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IEF Options Strategy Builder

1048 contracts
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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
Click a strike to add a leg · drag a leg to move it
IEF 91.15
Expected move by Sep 25 ±$0.46 ±0.5% $90.69 – $91.61 90%: $90.16 – $92.14
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Every quote and Greek, one row per strike.
76 contracts 44 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 84% 9.70 13.05 $80.00 0.00 0.01 - - 0 0
0 0 0.96 37% 6.10 6.30 $85.00 0.00 0.01 31% -0.01 0 0
0 0 0.92 40% 5.10 5.50 $86.00 0.00 0.01 27% -0.02 2 2
0 0 0.94 29% 4.10 4.35 $87.00 0.00 0.41 21% -0.02 0 0
0 0 0.93 26% 3.65 3.80 $87.50 0.00 0.46 19% -0.02 0 0
51 50 0.93 23% 3.15 3.30 $88.00 0.00 0.22 17% -0.02 0 0
0 0 0.92 20% 2.67 2.76 $88.50 0.00 0.01 15% -0.03 0 0
12 2 0.91 17% 2.17 2.26 $89.00 0.00 0.01 12% -0.03 2 0
0 0 0.90 14% 1.67 1.76 $89.50 0.00 0.01 10% -0.04 4 5
352 1 0.86 11% 1.18 1.27 $90.00 0.01 0.02 7% -0.05 5,095 5,100
347 253 0.78 9% 0.72 0.80 $90.50 0.04 0.05 6% -0.14 12 48
1,524 20 0.59 7% 0.35 0.37 $91.00 0.13 0.17 6% -0.39 11 1,152
3,528 124 0.30 7% 0.12 0.13 $91.50 0.40 0.44 5% -0.76 3 618
75 12 0.10 7% 0.02 0.04 $92.00 0.82 0.90 5% -0.96 20 604
644 1 0.05 8% 0.01 0.02 $92.50 1.31 1.40 6% -0.98 2 11
151 32 0.04 11% 0.00 0.02 $93.00 1.81 1.90 9% -0.99 2 2
2,874 7 0.03 13% 0.00 0.02 $93.50 2.31 2.40 11% -0.99 6 0
47 11 0.03 15% 0.00 0.01 $94.00 2.80 2.90 0% -1.00 1 1
25 9 0.02 17% 0.00 0.01 $94.50 3.30 3.45 19% -0.97 2 1
69 9 0.02 19% 0.00 0.10 $95.00 3.80 3.95 21% -0.97 0 0
135 36 0.02 21% 0.00 0.02 $95.50 4.30 4.45 23% -0.97 0 0
14 9 0.02 23% 0.00 0.02 $96.00 4.75 4.95 0% -1.00 0 0
99 9 0.02 25% 0.00 0.01 $96.50 5.25 5.45 6% -1.00 0 0
36 36 0.02 27% 0.00 0.01 $97.00 5.75 5.95 14% -1.00 1 0
6 9 0.01 29% 0.00 0.01 $97.50 6.25 6.45 17% -1.00 2 0
21 9 0.01 31% 0.00 0.01 $98.00 6.80 6.95 33% -0.98 1 0
0 0 0.01 33% 0.00 0.01 $98.50 7.25 7.45 21% -1.00 0 0
9 9 0.01 35% 0.00 0.01 $99.00 7.75 7.95 23% -1.00 0 0
0 0 0.01 39% 0.00 0.01 $100.00 8.75 8.95 26% -1.00 0 0
6 6 0.01 42% 0.00 0.01 $101.00 9.75 9.95 29% -1.00 0 0
0 0 0.01 45% 0.00 0.01 $102.00 10.75 10.95 32% -1.00 0 0
0 0 0.01 49% 0.00 0.21 $103.00 11.75 11.95 35% -1.00 0 0
0 0 0.01 52% 0.00 0.21 $104.00 12.75 12.95 38% -1.00 0 0
0 0 - - 0.00 0.01 $105.00 13.75 13.95 41% -1.00 0 0
0 0 - - 0.00 0.01 $110.00 18.75 18.95 55% -1.00 0 0
0 0 - - 0.00 0.52 $115.00 23.75 23.95 69% -1.00 0 0
0 0 - - 0.00 0.01 $120.00 28.75 28.95 82% -1.00 0 0
0 0 - - 0.00 0.60 $125.00 33.75 33.95 94% -1.00 0 0