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
CME 275.33
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.
104 contracts
66 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.99 | 239% | 113.50 | 117.70 | $160.00 | 0.00 | 0.75 | 250% | -0.01 | 0 | 0 |
| 0 | 0 | 0.99 | 222% | 108.50 | 112.60 | $165.00 | 0.00 | 2.75 | 237% | -0.02 | 0 | 0 |
| 0 | 0 | 0.99 | 215% | 103.50 | 107.70 | $170.00 | 0.00 | 2.60 | 225% | -0.02 | 0 | 0 |
| 0 | 0 | 0.99 | 199% | 98.50 | 102.60 | $175.00 | 0.00 | 2.75 | 213% | -0.02 | 0 | 0 |
| 0 | 0 | 0.99 | 187% | 93.50 | 97.60 | $180.00 | 0.00 | 0.75 | 202% | -0.02 | 0 | 0 |
| 0 | 0 | 0.99 | 176% | 88.50 | 92.60 | $185.00 | 0.00 | 2.60 | 190% | -0.02 | 0 | 0 |
| 0 | 0 | 0.98 | 169% | 83.50 | 87.70 | $190.00 | 0.00 | 2.60 | 179% | -0.02 | 0 | 0 |
| 0 | 0 | 0.98 | 163% | 78.60 | 82.70 | $195.00 | 0.00 | 1.75 | 169% | -0.02 | 0 | 0 |
| 0 | 0 | 0.98 | 153% | 73.60 | 77.70 | $200.00 | 0.00 | 1.75 | 158% | -0.02 | 0 | 0 |
| 0 | 0 | 0.98 | 146% | 68.60 | 72.80 | $205.00 | 0.00 | 1.75 | 148% | -0.02 | 0 | 0 |
| 0 | 0 | 0.98 | 129% | 63.50 | 67.70 | $210.00 | 0.00 | 2.75 | 138% | -0.03 | 0 | 0 |
| 0 | 0 | 0.98 | 123% | 58.60 | 62.70 | $215.00 | 0.00 | 2.60 | 128% | -0.03 | 0 | 0 |
| 0 | 0 | 0.97 | 114% | 53.60 | 57.70 | $220.00 | 0.00 | 0.10 | 116% | -0.03 | 0 | 0 |
| 0 | 0 | 0.97 | 106% | 48.60 | 52.80 | $225.00 | 0.00 | 0.75 | 107% | -0.03 | 0 | 0 |
| 0 | 0 | 0.97 | 92% | 43.50 | 47.70 | $230.00 | 0.00 | 2.60 | 104% | -0.05 | 0 | 0 |
| 0 | 10 | 0.98 | 76% | 38.60 | 42.40 | $235.00 | 0.00 | 4.80 | 92% | -0.05 | 0 | 0 |
| 0 | 0 | 0.96 | 74% | 33.60 | 37.70 | $240.00 | 0.00 | 10.00 | 64% | -0.02 | 4 | 17 |
| 0 | 0 | 0.96 | 65% | 28.50 | 32.80 | $245.00 | 0.00 | 2.15 | 64% | -0.04 | 16 | 237 |
| 0 | 0 | 0.96 | 60% | 26.10 | 30.20 | $247.50 | 0.00 | 10.00 | 59% | -0.04 | 3 | 5 |
| 0 | 0 | 0.96 | 52% | 23.60 | 27.50 | $250.00 | 0.00 | 0.90 | 53% | -0.04 | 2 | 19 |
| 0 | 0 | 0.94 | 53% | 21.10 | 25.30 | $252.50 | 0.00 | 10.00 | 48% | -0.04 | 2 | 1 |
| 0 | 0 | 0.94 | 46% | 18.70 | 22.60 | $255.00 | 0.00 | 2.25 | 43% | -0.05 | 1 | 166 |
| 0 | 0 | 0.94 | 40% | 16.10 | 20.10 | $257.50 | 0.00 | 0.65 | 39% | -0.05 | 1 | 6 |
| 2 | 1 | 0.93 | 38% | 13.70 | 17.70 | $260.00 | 0.05 | 0.50 | 35% | -0.06 | 4 | 74 |
