Pre-market
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
Click a strike to add a leg · drag a leg to move it
E 54.04
Expected move by Oct 16 ±$2.49 ±4.6% $51.55 – $56.53 90%: $48.76 – $59.32
What's your view on E?

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.
40 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 15 0.97 253% 32.60 36.50 $20.00 0.00 1.10 - - 0 0
0 0 0.96 202% 27.60 31.50 $25.00 0.00 3.40 - - 0 0
0 0 0.97 157% 24.80 28.80 $27.50 0.00 3.40 - - 0 0
0 1 0.95 154% 22.60 26.30 $30.00 0.00 5.00 - - 0 0
0 0 0.95 135% 20.10 23.80 $32.50 0.00 3.40 - - 0 0
0 5 0.96 103% 17.20 21.30 $35.00 0.00 4.80 131% -0.08 1 4
3 1 0.93 102% 15.10 18.80 $37.50 0.00 4.80 131% -0.11 20 44
10 5 0.94 80% 12.30 16.30 $40.00 0.00 4.80 65% -0.03 5 15
21 1 0.94 64% 9.70 13.80 $42.50 0.00 3.50 71% -0.08 0 0
2 1 0.95 46% 7.00 11.30 $45.00 0.00 3.50 72% -0.14 0 0
8 3 0.90 41% 4.90 8.70 $47.50 0.00 3.00 50% -0.15 1 0
35 5 - - 2.55 4.40 $50.00 0.00 2.95 28% -0.14 2 6
3 1 0.64 35% 1.40 4.20 $52.50 0.00 3.90 21% -0.30 1 1
29 132 0.35 17% 0.05 1.05 $55.00 0.60 3.80 29% -0.58 1 1
15 3 0.27 37% 0.00 1.35 $57.50 1.85 4.80 - - 0 0
67 6 0.06 26% 0.05 0.15 $60.00 4.20 8.30 32% -0.89 0 0
0 0 0.14 50% 0.00 2.60 $62.50 6.70 10.50 33% -0.95 0 0
0 0 0.15 63% 0.00 2.60 $65.00 9.10 13.20 44% -0.94 7 9
0 0 - - 0.00 2.60 $70.00 14.10 18.30 61% -0.94 0 0
0 0 - - 0.00 2.60 $75.00 19.00 23.20 67% -0.96 0 0