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IVV Options Strategy Builder

3588 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
IVV 777.81
Expected move by Sep 25 ±$6.60 ±0.8% $771.21 – $784.41 90%: $763.75 – $791.87
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Every quote and Greek, one row per strike.
260 contracts 163 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 128% 271.20 274.70 $505.00 0.00 2.65 - - 0 0
0 0 1.00 141% 266.20 269.80 $510.00 0.00 0.85 - - 0 0
0 0 1.00 120% 261.20 264.70 $515.00 0.00 3.50 - - 0 0
0 0 1.00 134% 256.20 259.80 $520.00 0.00 2.65 - - 0 0
0 0 1.00 0% 251.20 254.60 $525.00 0.00 0.55 - - 0 0
0 0 1.00 0% 246.20 249.60 $530.00 0.00 0.65 - - 0 0
0 0 1.00 0% 241.20 244.50 $535.00 0.00 2.85 - - 0 0
0 0 - - 236.20 239.40 $540.00 0.00 4.90 - - 0 0
0 0 1.00 117% 231.20 234.80 $545.00 0.00 0.90 - - 0 0
0 0 1.00 0% 226.20 229.60 $550.00 0.00 0.85 - - 0 0
0 0 1.00 0% 221.20 224.60 $555.00 0.00 3.10 - - 0 0
0 0 - - 216.20 219.40 $560.00 0.00 1.10 - - 0 0
0 0 1.00 119% 211.20 215.00 $565.00 0.00 3.60 - - 0 0
0 0 1.00 110% 206.20 209.90 $570.00 0.00 3.10 - - 0 0
0 0 1.00 107% 201.20 204.90 $575.00 0.00 2.80 - - 0 0
0 0 1.00 0% 196.20 199.50 $580.00 0.00 1.25 - - 0 0
0 0 1.00 0% 191.20 194.50 $585.00 0.00 2.95 117% -0.01 0 0
0 0 1.00 0% 186.20 189.70 $590.00 0.00 3.10 - - 0 0
0 0 1.00 95% 181.20 184.90 $595.00 0.00 3.40 115% -0.01 0 0
0 0 1.00 0% 176.20 179.50 $600.00 0.00 1.05 114% -0.01 0 0
0 0 0.99 97% 171.20 175.10 $605.00 0.00 2.65 111% -0.01 0 0
0 0 1.00 0% 166.20 169.50 $610.00 0.00 2.80 - - 0 0
0 0 1.00 88% 161.20 165.00 $615.00 0.00 1.45 - - 0 0
0 0 1.00 0% 156.00 159.70 $620.00 0.00 3.60 - - 0 0
0 0 1.00 77% 151.20 154.90 $625.00 0.00 3.90 - - 0 0
0 1 0.99 82% 146.20 150.10 $630.00 0.00 5.00 - - 0 0
0 0 1.00 72% 141.20 144.90 $635.00 0.00 1.30 98% -0.02 0 0
0 0 1.00 69% 136.30 139.80 $640.00 0.00 3.60 96% -0.02 0 0
0 0 1.00 0% 131.30 134.50 $645.00 0.00 4.20 95% -0.03 0 0
0 0 1.00 0% 126.30 129.70 $650.00 0.00 2.50 91% -0.03 1 1
0 0 1.00 0% 121.30 124.70 $655.00 0.00 10.00 88% -0.03 0 0
0 0 1.00 0% 116.30 119.70 $660.00 0.00 2.90 85% -0.03 0 0
0 0 0.99 66% 111.30 115.10 $665.00 0.00 4.30 102% -0.06 0 0
0 0 1.00 0% 106.30 109.70 $670.00 0.00 4.40 78% -0.03 0 0
0 0 0.99 54% 101.30 104.90 $675.00 0.00 1.70 76% -0.04 1 1
0 0 0.99 51% 96.30 99.90 $680.00 0.00 3.20 73% -0.04 0 0
0 0 1.00 0% 91.30 94.50 $685.00 0.00 3.00 67% -0.03 0 0
0 0 0.99 52% 86.30 90.10 $690.00 0.00 1.90 65% -0.04 0 0
0 0 1.00 39% 81.30 84.80 $695.00 0.00 10.00 62% -0.04 0 0
