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.
VRNS 48.45
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.
20 contracts
13 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 0 | - | - | 24.00 | 27.90 | $22.50 | 0.00 | 1.75 | 197% | -0.04 | 0 | 0 |
| 0 | 0 | 0.99 | 108% | 21.70 | 25.40 | $25.00 | 0.00 | 1.20 | 169% | -0.04 | 0 | 0 |
| 10 | 10 | 0.97 | 105% | 16.80 | 20.60 | $30.00 | 0.00 | 1.15 | 128% | -0.05 | 1 | 2 |
| 2 | 12 | 0.94 | 87% | 11.80 | 15.90 | $35.00 | 0.00 | 0.70 | 91% | -0.07 | 6 | 7 |
| 20 | 10 | 0.87 | 73% | 7.30 | 11.20 | $40.00 | 0.40 | 1.00 | 73% | -0.13 | 5 | 1,268 |
| 195 | 10 | 0.71 | 60% | 3.10 | 7.00 | $45.00 | 1.50 | 1.80 | 64% | -0.29 | 26 | 3,873 |
| 2,160 | 103 | 0.44 | 50% | 1.80 | 2.10 | $50.00 | 2.20 | 4.90 | 54% | -0.56 | 0 | 0 |
| 84 | 2,001 | 0.26 | 66% | 0.00 | 2.35 | $55.00 | 5.80 | 8.80 | 56% | -0.78 | 0 | 0 |
| 0 | 0 | 0.11 | 63% | 0.00 | 1.85 | $60.00 | 10.20 | 13.40 | 60% | -0.90 | 0 | 0 |
| 20 | 3 | 0.07 | 70% | 0.00 | 2.75 | $65.00 | 15.40 | 18.40 | 81% | -0.90 | 0 | 0 |