| 0 | 0 | 0.99 | 21% | 11.90 | 13.80 | $262.50 | 0.10 | 0.40 | 30% | -0.06 | 1 | 4 |
| 3 | 1 | 0.85 | 35% | 9.50 | 12.80 | $265.00 | 0.25 | 0.50 | 28% | -0.10 | 18 | 332 |
| 1 | 1 | 0.81 | 31% | 7.30 | 10.20 | $267.50 | 0.45 | 0.90 | 27% | -0.16 | 1 | 381 |
| 185 | 1 | 0.75 | 28% | 5.20 | 8.00 | $270.00 | 0.70 | 1.20 | 25% | -0.22 | 19 | 185 |
| 252 | 249 | 0.64 | 28% | 3.60 | 6.00 | $272.50 | 1.40 | 1.95 | 25% | -0.34 | 349 | 9 |
| 44 | 195 | 0.52 | 27% | 3.00 | 3.60 | $275.00 | 2.50 | 2.75 | 24% | -0.48 | 1 | 31 |
| 18 | 10 | 0.40 | 27% | 1.95 | 2.50 | $277.50 | 3.10 | 4.30 | 21% | -0.64 | 11 | 11 |
| 46 | 531 | 0.27 | 26% | 1.10 | 1.45 | $280.00 | 4.10 | 7.20 | 23% | -0.76 | 1 | 4 |
| 17 | 14 | 0.18 | 26% | 0.60 | 0.85 | $282.50 | 5.80 | 9.10 | 19% | -0.90 | 0 | 0 |
| 113 | 26 | 0.11 | 26% | 0.30 | 0.50 | $285.00 | 8.20 | 11.70 | 23% | -0.92 | 1 | 2 |
| 85 | 3 | 0.08 | 29% | 0.15 | 0.45 | $287.50 | 10.60 | 14.10 | 25% | -0.95 | 0 | 0 |
| 70 | 4 | 0.06 | 31% | 0.05 | 0.40 | $290.00 | 13.00 | 16.60 | 27% | -0.96 | 2 | 1 |
| 3 | 1 | 0.03 | 31% | 0.05 | 0.20 | $292.50 | 15.60 | 19.10 | 33% | -0.96 | 0 | 0 |
| 10 | 4 | 0.03 | 33% | 0.00 | 0.25 | $295.00 | 18.00 | 21.70 | 37% | -0.96 | 0 | 0 |
| 0 | 0 | 0.03 | 40% | 0.00 | 0.20 | $297.50 | 20.40 | 24.20 | 38% | -0.97 | 0 | 0 |
| 17 | 10 | 0.03 | 44% | 0.00 | 0.55 | $300.00 | 22.40 | 26.70 | - | - | 0 | 0 |
| 0 | 0 | 0.05 | 53% | 0.00 | 10.00 | $302.50 | 24.90 | 29.10 | - | - | 0 | 0 |
| 1 | 1 | 0.05 | 57% | 0.00 | 10.00 | $305.00 | 27.80 | 31.70 | 45% | -0.98 | 0 | 0 |
| 0 | 0 | 0.03 | 56% | 0.00 | 0.75 | $307.50 | 29.90 | 34.20 | - | - | 0 | 0 |
| 3 | 2 | 0.10 | 83% | 0.00 | 10.00 | $310.00 | 32.40 | 36.60 | - | - | 0 | 0 |
| 2 | 1 | 0.05 | 73% | 0.00 | 10.00 | $315.00 | 37.40 | 41.60 | - | - | 0 | 0 |
| 1 | 1 | 0.09 | 103% | 0.00 | 10.00 | $320.00 | 42.40 | 46.60 | - | - | 0 | 0 |
| 0 | 0 | 0.05 | 90% | 0.00 | 10.00 | $325.00 | 47.40 | 51.60 | - | - | 0 | 0 |
| 0 | 0 | 0.09 | 121% | 0.00 | 0.75 | $330.00 | 52.40 | 56.70 | - | - | 0 | 0 |
| 0 | 0 | 0.04 | 102% | 0.00 | 10.00 | $335.00 | 57.60 | 61.70 | - | - | 0 | 0 |
| 0 | 0 | 0.03 | 108% | 0.00 | 0.75 | $340.00 | 62.40 | 66.70 | - | - | 0 | 0 |
| 1 | 1 | 0.03 | 114% | 0.00 | 10.00 | $345.00 | 67.40 | 71.60 | - | - | 0 | 0 |
| 0 | 0 | 0.03 | 119% | 0.00 | 0.75 | $350.00 | 72.40 | 76.70 | - | - | 0 | 0 |