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
ULCC 6.12
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.
30 contracts
18 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 1 | 4 | - | - | 4.50 | 5.50 | $1.00 | 0.00 | 3.90 | - | - | 2 | 72 |
| 459 | 30 | - | - | 3.50 | 4.50 | $2.00 | 0.00 | 3.90 | 377% | -0.05 | 2 | 207 |
| 12 | 10 | - | - | 2.55 | 3.50 | $3.00 | 0.00 | 3.90 | 220% | -0.06 | 1 | 1,229 |
| 70 | 1 | - | - | 1.65 | 2.55 | $4.00 | 0.00 | 3.90 | 155% | -0.10 | 1 | 660 |
| 612 | 1 | 0.91 | 61% | 0.95 | 1.40 | $5.00 | 0.05 | 0.10 | 73% | -0.12 | 11 | 1,500 |
| 1,728 | 63 | 0.58 | 71% | 0.45 | 0.60 | $6.00 | 0.30 | 0.40 | 65% | -0.42 | 4 | 281 |
| 372 | 14 | 0.25 | 67% | 0.10 | 0.20 | $7.00 | 0.90 | 1.35 | 86% | -0.68 | 1 | 38 |
| 240 | 270 | 0.15 | 88% | 0.00 | 0.10 | $8.00 | 1.75 | 2.30 | 102% | -0.81 | 10 | 1 |
| 98 | 1 | 0.16 | 127% | 0.00 | 0.30 | $9.00 | 2.50 | 3.50 | 123% | -0.85 | 1 | 0 |
| 73 | 1 | 0.17 | 162% | 0.00 | 0.25 | $10.00 | 3.50 | 4.50 | 144% | -0.87 | 4 | 23 |
| 0 | 0 | 0.15 | 173% | 0.00 | 3.90 | $11.00 | 4.50 | 5.50 | 164% | -0.88 | 1 | 1 |
| 1 | 1 | 0.16 | 203% | 0.00 | 3.90 | $12.00 | 5.50 | 6.50 | 181% | -0.89 | 0 | 0 |
| 0 | 0 | 0.13 | 206% | 0.00 | 3.90 | $13.00 | 6.50 | 7.50 | 198% | -0.89 | 0 | 0 |
| 0 | 0 | 0.14 | 227% | 0.00 | 3.90 | $14.00 | 7.50 | 8.50 | 211% | -0.90 | 0 | 0 |
| 0 | 0 | 0.14 | 246% | 0.00 | 3.90 | $15.00 | 8.50 | 9.50 | 222% | -0.90 | 0 | 0 |