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
U 43.40
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.
102 contracts
72 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 2 | 2 | - | - | 22.35 | 23.75 | $20.00 | 0.00 | 0.15 | - | - | 0 | 0 |
| 3 | 46 | - | - | 17.50 | 18.70 | $25.00 | 0.00 | 10.00 | 407% | -0.07 | 1 | 1 |
| 8 | 65 | - | - | 16.55 | 17.75 | $26.00 | 0.00 | 2.13 | 372% | -0.07 | 2 | 2 |
| 1 | 32 | - | - | 15.60 | 16.85 | $27.00 | 0.00 | 2.13 | 342% | -0.07 | 0 | 0 |
| 1 | 90 | - | - | 14.65 | 15.90 | $28.00 | 0.00 | 0.00 | 292% | -0.06 | 0 | 0 |
| 1 | 92 | - | - | 13.70 | 14.95 | $29.00 | 0.00 | 10.00 | 275% | -0.06 | 0 | 0 |
| 1 | 14 | - | - | 12.75 | 13.90 | $30.00 | 0.00 | 1.55 | 230% | -0.05 | 1 | 1 |
| 0 | 15 | - | - | 11.80 | 12.90 | $31.00 | 0.00 | 0.70 | 236% | -0.07 | 13 | 13 |
| 0 | 45 | - | - | 10.85 | 11.95 | $32.00 | 0.00 | 1.43 | 249% | -0.10 | 0 | 0 |
| 6 | 91 | 0.98 | 136% | 9.95 | 11.00 | $33.00 | 0.00 | 10.00 | 229% | -0.10 | 1 | 16 |
| 10 | 105 | 0.97 | 124% | 8.90 | 10.05 | $34.00 | 0.00 | 0.65 | 112% | -0.02 | 2 | 2 |
| 0 | 35 | 0.96 | 129% | 8.45 | 9.60 | $34.50 | 0.00 | 0.67 | 214% | -0.13 | 0 | 0 |
| 18 | 59 | - | - | 7.95 | 8.70 | $35.00 | 0.00 | 0.30 | 129% | -0.05 | 4 | 24 |
| 0 | 57 | - | - | 7.45 | 8.25 | $35.50 | 0.00 | 0.70 | 150% | -0.09 | 0 | 0 |
| 6 | 9 | - | - | 6.95 | 7.85 | $36.00 | 0.00 | 1.35 | 174% | -0.14 | 33 | 61 |
| 4 | 21 | - | - | 6.55 | 7.25 | $36.50 | 0.00 | 0.32 | 89% | -0.03 | 92 | 5 |
| 13 | 93 | 0.96 | 91% | 6.05 | 6.95 | $37.00 | 0.00 | 0.23 | 95% | -0.05 | 20 | 45 |
| 3 | 75 | 0.95 | 85% | 5.55 | 6.45 | $37.50 | 0.00 | 0.42 | 92% | -0.06 | 4 | 12 |
| 9 | 4 | - | - | 4.35 | 5.85 | $38.00 | 0.00 | 0.10 | 69% | -0.03 | 2 | 151 |
| 3 | 2 | - | - | 3.25 | 5.85 | $38.50 | 0.02 | 0.07 | 64% | -0.04 | 5 | 154 |
| 20 | 72 | 0.83 | 112% | 4.25 | 5.60 | $39.00 | 0.05 | 0.09 | 64% | -0.05 | 164 | 3,282 |
| 24 | 4 | 0.87 | 82% | 3.85 | 4.50 | $39.50 | 0.06 | 0.13 | 62% | -0.07 | 4 | 34 |
| 56 | 20 | 0.86 | 74% | 3.30 | 4.05 | $40.00 | 0.11 | 0.17 | 61% | -0.10 | 60 | 205 |
| 13 | 12 | 0.90 | 53% | 2.69 | 3.40 | $40.50 | 0.15 | 0.27 | 62% | -0.14 | 54 | 86 |
| 877 | 48 | 0.87 | 49% | 2.20 | 2.94 | $41.00 | 0.23 | 0.28 | 58% | -0.17 | 106 | 143 |
