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
EFA 106.26
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.
90 contracts
68 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.98 | 241% | 40.00 | 42.95 | $65.00 | 0.00 | 0.25 | - | - | 0 | 0 |
| 0 | 0 | 0.98 | 199% | 35.00 | 37.85 | $70.00 | 0.00 | 0.54 | - | - | 0 | 0 |
| 0 | 0 | 0.98 | 176% | 30.05 | 32.85 | $75.00 | 0.00 | 0.05 | 155% | -0.01 | 4 | 2 |
| 0 | 0 | 0.97 | 150% | 25.05 | 27.90 | $80.00 | 0.00 | 0.25 | 124% | -0.01 | 16 | 9 |
| 0 | 0 | - | - | 20.05 | 22.30 | $85.00 | 0.00 | 0.05 | 96% | -0.01 | 4 | 2 |
| 0 | 0 | 0.99 | 72% | 16.10 | 16.50 | $90.00 | 0.00 | 0.05 | 72% | -0.01 | 9 | 12 |
| 0 | 0 | 0.99 | 51% | 13.10 | 13.45 | $93.00 | 0.00 | 0.37 | 60% | -0.02 | 2 | 6 |
| 0 | 0 | 0.99 | 47% | 12.10 | 12.45 | $94.00 | 0.00 | 0.23 | 56% | -0.02 | 0 | 0 |
| 0 | 0 | 0.98 | 51% | 11.15 | 11.45 | $95.00 | 0.01 | 0.15 | 58% | -0.03 | 4 | 1 |
| 0 | 0 | 0.98 | 46% | 10.15 | 10.45 | $96.00 | 0.01 | 0.02 | 41% | -0.01 | 623 | 0 |
| 0 | 0 | 0.98 | 42% | 9.15 | 9.45 | $97.00 | 0.00 | 0.07 | 43% | -0.02 | 26 | 923 |
| 0 | 0 | 0.98 | 38% | 8.15 | 8.45 | $98.00 | 0.01 | 0.07 | 39% | -0.02 | 5 | 401 |
| 0 | 0 | 0.97 | 37% | 7.15 | 7.50 | $99.00 | 0.01 | 0.08 | 36% | -0.03 | 4 | 2 |
| 0 | 0 | 0.96 | 33% | 6.15 | 6.50 | $100.00 | 0.01 | 0.08 | 31% | -0.03 | 2 | 305 |
| 0 | 0 | 0.96 | 28% | 5.15 | 5.50 | $101.00 | 0.02 | 0.09 | 28% | -0.04 | 8 | 3 |
| 1 | 1 | 0.95 | 26% | 4.65 | 5.00 | $101.50 | 0.03 | 0.10 | 26% | -0.05 | 5 | 123 |
| 0 | 0 | 0.94 | 26% | 4.20 | 4.50 | $102.00 | 0.03 | 0.06 | 22% | -0.04 | 4 | 137 |
| 0 | 0 | 0.93 | 23% | 3.70 | 4.00 | $102.50 | 0.03 | 0.09 | 22% | -0.06 | 44 | 196 |
| 2 | 2 | 0.90 | 23% | 3.30 | 3.50 | $103.00 | 0.05 | 0.09 | 20% | -0.07 | 4 | 333 |
| 0 | 0 | 0.89 | 20% | 2.74 | 3.05 | $103.50 | 0.06 | 0.15 | 19% | -0.10 | 8 | 140 |
| 3 | 2 | 0.86 | 19% | 2.32 | 2.53 | $104.00 | 0.07 | 0.15 | 17% | -0.11 | 21 | 193 |
| 1 | 1 | 0.83 | 17% | 1.82 | 2.07 | $104.50 | 0.12 | 0.22 | 16% | -0.17 | 28 | 341 |
| 2,220 | 21 | 0.76 | 16% | 1.41 | 1.63 | $105.00 | 0.16 | 0.27 | 15% | -0.22 | 127 | 1,208 |
| 973 | 145 | 0.68 | 15% | 1.04 | 1.23 | $105.50 | 0.30 | 0.37 | 14% | -0.31 | 31 | 115 |
| 2,266 | 75 | 0.57 | 15% | 0.75 | 0.88 | $106.00 | 0.38 | 0.54 | 13% | -0.42 | 50 | 764 |
| 75 | 20 | 0.45 | 14% | 0.48 | 0.59 | $106.50 | 0.65 | 0.77 | 13% | -0.56 | 27 | 34 |
| 117 | 6 | 0.33 | 14% | 0.31 | 0.37 | $107.00 | 0.92 | 1.10 | 12% | -0.69 | 1 | 30 |
| 287 | 28 | 0.21 | 13% | 0.14 | 0.21 | $107.50 | 1.28 | 1.53 | 13% | -0.80 | 1 | 986 |
| 491 | 25 | 0.13 | 13% | 0.08 | 0.11 | $108.00 | 1.69 | 1.99 | 14% | -0.87 | 3 | 37 |
| 782 | 2 | 0.07 | 14% | 0.03 | 0.07 | $108.50 | 2.15 | 2.46 | 15% | -0.91 | 1 | 132 |
| 291 | 718 | 0.05 | 14% | 0.02 | 0.04 | $109.00 | 2.63 | 2.94 | 16% | -0.94 | 2 | 0 |
| 38 | 1 | 0.03 | 15% | 0.01 | 0.03 | $109.50 | 3.10 | 3.45 | 17% | -0.95 | 16 | 0 |
| 73 | 3 | 0.05 | 20% | 0.00 | 0.05 | $110.00 | 3.50 | 3.95 | - | - | 2 | 0 |
| 1,137 | 1 | 0.04 | 23% | 0.00 | 0.24 | $111.00 | 4.60 | 4.95 | 23% | -0.96 | 0 | 0 |
| 3,255 | 5 | 0.04 | 28% | 0.00 | 0.24 | $112.00 | 4.80 | 7.10 | 38% | -0.90 | 0 | 0 |
| 6 | 1 | 0.03 | 31% | 0.00 | 0.24 | $113.00 | 5.60 | 8.15 | 40% | -0.93 | 0 | 0 |
| 3,247 | 1 | 0.03 | 36% | 0.00 | 0.24 | $114.00 | 6.90 | 9.15 | 51% | -0.89 | 0 | 0 |
| 2 | 1 | 0.03 | 39% | 0.00 | 0.24 | $115.00 | 7.60 | 10.15 | 48% | -0.94 | 0 | 0 |
| 0 | 0 | 0.03 | 43% | 0.00 | 0.24 | $116.00 | 8.50 | 11.15 | 47% | -0.96 | 0 | 0 |
| 0 | 0 | 0.03 | 48% | 0.00 | 0.24 | $117.00 | 9.60 | 12.15 | 55% | -0.95 | 0 | 0 |
| 0 | 0 | 0.03 | 52% | 0.00 | 0.24 | $118.00 | 10.60 | 13.85 | 79% | -0.88 | 0 | 0 |
| 0 | 0 | 0.03 | 56% | 0.00 | 0.24 | $119.00 | 11.60 | 14.15 | 63% | -0.95 | 0 | 0 |
| 0 | 0 | 0.03 | 60% | 0.00 | 0.24 | $120.00 | 12.60 | 15.15 | 67% | -0.95 | 0 | 0 |
| 0 | 0 | 0.03 | 63% | 0.00 | 0.24 | $121.00 | 13.60 | 16.15 | 70% | -0.96 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 0.25 | $122.00 | 14.50 | 17.85 | 94% | -0.91 | 0 | 0 |