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
ELAN 22.43
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.
46 contracts
31 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.96 | 116% | 7.90 | 9.30 | $14.00 | 0.00 | 1.50 | 152% | -0.08 | 0 | 0 |
| 28 | 1 | 0.95 | 101% | 6.70 | 8.50 | $15.00 | 0.00 | 1.50 | 111% | -0.06 | 2 | 12 |
| 1 | 1 | 0.98 | 65% | 5.70 | 7.30 | $16.00 | 0.00 | 1.50 | 105% | -0.08 | 4 | 6 |
| 0 | 0 | 0.91 | 86% | 4.90 | 6.50 | $17.00 | 0.00 | 1.50 | 94% | -0.10 | 10 | 26 |
| 98 | 2 | 0.91 | 67% | 3.90 | 5.40 | $18.00 | 0.00 | 1.30 | 75% | -0.11 | 7 | 174 |
| 216 | 10 | 0.90 | 54% | 3.20 | 4.10 | $19.00 | 0.05 | 0.30 | 55% | -0.11 | 4 | 24 |
| 66 | 2 | 0.84 | 47% | 2.35 | 3.10 | $20.00 | 0.10 | 0.25 | 42% | -0.13 | 2 | 191 |
| 632 | 621 | 0.72 | 52% | 1.70 | 2.45 | $21.00 | 0.30 | 0.70 | 47% | -0.27 | 5 | 48 |
| 52 | 1 | 0.59 | 49% | 1.15 | 1.65 | $22.00 | 0.60 | 1.05 | 45% | -0.41 | 3 | 31 |
| 958 | 3 | 0.45 | 46% | 0.65 | 1.10 | $23.00 | 0.95 | 1.60 | 42% | -0.56 | 28 | 118 |
| 838 | 3 | 0.30 | 42% | 0.15 | 0.75 | $24.00 | 1.45 | 2.25 | 37% | -0.74 | 20 | 115 |
| 414 | 13 | 0.20 | 44% | 0.20 | 0.35 | $25.00 | 2.20 | 3.20 | 38% | -0.85 | 1 | 16 |
| 52 | 1 | 0.13 | 47% | 0.05 | 0.30 | $26.00 | 3.20 | 4.10 | 43% | -0.90 | 5 | 11 |
| 349 | 1 | 0.10 | 53% | 0.00 | 1.35 | $27.00 | 3.60 | 5.40 | - | - | 3 | 3 |
| 260 | 10 | 0.10 | 63% | 0.00 | 1.45 | $28.00 | 4.50 | 6.50 | - | - | 2 | 12 |
| 127 | 3 | 0.08 | 65% | 0.00 | 1.50 | $29.00 | 5.70 | 7.50 | 57% | -0.96 | 2 | 7 |
| 200 | 10 | 0.08 | 75% | 0.00 | 0.50 | $30.00 | 6.60 | 8.50 | - | - | 0 | 0 |
| 46 | 36 | 0.11 | 90% | 0.00 | 1.50 | $31.00 | 7.60 | 9.50 | - | - | 0 | 0 |
| 45 | 1 | 0.07 | 86% | 0.00 | 1.50 | $32.00 | 8.60 | 10.50 | - | - | 0 | 0 |
| 21 | 1 | 0.13 | 115% | 0.00 | 1.45 | $33.00 | 9.60 | 11.50 | - | - | 0 | 0 |
| 1 | 1 | 0.13 | 123% | 0.00 | 1.45 | $34.00 | 10.60 | 12.50 | - | - | 0 | 0 |
| 3 | 2 | 0.11 | 123% | 0.00 | 1.45 | $35.00 | 11.60 | 13.50 | - | - | 0 | 0 |
| 0 | 0 | 0.05 | 125% | 0.00 | 1.45 | $40.00 | 16.60 | 18.50 | - | - | 2 | 0 |