| 61 | 38 | 0.78 | 59% | 2.07 | 2.50 | $41.50 | 0.32 | 0.39 | 58% | -0.22 | 34 | 29 |
| 176 | 61 | 0.72 | 55% | 1.65 | 2.09 | $42.00 | 0.45 | 0.52 | 57% | -0.28 | 215 | 229 |
| 67 | 59 | 0.64 | 61% | 1.47 | 1.81 | $42.50 | 0.60 | 0.68 | 57% | -0.35 | 12 | 51 |
| 133 | 264 | 0.57 | 59% | 1.20 | 1.43 | $43.00 | 0.80 | 0.90 | 56% | -0.42 | 15 | 170 |
| 45 | 259 | 0.50 | 58% | 0.98 | 1.10 | $43.50 | 1.03 | 1.13 | 56% | -0.50 | 28 | 29 |
| 100 | 407 | 0.43 | 57% | 0.75 | 0.86 | $44.00 | 1.18 | 1.51 | 55% | -0.58 | 8 | 132 |
| 43 | 59 | 0.36 | 59% | 0.58 | 0.70 | $44.50 | 1.55 | 1.85 | 57% | -0.65 | 1 | 55 |
| 194 | 1,000 | 0.29 | 58% | 0.44 | 0.53 | $45.00 | 1.80 | 2.23 | 55% | -0.72 | 2 | 13 |
| 33 | 579 | 0.24 | 59% | 0.33 | 0.40 | $45.50 | 2.19 | 2.64 | 56% | -0.78 | 7 | 7 |
| 124 | 162 | 0.19 | 59% | 0.25 | 0.31 | $46.00 | 2.75 | 3.30 | 72% | -0.77 | 1 | 17 |
| 32 | 39 | 0.15 | 62% | 0.15 | 0.30 | $46.50 | 3.15 | 4.50 | 99% | -0.73 | 0 | 0 |
| 102 | 142 | 0.12 | 61% | 0.12 | 0.21 | $47.00 | 3.40 | 4.35 | 74% | -0.84 | 2 | 2 |
| 5 | 8 | 0.08 | 59% | 0.04 | 0.15 | $47.50 | 3.85 | 6.20 | 127% | -0.72 | 0 | 0 |
| 126 | 34 | 0.06 | 60% | 0.06 | 0.09 | $48.00 | 4.30 | 5.85 | 102% | -0.81 | 2 | 5 |
| 22 | 27 | 0.05 | 63% | 0.01 | 0.12 | $48.50 | 4.90 | 7.00 | 138% | -0.75 | 5 | 0 |
| 47 | 5 | 0.04 | 66% | 0.00 | 0.44 | $49.00 | 5.30 | 6.75 | 111% | -0.83 | 6 | 2 |
| 12 | 1 | 0.17 | 122% | 0.00 | 1.17 | $49.50 | 5.80 | 7.55 | 129% | -0.81 | 3 | 0 |
| 840 | 35 | 0.10 | 99% | 0.00 | 0.03 | $50.00 | 6.35 | 7.95 | 133% | -0.82 | 4 | 3 |
| 10 | 14 | 0.16 | 142% | 0.00 | 1.45 | $51.00 | 7.35 | 9.55 | 168% | -0.79 | 1 | 0 |
| 423 | 12 | 0.09 | 121% | 0.00 | 0.30 | $52.00 | 8.30 | 10.55 | 178% | -0.80 | 0 | 0 |
| 6 | 2 | 0.20 | 194% | 0.00 | 1.55 | $53.00 | 9.20 | 11.55 | 186% | -0.82 | 0 | 0 |
| 13 | 16 | 0.08 | 141% | 0.00 | 1.45 | $54.00 | 10.20 | 12.55 | 198% | -0.83 | 0 | 0 |
| 256 | 10 | 0.05 | 128% | 0.00 | 0.22 | $55.00 | 11.25 | 13.55 | 211% | -0.83 | 0 | 0 |
| 1 | 2 | 0.05 | 142% | 0.00 | 1.45 | $56.00 | 12.20 | 14.55 | 220% | -0.84 | 0 | 0 |
| 32 | 5 | 0.03 | 138% | 0.00 | 1.45 | $57.00 | 13.25 | 15.55 | 232% | -0.84 | 0 | 0 |
| 487 | 10 | 0.04 | 169% | 0.00 | 0.01 | $60.00 | 16.25 | 18.55 | 258% | -0.85 | 11 | 0 |