SABR Options Strategy Builder
114 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
Implied dividend/borrow carry is unavailable or unreliable; valuation uses a zero-carry fallback.
SABR 2.33
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.
20 contracts
11 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 4 | 1 | - | - | 1.50 | 2.10 | $0.50 | 0.00 | 1.20 | - | - | 1 | 4 |
| 3 | 2 | - | - | 1.00 | 1.60 | $1.00 | 0.00 | 1.10 | 321% | -0.08 | 1 | 21 |
| 48 | 2 | - | - | 0.55 | 1.05 | $1.50 | 0.00 | 1.20 | 194% | -0.13 | 1 | 817 |
| 526 | 2 | 0.80 | 83% | 0.30 | 0.50 | $2.00 | 0.05 | 0.10 | 88% | -0.22 | 29 | 111 |
| 1,158 | 54 | 0.38 | 67% | 0.00 | 1.15 | $2.50 | 0.20 | 0.40 | 82% | -0.58 | 19 | 52 |
| 117 | 1 | 0.29 | 133% | 0.00 | 0.05 | $3.00 | 0.55 | 0.85 | 83% | -0.86 | 4 | 60 |
| 52 | 1 | 0.18 | 144% | 0.00 | 0.10 | $3.50 | 0.90 | 1.50 | 115% | -0.89 | 0 | 0 |
| 111 | 1 | 0.16 | 170% | 0.00 | 0.15 | $4.00 | 1.40 | 2.00 | 143% | -0.90 | 0 | 0 |
| 136 | 25 | 0.14 | 214% | 0.00 | 1.10 | $5.00 | 2.40 | 3.00 | 182% | -0.92 | 0 | 0 |
| 175 | 175 | - | - | 0.00 | 1.20 | $6.00 | 3.40 | 4.00 | 214% | -0.93 | 0 | 0 |