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
NGS 34.81
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.
32 contracts
18 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.96 | 141% | 13.50 | 16.70 | $20.00 | 0.00 | 2.65 | 199% | -0.09 | 0 | 0 |
| 1 | 1 | 0.96 | 102% | 10.80 | 14.20 | $22.50 | 0.00 | 0.75 | 128% | -0.07 | 12 | 12 |
| 0 | 0 | 0.90 | 109% | 8.60 | 12.10 | $25.00 | 0.00 | 0.75 | 103% | -0.09 | 5 | 6 |
| 0 | 0 | 0.91 | 72% | 6.60 | 8.70 | $27.50 | 0.00 | 0.95 | 81% | -0.11 | 1 | 2 |
| 5 | 5 | 0.94 | 38% | 3.80 | 6.10 | $30.00 | 0.00 | 2.65 | 58% | -0.14 | 7 | 13 |
| 0 | 1 | 0.70 | 62% | 2.40 | 4.70 | $32.50 | 0.00 | 1.00 | 38% | -0.22 | 1 | 16 |
| 20 | 2 | 0.50 | 35% | 1.00 | 1.45 | $35.00 | 0.80 | 3.50 | 57% | -0.48 | 1 | 20 |
| 12 | 3 | 0.36 | 64% | 0.05 | 2.60 | $37.50 | 1.40 | 4.20 | 25% | -0.87 | 1 | 22 |
| 5 | 1 | 0.17 | 52% | 0.00 | 2.90 | $40.00 | 4.20 | 6.40 | 39% | -0.91 | 1 | 7 |
| 72 | 17 | 0.15 | 67% | 0.00 | 2.65 | $42.50 | 6.50 | 8.60 | - | - | 1 | 4 |
| 131 | 1 | 0.13 | 78% | 0.00 | 4.30 | $45.00 | 8.50 | 11.90 | 50% | -0.98 | 1 | 1 |
| 4 | 1 | 0.12 | 90% | 0.00 | 0.75 | $47.50 | 11.00 | 13.70 | - | - | 0 | 0 |
| 2 | 1 | 0.11 | 100% | 0.00 | 2.65 | $50.00 | 13.50 | 16.70 | - | - | 0 | 0 |
| 0 | 0 | 0.10 | 110% | 0.00 | 0.75 | $52.50 | 16.10 | 19.30 | 74% | -0.99 | 0 | 0 |
| 46 | 2 | 0.09 | 120% | 0.00 | 2.65 | $55.00 | 18.50 | 21.40 | - | - | 0 | 0 |
| 0 | 0 | 0.09 | 135% | 0.00 | 0.75 | $60.00 | 23.50 | 26.50 | - | - | 0 | 0 |