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
NG 7.36
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.
30 contracts
20 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 2 | 1 | 0.99 | 509% | 5.80 | 7.10 | $1.00 | 0.00 | 1.05 | - | - | 1 | 1 |
| 0 | 0 | - | - | 4.80 | 5.90 | $2.00 | 0.00 | 1.05 | - | - | 2 | 5 |
| 0 | 0 | - | - | 3.80 | 4.80 | $3.00 | 0.00 | 1.05 | - | - | 2 | 2 |
| 2 | 2 | - | - | 2.85 | 3.70 | $4.00 | 0.00 | 1.05 | - | - | 0 | 0 |
| 1 | 1 | 1.00 | 60% | 2.05 | 2.70 | $5.00 | 0.00 | 0.30 | - | - | 0 | 0 |
| 17 | 70 | 0.88 | 75% | 1.35 | 1.60 | $6.00 | 0.05 | 0.15 | 75% | -0.13 | 57 | 85 |
| 256 | 21 | 0.65 | 68% | 0.60 | 0.85 | $7.00 | 0.35 | 0.40 | 72% | -0.35 | 172 | 250 |
| 1,193 | 200 | 0.36 | 69% | 0.25 | 0.35 | $8.00 | 0.90 | 1.05 | 77% | -0.62 | 13 | 1,140 |
| 354 | 87 | 0.18 | 74% | 0.10 | 0.15 | $9.00 | 1.50 | 2.15 | 88% | -0.78 | 5 | 121 |
| 461 | 70 | 0.10 | 85% | 0.05 | 0.10 | $10.00 | 2.55 | 3.10 | 114% | -0.81 | 2 | 56 |
| 365 | 4 | 0.11 | 111% | 0.00 | 0.15 | $11.00 | 3.40 | 4.20 | 130% | -0.85 | 4 | 4 |
| 417 | 2 | 0.10 | 129% | 0.00 | 0.20 | $12.00 | 4.40 | 5.20 | 148% | -0.86 | 0 | 0 |
| 22 | 23 | 0.09 | 143% | 0.00 | 1.10 | $13.00 | 5.30 | 6.20 | 152% | -0.90 | 2 | 2 |
| 132 | 1 | 0.13 | 182% | 0.00 | 0.10 | $14.00 | 6.30 | 7.20 | 167% | -0.90 | 0 | 0 |
| 33 | 7 | 0.09 | 176% | 0.00 | 1.10 | $15.00 | 7.30 | 8.20 | 179% | -0.91 | 0 | 0 |