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
FIG 22.34
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.
98 contracts
64 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 6 | 1 | 0.96 | 317% | 9.10 | 9.85 | $13.00 | 0.00 | 0.47 | - | - | 0 | 0 |
| 8 | 6 | 0.96 | 281% | 8.10 | 8.85 | $14.00 | 0.00 | 0.27 | - | - | 1 | 1 |
| 3 | 17 | 0.97 | 209% | 7.15 | 7.65 | $15.00 | 0.00 | 0.27 | 249% | -0.05 | 1 | 22 |
| 0 | 2 | - | - | 5.75 | 6.75 | $16.00 | 0.00 | 5.00 | 170% | -0.02 | 1 | 2 |
| 1 | 16 | - | - | 4.90 | 5.70 | $17.00 | 0.00 | 5.00 | 157% | -0.04 | 1 | 38 |
| 5 | 1 | 0.99 | 95% | 4.50 | 5.20 | $17.50 | 0.00 | 0.19 | 146% | -0.05 | 2 | 63 |
| 9 | 6 | 0.99 | 85% | 4.15 | 4.55 | $18.00 | 0.00 | 0.05 | 142% | -0.06 | 116 | 9 |
| 1 | 2 | 0.93 | 127% | 2.94 | 4.95 | $18.50 | 0.00 | 0.23 | 106% | -0.04 | 1 | 18 |
| 5 | 3 | 0.89 | 133% | 3.25 | 3.80 | $19.00 | 0.00 | 0.05 | 87% | -0.03 | 7 | 218 |
| 11 | 1 | 0.94 | 88% | 2.61 | 3.20 | $19.50 | 0.01 | 0.04 | 73% | -0.03 | 30 | 29 |
| 7 | 130 | 0.90 | 84% | 2.25 | 2.64 | $20.00 | 0.04 | 0.06 | 72% | -0.06 | 12 | 461 |
| 5 | 16 | 0.88 | 73% | 1.74 | 2.17 | $20.50 | 0.08 | 0.10 | 68% | -0.11 | 64 | 248 |
| 23 | 373 | 0.84 | 61% | 1.40 | 1.55 | $21.00 | 0.15 | 0.18 | 67% | -0.18 | 392 | 225 |
| 77 | 7 | 0.73 | 64% | 0.92 | 1.31 | $21.50 | 0.29 | 0.33 | 69% | -0.29 | 1,080 | 629 |
| 167 | 503 | 0.60 | 69% | 0.78 | 0.90 | $22.00 | 0.30 | 0.52 | 60% | -0.39 | 3,333 | 3,884 |
| 288 | 515 | 0.48 | 68% | 0.55 | 0.61 | $22.50 | 0.56 | 0.80 | 63% | -0.53 | 326 | 501 |
| 328 | 808 | 0.36 | 71% | 0.37 | 0.43 | $23.00 | 1.00 | 1.14 | 72% | -0.63 | 18 | 625 |
| 159 | 3,234 | 0.27 | 72% | 0.26 | 0.28 | $23.50 | 1.26 | 1.68 | 77% | -0.72 | 13 | 433 |
| 1,256 | 816 | 0.19 | 72% | 0.16 | 0.18 | $24.00 | 1.50 | 1.99 | 59% | -0.87 | 9 | 261 |
| 2,413 | 4,315 | 0.13 | 75% | 0.09 | 0.14 | $24.50 | 2.07 | 2.40 | 67% | -0.90 | 2 | 155 |
| 2,057 | 2,243 | 0.08 | 74% | 0.06 | 0.07 | $25.00 | 2.48 | 2.93 | 70% | -0.93 | 7 | 224 |
| 585 | 109 | 0.05 | 75% | 0.03 | 0.05 | $25.50 | 2.86 | 3.40 | - | - | 1 | 41 |
| 629 | 98 | 0.03 | 78% | 0.00 | 0.03 | $26.00 | 3.50 | 4.00 | 102% | -0.91 | 31 | 119 |
