Previous-day view · Mon Sep 21 close.
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ESS 271.39
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Every quote and Greek, one row per strike.
60 contracts
32 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | - | - | 124.10 | 128.60 | $145.00 | 0.00 | 2.60 | 116% | -0.01 | 1 | 8 |
| 0 | 0 | - | - | 119.40 | 123.30 | $150.00 | 0.00 | 2.60 | 112% | -0.01 | 1 | 4 |
| 0 | 0 | - | - | 114.40 | 118.20 | $155.00 | 0.00 | 2.60 | 107% | -0.02 | 5 | 3 |
| 0 | 1 | - | - | 109.40 | 113.20 | $160.00 | 0.00 | 2.60 | 100% | -0.02 | 1 | 6 |
| 1 | 1 | - | - | 104.40 | 108.20 | $165.00 | 0.00 | 4.20 | 94% | -0.02 | 1 | 6 |
| 0 | 0 | 0.99 | 84% | 99.50 | 103.50 | $170.00 | 0.00 | 2.60 | 89% | -0.02 | 1 | 4 |
| 0 | 0 | 0.99 | 79% | 94.50 | 98.50 | $175.00 | 0.00 | 2.60 | 85% | -0.02 | 1 | 5 |
| 0 | 0 | - | - | 88.70 | 92.90 | $180.00 | 0.00 | 2.60 | 80% | -0.02 | 1 | 4 |
| 0 | 0 | - | - | 84.30 | 88.20 | $185.00 | 0.00 | 4.20 | 75% | -0.02 | 1 | 9 |
| 0 | 0 | 0.99 | 67% | 79.30 | 83.80 | $190.00 | 0.00 | 4.20 | 72% | -0.02 | 1 | 2 |
| 0 | 0 | - | - | 74.00 | 78.00 | $195.00 | 0.00 | 4.20 | 66% | -0.02 | 1 | 2 |
| 0 | 2 | - | - | 69.10 | 73.10 | $200.00 | 0.00 | 4.20 | 62% | -0.02 | 1 | 21 |
| 1 | 1 | - | - | 58.80 | 62.70 | $210.00 | 0.00 | 4.20 | 54% | -0.03 | 1 | 6 |
| 0 | 0 | - | - | 48.80 | 52.70 | $220.00 | 0.00 | 2.60 | 39% | -0.02 | 5 | 9 |
| 3 | 8 | - | - | 38.70 | 42.60 | $230.00 | 0.00 | 2.20 | 37% | -0.04 | 1 | 5 |
| 2 | 1 | - | - | 29.70 | 32.30 | $240.00 | 0.00 | 1.10 | 30% | -0.05 | 2 | 62 |
| 9 | 3 | - | - | 20.00 | 22.60 | $250.00 | 0.00 | 2.90 | 28% | -0.12 | 1 | 14 |
| 6 | 1 | 0.83 | 17% | 11.10 | 13.70 | $260.00 | 1.10 | 3.60 | 23% | -0.23 | 2 | 18 |
| 326 | 321 | 0.56 | 14% | 3.20 | 6.10 | $270.00 | 5.00 | 6.90 | 23% | -0.46 | 8 | 43 |
| 185 | 1 | 0.20 | 14% | 0.00 | 2.10 | $280.00 | 11.30 | 13.30 | 24% | -0.68 | 88 | 104 |
| 417 | 30 | 0.05 | 16% | 0.00 | 1.50 | $290.00 | 20.40 | 22.70 | 32% | -0.77 | 1 | 1 |
| 254 | 5 | 0.06 | 24% | 0.00 | 1.00 | $300.00 | 29.60 | 33.40 | 40% | -0.81 | 1 | 1 |
| 501 | 1 | 0.05 | 31% | 0.00 | 4.20 | $310.00 | 39.50 | 43.40 | 49% | -0.84 | 0 | 0 |
| 22 | 1 | 0.04 | 36% | 0.00 | 2.60 | $320.00 | 49.50 | 53.70 | 57% | -0.85 | 0 | 0 |
| 44 | 30 | 0.03 | 38% | 0.00 | 1.35 | $330.00 | 59.50 | 63.70 | 64% | -0.86 | 0 | 0 |
| 8 | 1 | 0.04 | 49% | 0.00 | 4.20 | $340.00 | 69.50 | 73.40 | 69% | -0.87 | 0 | 0 |
| 2 | 1 | 0.03 | 52% | 0.00 | 2.60 | $350.00 | 79.50 | 82.80 | 73% | -0.89 | 0 | 0 |
| 0 | 0 | 0.03 | 55% | 0.00 | 2.60 | $360.00 | 89.70 | 93.60 | 83% | -0.88 | 0 | 0 |
| 0 | 0 | 0.03 | 60% | 0.00 | 2.60 | $370.00 | 99.70 | 103.60 | 88% | -0.89 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 2.15 | $380.00 | 109.70 | 113.60 | 94% | -0.89 | 0 | 0 |