Pre-market
⌘K
Sign in Sign up

NN Options Strategy Builder

840 contracts
← →
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.
Click a strike to add a leg · drag a leg to move it
NN 15.66
Expected move by Sep 25 ±$1.30 ±8.3% $14.36 – $16.96 90%: $12.90 – $18.42
What's your view on NN?

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.
112 contracts 63 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 - - 8.90 10.10 $6.00 0.00 1.10 - - 0 0
0 7 0.96 526% 7.90 9.80 $7.00 0.00 0.75 - - 0 0
0 6 0.91 605% 7.00 9.40 $8.00 0.00 0.75 - - 0 0
0 5 - - 5.40 7.90 $9.00 0.00 0.75 484% -0.09 0 0
0 6 0.89 494% 5.50 8.00 $9.50 0.00 0.70 445% -0.10 0 0
0 6 - - 4.90 6.40 $10.00 0.00 0.70 424% -0.11 0 0
0 3 - - 4.50 5.80 $10.50 0.00 0.70 375% -0.11 0 0
0 2 - - 4.00 5.30 $11.00 0.00 0.05 411% -0.15 4 2
0 3 - - 3.30 4.80 $11.50 0.00 0.05 244% -0.09 5 20
0 5 - - 3.10 4.10 $12.00 0.00 0.05 281% -0.15 4 23
1 2 - - 2.70 3.60 $12.50 0.00 0.10 201% -0.12 93 129
0 2 0.91 140% 2.25 3.30 $13.00 0.00 0.10 127% -0.07 21 341
0 1 - - 1.40 2.85 $13.50 0.05 0.30 138% -0.14 79 491
23 12 0.85 110% 1.25 2.40 $14.00 0.10 0.15 102% -0.14 65 616
282 265 0.92 53% 0.80 1.60 $14.50 0.05 0.35 97% -0.21 38 260
451 651 0.67 111% 0.65 1.55 $15.00 0.25 0.45 96% -0.32 8 435
584 134 0.56 84% 0.55 0.75 $15.50 0.00 0.65 136% -0.44 4 426
530 59 0.44 100% 0.35 0.70 $16.00 0.05 1.75 106% -0.55 1 171
173 97 0.31 87% 0.00 0.35 $16.50 0.80 2.50 173% -0.58 354 385
611 330 0.23 96% 0.05 0.35 $17.00 0.75 2.85 142% -0.68 2 1
437 1 0.17 103% 0.05 0.25 $17.50 1.45 2.90 143% -0.74 0 0
476 10 0.14 113% 0.00 0.40 $18.00 1.60 3.90 177% -0.74 0 0
735 40 0.12 127% 0.00 0.20 $18.50 2.30 4.20 193% -0.76 0 0
1,208 2 0.11 141% 0.00 0.20 $19.00 2.60 4.40 154% -0.87 1 22
8 7 0.12 162% 0.00 0.15 $19.50 3.20 5.00 194% -0.83 2 0
272 65 0.13 190% 0.00 0.15 $20.00 3.90 5.10 180% -0.88 1 0
0 0 - - 0.00 0.50 $20.50 4.40 5.90 235% -0.83 0 0
52 50 0.19 271% 0.00 0.40 $21.00 4.90 6.40 249% -0.84 0 0
0 0 - - 0.00 0.55 $21.50 5.40 7.00 274% -0.83 0 0
464 470 0.17 294% 0.00 0.70 $22.00 5.90 7.50 286% -0.84 3 0
0 0 - - 0.00 0.75 $22.50 5.90 7.70 - - 3 0
0 0 0.20 354% 0.00 1.10 $23.00 6.60 8.80 308% -0.84 3 0
0 0 - - 0.00 1.45 $23.50 7.40 8.50 240% -0.93 3 0
3 1 0.25 440% 0.00 1.15 $24.00 7.90 8.90 225% -0.96 4 0
0 0 - - 0.00 0.90 $24.50 8.40 9.30 186% -0.99 2 0
23 1 0.14 350% 0.00 0.50 $25.00 8.60 10.00 - - 0 0
0 0 - - 0.00 1.10 $25.50 9.40 10.40 251% -0.96 2 0
3 1 0.15 383% 0.00 0.90 $26.00 9.80 11.50 354% -0.88 4 0
0 0 - - 0.00 0.90 $26.50 10.40 11.40 266% -0.96 3 0
4 1 0.14 401% 0.00 0.90 $27.00 10.80 11.80 - - 2 0
0 0 - - 0.00 0.50 $27.50 11.20 12.70 307% -0.94 2 0
3 1 0.14 418% 0.00 0.70 $28.00 11.70 13.10 287% -0.96 0 0
0 0 - - 0.00 0.95 $28.50 12.60 13.40 345% -0.93 3 0
2 3 0.26 604% 0.00 0.90 $29.00 12.70 13.90 - - 2 0
0 0 - - 0.00 0.55 $29.50 13.40 14.40 306% -0.96 1 0
539 2 0.26 618% 0.00 0.50 $30.00 13.90 14.80 255% -0.99 3 1
0 0 - - 0.00 0.75 $30.50 14.10 16.50 471% -0.86 1 0
0 0 0.13 468% 0.00 0.75 $31.00 14.90 17.40 567% -0.80 1 0
0 0 0.21 607% 0.00 0.75 $32.00 16.20 17.70 531% -0.84 1 0
0 0 0.21 620% 0.00 0.90 $33.00 17.20 18.60 533% -0.85 1 0
0 0 0.12 513% 0.00 0.90 $34.00 17.70 19.80 512% -0.88 1 0
50 50 0.12 527% 0.00 0.90 $35.00 18.50 21.00 526% -0.88 0 0
0 0 0.12 540% 0.00 0.75 $36.00 19.90 21.80 563% -0.86 2 0
0 0 - - 0.00 0.75 $37.00 20.60 22.40 455% -0.94 0 0
0 0 - - 0.00 0.90 $38.00 21.20 24.00 505% -0.92 0 0
1 1 - - 0.00 0.40 $39.00 22.80 24.80 590% -0.88 0 0