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
SNY 42.50
Expected move by Oct 16 ±$1.86 ±4.4% $40.64 – $44.36 90%: $38.56 – $46.44
What's your view on SNY?

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.
26 contracts 17 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.95 113% 13.20 17.30 $27.50 0.00 15.00 - - 1 1
0 0 0.95 90% 12.30 13.10 $30.00 0.00 0.35 - - 0 0
0 0 0.94 72% 9.80 10.60 $32.50 0.00 0.10 - - 3 3
2 1 0.92 56% 7.30 8.10 $35.00 0.00 0.10 - - 3 3
7 1 0.89 40% 4.90 5.50 $37.50 0.00 0.15 34% -0.07 1 15
73 1 0.76 34% 2.80 3.20 $40.00 0.15 0.20 22% -0.14 8 157
41 7 0.51 26% 1.00 1.20 $42.50 0.85 1.05 21% -0.50 3 697
2,116 217 0.18 23% 0.20 0.30 $45.00 2.35 2.90 16% -0.91 10 167
197 11 0.06 27% 0.05 0.10 $47.50 4.60 5.20 - - 3 136
89 10 0.07 40% 0.00 0.45 $50.00 5.30 9.40 - - 4 0
1,502 1,502 0.06 49% 0.00 15.00 $52.50 7.70 12.00 - - 0 0
1 1 0.04 55% 0.00 0.10 $55.00 10.20 14.50 - - 0 0
0 0 - - 0.00 2.15 $60.00 15.20 19.50 - - 0 0