RVI Options Strategy Builder
72 contracts
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
RVI 28.64
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.
16 contracts
11 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | - | - | 11.40 | 15.60 | $15.00 | 0.00 | 5.00 | - | - | 0 | 0 |
| 0 | 0 | - | - | 8.90 | 13.10 | $17.50 | 0.00 | 5.00 | - | - | 0 | 0 |
| 11 | 10 | - | - | 7.80 | 9.10 | $20.00 | 0.00 | 5.00 | 110% | -0.08 | 2 | 8 |
| 1 | 1 | - | - | 4.90 | 6.40 | $22.50 | 0.00 | 0.75 | 87% | -0.12 | 1 | 9 |
| 64 | 6 | 0.93 | 37% | 3.30 | 4.30 | $25.00 | 0.20 | 0.45 | 53% | -0.15 | 28 | 339 |
| 318 | 181 | 0.38 | 46% | 0.80 | 0.90 | $30.00 | 2.00 | 3.00 | 58% | -0.59 | 100 | 168 |
| 147 | 143 | 0.08 | 51% | 0.05 | 0.20 | $35.00 | 6.20 | 7.80 | 84% | -0.79 | 5 | 9 |
| 16 | 3 | 0.04 | 69% | 0.00 | 2.20 | $40.00 | 9.90 | 13.80 | 108% | -0.85 | 1 | 1 |