ET Options Strategy Builder
674 contracts
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
ET 20.94
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.
56 contracts
31 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 1 | - | - | 9.70 | 10.15 | $11.00 | 0.00 | 0.42 | - | - | 1 | 0 |
| 8 | 3 | - | - | 8.75 | 9.10 | $12.00 | 0.00 | 0.28 | - | - | 1 | 0 |
| 0 | 3 | - | - | 7.70 | 8.00 | $13.00 | 0.00 | 0.42 | - | - | 0 | 0 |
| 1 | 1 | 0.96 | 243% | 6.70 | 7.40 | $14.00 | 0.00 | 0.42 | - | - | 0 | 0 |
| 10 | 1 | 0.98 | 169% | 5.75 | 6.20 | $15.00 | 0.00 | 0.42 | - | - | 2 | 12 |
| 0 | 3 | - | - | 5.20 | 5.50 | $15.50 | 0.00 | 0.42 | - | - | 5 | 8 |
| 0 | 2 | - | - | 4.80 | 5.05 | $16.00 | 0.00 | 0.42 | - | - | 5 | 8 |
| 0 | 1 | 0.99 | 104% | 4.25 | 4.65 | $16.50 | 0.00 | 0.42 | 113% | -0.02 | 5 | 7 |
| 0 | 0 | - | - | 3.55 | 4.30 | $17.00 | 0.00 | 0.22 | 101% | -0.02 | 5 | 11 |
| 0 | 0 | - | - | 3.05 | 3.80 | $17.50 | 0.00 | 0.05 | 93% | -0.03 | 4 | 8 |
| 14 | 1 | - | - | 2.56 | 3.30 | $18.00 | 0.00 | 0.05 | 83% | -0.04 | 4 | 7 |
| 1 | 1 | - | - | 2.07 | 2.81 | $18.50 | 0.00 | 0.22 | 65% | -0.03 | 4 | 14 |
| 10 | 10 | - | - | 1.57 | 2.31 | $19.00 | 0.00 | 0.01 | 58% | -0.05 | 10 | 18 |
| 8 | 2,218 | 0.95 | 42% | 1.33 | 1.59 | $19.50 | 0.00 | 0.22 | 44% | -0.06 | 10 | 49 |
| 47 | 1 | - | - | 0.76 | 1.05 | $20.00 | 0.00 | 0.05 | 32% | -0.09 | 6 | 110 |
| 140 | 23 | 0.97 | 12% | 0.37 | 0.52 | $20.50 | 0.05 | 0.07 | 24% | -0.20 | 426 | 843 |
| 493 | 642 | 0.45 | 19% | 0.13 | 0.15 | $21.00 | 0.15 | 0.29 | 21% | -0.55 | 1,366 | 3,416 |
| 2,496 | 1,299 | 0.08 | 18% | 0.01 | 0.02 | $21.50 | 0.53 | 0.70 | 26% | -0.83 | 37 | 220 |
| 1,463 | 26 | 0.07 | 31% | 0.00 | 0.23 | $22.00 | 0.99 | 1.24 | 39% | -0.88 | 11 | 5 |
| 647 | 20 | 0.08 | 47% | 0.00 | 0.01 | $22.50 | 1.21 | 1.95 | 40% | -0.95 | 1 | 1 |
| 347 | 252 | 0.05 | 53% | 0.00 | 0.22 | $23.00 | 1.88 | 2.30 | 54% | -0.94 | 2 | 0 |
| 42 | 2 | 0.04 | 63% | 0.00 | 0.42 | $23.50 | 2.23 | 2.74 | - | - | 1 | 1 |
| 2 | 10 | 0.03 | 70% | 0.00 | 0.13 | $24.00 | 2.71 | 3.45 | 69% | -0.97 | 4 | 1 |
| 1 | 1 | 0.04 | 81% | 0.00 | 0.23 | $24.50 | 3.20 | 3.95 | 73% | -0.98 | 0 | 0 |
| 4 | 4 | 0.03 | 90% | 0.00 | 0.21 | $25.00 | 3.70 | 4.45 | 81% | -0.98 | 1 | 0 |
| 1 | 1 | 0.03 | 97% | 0.00 | 0.42 | $25.50 | 4.20 | 4.95 | 89% | -0.98 | 0 | 0 |
| 1 | 1 | 0.03 | 105% | 0.00 | 0.42 | $26.00 | 4.90 | 5.40 | 133% | -0.93 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 0.22 | $30.00 | 8.70 | 9.45 | 152% | -0.99 | 0 | 0 |