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SPY Options Strategy Builder

12388 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
Click a strike to add a leg · drag a leg to move it
SPY 773.75
Expected move by Sep 22 ±$3.10 ±0.4% $770.65 – $776.85 90%: $767.10 – $780.40
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Every quote and Greek, one row per strike.
314 contracts 238 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 222.44 225.17 $550.00 0.00 0.01 195% -0.00 20 25
0 0 - - 217.41 220.21 $555.00 0.00 0.01 190% -0.00 1 1
0 0 - - 212.43 215.17 $560.00 0.00 0.01 185% -0.00 0 0
0 0 - - 207.44 210.26 $565.00 0.00 0.01 181% -0.00 2 51
0 0 - - 202.44 205.17 $570.00 0.00 0.01 176% -0.00 170 170
0 8 - - 197.42 200.17 $575.00 0.00 0.01 171% -0.00 0 0
0 8 - - 192.42 195.24 $580.00 0.00 0.01 167% -0.00 0 0
0 0 - - 187.42 190.24 $585.00 0.00 0.01 162% -0.00 0 0
0 0 - - 182.44 185.18 $590.00 0.00 0.01 158% -0.00 1 1
0 0 - - 177.43 180.18 $595.00 0.00 0.01 160% -0.00 30 35
0 0 - - 172.44 175.18 $600.00 0.00 0.01 156% -0.00 0 0
0 0 - - 167.42 170.22 $605.00 0.00 0.01 151% -0.00 0 0
0 5 - - 162.42 165.18 $610.00 0.00 0.01 146% -0.00 1 1
0 0 - - 157.45 160.19 $615.00 0.00 0.01 136% -0.00 20 30
0 0 - - 152.42 155.17 $620.00 0.00 0.01 131% -0.00 100 150
0 0 - - 147.42 150.17 $625.00 0.00 0.01 127% -0.00 56 62
0 0 - - 142.42 145.18 $630.00 0.00 0.01 123% -0.00 1 31
0 0 - - 137.44 140.21 $635.00 0.00 0.01 119% -0.00 5 5
0 0 - - 132.44 135.24 $640.00 0.00 0.01 115% -0.00 1 759
0 2 - - 127.44 130.22 $645.00 0.00 0.01 110% -0.00 206 52
0 0 - - 122.44 125.23 $650.00 0.00 0.01 106% -0.00 403 275
0 2 - - 117.43 120.23 $655.00 0.00 0.01 101% -0.00 1 249
0 2 - - 112.42 115.22 $660.00 0.00 0.01 97% -0.00 111 116
0 0 - - 107.44 110.19 $665.00 0.00 0.01 92% -0.00 24 214
0 0 - - 102.44 105.19 $670.00 0.00 0.01 88% -0.00 61 341
0 0 - - 97.46 100.19 $675.00 0.00 0.01 84% -0.00 1,000 299
0 0 - - 92.43 95.19 $680.00 0.00 0.01 80% -0.00 21 364
0 0 - - 87.44 90.23 $685.00 0.00 0.01 78% -0.00 1 109
0 0 - - 82.43 85.23 $690.00 0.00 0.01 74% -0.00 1,000 1,185
4 82 - - 77.45 80.23 $695.00 0.00 0.01 70% -0.00 67 154
48 94 - - 72.43 75.19 $700.00 0.00 0.01 63% -0.00 308 529
36 90 - - 67.44 70.20 $705.00 0.00 0.01 59% -0.00 248 227
31 78 - - 62.44 65.19 $710.00 0.00 0.01 54% -0.00 1,178 689
15 175 1.00 0% 57.59 60.20 $715.00 0.01 0.02 50% -0.00 864 186
17 215 - - 56.44 59.19 $716.00 0.01 0.02 49% -0.00 100 122
