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.
SPCQ 10.69
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.
56 contracts
35 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 1 | - | - | 7.20 | 8.10 | $3.00 | 0.00 | 15.00 | - | - | 0 | 0 |
| 0 | 1 | - | - | 6.20 | 7.10 | $4.00 | 0.00 | 5.00 | - | - | 0 | 0 |
| 0 | 1 | - | - | 5.20 | 6.10 | $5.00 | 0.00 | 15.00 | - | - | 0 | 0 |
| 0 | 0 | - | - | 4.20 | 5.10 | $6.00 | 0.00 | 15.00 | - | - | 0 | 0 |
| 0 | 0 | - | - | 3.20 | 4.10 | $7.00 | 0.00 | 15.00 | - | - | 1 | 1 |
| 0 | 0 | 0.95 | 72% | 2.40 | 3.10 | $8.00 | 0.10 | 0.45 | 119% | -0.14 | 1 | 1 |
| 0 | 0 | 0.82 | 85% | 1.55 | 2.40 | $9.00 | 0.20 | 0.80 | 112% | -0.23 | 1 | 1 |
| 0 | 3 | 0.67 | 83% | 0.95 | 1.65 | $10.00 | 0.55 | 0.90 | 96% | -0.35 | 20 | 28 |
| 33 | 1 | 0.49 | 80% | 0.55 | 1.00 | $11.00 | 1.20 | 1.65 | 112% | -0.48 | 3 | 7 |
| 130 | 2 | 0.37 | 95% | 0.45 | 0.75 | $12.00 | 1.85 | 2.35 | 116% | -0.59 | 88 | 130 |
| 3 | 5 | 0.21 | 81% | 0.10 | 0.40 | $13.00 | 2.35 | 3.20 | 108% | -0.71 | 0 | 0 |
| 8 | 6 | 0.20 | 105% | 0.05 | 0.55 | $14.00 | 3.30 | 4.10 | 119% | -0.76 | 0 | 0 |
| 2 | 1 | 0.21 | 131% | 0.00 | 0.50 | $15.00 | 4.10 | 5.00 | 118% | -0.83 | 0 | 0 |
| 1 | 1 | 0.18 | 141% | 0.00 | 15.00 | $16.00 | 5.10 | 5.90 | 122% | -0.87 | 0 | 0 |
| 13 | 4 | 0.21 | 172% | 0.00 | 0.45 | $17.00 | 6.00 | 6.90 | 127% | -0.90 | 0 | 0 |
| 0 | 0 | 0.17 | 172% | 0.00 | 0.45 | $18.00 | 7.00 | 7.90 | 138% | -0.90 | 0 | 0 |
| 0 | 0 | 0.18 | 190% | 0.00 | 15.00 | $19.00 | 8.00 | 8.90 | 149% | -0.91 | 0 | 0 |
| 1 | 1 | 0.17 | 195% | 0.00 | 15.00 | $20.00 | 9.00 | 9.90 | 158% | -0.91 | 0 | 0 |
| 0 | 0 | 0.16 | 205% | 0.00 | 15.00 | $21.00 | 10.00 | 10.90 | 166% | -0.91 | 0 | 0 |
| 0 | 0 | 0.16 | 214% | 0.00 | 15.00 | $22.00 | 11.00 | 11.80 | 161% | -0.94 | 0 | 0 |
| 9 | 9 | 0.17 | 229% | 0.00 | 15.00 | $23.00 | 12.00 | 12.90 | 182% | -0.92 | 0 | 0 |
| 9 | 9 | 0.15 | 230% | 0.00 | 15.00 | $24.00 | 13.00 | 13.90 | 189% | -0.92 | 0 | 0 |
| 0 | 0 | 0.15 | 238% | 0.00 | 15.00 | $25.00 | 14.00 | 14.80 | 184% | -0.94 | 0 | 0 |
| 0 | 0 | 0.16 | 256% | 0.00 | 15.00 | $26.00 | 14.90 | 15.80 | 171% | -0.97 | 0 | 0 |
| 0 | 0 | 0.15 | 256% | 0.00 | 15.00 | $27.00 | 15.90 | 16.80 | 177% | -0.97 | 0 | 0 |
| 0 | 0 | 0.15 | 263% | 0.00 | 15.00 | $28.00 | 16.90 | 17.80 | 183% | -0.97 | 0 | 0 |
| 0 | 0 | 0.14 | 270% | 0.00 | 15.00 | $29.00 | 17.90 | 18.80 | 188% | -0.97 | 0 | 0 |
| 0 | 0 | 0.14 | 273% | 0.00 | 15.00 | $30.00 | 18.90 | 19.80 | 193% | -0.97 | 0 | 0 |