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.
MPT 3.67
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.
36 contracts
19 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 272 | 273 | 0.99 | 957% | 3.00 | 3.35 | $0.50 | 0.00 | 3.80 | - | - | 5 | 7 |
| 1 | 1 | - | - | 2.35 | 2.73 | $1.00 | 0.00 | 3.80 | - | - | 2 | 5 |
| 10 | 9 | 1.00 | 0% | 2.08 | 2.25 | $1.50 | 0.00 | 0.08 | - | - | 0 | 0 |
| 1 | 1 | - | - | 1.44 | 1.70 | $2.00 | 0.00 | 0.08 | - | - | 0 | 0 |
| 1 | 2 | - | - | 1.03 | 1.25 | $2.50 | 0.00 | 0.06 | - | - | 154 | 156 |
| 41 | 7 | - | - | 0.42 | 0.75 | $3.00 | 0.00 | 0.03 | - | - | 58 | 54 |
| 728 | 358 | 0.86 | 41% | 0.16 | 0.19 | $3.50 | 0.02 | 0.05 | 62% | -0.24 | 143 | 816 |
| 1,600 | 750 | 0.12 | 68% | 0.00 | 0.02 | $4.00 | 0.27 | 0.42 | 57% | -0.92 | 70 | 1,128 |
| 230 | 83 | 0.10 | 142% | 0.00 | 3.80 | $4.50 | 0.75 | 0.94 | 111% | -0.95 | 24 | 307 |
| 287 | 78 | 0.08 | 195% | 0.00 | 3.80 | $5.00 | 1.25 | 1.42 | 0% | -1.00 | 6 | 28 |
| 171 | 1 | 0.05 | 214% | 0.00 | 3.80 | $5.50 | 1.77 | 1.89 | - | - | 13 | 4 |
| 0 | 0 | - | - | 0.00 | 3.80 | $6.00 | 2.25 | 2.40 | - | - | 6 | 2 |
| 0 | 0 | - | - | 0.00 | 3.80 | $6.50 | 2.75 | 2.92 | 0% | -1.00 | 1 | 0 |
| 0 | 0 | - | - | 0.00 | 3.80 | $7.00 | 3.25 | 3.50 | 364% | -0.93 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 3.80 | $7.50 | 3.60 | 4.05 | - | - | 1 | 0 |
| 0 | 0 | - | - | 0.00 | 3.80 | $8.00 | 4.25 | 4.50 | 421% | -0.94 | 2 | 0 |
| 0 | 0 | - | - | 0.00 | 3.80 | $8.50 | 4.80 | 4.95 | 447% | -0.94 | 1 | 0 |
| 0 | 0 | - | - | 0.00 | 3.80 | $9.00 | 5.25 | 5.45 | 400% | -0.97 | 2 | 0 |