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
PFF 30.18
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.
42 contracts
23 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 1 | 0.96 | 72% | 6.80 | 9.70 | $22.00 | 0.00 | 2.00 | 69% | -0.03 | 2 | 301 |
| 0 | 0 | 0.96 | 63% | 5.80 | 8.70 | $23.00 | 0.00 | 0.10 | 61% | -0.04 | 1 | 7 |
| 0 | 2 | 0.95 | 55% | 4.80 | 7.70 | $24.00 | 0.00 | 0.20 | 65% | -0.08 | 1 | 1 |
| 0 | 6 | - | - | 3.80 | 6.40 | $25.00 | 0.00 | 0.10 | 62% | -0.11 | 1 | 410 |
| 0 | 2 | 0.84 | 62% | 3.50 | 5.70 | $26.00 | 0.00 | 1.35 | 49% | -0.11 | 9 | 83 |
| 0 | 11 | - | - | 1.80 | 4.50 | $27.00 | 0.00 | 1.10 | 30% | -0.07 | 36 | 875 |
| 0 | 22 | 0.89 | 25% | 1.80 | 2.75 | $28.00 | 0.00 | 0.15 | 22% | -0.09 | 70 | 1,705 |
| 10 | 10 | 0.86 | 15% | 0.85 | 1.65 | $29.00 | 0.05 | 0.15 | 15% | -0.16 | 42 | 1,965 |
| 399 | 90 | 0.59 | 10% | 0.20 | 0.60 | $30.00 | 0.20 | 0.25 | 9% | -0.41 | 32 | 2,196 |
| 1,010 | 1 | 0.21 | 13% | 0.00 | 0.05 | $31.00 | 0.80 | 1.50 | 20% | -0.69 | 10 | 356 |
| 1,491 | 1 | 0.13 | 20% | 0.00 | 1.10 | $32.00 | 1.40 | 2.35 | 14% | -0.94 | 1 | 117 |
| 154 | 1 | 0.13 | 30% | 0.00 | 0.75 | $33.00 | 1.50 | 4.40 | 27% | -0.89 | 1 | 14 |
| 0 | 0 | - | - | 0.00 | 1.75 | $34.00 | 2.50 | 5.40 | 33% | -0.91 | 72 | 71 |
| 1 | 1 | - | - | 0.00 | 2.75 | $35.00 | 3.40 | 6.40 | 35% | -0.94 | 1 | 0 |
| 0 | 0 | - | - | 0.00 | 1.75 | $36.00 | 4.40 | 6.70 | - | - | 2 | 1 |
| 1 | 1 | - | - | 0.00 | 0.75 | $37.00 | 6.30 | 7.80 | 58% | -0.89 | 22 | 11 |
| 0 | 0 | - | - | 0.00 | 1.75 | $38.00 | 6.40 | 9.40 | 50% | -0.95 | 2 | 1 |
| 0 | 0 | - | - | 0.00 | 0.75 | $39.00 | 7.40 | 10.40 | 55% | -0.96 | 2 | 0 |
| 0 | 0 | - | - | 0.00 | 0.75 | $40.00 | 9.70 | 11.40 | 104% | -0.82 | 1 | 0 |
| 0 | 0 | - | - | 0.00 | 2.75 | $41.00 | 9.40 | 12.40 | 65% | -0.96 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 2.75 | $42.00 | 10.90 | 12.50 | - | - | 1 | 16 |