Previous-day view · Mon Sep 21 close.
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FAF 69.26
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28 contracts
16 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.96 | 164% | 32.40 | 37.00 | $35.00 | 0.00 | 0.50 | 158% | -0.03 | 1 | 14 |
| 7 | 7 | 0.96 | 136% | 27.40 | 32.00 | $40.00 | 0.00 | 1.50 | 132% | -0.04 | 1 | 8 |
| 1 | 2 | 0.95 | 112% | 22.40 | 27.00 | $45.00 | 0.00 | 1.50 | 108% | -0.05 | 1 | 8 |
| 0 | 2 | 0.94 | 88% | 17.40 | 22.00 | $50.00 | 0.00 | 1.70 | 86% | -0.06 | 1 | 5 |
| 0 | 0 | 0.92 | 66% | 12.40 | 17.00 | $55.00 | 0.00 | 1.75 | 65% | -0.07 | 1 | 3 |
| 2 | 1 | 0.89 | 47% | 7.40 | 12.00 | $60.00 | 0.00 | 2.90 | 41% | -0.08 | 1 | 2 |
| 18 | 2 | 0.78 | 33% | 3.00 | 7.00 | $65.00 | 0.60 | 1.15 | 35% | -0.23 | 3 | 367 |
| 27 | 1 | 0.47 | 33% | 0.05 | 4.00 | $70.00 | 1.85 | 4.70 | 39% | -0.52 | 5 | 5 |
| 562 | 4 | 0.17 | 30% | 0.00 | 0.90 | $75.00 | 4.00 | 8.00 | 25% | -0.88 | 1 | 0 |
| 12 | 1 | 0.09 | 40% | 0.00 | 1.55 | $80.00 | 8.50 | 13.00 | 24% | -0.99 | 5 | 1 |
| 0 | 2 | 0.06 | 47% | 0.00 | 1.40 | $85.00 | 13.50 | 18.30 | 46% | -0.95 | 0 | 0 |
| 0 | 0 | 0.09 | 70% | 0.00 | 2.10 | $90.00 | 18.50 | 23.40 | 59% | -0.95 | 0 | 0 |
| 0 | 0 | 0.07 | 78% | 0.00 | 1.90 | $95.00 | 23.60 | 28.50 | 74% | -0.94 | 0 | 0 |
| 1 | 1 | 0.07 | 87% | 0.00 | 1.55 | $100.00 | 28.60 | 33.50 | 83% | -0.94 | 0 | 0 |