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
Implied dividend/borrow carry is unavailable or unreliable; valuation uses a zero-carry fallback.
Click a strike to add a leg · drag a leg to move it
EE 33.92
Expected move by Oct 16 ±$2.58 ±7.6% $31.34 – $36.50 90%: $28.45 – $39.39
What's your view on EE?

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 45 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 127% 13.00 15.30 $20.00 0.00 0.85 - - 0 0
0 0 0.96 116% 12.00 14.30 $21.00 0.00 0.85 - - 0 0
0 0 0.96 107% 11.00 13.30 $22.00 0.00 0.90 - - 0 0
1 1 0.95 98% 10.00 12.30 $23.00 0.00 0.70 - - 0 0
0 0 0.94 93% 9.00 11.40 $24.00 0.00 0.90 - - 0 0
0 0 0.94 80% 8.00 10.30 $25.00 0.00 0.90 - - 0 0
0 0 0.93 75% 7.10 9.30 $26.00 0.00 0.90 - - 0 0
0 0 0.91 70% 6.20 8.30 $27.00 0.00 0.65 - - 0 0
0 0 0.90 62% 5.30 7.20 $28.00 0.00 0.65 67% -0.11 0 0
2 4 0.88 56% 4.50 6.10 $29.00 0.05 0.55 55% -0.12 0 0
0 0 0.88 42% 3.70 4.70 $30.00 0.05 0.60 47% -0.14 0 0
0 1 0.80 45% 2.90 4.00 $31.00 0.30 0.65 45% -0.20 0 0
0 2 0.73 42% 2.20 3.10 $32.00 0.30 1.00 41% -0.27 0 0
0 0 0.63 41% 1.55 2.40 $33.00 0.55 1.45 41% -0.37 0 0
0 0 0.52 41% 1.05 1.85 $34.00 0.90 1.90 39% -0.48 8 5
0 0 0.40 39% 0.65 1.25 $35.00 1.55 2.30 38% -0.60 1,000 1,056
0 0 0.30 38% 0.25 1.00 $36.00 2.15 2.95 35% -0.72 0 0
1 1 0.23 40% 0.05 0.85 $37.00 2.70 4.40 44% -0.76 0 0
0 0 0.19 45% 0.05 0.75 $38.00 3.40 4.90 31% -0.92 0 0
0 0 0.15 49% 0.05 0.60 $39.00 4.30 5.80 - - 0 0
0 0 0.13 53% 0.05 0.55 $40.00 5.00 6.90 - - 0 0
33 30 0.12 58% 0.05 0.55 $41.00 5.80 8.10 - - 0 0
0 0 0.12 63% 0.00 0.85 $42.00 6.70 9.20 - - 4 4
0 0 0.11 69% 0.00 0.75 $43.00 7.80 10.10 - - 0 0
0 0 0.11 74% 0.00 0.90 $44.00 8.80 12.20 83% -0.86 0 0
30 30 0.11 80% 0.00 2.60 $45.00 9.80 12.70 73% -0.92 0 0
0 0 0.10 85% 0.00 0.65 $46.00 10.80 13.80 81% -0.91 0 0
0 0 0.10 89% 0.00 0.70 $47.00 11.80 14.90 88% -0.91 0 0
0 0 0.10 95% 0.00 0.85 $48.00 12.80 15.70 85% -0.93 0 0
0 0 0.10 99% 0.00 2.60 $49.00 13.80 17.10 103% -0.89 0 0
0 0 0.10 103% 0.00 0.65 $50.00 14.80 18.10 107% -0.90 0 0
0 0 - - 0.00 0.65 $55.00 19.80 23.10 127% -0.91 0 0