.00 $747.50 0.00 0.55 42% -0.02 58 51
33 3 0.94 55% 64.30 71.95 $750.00 0.36 0.43 43% -0.03 48 176
3 1 0.90 59% 60.80 67.85 $755.00 0.43 0.48 41% -0.03 268 184
39 11 0.91 53% 55.30 62.45 $760.00 0.58 0.92 41% -0.05 337 712
13 1 0.88 53% 51.05 57.85 $765.00 0.51 1.10 39% -0.05 89 84
84 10 0.87 50% 46.00 53.20 $770.00 0.84 1.40 39% -0.07 123 314
23 1 0.86 47% 41.80 47.75 $775.00 1.25 2.11 39% -0.10 120 142
21 14 0.84 45% 35.85 44.55 $780.00 1.73 2.28 38% -0.12 146 198
29 3 0.81 44% 32.85 39.05 $785.00 2.38 3.20 38% -0.16 87 381
202 10 0.77 45% 29.05 35.35 $790.00 3.05 4.20 37% -0.20 74 52
24 2 0.74 40% 24.70 30.15 $795.00 4.25 5.15 37% -0.24 47 79
21 1 0.72 40% 23.00 28.15 $797.50 4.85 5.80 37% -0.27 8 9
118 42 0.69 41% 21.20 26.75 $800.00 5.50 6.65 37% -0.29 90 132
87 21 0.65 39% 18.55 21.65 $805.00 7.00 8.50 37% -0.35 26 70
23 8 0.62 39% 16.50 21.20 $807.50 7.60 9.65 37% -0.38 7 3
81 19 0.59 38% 15.45 18.35 $810.00 8.55 10.40 36% -0.41 20 201
47 53 0.56 35% 13.40 15.75 $812.50 9.00 10.85 34% -0.44 4 30
481 27 0.53 38% 13.10 14.80 $815.00 10.95 12.55 36% -0.47 13 67
34 8 0.50 37% 11.65 13.50 $817.50 12.10 13.60 36% -0.50 45 1
105 92 0.47 38% 11.00 12.35 $820.00 13.25 15.35 36% -0.53 18 49
22 13 0.44 37% 9.20 11.50 $822.50 14.75 17.05 36% -0.56 1 2
47 51 0.40 36% 7.65 10.10 $825.00 15.05 17.40 33% -0.61 3 34
59 22 0.38 39% 7.60 10.00 $827.50 16.80 19.90 35% -0.63 2 1
264 281 0.35 38% 6.95 8.35 $830.00 18.10 22.90 37% -0.65 14 33
16 28 0.33 38% 5.95 7.85 $832.50 19.00 25.15 36% -0.69 0 0
250 26 0.29 36% 4.65 6.65 $835.00 20.90 26.75 36% -0.71 1 11
135 74 0.25 38% 4.00 5.85 $840.00 24.30 29.65 34% -0.78 7 52
74 70 0.21 38% 2.74 5.00 $845.00 28.30 35.30 37% -0.80 3 16
292 217 0.16 36% 2.23 2.90 $850.00 32.85 38.80 36% -0.85 16 29
102 19 0.13 37% 1.33 2.75 $855.00 35.65 42.60 30% -0.93 2 13
110 172 0.10 37% 1.23 1.90 $860.00 40.35 47.05 27% -0.97 4 17
72 39 0.08 38% 0.63 1.69 $865.00 44.70 52.25 - - 4 20
56 61 0.06 38% 0.52 1.14 $870.00 49.10 56.50 - - 2 17
69 250 0.04 36% 0.01 0.89 $875.00 53.00 60.90 - - 2 4
322 343 0.03 39% 0.29 0.64 $880.00 59.25 66.05 - - 4 11
42 3 0.12 62% 0.00 1.21 $885.00 62.80 70.40 - - 1 0
55 5 0.02 40% 0.15 0.48 $890.00 67.90 76.05 - - 2 1
10 3 0.02 40% 0.00 0.37 $895.00 72.00 81.10 - - 2 0
171 62 0.01 42% 0.07 0.27 $900.00 77.70 86.15 - - 3 1
44 4 0.01 44% 0.00 0.54 $905.00 82.50 91.20 - - 2 0
58 52 0.01 47% 0.05 0.35 $910.00 88.30 96.15 - - 6 1
79 1 0.02 50% 0.00 1.34 $915.00 92.70 100.30 - - 1 0
39 1 0.02 53% 0.00 0.88 $920.00 98.35 105.55 - - 5 0
