Previous-day view · Mon Sep 21 close.
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RMBS 97.69
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Every quote and Greek, one row per strike.
38 contracts
36 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 10 | 32 | 0.99 | 126% | 46.00 | 50.00 | $50.00 | 0.00 | 1.20 | 151% | -0.03 | 10 | 109 |
| 0 | 0 | 0.98 | 114% | 41.10 | 45.00 | $55.00 | 0.00 | 1.25 | 121% | -0.02 | 4 | 6 |
| 0 | 0 | 0.97 | 105% | 36.30 | 40.00 | $60.00 | 0.05 | 0.15 | 88% | -0.01 | 1 | 231 |
| 8 | 1 | 0.97 | 89% | 31.20 | 35.10 | $65.00 | 0.05 | 0.15 | 75% | -0.01 | 63 | 243 |
| 24 | 10 | 0.95 | 83% | 27.30 | 29.40 | $70.00 | 0.15 | 0.30 | 72% | -0.03 | 97 | 1,850 |
| 3 | 1 | 0.94 | 69% | 22.00 | 24.70 | $75.00 | 0.40 | 0.60 | 70% | -0.06 | 55 | 205 |
| 77 | 3 | 0.88 | 71% | 18.10 | 20.00 | $80.00 | 0.90 | 1.10 | 68% | -0.11 | 104 | 234 |
| 384 | 28 | 0.81 | 70% | 14.00 | 16.00 | $85.00 | 1.70 | 2.15 | 67% | -0.19 | 50 | 142 |
| 576 | 660 | 0.71 | 69% | 11.00 | 12.00 | $90.00 | 2.65 | 3.40 | 63% | -0.28 | 90 | 47 |
| 302 | 115 | 0.60 | 69% | 8.10 | 9.00 | $95.00 | 5.00 | 5.50 | 65% | -0.40 | 28 | 148 |
| 1,708 | 1,307 | 0.49 | 68% | 5.80 | 6.30 | $100.00 | 7.50 | 8.30 | 65% | -0.52 | 66 | 9 |
| 1,197 | 300 | 0.38 | 66% | 3.70 | 4.40 | $105.00 | 10.40 | 12.50 | 70% | -0.62 | 1 | 14 |
| 317 | 466 | 0.29 | 70% | 2.90 | 3.20 | $110.00 | 14.10 | 16.30 | 71% | -0.71 | 1 | 7 |
| 14 | 1,649 | 0.21 | 69% | 1.75 | 2.25 | $115.00 | 18.00 | 20.40 | 71% | -0.78 | 2 | 2 |
| 128 | 683 | 0.16 | 73% | 1.30 | 1.65 | $120.00 | 22.20 | 24.90 | 73% | -0.84 | 2 | 5 |
| 3 | 44 | 0.11 | 69% | 0.65 | 1.05 | $125.00 | 27.10 | 29.20 | 74% | -0.88 | 0 | 0 |
| 110 | 35 | 0.07 | 71% | 0.45 | 0.70 | $130.00 | 32.00 | 34.00 | 79% | -0.90 | 0 | 0 |
| 3 | 4 | 0.05 | 71% | 0.20 | 0.55 | $135.00 | 36.00 | 38.30 | - | - | 0 | 0 |
| 81 | 16 | 0.04 | 73% | 0.15 | 0.35 | $140.00 | 40.80 | 43.70 | - | - | 1 | 0 |