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SIG Options Strategy Builder

896 contracts
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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
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SIG 98.65
Expected move by Sep 25 ±$3.33 ±3.4% $95.32 – $101.98 90%: $91.57 – $105.73
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Every quote and Greek, one row per strike.
120 contracts 76 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 365% 43.10 45.80 $55.00 0.00 4.20 318% -0.03 0 1
0 0 0.98 229% 37.40 40.20 $60.00 0.00 2.15 276% -0.03 0 0
0 0 0.98 207% 32.60 35.10 $65.00 0.00 4.20 246% -0.04 1 1
0 0 0.94 227% 28.00 30.70 $70.00 0.00 4.20 227% -0.06 1 44
0 0 0.93 235% 27.40 29.80 $71.00 0.00 2.15 250% -0.09 1 2
0 10 0.93 214% 26.00 28.80 $72.00 0.00 2.15 255% -0.10 1 1
0 0 0.95 189% 25.30 27.00 $73.00 0.00 2.15 239% -0.09 2 6
0 0 0.94 186% 24.40 26.00 $74.00 0.00 2.15 266% -0.12 3 4
0 10 0.92 195% 23.10 25.80 $75.00 0.00 2.15 263% -0.13 2 3
0 0 0.93 181% 22.00 24.70 $76.00 0.00 2.15 244% -0.13 1 2
0 0 0.94 158% 21.00 23.20 $77.00 0.00 2.15 274% -0.16 1 2
0 0 0.93 157% 19.70 22.70 $78.00 0.00 4.20 264% -0.16 0 0
0 0 0.91 166% 19.30 21.60 $79.00 0.00 4.20 260% -0.17 0 0
2 2 0.91 153% 18.00 20.70 $80.00 0.00 2.15 137% -0.06 3 4
0 0 0.90 152% 17.20 19.70 $81.00 0.00 2.15 130% -0.07 1 1
0 0 0.90 145% 16.10 18.80 $82.00 0.00 2.15 126% -0.07 5 5
0 0 0.89 141% 15.20 17.80 $83.00 0.00 2.15 123% -0.08 1 1
0 0 0.92 111% 14.00 16.20 $84.00 0.00 2.15 116% -0.09 0 0
25 15 0.92 104% 13.20 15.00 $85.00 0.00 4.20 110% -0.09 1 0
20 15 0.91 98% 12.20 14.00 $86.00 0.00 4.20 98% -0.08 0 0
22 20 0.94 80% 10.80 13.00 $87.00 0.00 4.20 94% -0.10 0 0
20 20 0.89 91% 10.40 12.00 $88.00 0.00 0.20 85% -0.10 1 3
23 20 0.88 88% 9.50 11.00 $89.00 0.00 0.20 102% -0.16 10 10
6 4 0.92 62% 7.80 10.00 $90.00 0.00 0.30 73% -0.11 1 1
6 6 0.85 75% 7.50 9.10 $91.00 0.00 0.20 44% -0.04 8 4
1 2 0.85 64% 6.20 8.20 $92.00 0.10 0.35 50% -0.09 32 1
3 2 0.82 63% 5.30 7.40 $93.00 0.20 0.40 48% -0.12 16 90
5 2 0.76 67% 4.30 7.10 $94.00 0.30 0.50 46% -0.15 15 12
2 1 0.77 50% 3.20 5.60 $95.00 0.45 0.65 44% -0.20 6 2
1 1 0.66 67% 3.00 5.60 $96.00 0.70 0.95 45% -0.27 15 6
0 0 0.62 59% 2.60 4.20 $97.00 0.95 1.35 45% -0.35 11 5
2 1 0.55 67% 1.90 4.40 $98.00 1.30 1.65 42% -0.43 5 3
13 5 0.48 46% 1.55 2.00 $99.00 1.55 2.20 40% -0.52 7 5
20 12 0.40 46% 1.20 1.55 $100.00 2.05 3.10 43% -0.61 2 115
21 10 0.33 47% 0.85 1.25 $101.00 2.05 3.80 35% -0.73 1 15
36 15 0.27 49% 0.60 1.10 $102.00 2.60 4.70 33% -0.83 2 33
17 10 0.21 48% 0.45 0.70 $103.00 2.85 6.00 28% -0.93 5 5
3 2 0.17 51% 0.30 0.70 $104.00 4.30 5.90 - - 30 16
105 4 0.13 50% 0.20 0.45 $105.00 5.40 7.80 47% -0.89 1 1
17 1 0.10 52% 0.15 0.40 $106.00 6.30 7.90 - - 0 0
87 83 0.09 55% 0.05 0.40 $107.00 6.40 9.30 - - 0 0
25 8 0.07 56% 0.00 0.30 $108.00 7.90 10.40 - - 0 0
0 3 0.09 68% 0.00 0.35 $109.00 8.40 11.20 - - 0 0
10 3 0.05 62% 0.00 0.35 $110.00 10.10 11.70 - - 0 0
0 0 0.06 71% 0.00 0.35 $111.00 10.90 13.30 - - 0 0
2 2 0.07 79% 0.00 0.55 $112.00 11.40 13.80 - - 0 0
1 1 0.07 83% 0.00 0.15 $113.00 12.90 15.20 - - 0 0
0 0 0.04 78% 0.00 0.05 $114.00 13.40 16.20 - - 0 0
0 0 0.04 82% 0.00 4.20 $115.00 14.40 17.40 - - 0 0
0 0 0.04 84% 0.00 4.20 $116.00 15.80 18.40 - - 0 0
0 0 0.09 114% 0.00 2.15 $117.00 16.80 18.80 - - 0 0
0 0 0.09 119% 0.00 4.20 $118.00 18.00 20.40 - - 0 0
0 0 - - 0.00 4.20 $119.00 18.40 21.70 - - 0 0
0 0 0.08 124% 0.00 4.20 $120.00 19.40 22.40 - - 4 6
0 0 0.07 142% 0.00 4.20 $125.00 24.40 27.40 - - 0 0
0 0 0.06 159% 0.00 4.20 $130.00 29.40 31.80 - - 0 0
0 0 - - 0.00 4.20 $135.00 34.40 37.30 - - 0 0
0 0 - - 0.00 2.15 $140.00 39.80 42.50 - - 0 0
0 0 - - 0.00 2.15 $145.00 44.30 47.80 - - 0 0
0 0 - - 0.00 1.90 $150.00 49.30 52.40 - - 0 0