Previous-day view · Mon Sep 21 close.
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IAT 59.86
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Every quote and Greek, one row per strike.
60 contracts
36 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | - | - | 23.60 | 26.10 | $35.00 | 0.00 | 1.75 | - | - | 0 | 0 |
| 0 | 1 | 0.98 | 78% | 18.60 | 21.30 | $40.00 | 0.00 | 2.05 | 106% | -0.05 | 0 | 0 |
| 0 | 1 | 0.97 | 62% | 13.70 | 16.30 | $45.00 | 0.00 | 2.60 | 80% | -0.07 | 10 | 11 |
| 0 | 4 | 0.96 | 50% | 10.70 | 13.30 | $48.00 | 0.00 | 2.60 | 82% | -0.13 | 50 | 50 |
| 0 | 0 | 0.96 | 45% | 9.70 | 12.30 | $49.00 | 0.00 | 2.60 | 60% | -0.09 | 0 | 0 |
| 0 | 2 | 0.96 | 41% | 8.70 | 11.30 | $50.00 | 0.00 | 2.60 | 56% | -0.10 | 1 | 56 |
| 0 | 0 | 0.95 | 38% | 7.70 | 10.30 | $51.00 | 0.00 | 0.25 | 51% | -0.10 | 0 | 0 |
| 0 | 0 | 0.92 | 39% | 6.70 | 9.50 | $52.00 | 0.00 | 2.60 | 47% | -0.11 | 2 | 2 |
| 0 | 0 | 0.91 | 37% | 6.40 | 7.90 | $53.00 | 0.00 | 0.25 | 35% | -0.08 | 10 | 3 |
| 0 | 0 | 0.92 | 28% | 4.80 | 7.30 | $54.00 | 0.00 | 2.70 | 38% | -0.13 | 0 | 0 |
| 0 | 1 | 0.85 | 32% | 4.70 | 5.90 | $55.00 | 0.00 | 0.45 | 33% | -0.15 | 10 | 10 |
| 1 | 1 | 0.83 | 28% | 3.70 | 4.90 | $56.00 | 0.00 | 0.60 | 28% | -0.17 | 13 | 13 |
| 1 | 1 | 0.77 | 27% | 2.90 | 4.10 | $57.00 | 0.10 | 0.50 | 20% | -0.17 | 8 | 1 |
| 1 | 1 | 0.71 | 23% | 2.00 | 3.20 | $58.00 | 0.25 | 1.20 | 24% | -0.29 | 3 | 3 |
| 0 | 0 | 0.59 | 29% | 1.55 | 3.00 | $59.00 | 0.50 | 2.00 | 27% | -0.40 | 1 | 1 |
| 7 | 1 | 0.51 | 29% | 0.95 | 2.55 | $60.00 | 0.80 | 2.60 | 26% | -0.50 | 0 | 0 |
| 0 | 0 | 0.42 | 28% | 0.60 | 2.00 | $61.00 | 1.40 | 3.00 | 25% | -0.60 | 0 | 0 |
| 1 | 1 | 0.30 | 23% | 0.25 | 1.10 | $62.00 | 2.00 | 3.20 | 20% | -0.74 | 0 | 0 |
| 4 | 4 | 0.22 | 24% | 0.00 | 2.00 | $63.00 | 2.10 | 4.70 | 20% | -0.83 | 0 | 0 |
| 0 | 1 | 0.20 | 28% | 0.00 | 1.95 | $64.00 | 3.00 | 5.50 | 19% | -0.90 | 0 | 0 |
| 15 | 15 | 0.18 | 33% | 0.00 | 2.70 | $65.00 | 4.60 | 5.70 | 17% | -0.98 | 1 | 350 |
| 38 | 38 | 0.15 | 35% | 0.00 | 4.30 | $66.00 | 5.40 | 6.80 | - | - | 0 | 0 |
| 0 | 0 | 0.14 | 39% | 0.00 | 2.60 | $67.00 | 5.80 | 8.40 | - | - | 3 | 0 |
| 0 | 0 | 0.13 | 41% | 0.00 | 2.60 | $68.00 | 6.80 | 9.50 | 24% | -0.98 | 0 | 0 |
| 0 | 0 | 0.13 | 45% | 0.00 | 2.60 | $69.00 | 7.00 | 9.80 | - | - | 0 | 0 |
| 2 | 2 | 0.12 | 48% | 0.00 | 2.60 | $70.00 | 8.60 | 10.80 | - | - | 0 | 0 |
| 0 | 0 | 0.12 | 53% | 0.00 | 2.60 | $71.00 | 9.60 | 12.50 | - | - | 0 | 0 |
| 1 | 1 | 0.11 | 54% | 0.00 | 4.20 | $72.00 | 10.60 | 13.50 | - | - | 0 | 0 |
| 0 | 0 | 0.10 | 62% | 0.00 | 2.60 | $75.00 | 13.70 | 16.50 | - | - | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 2.60 | $80.00 | 18.70 | 21.50 | - | - | 3 | 0 |