SARO Options Strategy Builder
64 contracts
Previous-day view · Mon Sep 21 close.
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SARO 22.88
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Add a leg to see how the position behaves across price and volatility.
Every quote and Greek, one row per strike.
16 contracts
10 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 11 | 10 | 0.96 | 64% | 3.80 | 7.20 | $17.50 | 0.00 | 5.00 | 101% | -0.12 | 5 | 5 |
| 4 | 1 | - | - | 1.75 | 4.00 | $20.00 | 0.00 | 5.00 | 45% | -0.11 | 6 | 14 |
| 1,044 | 272 | 0.60 | 35% | 0.80 | 1.35 | $22.50 | 0.50 | 0.85 | 37% | -0.40 | 53 | 354 |
| 130 | 10 | 0.23 | 42% | 0.10 | 0.55 | $25.00 | 1.20 | 3.10 | 25% | -0.92 | 1 | 251 |
| 369 | 31 | 0.08 | 71% | 0.00 | 0.10 | $30.00 | 7.00 | 7.40 | 67% | -0.93 | 2 | 7 |
| 113 | 6 | 0.08 | 107% | 0.00 | 15.00 | $35.00 | 11.20 | 13.60 | 118% | -0.89 | 0 | 0 |
| 42 | 1 | 0.12 | 155% | 0.00 | 0.60 | $40.00 | 15.50 | 18.50 | - | - | 2 | 0 |
| 20 | 7 | 0.10 | 174% | 0.00 | 0.95 | $45.00 | 21.00 | 24.30 | 188% | -0.87 | 2 | 0 |