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.
IYC 97.44
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.
42 contracts
22 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.93 | 13% | 3.30 | 6.20 | $93.00 | 0.00 | 2.00 | - | - | 0 | 0 |
| 0 | 0 | 0.86 | 14% | 2.50 | 5.30 | $94.00 | 0.00 | 2.15 | - | - | 0 | 0 |
| 0 | 0 | 0.78 | 14% | 1.70 | 4.50 | $95.00 | 0.00 | 2.30 | - | - | 0 | 0 |
| 0 | 0 | 0.70 | 13% | 0.95 | 3.70 | $96.00 | 0.00 | 2.60 | 21% | -0.37 | 0 | 0 |
| 0 | 0 | 0.58 | 14% | 0.30 | 3.20 | $97.00 | 0.10 | 2.85 | 17% | -0.44 | 0 | 0 |
| 0 | 0 | 0.48 | 16% | 0.00 | 2.60 | $98.00 | 0.60 | 3.50 | 18% | -0.53 | 0 | 0 |
| 0 | 0 | 0.44 | 29% | 0.00 | 2.30 | $99.00 | 1.25 | 4.10 | 19% | -0.61 | 0 | 0 |
| 0 | 0 | 0.39 | 28% | 0.00 | 2.05 | $100.00 | 2.00 | 4.80 | 19% | -0.68 | 0 | 0 |
| 0 | 0 | 0.34 | 29% | 0.00 | 1.95 | $101.00 | 2.75 | 5.50 | 19% | -0.75 | 0 | 0 |
| 0 | 0 | 0.32 | 32% | 0.00 | 1.85 | $102.00 | 3.70 | 6.40 | 21% | -0.79 | 0 | 0 |
| 0 | 0 | 0.30 | 36% | 0.00 | 1.75 | $103.00 | 4.60 | 7.40 | 23% | -0.82 | 0 | 0 |
| 0 | 0 | 0.28 | 38% | 0.00 | 1.70 | $104.00 | 5.50 | 8.40 | 24% | -0.84 | 0 | 0 |
| 0 | 0 | 0.28 | 43% | 0.00 | 1.65 | $105.00 | 6.50 | 9.40 | 27% | -0.85 | 10 | 0 |
| 0 | 0 | 0.25 | 43% | 0.00 | 1.65 | $106.00 | 7.50 | 10.40 | 29% | -0.86 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 1.60 | $107.00 | 8.50 | 11.40 | 31% | -0.87 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 1.60 | $108.00 | 9.50 | 12.40 | 33% | -0.88 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 1.60 | $109.00 | 10.50 | 13.40 | 35% | -0.88 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 1.60 | $110.00 | 11.50 | 14.40 | 37% | -0.89 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 1.60 | $111.00 | 12.50 | 15.40 | 39% | -0.89 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 1.60 | $112.00 | 13.50 | 16.40 | 41% | -0.90 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 1.60 | $113.00 | 14.50 | 17.40 | 43% | -0.90 | 0 | 0 |