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
Implied dividend/borrow carry is unavailable or unreliable; valuation uses a zero-carry fallback.
IEO 135.59
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.
56 contracts
51 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.92 | 47% | 20.40 | 22.40 | $115.00 | 0.00 | 0.75 | 43% | -0.06 | 0 | 0 |
| 0 | 0 | 0.87 | 44% | 15.80 | 17.90 | $120.00 | 0.00 | 1.00 | 34% | -0.07 | 1 | 1 |
| 0 | 0 | 0.83 | 38% | 11.90 | 14.30 | $124.00 | 0.00 | 1.80 | 32% | -0.12 | 0 | 0 |
| 0 | 0 | 0.81 | 39% | 11.20 | 13.40 | $125.00 | 0.10 | 1.80 | 32% | -0.15 | 0 | 0 |
| 0 | 0 | 0.79 | 38% | 10.40 | 12.50 | $126.00 | 0.20 | 2.05 | 32% | -0.17 | 0 | 0 |
| 0 | 0 | 0.77 | 37% | 9.50 | 11.70 | $127.00 | 0.05 | 2.15 | 30% | -0.18 | 0 | 0 |
| 0 | 0 | 0.75 | 36% | 8.80 | 10.80 | $128.00 | 0.25 | 2.30 | 29% | -0.21 | 0 | 0 |
| 0 | 0 | 0.72 | 36% | 8.10 | 10.10 | $129.00 | 0.50 | 2.45 | 29% | -0.24 | 0 | 0 |
| 0 | 2 | 0.69 | 36% | 7.40 | 9.40 | $130.00 | 0.80 | 2.65 | 28% | -0.27 | 1 | 1 |
| 0 | 2 | 0.67 | 36% | 6.80 | 8.70 | $131.00 | 1.05 | 2.85 | 28% | -0.30 | 0 | 0 |
| 2 | 2 | 0.64 | 36% | 6.20 | 8.10 | $132.00 | 1.45 | 3.10 | 28% | -0.34 | 0 | 0 |
| 0 | 0 | 0.61 | 35% | 5.50 | 7.40 | $133.00 | 1.80 | 3.50 | 27% | -0.37 | 1 | 3 |
| 0 | 0 | 0.58 | 31% | 3.90 | 6.80 | $134.00 | 2.30 | 4.20 | 29% | -0.42 | 0 | 0 |
| 0 | 0 | 0.54 | 36% | 4.50 | 6.40 | $135.00 | 2.70 | 4.50 | 28% | -0.46 | 1 | 1 |
| 1 | 1 | 0.51 | 36% | 4.10 | 5.90 | $136.00 | 3.20 | 4.80 | 27% | -0.50 | 0 | 0 |
| 2 | 1 | 0.48 | 35% | 3.50 | 5.40 | $137.00 | 3.70 | 5.70 | 28% | -0.53 | 0 | 0 |
| 0 | 0 | 0.45 | 35% | 3.30 | 4.80 | $138.00 | 4.30 | 6.40 | 29% | -0.57 | 0 | 0 |
| 0 | 0 | 0.42 | 35% | 2.75 | 4.50 | $139.00 | 4.90 | 6.90 | 29% | -0.61 | 1 | 1 |
| 3 | 2 | 0.39 | 36% | 2.50 | 4.10 | $140.00 | 5.40 | 7.60 | 28% | -0.65 | 0 | 0 |
| 3 | 1 | 0.36 | 35% | 2.20 | 3.60 | $141.00 | 6.10 | 8.30 | 28% | -0.69 | 0 | 0 |
| 0 | 2 | 0.33 | 36% | 1.90 | 3.50 | $142.00 | 6.80 | 8.90 | 27% | -0.73 | 0 | 0 |
| 0 | 0 | 0.31 | 36% | 1.75 | 3.20 | $143.00 | 7.60 | 9.60 | 28% | -0.76 | 0 | 0 |
| 10 | 10 | 0.26 | 33% | 0.60 | 2.95 | $144.00 | 8.30 | 10.50 | 27% | -0.79 | 0 | 0 |
| 12 | 2 | 0.24 | 33% | 1.00 | 2.20 | $145.00 | 9.00 | 11.40 | 27% | -0.82 | 0 | 0 |
| 10 | 5 | 0.16 | 37% | 0.05 | 2.05 | $150.00 | 13.30 | 15.70 | 24% | -0.95 | 0 | 0 |
| 0 | 0 | 0.12 | 42% | 0.05 | 1.70 | $155.00 | 17.90 | 20.30 | - | - | 0 | 0 |
| 0 | 0 | 0.07 | 41% | 0.00 | 1.80 | $160.00 | 22.80 | 25.30 | - | - | 0 | 0 |
| 0 | 0 | 0.06 | 46% | 0.00 | 1.75 | $165.00 | 27.70 | 30.70 | - | - | 0 | 0 |