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
DFEN 53.90
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.
88 contracts
52 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 31 | 30 | - | - | 21.90 | 25.50 | $30.00 | 0.00 | 0.55 | 147% | -0.04 | 8 | 22 |
| 4 | 2 | 0.94 | 122% | 17.90 | 20.70 | $35.00 | 0.00 | 0.25 | 85% | -0.02 | 8 | 51 |
| 85 | 11 | - | - | 12.40 | 14.90 | $40.00 | 0.10 | 0.45 | 76% | -0.06 | 14 | 49 |
| 83 | 1 | 0.84 | 77% | 7.80 | 11.70 | $45.00 | 0.70 | 1.10 | 72% | -0.15 | 17 | 139 |
| 68 | 3 | 0.67 | 86% | 5.90 | 7.50 | $50.00 | 1.80 | 2.30 | 66% | -0.31 | 123 | 839 |
| 210 | 64 | 0.49 | 75% | 3.30 | 4.00 | $55.00 | 3.80 | 4.90 | 64% | -0.52 | 16 | 190 |
| 349 | 276 | 0.30 | 68% | 1.30 | 2.05 | $60.00 | 6.40 | 9.60 | 68% | -0.70 | 4 | 278 |
| 319 | 126 | 0.18 | 72% | 0.85 | 1.00 | $65.00 | 10.20 | 13.90 | 68% | -0.84 | 2 | 240 |
| 104 | 50 | 0.11 | 77% | 0.45 | 0.65 | $70.00 | 15.10 | 18.50 | 75% | -0.89 | 1 | 81 |
| 34 | 10 | 0.08 | 82% | 0.00 | 0.45 | $74.00 | 19.60 | 22.20 | 90% | -0.89 | 1 | 68 |
| 78 | 15 | 0.06 | 76% | 0.05 | 0.45 | $75.00 | 20.20 | 23.30 | 88% | -0.91 | 1 | 10 |
| 36 | 2 | 0.06 | 80% | 0.00 | 0.85 | $76.00 | 21.50 | 23.80 | 86% | -0.92 | 1 | 2 |
| 51 | 1 | 0.07 | 87% | 0.00 | 0.40 | $77.00 | 21.80 | 25.20 | 79% | -0.94 | 16 | 14 |
| 22 | 1 | 0.09 | 99% | 0.00 | 2.30 | $78.00 | 22.70 | 26.20 | 78% | -0.95 | 12 | 6 |
| 10 | 6 | 0.04 | 82% | 0.00 | 1.40 | $79.00 | 23.70 | 27.20 | 81% | -0.95 | 1 | 1 |
| 56 | 1 | 0.09 | 104% | 0.00 | 0.50 | $80.00 | 24.60 | 28.20 | 78% | -0.96 | 1 | 28 |
| 11 | 2 | 0.15 | 131% | 0.00 | 1.65 | $81.00 | 25.20 | 29.30 | 0% | -0.99 | 1 | 1 |
| 12 | 1 | 0.07 | 104% | 0.00 | 1.60 | $82.00 | 27.00 | 30.00 | 91% | -0.95 | 2 | 3 |
| 4 | 1 | 0.15 | 137% | 0.00 | 3.90 | $83.00 | 28.10 | 31.10 | 99% | -0.93 | 4 | 2 |
| 1 | 2 | 0.15 | 140% | 0.00 | 2.20 | $84.00 | 29.00 | 32.10 | 98% | -0.94 | 10 | 11 |
| 35 | 17 | 0.03 | 87% | 0.00 | 1.75 | $85.00 | 29.60 | 33.10 | 83% | -0.97 | 1 | 5 |
| 4 | 6 | 0.02 | 86% | 0.00 | 1.40 | $86.00 | 31.20 | 34.10 | 108% | -0.93 | 0 | 0 |
| 15 | 1 | 0.10 | 128% | 0.00 | 1.85 | $87.00 | 31.20 | 35.10 | 0% | -0.99 | 0 | 0 |
| 36 | 2 | 0.12 | 141% | 0.00 | 2.15 | $88.00 | 32.00 | 35.90 | - | - | 2 | 100 |
| 14 | 1 | 0.14 | 150% | 0.00 | 1.95 | $89.00 | 33.10 | 37.00 | - | - | 72 | 36 |
| 69 | 4 | 0.07 | 122% | 0.00 | 1.95 | $90.00 | 34.10 | 38.00 | - | - | 1 | 0 |
| 17 | 6 | 0.13 | 154% | 0.00 | 1.95 | $91.00 | 35.60 | 39.00 | 87% | -0.98 | 0 | 0 |
| 11 | 2 | 0.08 | 133% | 0.00 | 1.95 | $92.00 | 36.20 | 40.00 | 0% | -0.99 | 12 | 6 |
| 16 | 1 | 0.06 | 124% | 0.00 | 3.90 | $93.00 | 37.40 | 41.00 | 0% | -0.99 | 0 | 0 |
| 6 | 1 | 0.07 | 128% | 0.00 | 1.95 | $94.00 | 38.20 | 42.00 | 0% | -0.99 | 2 | 1 |
| 10 | 2 | 0.06 | 127% | 0.00 | 4.50 | $95.00 | 39.10 | 42.20 | - | - | 1 | 0 |
| 4 | 1 | 0.13 | 165% | 0.00 | 1.95 | $96.00 | 40.20 | 44.00 | 0% | -0.99 | 0 | 0 |
| 6 | 1 | 0.13 | 169% | 0.00 | 3.90 | $97.00 | 41.60 | 45.00 | 100% | -0.98 | 22 | 11 |
| 15 | 2 | 0.05 | 130% | 0.00 | 1.15 | $98.00 | 42.60 | 46.00 | 102% | -0.98 | 2 | 1 |
| 52 | 2 | 0.12 | 169% | 0.00 | 2.15 | $100.00 | 44.00 | 47.90 | - | - | 0 | 0 |
| 7 | 2 | 0.06 | 147% | 0.00 | 0.95 | $105.00 | 49.10 | 52.20 | - | - | 0 | 0 |
| 3 | 1 | 0.07 | 160% | 0.00 | 0.95 | $110.00 | 54.00 | 57.90 | - | - | 0 | 0 |
| 15 | 2 | 0.04 | 151% | 0.00 | 1.55 | $115.00 | 59.00 | 62.90 | - | - | 0 | 0 |
| 106 | 1 | 0.05 | 168% | 0.00 | 3.90 | $120.00 | 64.60 | 67.90 | 129% | -0.98 | 7 | 0 |
| 260 | 27 | 0.05 | 175% | 0.00 | 1.95 | $125.00 | 69.10 | 72.20 | - | - | 2 | 0 |
| 418 | 150 | 0.05 | 180% | 0.00 | 3.90 | $130.00 | 74.00 | 78.00 | - | - | 0 | 0 |
| 1 | 1 | 0.06 | 195% | 0.00 | 2.15 | $135.00 | 79.00 | 83.00 | - | - | 0 | 0 |
| 3 | 1 | 0.05 | 195% | 0.00 | 2.15 | $140.00 | 84.10 | 88.00 | - | - | 1 | 0 |
| 1 | 1 | 0.07 | 217% | 0.00 | 2.15 | $145.00 | 89.10 | 93.00 | - | - | 1 | 0 |