Pre-market
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
Click a strike to add a leg · drag a leg to move it
SHLD 63.18
Expected move by Oct 16 ±$3.08 ±4.9% $60.10 – $66.26 90%: $56.65 – $69.71
What's your view on SHLD?

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.
50 contracts 38 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
20 20 - - 4.50 5.80 $58.00 0.05 0.30 25% -0.09 2 40
0 0 0.82 30% 3.70 5.90 $59.00 0.10 0.75 28% -0.16 1 8
12 2 0.81 24% 2.90 4.60 $60.00 0.45 0.60 26% -0.21 4 109
1 1 0.71 27% 2.20 4.10 $61.00 0.65 1.00 27% -0.29 1 63
15 1 0.65 22% 1.80 2.60 $62.00 0.50 1.20 22% -0.35 3 77
31 3 0.54 24% 1.60 1.85 $63.00 1.30 2.05 28% -0.46 4 72
56 6 0.45 24% 1.05 1.55 $64.00 1.85 2.60 28% -0.55 2 61
88 14 0.34 23% 0.65 1.05 $65.00 2.20 3.40 27% -0.64 2 78
47 24 0.26 24% 0.45 0.75 $66.00 2.35 4.20 23% -0.76 2 13
43 10 0.20 25% 0.35 0.55 $67.00 3.90 5.10 32% -0.75 1 1
15 30 0.15 26% 0.25 0.40 $68.00 4.80 6.00 34% -0.78 1 4
20 8 0.11 26% 0.00 0.45 $69.00 5.60 7.10 36% -0.81 0 0
120 12 0.09 28% 0.15 0.25 $70.00 6.60 8.00 39% -0.83 5 7
31 26 0.05 27% 0.00 0.75 $71.00 7.50 9.00 42% -0.85 1 1
44 2 0.07 32% 0.05 0.25 $72.00 7.60 10.00 - - 0 0
1 1 0.11 43% 0.00 0.75 $73.00 8.60 11.00 - - 0 0
1 1 0.10 44% 0.00 0.25 $74.00 10.50 12.00 51% -0.87 0 0
2 2 0.12 52% 0.00 1.75 $75.00 11.10 13.50 55% -0.87 0 0
0 0 0.10 52% 0.00 1.75 $76.00 12.10 14.20 53% -0.90 0 0
0 0 0.12 59% 0.00 1.75 $77.00 13.10 15.20 56% -0.90 0 0
0 0 0.10 58% 0.00 1.75 $78.00 14.10 16.20 59% -0.91 0 0
0 0 - - 0.00 1.75 $79.00 15.10 17.50 66% -0.89 0 0
28 26 - - 0.00 0.25 $80.00 16.10 18.50 69% -0.89 0 0
0 0 - - 0.00 0.75 $81.00 17.10 19.50 72% -0.89 0 0
0 0 - - 0.00 0.20 $82.00 18.10 20.50 74% -0.90 0 0