Previous-day view · Mon Sep 21 close.
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NNE 17.10
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Add a leg to see how the position behaves across price and volatility.
Every quote and Greek, one row per strike.
80 contracts
49 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 1 | 2 | 1.00 | 0% | 11.90 | 12.30 | $5.00 | 0.00 | 0.15 | - | - | 2 | 0 |
| 0 | 4 | 0.99 | 431% | 9.40 | 10.90 | $7.00 | 0.00 | 1.00 | - | - | 0 | 0 |
| 1 | 3 | 0.98 | 372% | 8.50 | 9.80 | $8.00 | 0.00 | 0.50 | - | - | 2 | 1 |
| 0 | 5 | - | - | 7.60 | 8.40 | $9.00 | 0.00 | 0.10 | - | - | 2 | 1 |
| 0 | 0 | 0.94 | 366% | 6.70 | 7.90 | $10.00 | 0.00 | 0.10 | 332% | -0.04 | 2 | 0 |
| 2 | 2 | 0.97 | 230% | 5.90 | 6.40 | $11.00 | 0.00 | 0.50 | 420% | -0.11 | 20 | 21 |
| 0 | 3 | 0.97 | 209% | 5.00 | 6.30 | $11.50 | 0.00 | 0.50 | - | - | 0 | 0 |
| 2 | 3 | 0.95 | 221% | 4.50 | 5.90 | $12.00 | 0.00 | 0.20 | 263% | -0.08 | 3 | 5 |
| 0 | 2 | - | - | 4.10 | 5.00 | $12.50 | 0.00 | 0.50 | 267% | -0.10 | 2 | 9 |
| 1 | 2 | 0.96 | 151% | 3.70 | 4.60 | $13.00 | 0.00 | 0.50 | 191% | -0.07 | 1 | 18 |
| 0 | 0 | - | - | 3.10 | 4.00 | $13.50 | 0.00 | 0.20 | 152% | -0.06 | 1 | 39 |
| 3 | 2 | - | - | 2.50 | 3.50 | $14.00 | 0.00 | 0.05 | 150% | -0.09 | 6 | 367 |
| 0 | 3 | - | - | 2.15 | 2.85 | $14.50 | 0.00 | 0.10 | 139% | -0.11 | 38 | 576 |
| 19 | 27 | - | - | 1.80 | 2.40 | $15.00 | 0.05 | 0.10 | 95% | -0.09 | 70 | 572 |
| 95 | 79 | 0.92 | 67% | 1.40 | 1.90 | $15.50 | 0.10 | 0.20 | 96% | -0.15 | 64 | 333 |
| 351 | 116 | 0.85 | 63% | 1.00 | 1.40 | $16.00 | 0.15 | 0.25 | 86% | -0.22 | 100 | 210 |
| 156 | 117 | 0.69 | 76% | 0.70 | 1.10 | $16.50 | 0.30 | 0.45 | 89% | -0.33 | 37 | 101 |
| 80 | 534 | 0.55 | 89% | 0.60 | 0.80 | $17.00 | 0.50 | 0.75 | 93% | -0.46 | 87 | 312 |
| 203 | 337 | 0.42 | 85% | 0.35 | 0.55 | $17.50 | 0.70 | 1.05 | 89% | -0.58 | 39 | 143 |
| 339 | 927 | 0.31 | 87% | 0.25 | 0.35 | $18.00 | 1.05 | 1.40 | 91% | -0.68 | 1 | 142 |
| 92 | 333 | 0.19 | 80% | 0.10 | 0.20 | $18.50 | 1.45 | 2.25 | 131% | -0.69 | 3 | 121 |
| 140 | 81 | 0.13 | 85% | 0.05 | 0.15 | $19.00 | 1.80 | 2.35 | 103% | -0.82 | 6 | 30 |
| 69 | 149 | 0.10 | 91% | 0.00 | 0.10 | $19.50 | 2.10 | 3.10 | 124% | -0.82 | 1 | 14 |
| 267 | 19 | 0.09 | 105% | 0.00 | 0.05 | $20.00 | 2.60 | 3.80 | 159% | -0.80 | 1 | 8 |
| 38 | 16 | 0.08 | 118% | 0.00 | 0.10 | $20.50 | 3.10 | 4.30 | 174% | -0.81 | 3 | 94 |
| 70 | 2 | 0.09 | 137% | 0.00 | 0.10 | $21.00 | 3.60 | 4.80 | 189% | -0.82 | 1 | 4 |
| 22 | 6 | 0.13 | 177% | 0.00 | 0.15 | $21.50 | 4.00 | 4.90 | 130% | -0.94 | 2 | 4 |
| 46 | 1 | 0.10 | 175% | 0.00 | 0.10 | $22.00 | 4.60 | 5.50 | 177% | -0.89 | 4 | 6 |
| 3,207 | 3 | 0.12 | 200% | 0.00 | 0.05 | $22.50 | 5.00 | 5.90 | 150% | -0.95 | 4 | 3 |
| 72 | 2 | 0.08 | 191% | 0.00 | 0.15 | $23.00 | 5.60 | 6.50 | 200% | -0.90 | 1 | 7 |
| 0 | 0 | - | - | 0.00 | 0.20 | $23.50 | 6.00 | 6.90 | 170% | -0.95 | 1 | 1 |
| 542 | 1 | 0.09 | 220% | 0.00 | 0.10 | $24.00 | 6.60 | 7.60 | 235% | -0.89 | 12 | 8 |
| 0 | 0 | - | - | 0.00 | 0.10 | $24.50 | 7.10 | 8.00 | 232% | -0.91 | 3 | 6 |
| 116 | 3 | 0.06 | 216% | 0.00 | 0.05 | $25.00 | 7.60 | 8.50 | 242% | -0.92 | 3 | 1 |
| 0 | 0 | - | - | 0.00 | 0.05 | $25.50 | 8.00 | 9.10 | 250% | -0.92 | 4 | 0 |
| 126 | 20 | 0.06 | 233% | 0.00 | 0.05 | $26.00 | 8.50 | 9.50 | 236% | -0.94 | 3 | 4 |
| 0 | 0 | - | - | 0.00 | 0.05 | $26.50 | 9.00 | 10.10 | 266% | -0.92 | 1 | 2 |
| 0 | 0 | - | - | 0.00 | 0.50 | $27.00 | 9.50 | 10.10 | - | - | 1 | 1 |
| 18 | 13 | 0.07 | 315% | 0.00 | 0.05 | $30.00 | 12.40 | 13.70 | 319% | -0.93 | 1 | 0 |
| 3 | 3 | 0.07 | 400% | 0.00 | 0.20 | $35.00 | 17.30 | 19.00 | 423% | -0.92 | 2 | 0 |