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.
RIG 5.45
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
22 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 5 | 14 | 0.98 | 1094% | 4.40 | 4.65 | $1.00 | 0.00 | 0.21 | - | - | 1 | 5 |
| 27 | 16 | 0.97 | 835% | 3.85 | 4.20 | $1.50 | 0.00 | 0.17 | - | - | 1 | 3 |
| 3 | 4 | 0.98 | 523% | 3.20 | 3.75 | $2.00 | 0.00 | 0.17 | - | - | 3 | 0 |
| 2 | 1 | 0.97 | 426% | 2.71 | 3.25 | $2.50 | 0.00 | 0.17 | 662% | -0.07 | 3 | 0 |
| 2 | 4 | - | - | 2.21 | 2.62 | $3.00 | 0.00 | 0.21 | 351% | -0.04 | 0 | 0 |
| 5 | 1 | 0.93 | 314% | 1.88 | 2.15 | $3.50 | 0.00 | 0.22 | 316% | -0.07 | 1 | 1 |
| 17 | 4 | 0.89 | 269% | 1.36 | 1.73 | $4.00 | 0.00 | 0.03 | 228% | -0.08 | 1,650 | 1,650 |
| 1 | 8 | 0.95 | 111% | 0.86 | 1.07 | $4.50 | 0.00 | 0.01 | 129% | -0.07 | 1 | 888 |
| 30 | 26 | - | - | 0.33 | 0.48 | $5.00 | 0.01 | 0.02 | 61% | -0.09 | 443 | 514 |
| 265 | 754 | 0.45 | 54% | 0.10 | 0.11 | $5.50 | 0.12 | 0.25 | 68% | -0.53 | 182 | 1,022 |
| 2,104 | 486 | 0.09 | 65% | 0.01 | 0.02 | $6.00 | 0.46 | 0.61 | - | - | 7 | 340 |
| 1,188 | 1 | 0.06 | 103% | 0.00 | 0.22 | $6.50 | 0.78 | 1.14 | - | - | 1 | 20 |
| 2,062 | 1 | 0.09 | 163% | 0.00 | 0.03 | $7.00 | 1.41 | 1.66 | - | - | 2 | 1 |
| 178 | 1 | 0.05 | 173% | 0.00 | 5.00 | $7.50 | 1.88 | 2.14 | - | - | 1 | 1 |
| 9 | 5 | 0.07 | 229% | 0.00 | 5.00 | $8.00 | 2.36 | 2.64 | - | - | 2 | 1 |
| 0 | 0 | 0.04 | 228% | 0.00 | 5.00 | $8.50 | 2.89 | 3.15 | - | - | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 0.37 | $9.00 | 3.40 | 3.70 | 0% | -1.00 | 2 | 1 |
| 0 | 0 | - | - | 0.00 | 0.37 | $9.50 | 3.90 | 4.15 | - | - | 4 | 1 |
| 0 | 0 | - | - | 0.00 | 4.90 | $10.00 | 4.30 | 4.70 | - | - | 1 | 1 |