2 491 - - 55.58 57.46 $717.00 0.01 0.02 49% -0.00 204 16
47 543 1.00 0% 54.59 57.19 $718.00 0.01 0.02 48% -0.00 7 181
1 260 1.00 0% 53.60 56.20 $719.00 0.01 0.02 47% -0.00 3 362
5 368 1.00 0% 52.58 55.21 $720.00 0.01 0.02 46% -0.00 418 856
1 68 1.00 45% 51.68 54.20 $721.00 0.01 0.02 45% -0.00 1,018 217
0 4 - - 51.77 51.86 $722.00 0.01 0.02 45% -0.00 507 21,264
1 26 - - 50.77 50.86 $723.00 0.01 0.02 44% -0.00 163 322
2 27 - - 49.77 49.86 $724.00 0.01 0.02 43% -0.00 83 383
8 31 - - 48.77 48.86 $725.00 0.01 0.02 42% -0.00 1,385 17,120
0 14 - - 47.77 47.89 $726.00 0.01 0.02 41% -0.00 120 566
1 9 - - 46.77 46.86 $727.00 0.01 0.02 41% -0.00 505 360
2 21 - - 45.77 45.86 $728.00 0.01 0.02 40% -0.00 486 734
7 3 - - 44.77 44.88 $729.00 0.01 0.02 39% -0.00 2,609 749
22 15 - - 43.77 43.87 $730.00 0.01 0.02 38% -0.00 7,301 1,394
6 16 - - 42.77 42.88 $731.00 0.01 0.02 37% -0.00 4,436 416
8 6 - - 41.78 41.87 $732.00 0.01 0.02 37% -0.00 2,141 612
0 0 - - 40.77 40.88 $733.00 0.01 0.02 36% -0.00 1,993 6,149
3 11 - - 39.78 39.87 $734.00 0.01 0.02 35% -0.00 3,913 415
14 3 - - 38.78 38.87 $735.00 0.01 0.02 34% -0.00 3,947 1,140
24 72 - - 37.78 37.87 $736.00 0.01 0.02 33% -0.00 4,299 592
6 20 - - 36.78 36.87 $737.00 0.01 0.02 33% -0.00 7,159 739
4 57 - - 35.78 35.88 $738.00 0.01 0.02 32% -0.00 803 417
29 120 - - 34.78 34.87 $739.00 0.01 0.02 31% -0.00 1,363 793
75 47 - - 33.77 33.87 $740.00 0.02 0.03 32% -0.01 9,996 10,912
4 2 - - 32.78 32.87 $741.00 0.01 0.02 30% -0.00 6,792 622
3 1 - - 31.78 31.87 $742.00 0.01 0.02 29% -0.00 4,923 817
1 1 - - 30.78 30.89 $743.00 0.02 0.03 29% -0.01 811 959
12 13 - - 29.78 29.87 $744.00 0.02 0.03 28% -0.01 479 780
19 265 - - 28.78 28.88 $745.00 0.02 0.03 27% -0.01 460 11,720
34 3 - - 27.78 27.89 $746.00 0.02 0.03 26% -0.01 1,215 1,182
21 15 - - 26.79 26.88 $747.00 0.02 0.03 26% -0.01 1,129 809
16 13 - - 25.79 25.88 $748.00 0.02 0.03 25% -0.01 273 862
3 3 - - 24.79 24.88 $749.00 0.02 0.03 24% -0.01 805 536
208 70 - - 23.79 23.90 $750.00 0.03 0.04 24% -0.01 5,486 6,058
27 84 - - 22.80 22.88 $751.00 0.02 0.03 22% -0.01 3,881 440
455 111 - - 21.80 21.90 $752.00 0.03 0.04 22% -0.01 653 1,044
239 27 - - 20.80 20.89 $753.00 0.03 0.04 21% -0.01 496 721
300 166 - - 19.80 19.90 $754.00 0.04 0.05 21% -0.01 1,548 899
1,365 872 - - 18.80 18.89 $755.00 0.04 0.05 20% -0.01 4,033 2,935
280 64 - - 17.80 17.88 $756.00 0.04 0.05 19% -0.01 2,491 2,224