0 0 0.99 41% 76.30 79.90 $700.00 0.00 2.65 73% -0.08 1 1
0 0 0.99 41% 71.30 75.00 $705.00 0.00 2.65 70% -0.09 1 1
0 0 0.99 39% 66.30 70.00 $710.00 0.00 2.65 46% -0.03 2 2
0 0 - - 61.50 63.90 $715.00 0.00 2.65 56% -0.07 3 3
0 20 - - 56.50 58.90 $720.00 0.00 2.70 45% -0.05 3 3
0 0 1.00 0% 51.50 54.30 $725.00 0.00 1.45 42% -0.05 5 6
0 0 - - 50.50 53.00 $726.00 0.00 5.20 54% -0.11 0 0
0 0 1.00 23% 49.50 52.60 $727.00 0.00 2.95 54% -0.11 0 0
0 0 0.98 30% 48.50 51.90 $728.00 0.00 5.00 50% -0.10 0 0
0 0 - - 47.50 50.10 $729.00 0.00 1.50 52% -0.12 6 6
0 0 1.00 0% 46.50 49.40 $730.00 0.00 1.50 39% -0.06 10 12
0 0 - - 45.50 48.00 $731.00 0.00 2.75 51% -0.12 1 1
0 0 0.99 27% 44.50 47.80 $732.00 0.00 5.00 48% -0.11 0 0
0 0 0.98 27% 43.50 46.90 $733.00 0.00 5.00 48% -0.12 0 0
0 0 0.98 28% 42.50 46.00 $734.00 0.00 2.05 45% -0.11 0 0
5 5 - - 41.50 44.00 $735.00 0.00 5.00 45% -0.11 0 0
0 0 0.98 26% 40.50 43.90 $736.00 0.00 5.00 47% -0.12 0 0
0 0 - - 39.50 42.00 $737.00 0.00 2.65 48% -0.14 0 0
0 0 - - 38.50 41.00 $738.00 0.00 0.25 40% -0.10 1 4
0 0 1.00 0% 37.50 40.20 $739.00 0.00 3.20 40% -0.11 0 0
0 0 1.00 0% 36.50 39.50 $740.00 0.00 2.85 31% -0.06 4 6
0 0 0.97 24% 35.50 39.00 $741.00 0.00 1.50 39% -0.12 1 1
0 0 0.99 20% 34.50 37.70 $742.00 0.00 1.50 31% -0.07 1 2
0 0 1.00 16% 33.50 36.60 $743.00 0.00 2.85 31% -0.08 2 4
0 0 0.97 23% 32.50 36.00 $744.00 0.00 1.75 30% -0.08 0 0
0 0 0.97 23% 31.50 35.10 $745.00 0.00 2.90 28% -0.07 4 4
0 0 0.98 20% 30.50 33.90 $746.00 0.00 1.90 29% -0.09 0 0
0 0 0.96 21% 29.50 33.10 $747.00 0.00 4.60 29% -0.09 0 0
0 0 0.97 19% 28.50 31.90 $748.00 0.00 5.00 29% -0.10 0 0
0 0 0.96 20% 27.50 31.10 $749.00 0.00 2.50 27% -0.09 0 0
5 5 1.00 0% 26.60 29.20 $750.00 0.00 5.60 28% -0.11 0 0
0 0 0.97 18% 25.60 28.80 $751.00 0.00 1.50 27% -0.11 1 1
0 0 0.97 18% 24.60 27.90 $752.00 0.00 1.50 29% -0.13 3 6
1 1 1.00 0% 23.50 26.20 $753.00 0.00 3.10 28% -0.13 0 0
0 0 0.95 18% 22.70 26.00 $754.00 0.00 3.90 27% -0.14 0 0
2 2 0.96 16% 21.70 24.80 $755.00 0.00 1.05 28% -0.15 0 0
0 0 0.93 18% 20.70 24.30 $756.00 0.00 1.55 29% -0.17 0 0
0 0 0.95 15% 19.80 22.80 $757.00 0.05 0.70 17% -0.06 3 3
0 0 0.93 17% 18.80 22.10 $758.00 0.15 0.50 16% -0.06 1 0
0 0 0.92 17% 17.90 21.30 $759.00 0.30 0.90 17% -0.09 1 2
0 0 0.93 15% 16.90 20.00 $760.00 0.35 1.80 20% -0.13 1 1
0 0 0.91 16% 16.10 19.10 $761.00 0.35 1.95 19% -0.14 2 10
0 0 0.91 15% 15.20 18.00 $762.00 0.40 3.70 23% -0.19 1 11
0 0 0.89 16% 15.00 17.60 $762.50 0.40 1.85 18% -0.14 24 24
0 0 0.88 16% 14.00 17.60 $763.00 0.45 2.10 18% -0.16 2 2
