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
CWEB 19.59
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.
64 contracts
39 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 35 | 1 | - | - | 4.00 | 4.80 | $15.00 | 0.00 | 0.60 | 96% | -0.12 | 1 | 209 |
| 0 | 0 | - | - | 2.90 | 3.90 | $16.00 | 0.00 | 0.75 | 77% | -0.14 | 1 | 34 |
| 0 | 0 | - | - | 2.15 | 3.00 | $17.00 | 0.15 | 0.55 | 64% | -0.18 | 10 | 45 |
| 60 | 1 | 0.79 | 43% | 1.45 | 2.20 | $18.00 | 0.45 | 0.65 | 59% | -0.27 | 10 | 31 |
| 158 | 52 | 0.60 | 56% | 1.30 | 1.55 | $19.00 | 0.80 | 1.25 | 63% | -0.40 | 2 | 23 |
| 95 | 120 | 0.48 | 66% | 0.95 | 1.35 | $20.00 | 1.30 | 1.90 | 65% | -0.52 | 10 | 102 |
| 53 | 2 | 0.34 | 57% | 0.45 | 0.80 | $21.00 | 1.95 | 2.60 | 68% | -0.62 | 1 | 4 |
| 123 | 5 | 0.25 | 61% | 0.35 | 0.50 | $22.00 | 2.80 | 3.20 | 67% | -0.72 | 12 | 26 |
| 0 | 0 | 0.18 | 63% | 0.00 | 0.40 | $23.00 | 3.40 | 4.60 | 80% | -0.75 | 1 | 1 |
| 779 | 12 | 0.13 | 75% | 0.05 | 0.40 | $25.00 | 5.30 | 6.10 | 78% | -0.86 | 2 | 165 |
| 39 | 1 | 0.11 | 91% | 0.00 | 2.85 | $27.00 | 7.30 | 8.40 | 109% | -0.84 | 2 | 15 |
| 80 | 45 | 0.17 | 124% | 0.00 | 2.85 | $28.00 | 8.30 | 9.40 | 116% | -0.85 | 1 | 1 |
| 20 | 1 | 0.10 | 108% | 0.00 | 3.90 | $29.00 | 9.30 | 10.40 | 123% | -0.85 | 20 | 21 |
| 975 | 23 | 0.04 | 90% | 0.00 | 5.00 | $30.00 | 10.30 | 11.40 | 130% | -0.86 | 1 | 102 |
| 0 | 0 | 0.13 | 135% | 0.00 | 2.60 | $31.00 | 11.10 | 12.30 | 123% | -0.90 | 0 | 0 |
| 600 | 750 | 0.13 | 142% | 0.00 | 4.40 | $32.00 | 12.30 | 13.30 | 139% | -0.88 | 3 | 0 |
| 234 | 20 | 0.13 | 150% | 0.00 | 2.60 | $33.00 | 13.30 | 14.30 | 145% | -0.88 | 1 | 1 |
| 1 | 1 | 0.12 | 154% | 0.00 | 3.90 | $34.00 | 14.10 | 15.30 | 142% | -0.90 | 0 | 0 |
| 4 | 3 | 0.12 | 160% | 0.00 | 3.90 | $35.00 | 15.30 | 16.30 | 157% | -0.89 | 1 | 2 |
| 410 | 410 | 0.11 | 163% | 0.00 | 2.60 | $36.00 | 16.30 | 17.30 | 163% | -0.89 | 1 | 1 |
| 1 | 1 | 0.12 | 173% | 0.00 | 2.60 | $37.00 | 17.30 | 18.30 | 169% | -0.89 | 2 | 0 |
| 0 | 0 | 0.09 | 168% | 0.00 | 3.90 | $38.00 | 18.30 | 19.30 | 174% | -0.89 | 2 | 1 |
| 5 | 2 | 0.09 | 172% | 0.00 | 2.60 | $39.00 | 19.30 | 20.30 | 180% | -0.89 | 0 | 0 |
| 30 | 5 | 0.10 | 183% | 0.00 | 3.90 | $40.00 | 20.30 | 21.30 | 184% | -0.90 | 0 | 0 |
| 0 | 0 | 0.09 | 184% | 0.00 | 3.90 | $41.00 | 21.10 | 22.30 | 175% | -0.92 | 0 | 0 |
| 487 | 1 | 0.15 | 220% | 0.00 | 3.90 | $42.00 | 22.10 | 23.30 | 179% | -0.92 | 0 | 0 |
| 411 | 2 | 0.09 | 188% | 0.00 | 3.90 | $43.00 | 23.30 | 24.30 | 196% | -0.90 | 0 | 0 |
| 500 | 210 | 0.10 | 205% | 0.00 | 3.90 | $44.00 | 24.30 | 25.50 | 212% | -0.88 | 0 | 0 |
| 6 | 2 | 0.07 | 189% | 0.00 | 3.90 | $45.00 | 25.30 | 26.30 | 204% | -0.90 | 0 | 0 |
| 0 | 0 | 0.11 | 219% | 0.00 | 2.60 | $46.00 | 26.10 | 27.30 | 195% | -0.92 | 0 | 0 |
| 12 | 5 | 0.10 | 216% | 0.00 | 3.90 | $47.00 | 27.10 | 28.30 | 198% | -0.92 | 0 | 0 |
| 822 | 2 | 0.10 | 225% | 0.00 | 0.75 | $50.00 | 30.10 | 31.30 | 209% | -0.92 | 0 | 0 |