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
DDD 3.49
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.
18 contracts
12 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.94 | 263% | 1.65 | 2.50 | $1.50 | 0.00 | 0.30 | - | - | 0 | 0 |
| 0 | 0 | 0.92 | 188% | 1.15 | 2.00 | $2.00 | 0.00 | 0.05 | - | - | 2 | 2 |
| 1 | 1 | 0.87 | 138% | 0.90 | 1.30 | $2.50 | 0.00 | 0.10 | 124% | -0.12 | 2 | 26 |
| 914 | 15 | 0.79 | 84% | 0.50 | 0.70 | $3.00 | 0.10 | 0.15 | 92% | -0.22 | 25 | 450 |
| 426 | 10 | 0.55 | 90% | 0.25 | 0.40 | $3.50 | 0.25 | 0.35 | 82% | -0.46 | 80 | 350 |
| 818 | 167 | 0.30 | 80% | 0.10 | 0.15 | $4.00 | 0.60 | 0.75 | 95% | -0.66 | 1 | 137 |
| 112 | 13 | 0.18 | 93% | 0.00 | 0.10 | $4.50 | 0.90 | 1.20 | 81% | -0.87 | 0 | 0 |
| 22 | 5 | 0.18 | 128% | 0.00 | 0.05 | $5.00 | 1.35 | 1.70 | 86% | -0.94 | 0 | 0 |
| 26 | 25 | 0.19 | 160% | 0.00 | 0.10 | $5.50 | 1.65 | 2.30 | - | - | 2 | 2 |