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.
ORIC 12.67
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.
38 contracts
24 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | - | - | 5.50 | 9.60 | $5.00 | 0.00 | 5.00 | - | - | 0 | 0 |
| 0 | 0 | 0.97 | 166% | 4.50 | 9.00 | $6.00 | 0.00 | 5.00 | 268% | -0.08 | 0 | 0 |
| 0 | 0 | 0.96 | 155% | 3.60 | 8.00 | $7.00 | 0.00 | 5.00 | 222% | -0.09 | 0 | 0 |
| 0 | 0 | 0.89 | 180% | 2.70 | 7.50 | $8.00 | 0.00 | 4.90 | 182% | -0.11 | 0 | 0 |
| 0 | 0 | 0.84 | 166% | 2.00 | 6.50 | $9.00 | 0.00 | 4.90 | 148% | -0.14 | 1 | 1 |
| 0 | 0 | 0.80 | 139% | 1.15 | 5.50 | $10.00 | 0.10 | 4.90 | 321% | -0.24 | 0 | 0 |
| 1 | 1 | 0.72 | 141% | 0.50 | 4.90 | $11.00 | 0.10 | 4.90 | 269% | -0.29 | 10 | 15 |
| 1 | 1 | 0.64 | 92% | 0.20 | 2.95 | $12.00 | 0.00 | 1.40 | 124% | -0.37 | 31 | 36 |
| 21 | 1 | 0.56 | 151% | 0.75 | 3.00 | $13.00 | 0.95 | 2.70 | 125% | -0.46 | 1 | 2 |
| 2 | 8 | 0.44 | 122% | 0.40 | 1.85 | $14.00 | 0.80 | 4.90 | 154% | -0.52 | 1 | 4 |
| 41 | 1 | 0.35 | 118% | 0.60 | 1.00 | $15.00 | 1.00 | 5.40 | 126% | -0.63 | 1 | 0 |
| 14 | 1 | 0.31 | 131% | 0.00 | 0.75 | $16.00 | 1.50 | 6.30 | 121% | -0.72 | 0 | 0 |
| 1 | 1 | 0.29 | 148% | 0.00 | 1.75 | $17.00 | 2.50 | 7.00 | 121% | -0.78 | 0 | 0 |
| 1 | 1 | 0.20 | 132% | 0.00 | 0.80 | $18.00 | 4.90 | 8.00 | 198% | -0.66 | 0 | 0 |
| 0 | 0 | 0.20 | 149% | 0.00 | 1.45 | $19.00 | 4.00 | 8.90 | 109% | -0.91 | 0 | 0 |
| 5 | 4 | 0.19 | 162% | 0.00 | 1.30 | $20.00 | 5.00 | 9.50 | - | - | 0 | 0 |
| 1 | 1 | 0.17 | 166% | 0.00 | 0.75 | $21.00 | 6.00 | 10.50 | - | - | 0 | 0 |
| 0 | 0 | 0.17 | 175% | 0.00 | 5.00 | $22.00 | 7.00 | 11.50 | - | - | 0 | 0 |
| 4 | 4 | 0.15 | 199% | 0.00 | 4.90 | $25.00 | 10.00 | 14.50 | - | - | 0 | 0 |