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
GFS 48.78
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
28 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | - | - | 24.40 | 27.70 | $22.50 | 0.00 | 0.15 | 158% | -0.02 | 1 | 27 |
| 1 | 1 | - | - | 22.00 | 25.50 | $25.00 | 0.00 | 0.35 | 139% | -0.02 | 5 | 26 |
| 60 | 1 | - | - | 16.80 | 20.40 | $30.00 | 0.00 | 0.15 | 98% | -0.02 | 4 | 627 |
| 34 | 1 | - | - | 11.60 | 14.80 | $35.00 | 0.00 | 0.15 | 70% | -0.03 | 3 | 944 |
| 437 | 5 | 1.00 | 0% | 8.50 | 9.20 | $40.00 | 0.25 | 0.35 | 58% | -0.08 | 1,257 | 3,136 |
| 472 | 55 | 0.77 | 47% | 4.50 | 5.00 | $45.00 | 1.15 | 1.30 | 55% | -0.26 | 1,088 | 2,640 |
| 4,703 | 1,762 | 0.46 | 52% | 2.10 | 2.25 | $50.00 | 3.30 | 3.90 | 58% | -0.53 | 67 | 2,314 |
| 5,456 | 2,140 | 0.23 | 56% | 0.85 | 0.95 | $55.00 | 7.00 | 7.70 | 64% | -0.74 | 10 | 945 |
| 3,439 | 102 | 0.08 | 54% | 0.10 | 0.40 | $60.00 | 11.40 | 12.20 | 71% | -0.85 | 2 | 1,251 |
| 990 | 49 | 0.04 | 61% | 0.00 | 0.15 | $65.00 | 16.00 | 17.40 | 84% | -0.89 | 1 | 1,719 |
| 1,720 | 59 | 0.02 | 67% | 0.00 | 0.10 | $70.00 | 19.60 | 22.70 | - | - | 1 | 32 |
| 603 | 12 | 0.03 | 81% | 0.00 | 0.05 | $75.00 | 25.20 | 28.10 | 112% | -0.91 | 18 | 12 |
| 638 | 1 | 0.02 | 88% | 0.00 | 0.05 | $80.00 | 30.00 | 33.10 | 117% | -0.93 | 1 | 0 |
| 1,158 | 1 | 0.02 | 97% | 0.00 | 0.15 | $85.00 | 35.00 | 37.90 | 122% | -0.95 | 1 | 0 |
| 429 | 100 | 0.03 | 117% | 0.00 | 0.05 | $90.00 | 40.00 | 43.10 | 138% | -0.94 | 2 | 0 |
| 1,056 | 5 | 0.02 | 120% | 0.00 | 0.35 | $95.00 | 45.00 | 48.00 | 145% | -0.95 | 20 | 0 |
| 1,569 | 1 | 0.01 | 119% | 0.00 | 0.05 | $100.00 | 50.00 | 53.10 | 157% | -0.94 | 1 | 0 |
| 62 | 1 | 0.02 | 132% | 0.00 | 0.15 | $105.00 | 55.00 | 58.10 | 166% | -0.95 | 0 | 0 |
| 90 | 1 | 0.02 | 138% | 0.00 | 0.15 | $110.00 | 60.20 | 63.10 | 179% | -0.94 | 0 | 0 |
| 35 | 1 | 0.02 | 143% | 0.00 | 0.15 | $115.00 | 65.00 | 68.10 | 182% | -0.95 | 0 | 0 |
| 507 | 14 | 0.02 | 158% | 0.00 | 0.15 | $120.00 | 70.00 | 73.20 | 192% | -0.95 | 0 | 0 |
| 220 | 2 | 0.02 | 164% | 0.00 | 0.15 | $125.00 | 75.00 | 78.30 | 202% | -0.94 | 0 | 0 |
| 25 | 4 | 0.02 | 159% | 0.00 | 0.55 | $130.00 | 80.20 | 83.10 | 209% | -0.94 | 0 | 0 |