667 272 - - 16.81 16.91 $757.00 0.04 0.05 18% -0.02 1,925 1,461
1,057 1,717 - - 15.82 15.90 $758.00 0.05 0.06 18% -0.02 6,315 1,665
2,260 1,825 1.00 0% 14.83 14.91 $759.00 0.05 0.06 17% -0.02 3,562 2,165
1,938 1,540 1.00 0% 13.83 13.92 $760.00 0.06 0.07 16% -0.02 8,154 2,933
2,199 2,555 1.00 0% 12.84 12.93 $761.00 0.07 0.08 16% -0.03 5,985 2,242
2,947 1,683 1.00 0% 11.86 11.94 $762.00 0.08 0.09 15% -0.03 9,894 1,336
2,086 1,896 1.00 0% 10.87 10.96 $763.00 0.10 0.11 14% -0.04 6,579 729
1,666 2,671 1.00 9% 9.89 9.98 $764.00 0.12 0.13 14% -0.05 13,745 457
5,106 4,053 0.99 9% 8.92 8.98 $765.00 0.14 0.15 13% -0.06 25,790 1,545
3,272 9,935 0.96 10% 7.96 8.04 $766.00 0.18 0.19 13% -0.07 25,858 148
1,654 17,899 0.94 10% 7.02 7.08 $767.00 0.23 0.24 12% -0.09 38,283 124
2,302 38,633 0.91 10% 6.10 6.15 $768.00 0.31 0.32 12% -0.12 35,134 148
1,443 31,900 0.87 10% 5.21 5.25 $769.00 0.41 0.42 11% -0.16 42,717 99
3,374 49,960 0.82 10% 4.36 4.39 $770.00 0.55 0.56 11% -0.21 66,136 212
1,116 31,565 0.76 10% 3.54 3.57 $771.00 0.75 0.76 10% -0.27 42,677 37
6,191 51,884 0.68 10% 2.82 2.84 $772.00 1.01 1.02 10% -0.34 68,053 458
2,107 71,659 0.59 9% 2.17 2.18 $773.00 1.37 1.38 10% -0.43 53,914 90
1,145 78,019 0.49 10% 1.62 1.63 $774.00 1.81 1.82 10% -0.52 42,404 99
2,195 86,306 0.40 9% 1.18 1.19 $775.00 2.37 2.38 10% -0.61 18,215 5
2,409 48,168 0.31 9% 0.83 0.84 $776.00 3.01 3.03 10% -0.70 4,539 15
2,162 37,473 0.23 10% 0.57 0.58 $777.00 3.75 3.78 10% -0.78 1,369 0
1,014 24,448 0.17 10% 0.39 0.40 $778.00 4.57 4.60 10% -0.84 1,838 0
1,242 23,977 0.12 10% 0.26 0.27 $779.00 5.42 5.47 10% -0.89 825 0
1,362 47,301 0.08 10% 0.17 0.18 $780.00 6.35 6.38 10% -0.93 1,427 0
785 17,775 0.06 11% 0.12 0.13 $781.00 7.27 7.35 10% -0.96 896 0
486 11,313 0.04 11% 0.08 0.09 $782.00 8.23 8.32 10% -0.98 1,973 0
425 5,166 0.03 11% 0.06 0.07 $783.00 9.21 9.29 - - 1,236 0
880 3,978 0.03 12% 0.05 0.06 $784.00 10.19 10.28 - - 1,008 2
740 4,770 0.02 12% 0.04 0.05 $785.00 11.19 11.28 - - 717 0
1,132 2,419 0.02 13% 0.03 0.04 $786.00 12.18 12.27 - - 1,041 0
1,283 3,806 0.01 13% 0.02 0.03 $787.00 13.18 13.28 - - 456 0
11,396 6,534 0.01 14% 0.02 0.03 $788.00 14.18 14.27 - - 408 0
12,715 1,519 0.01 15% 0.02 0.03 $789.00 15.18 15.27 - - 438 0
848 1,522 0.01 15% 0.01 0.02 $790.00 14.97 17.59 17% -0.99 124 4
89 1,035 0.01 16% 0.01 0.02 $791.00 15.97 18.61 19% -0.98 16 0
210 3,113 0.01 17% 0.01 0.02 $792.00 16.97 19.59 19% -0.99 18 0
