VAL Options Strategy Builder
560 contracts
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
VAL 81.79
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.
40 contracts
33 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | 0.92 | 94% | 21.30 | 24.30 | $60.00 | 0.00 | 3.60 | 80% | -0.05 | 1 | 3 |
| 0 | 0 | 0.89 | 80% | 16.50 | 19.40 | $65.00 | 0.05 | 1.30 | 70% | -0.09 | 5 | 5 |
| 0 | 0 | 0.86 | 62% | 11.80 | 14.30 | $70.00 | 0.20 | 1.15 | 54% | -0.11 | 3 | 4 |
| 0 | 0 | 0.75 | 56% | 7.70 | 10.10 | $75.00 | 0.65 | 2.10 | 48% | -0.22 | 2 | 2 |
| 0 | 0 | 0.67 | 58% | 6.60 | 8.20 | $77.50 | 1.55 | 3.20 | 51% | -0.31 | 5 | 7 |
| 1 | 1 | 0.60 | 51% | 4.30 | 6.60 | $80.00 | 2.30 | 3.80 | 46% | -0.40 | 1 | 42 |
| 0 | 0 | 0.51 | 55% | 3.70 | 5.20 | $82.50 | 3.20 | 5.00 | 45% | -0.50 | 1 | 21 |
| 7 | 4 | 0.41 | 48% | 1.75 | 3.90 | $85.00 | 4.60 | 6.50 | 44% | -0.60 | 2 | 150 |
| 100 | 1 | 0.35 | 54% | 1.70 | 3.40 | $87.50 | 6.20 | 8.20 | 43% | -0.70 | 0 | 0 |
| 201 | 1 | 0.28 | 55% | 1.25 | 2.70 | $90.00 | 8.00 | 10.10 | 41% | -0.80 | 6 | 2 |
| 123 | 3 | 0.21 | 52% | 0.55 | 2.00 | $92.50 | 9.40 | 13.20 | 44% | -0.85 | 2 | 2 |
| 17 | 1 | 0.16 | 54% | 0.40 | 1.50 | $95.00 | 11.80 | 15.00 | 40% | -0.92 | 0 | 0 |
| 7 | 1 | 0.13 | 55% | 0.15 | 1.30 | $97.50 | 14.20 | 16.60 | - | - | 0 | 0 |
| 0 | 0 | 0.11 | 59% | 0.05 | 1.30 | $100.00 | 15.90 | 19.60 | - | - | 0 | 0 |
| 0 | 0 | 0.10 | 69% | 0.00 | 1.35 | $105.00 | 20.60 | 24.40 | - | - | 0 | 0 |
| 0 | 0 | 0.06 | 70% | 0.00 | 5.50 | $110.00 | 25.70 | 29.30 | - | - | 0 | 0 |
| 0 | 0 | 0.09 | 89% | 0.00 | 5.50 | $115.00 | 30.80 | 34.60 | - | - | 0 | 0 |
| 0 | 0 | 0.06 | 86% | 0.00 | 5.50 | $120.00 | 35.60 | 39.30 | - | - | 0 | 0 |
| 0 | 0 | 0.05 | 93% | 0.00 | 5.40 | $125.00 | 40.60 | 44.40 | - | - | 0 | 0 |
| 0 | 0 | 0.05 | 100% | 0.00 | 5.40 | $130.00 | 45.60 | 49.30 | - | - | 0 | 0 |