Pre-market
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
Click a strike to add a leg · drag a leg to move it
ORR 38.45
Expected move by Oct 16 ±$1.02 ±2.7% $37.43 – $39.47 90%: $36.29 – $40.61
What's your view on ORR?

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.
58 contracts 29 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 16.90 20.10 $20.00 0.00 1.25 - - 0 0
0 0 1.00 0% 15.90 19.10 $21.00 0.00 1.25 - - 0 0
0 0 1.00 0% 14.90 18.10 $22.00 0.00 1.25 - - 0 0
0 0 1.00 0% 13.90 17.10 $23.00 0.00 1.25 - - 0 0
0 0 1.00 0% 12.90 16.10 $24.00 0.00 1.25 - - 0 0
0 0 1.00 0% 12.10 14.90 $25.00 0.00 1.25 - - 0 0
0 0 0.98 82% 11.20 14.00 $26.00 0.00 1.25 - - 0 0
0 0 0.97 75% 10.20 13.00 $27.00 0.00 1.25 97% -0.06 0 0
0 0 0.97 67% 9.20 12.00 $28.00 0.00 1.25 89% -0.07 0 0
0 0 0.97 60% 8.20 11.00 $29.00 0.00 1.25 81% -0.07 0 0
0 0 0.97 54% 7.20 10.00 $30.00 0.00 1.25 73% -0.08 0 0
0 0 0.97 47% 6.20 9.00 $31.00 0.00 1.25 66% -0.09 0 0
0 0 0.96 41% 5.20 8.00 $32.00 0.00 1.25 59% -0.10 0 0
0 0 0.96 35% 4.20 7.00 $33.00 0.00 1.25 54% -0.12 0 0
0 0 0.95 29% 3.20 6.00 $34.00 0.00 1.25 50% -0.15 0 0
0 0 0.96 21% 2.25 4.90 $35.00 0.00 5.00 37% -0.15 4 4
0 0 0.90 21% 1.30 4.00 $36.00 0.00 1.30 36% -0.22 0 0
0 0 0.80 19% 0.45 3.10 $37.00 0.00 5.00 22% -0.23 191 197
33 2 0.66 14% 0.65 1.10 $38.00 0.15 0.35 12% -0.32 1 10
4 3 0.38 13% 0.00 0.50 $39.00 0.35 2.15 25% -0.56 0 0
0 0 0.29 24% 0.00 1.35 $40.00 0.00 1.95 - - 0 0
0 0 0.20 27% 0.00 5.00 $41.00 1.20 3.90 15% -0.99 0 0
0 0 0.21 38% 0.00 5.00 $42.00 2.20 4.90 19% -0.99 0 0
0 0 0.18 44% 0.00 1.25 $43.00 3.10 5.90 - - 0 0
0 0 0.17 49% 0.00 1.25 $44.00 4.10 6.90 - - 0 0
0 0 - - 0.00 1.25 $45.00 5.10 7.90 - - 0 0
0 0 - - 0.00 1.25 $46.00 6.10 8.90 - - 0 0
0 0 - - 0.00 1.25 $47.00 7.10 9.90 - - 0 0
0 0 - - 0.00 1.25 $48.00 8.10 10.90 - - 0 0