413 22 0.01 17% 0.01 0.02 $793.00 17.97 20.60 21% -0.99 46 0
247 67 0.01 18% 0.01 0.02 $794.00 18.97 21.60 21% -0.99 24 0
190 111 0.01 19% 0.01 0.02 $795.00 19.97 22.56 20% -1.00 8 0
127 691 0.01 20% 0.00 0.01 $796.00 20.97 23.57 22% -0.99 10 0
309 240 0.01 21% 0.00 0.01 $797.00 21.97 24.60 24% -0.99 48 0
113 336 0.00 21% 0.00 0.01 $798.00 22.85 25.60 - - 32 0
263 293 0.00 22% 0.00 0.01 $799.00 23.84 26.60 - - 54 0
760 11 0.00 23% 0.00 0.01 $800.00 24.83 27.60 - - 30 0
133 1 0.00 24% 0.00 0.01 $801.00 25.77 28.60 - - 48 0
0 0 0.00 25% 0.00 0.01 $802.00 26.83 29.59 - - 40 0
2,891 2,951 0.00 26% 0.00 0.01 $803.00 27.77 30.60 - - 34 0
3,086 3,062 0.00 26% 0.00 0.01 $804.00 28.84 31.60 - - 150 0
219 40 0.00 27% 0.00 0.01 $805.00 29.77 32.60 - - 98 0
1 1 0.00 28% 0.00 0.01 $806.00 30.80 33.59 - - 30 0
170 20 0.00 28% 0.00 0.01 $807.00 31.78 34.60 - - 90 0
535 535 0.00 29% 0.00 0.01 $808.00 32.83 35.59 - - 94 0
240 240 0.00 30% 0.00 0.01 $809.00 33.77 36.60 - - 65 0
162 19 0.00 31% 0.00 0.01 $810.00 34.79 37.59 - - 116 0
502 452 0.00 34% 0.00 0.01 $815.00 39.83 42.60 - - 100 0
0 0 0.00 38% 0.00 0.01 $820.00 44.83 47.60 - - 58 0
630 10 0.00 41% 0.00 0.01 $825.00 49.77 52.60 - - 18 0
3 3 0.00 45% 0.00 0.01 $830.00 54.83 57.59 - - 20 0
163 110 0.00 48% 0.00 0.01 $835.00 59.83 62.58 - - 40 0
1 1 0.00 52% 0.00 0.01 $840.00 64.81 67.59 - - 2 0
0 0 0.00 55% 0.00 0.01 $845.00 69.77 72.60 - - 0 0
0 0 0.00 58% 0.00 0.01 $850.00 74.77 77.60 - - 0 0
0 0 0.00 62% 0.00 0.01 $855.00 79.77 82.60 - - 0 0
0 0 0.00 65% 0.00 0.01 $860.00 84.77 87.60 - - 0 0
200 500 0.00 69% 0.00 0.01 $865.00 89.77 92.58 - - 0 0
600 600 0.00 72% 0.00 0.01 $870.00 94.77 97.60 - - 0 0
408 408 0.00 75% 0.00 0.01 $875.00 99.77 102.60 - - 0 0
0 0 - - 0.00 0.01 $880.00 104.81 107.58 - - 0 0
0 1 - - 0.00 0.01 $885.00 109.77 112.60 - - 0 0
0 0 - - 0.00 0.01 $890.00 114.77 117.60 - - 0 0
0 0 - - 0.00 0.01 $895.00 119.77 122.60 - - 0 0
0 0 - - 0.00 0.01 $900.00 124.77 127.60 - - 0 0
0 0 - - 0.00 0.01 $905.00 129.85 132.60 - - 0 0
0 0 - - 0.00 0.01 $910.00 134.85 137.60 - - 0 0
0 0 - - 0.00 0.01 $915.00 139.80 142.53 - - 0 0
0 0 - - 0.00 0.01 $920.00 144.77 147.60 - - 0 0
0 0 - - 0.00 0.01 $925.00 149.77 152.60 - - 0 0
0 0 - - 0.00 0.01 $930.00 154.83 157.60 - - 0 0
0 0 - - 0.00 0.01 $935.00 159.80 162.58 - - 0 0
0 0 - - 0.00 0.01 $940.00 164.84 167.60 - - 0 0
0 0 - - 0.00 0.01 $945.00 169.77 172.60 - - 0 0
0 0 - - 0.00 0.01 $950.00 174.83 177.61 - - 0 0