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
KDP 30.64
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.
44 contracts
29 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 2 | 0.98 | 154% | 13.80 | 17.70 | $15.00 | 0.00 | 0.10 | - | - | 7 | 9 |
| 0 | 0 | 0.96 | 97% | 8.80 | 12.70 | $20.00 | 0.00 | 0.20 | - | - | 2 | 4 |
| 0 | 2 | 0.96 | 88% | 7.80 | 11.70 | $21.00 | 0.00 | 0.10 | 88% | -0.04 | 3 | 31 |
| 6 | 6 | 0.96 | 78% | 6.80 | 10.70 | $22.00 | 0.00 | 0.30 | 99% | -0.08 | 1 | 13 |
| 0 | 0 | 0.95 | 70% | 5.80 | 9.70 | $23.00 | 0.00 | 0.25 | 67% | -0.04 | 1 | 99 |
| 0 | 0 | 0.95 | 61% | 4.80 | 8.70 | $24.00 | 0.00 | 0.35 | 55% | -0.04 | 1 | 65 |
| 6 | 2 | 0.94 | 53% | 3.80 | 7.70 | $25.00 | 0.00 | 0.35 | 56% | -0.07 | 6 | 301 |
| 4 | 2 | 0.81 | 79% | 4.00 | 6.70 | $26.00 | 0.00 | 0.30 | 49% | -0.09 | 1 | 43 |
| 6 | 1 | 0.93 | 34% | 1.75 | 5.70 | $27.00 | 0.00 | 0.60 | 44% | -0.12 | 1 | 385 |
| 13 | 1 | 0.91 | 26% | 1.65 | 3.80 | $28.00 | 0.05 | 0.20 | 29% | -0.11 | 1 | 107 |
| 61 | 28 | 0.79 | 27% | 1.00 | 2.80 | $29.00 | 0.20 | 0.30 | 26% | -0.20 | 6 | 508 |
| 290 | 12 | 0.64 | 24% | 0.30 | 1.95 | $30.00 | 0.50 | 0.60 | 26% | -0.36 | 38 | 159 |
| 470 | 50 | 0.42 | 20% | 0.15 | 0.80 | $31.00 | 0.50 | 1.20 | 20% | -0.58 | 11 | 416 |
| 500 | 153 | 0.26 | 25% | 0.00 | 0.35 | $32.00 | 0.75 | 2.70 | 27% | -0.72 | 2 | 393 |
| 3,740 | 921 | 0.13 | 25% | 0.10 | 0.15 | $33.00 | 1.95 | 2.90 | 21% | -0.91 | 25 | 138 |
| 1,008 | 11 | 0.08 | 28% | 0.05 | 0.10 | $34.00 | 2.95 | 3.80 | 21% | -0.97 | 1 | 18 |
| 543 | 1 | 0.07 | 33% | 0.05 | 0.10 | $35.00 | 3.50 | 5.50 | 39% | -0.90 | 14 | 17 |
| 31 | 1 | 0.09 | 45% | 0.00 | 0.10 | $36.00 | 3.50 | 7.50 | 45% | -0.91 | 0 | 0 |
| 299 | 1 | 0.06 | 46% | 0.00 | 1.10 | $37.00 | 4.40 | 8.50 | 46% | -0.94 | 0 | 0 |
| 6 | 2 | 0.05 | 48% | 0.00 | 0.05 | $38.00 | 5.50 | 9.40 | 51% | -0.94 | 0 | 0 |
| 70 | 3 | 0.05 | 60% | 0.00 | 0.05 | $40.00 | 7.50 | 11.40 | 60% | -0.95 | 0 | 0 |
| 157 | 2 | 0.03 | 76% | 0.00 | 0.10 | $45.00 | 12.50 | 16.40 | 82% | -0.96 | 0 | 0 |