| 181 | 22 | 0.03 | 82% | 0.01 | 0.03 | $26.50 | 4.00 | 4.60 | 123% | -0.89 | 1 | 24 |
| 412 | 117 | 0.02 | 85% | 0.01 | 0.02 | $27.00 | 4.40 | 5.75 | 182% | -0.81 | 10 | 27 |
| 178 | 5 | 0.02 | 93% | 0.00 | 0.06 | $27.50 | 4.85 | 5.40 | - | - | 1 | 21 |
| 712 | 5 | 0.03 | 107% | 0.00 | 0.01 | $28.00 | 5.25 | 5.80 | - | - | 14 | 28 |
| 65 | 10 | 0.02 | 110% | 0.00 | 0.10 | $28.50 | 5.30 | 6.85 | - | - | 3 | 13 |
| 87 | 3 | 0.06 | 152% | 0.00 | 0.46 | $29.00 | 6.40 | 6.90 | - | - | 3 | 0 |
| 130 | 3 | 0.04 | 141% | 0.00 | 0.01 | $29.50 | 6.90 | 7.35 | - | - | 1 | 4 |
| 720 | 8 | 0.02 | 130% | 0.00 | 0.01 | $30.00 | 7.40 | 7.90 | - | - | 2 | 90 |
| 62 | 4 | 0.04 | 160% | 0.00 | 0.10 | $30.50 | 7.85 | 8.40 | - | - | 47 | 53 |
| 170 | 15 | 0.02 | 146% | 0.00 | 0.02 | $31.00 | 8.40 | 8.80 | - | - | 4 | 15 |
| 68 | 3 | 0.02 | 152% | 0.00 | 0.46 | $31.50 | 8.90 | 9.35 | - | - | 2 | 1 |
| 222 | 6 | 0.07 | 209% | 0.00 | 0.26 | $32.00 | 9.40 | 10.00 | 172% | -0.97 | 4 | 1 |
| 42 | 11 | 0.03 | 181% | 0.00 | 0.26 | $32.50 | 9.80 | 10.45 | - | - | 3 | 0 |
| 274 | 3 | 0.03 | 180% | 0.00 | 0.26 | $33.00 | 10.40 | 11.20 | 226% | -0.93 | 1 | 1 |
| 466 | 1 | 0.01 | 178% | 0.00 | 0.19 | $35.00 | 12.25 | 12.80 | - | - | 8 | 0 |
| 3 | 2 | 0.05 | 255% | 0.00 | 0.46 | $36.00 | 13.15 | 13.85 | - | - | 0 | 0 |
| 4 | 3 | 0.07 | 288% | 0.00 | 0.46 | $37.00 | 13.20 | 15.65 | - | - | 0 | 0 |
| 25 | 1 | 0.07 | 304% | 0.00 | 0.47 | $38.00 | 14.20 | 16.55 | - | - | 0 | 0 |
| 0 | 0 | 0.08 | 326% | 0.00 | 0.46 | $39.00 | 15.15 | 17.60 | - | - | 0 | 0 |
| 18 | 17 | 0.08 | 346% | 0.00 | 0.46 | $40.00 | 16.65 | 18.25 | - | - | 8 | 0 |
| 0 | 0 | 0.08 | 359% | 0.00 | 0.79 | $41.00 | 17.55 | 19.15 | - | - | 13 | 0 |
| 0 | 0 | 0.07 | 355% | 0.00 | 0.57 | $42.00 | 18.45 | 20.10 | - | - | 5 | 0 |
| 0 | 0 | 0.06 | 353% | 0.00 | 1.55 | $43.00 | 19.15 | 21.65 | - | - | 1 | 0 |
| 1 | 1 | - | - | 0.00 | 0.05 | $44.00 | 20.20 | 22.60 | - | - | 1 | 0 |
| 1 | 2 | - | - | 0.00 | 0.10 | $45.00 | 21.20 | 23.90 | - | - | 1 | 0 |
| 2 | 2 | - | - | 0.00 | 0.46 | $46.00 | 22.20 | 24.80 | - | - | 1 | 0 |