13 3 0.01 47% 0.00 0.14 $925.00 103.45 111.65 - - 14 0
29 4 0.01 52% 0.00 0.26 $930.00 107.70 116.85 - - 2 0
37 6 0.02 61% 0.00 0.73 $935.00 113.30 121.85 - - 14 0
90 6 0.00 52% 0.00 0.26 $940.00 118.30 127.05 - - 2 0
88 2 0.06 88% 0.00 0.64 $945.00 121.35 132.45 - - 10 0
36 6 0.03 73% 0.00 0.23 $950.00 126.15 137.70 - - 8 0
48 2 0.01 60% 0.00 0.13 $955.00 131.35 143.25 - - 40 0
44 8 0.00 54% 0.00 0.24 $960.00 136.35 148.20 - - 2 0
41 2 0.02 74% 0.00 0.13 $965.00 143.45 153.20 - - 15 0
37 2 0.00 62% 0.00 0.32 $970.00 146.40 157.55 - - 10 0
81 2 0.00 63% 0.00 0.11 $975.00 151.35 163.20 - - 10 0
27 1 0.04 95% 0.00 2.08 $980.00 158.30 168.05 - - 1 0
18 1 0.03 89% 0.00 3.45 $985.00 161.35 173.30 - - 0 0
16 5 0.03 91% 0.00 2.00 $990.00 168.30 178.25 - - 1 0
7 3 0.03 93% 0.00 3.45 $995.00 173.30 182.75 - - 1 0
76 3 0.04 104% 0.00 0.81 $1000.00 178.30 188.10 - - 3 0
8 2 0.02 97% 0.00 3.25 $1005.00 181.30 193.05 - - 1 0
141 2 0.00 74% 0.00 2.82 $1010.00 188.30 198.60 - - 2 0
2 4 0.02 100% 0.00 3.25 $1015.00 191.40 202.40 - - 0 0
4 4 0.03 112% 0.00 3.25 $1020.00 196.30 208.25 - - 0 0
19 8 0.03 112% 0.00 3.30 $1025.00 201.35 210.90 - - 0 0
18 2 0.03 111% 0.00 0.12 $1030.00 206.35 218.90 - - 0 0
27 2 0.04 124% 0.00 1.31 $1035.00 212.50 222.45 - - 0 0
8 4 0.00 83% 0.00 3.20 $1040.00 216.35 227.60 - - 0 0
87 2 0.04 127% 0.00 3.20 $1045.00 221.15 232.05 - - 0 0
19 4 0.00 84% 0.00 0.20 $1050.00 227.70 238.05 - - 0 0
16 4 0.00 92% 0.00 2.54 $1055.00 231.35 243.05 - - 0 0
33 6 0.00 89% 0.00 0.30 $1060.00 236.35 247.25 - - 0 0
34 4 0.01 98% 0.00 0.52 $1065.00 241.35 252.45 - - 0 0
20 13 0.01 107% 0.02 0.59 $1070.00 246.15 258.05 - - 0 0
31 2 0.01 104% 0.00 4.30 $1080.00 258.30 268.85 106% -1.00 0 0
62 2 0.01 107% 0.00 3.45 $1090.00 268.30 276.60 - - 0 0
188 2 0.00 97% 0.00 4.30 $1100.00 278.30 287.40 - - 0 0
47 3 0.00 102% 0.00 4.10 $1110.00 286.35 298.00 - - 0 0
21 2 0.00 97% 0.00 4.30 $1120.00 298.30 306.55 - - 0 0
108 2 0.01 135% 0.00 4.30 $1130.00 308.30 315.95 - - 0 0
92 7 0.00 104% 0.00 4.30 $1140.00 316.35 327.90 - - 0 0
163 11 0.00 112% 0.00 0.62 $1150.00 326.35 336.85 - - 0 0
42 2 0.00 127% 0.00 8.55 $1160.00 338.30 348.20 - - 0 0
120 5 0.00 113% 0.00 0.15 $1170.00 347.70 358.35 - - 0 0
202 6 0.00 121% 0.00 0.56 $1180.00 358.30 366.00 - - 0 0
446 27 0.04 188% 0.00 0.25 $1190.00 368.75 375.25 - - 0 0
349 165 0.02 173% 0.00 3.75 $1200.00 376.35 386.65 - - 4 0
859 239 0.03 194% 0.00 4.10 $1210.00 387.85 399.00 - - 0 0
162 3 0.02 182% 0.00 4.10 $1220.00 395.85 406.80 - - 0 0
406 166 0.00 125% 0.00 15.05 $1230.00 406.30 418.20 - - 0 0