2 2 0.90 13% 13.00 16.10 $764.00 0.35 2.40 18% -0.17 0 0
59 10 0.90 12% 12.40 14.70 $765.00 0.55 2.65 18% -0.19 1 0
16 31 0.87 13% 11.80 13.80 $766.00 0.60 4.10 20% -0.23 0 0
0 0 0.85 13% 10.40 13.40 $767.00 0.65 3.20 18% -0.22 0 0
1 1 0.86 12% 9.90 12.60 $767.50 0.10 5.00 20% -0.25 0 0
0 0 0.85 12% 9.40 12.30 $768.00 0.65 3.60 18% -0.24 0 0
0 1 0.84 11% 8.60 11.10 $769.00 0.85 4.10 18% -0.27 0 0
32 31 0.78 13% 8.30 10.60 $770.00 1.10 4.50 18% -0.29 5 2
1 1 0.79 11% 6.80 9.40 $771.00 1.20 5.00 18% -0.32 0 0
1 1 0.74 12% 6.60 8.60 $772.00 1.30 4.50 16% -0.32 0 0
0 0 0.71 12% 6.00 8.80 $772.50 1.35 5.00 17% -0.34 0 0
0 0 0.71 11% 5.20 8.20 $773.00 1.35 5.00 16% -0.35 0 0
17 6 0.68 11% 4.60 7.40 $774.00 1.70 4.90 15% -0.37 0 0
19 18 0.64 10% 4.00 6.30 $775.00 1.95 5.00 15% -0.40 0 0
0 1 0.59 11% 3.40 6.00 $776.00 2.15 4.40 13% -0.42 0 0
0 3 0.55 10% 2.60 5.00 $777.00 2.75 4.50 12% -0.46 1 0
0 2 0.53 9% 2.40 4.40 $777.50 2.65 5.20 13% -0.48 1 1
0 1 0.50 10% 2.20 4.20 $778.00 3.10 5.00 12% -0.50 0 0
0 14 0.45 9% 1.45 3.60 $779.00 3.20 5.30 11% -0.54 0 0
1 9 0.39 8% 0.70 3.10 $780.00 4.00 5.90 12% -0.58 0 0
0 0 0.34 9% 0.05 3.30 $781.00 4.40 6.80 12% -0.62 0 0
0 0 0.32 10% 0.05 3.50 $782.00 5.00 7.20 11% -0.66 0 0
0 0 0.30 10% 0.05 3.30 $782.50 5.00 7.10 10% -0.71 0 0
2 2 0.25 9% 0.05 2.05 $783.00 5.30 8.20 11% -0.71 0 0
0 0 0.24 10% 0.00 4.00 $784.00 5.70 8.90 11% -0.76 0 0
5 1 0.18 9% 0.20 1.30 $785.00 6.80 9.40 11% -0.79 0 0
0 0 0.18 10% 0.00 3.20 $786.00 7.70 10.30 11% -0.81 0 0
0 0 0.18 12% 0.00 2.15 $787.00 8.70 11.30 12% -0.82 0 0
1 1 0.27 18% 0.00 3.10 $787.50 8.70 11.90 11% -0.85 0 0
1 1 0.18 13% 0.00 3.10 $788.00 9.20 12.30 12% -0.86 0 0
0 0 0.16 13% 0.00 3.30 $789.00 10.40 13.20 13% -0.86 0 0
1 1 0.09 11% 0.00 1.70 $790.00 11.30 14.20 13% -0.87 0 0
3 3 0.24 22% 0.00 2.90 $791.00 12.00 15.10 12% -0.90 0 0
0 0 - - 0.00 2.85 $792.00 12.70 16.10 12% -0.93 0 0
0 0 - - 0.00 4.80 $793.00 14.00 17.10 14% -0.91 0 0
0 0 - - 0.00 2.85 $794.00 15.60 18.10 16% -0.88 0 0
0 2 0.12 17% 0.00 1.15 $795.00 16.60 19.10 17% -0.89 0 0
21 3 0.10 20% 0.00 1.90 $800.00 21.60 24.00 20% -0.91 0 0
0 0 0.07 22% 0.00 3.20 $805.00 25.50 29.00 17% -0.98 0 0
0 0 0.08 27% 0.00 3.60 $810.00 30.30 33.90 - - 0 0
0 0 0.08 31% 0.00 4.00 $815.00 35.60 38.90 22% -0.98 0 0
0 0 0.11 39% 0.00 4.30 $820.00 40.50 43.90 23% -0.99 0 0
0 0 0.07 37% 0.00 2.65 $825.00 45.40 48.90 - - 0 0
0 0 0.06 39% 0.00 2.15 $830.00 50.20 53.90 - - 0 0
0 0 0.06 41% 0.00 4.30 $835.00 55.20 58.90 - - 0 0
0 0 - - 0.00 2.70 $840.00 60.60 64.20 38% -0.98 0 0