Previous-day view · Mon Sep 21 close.
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VXX 17.68
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Every quote and Greek, one row per strike.
80 contracts
49 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 9 | 9 | 0.97 | 162% | 4.60 | 4.85 | $13.00 | 0.00 | 0.24 | - | - | 3 | 1 |
| 0 | 0 | 0.98 | 106% | 3.55 | 3.85 | $14.00 | 0.00 | 2.51 | - | - | 1 | 21 |
| 1 | 1 | 0.96 | 89% | 2.60 | 2.83 | $15.00 | 0.00 | 0.03 | 89% | -0.04 | 2 | 49 |
| 3 | 1 | 0.93 | 88% | 2.16 | 2.33 | $15.50 | 0.00 | 2.51 | 106% | -0.11 | 5 | 283 |
| 307 | 108 | - | - | 1.37 | 1.95 | $16.00 | 0.00 | 0.01 | 62% | -0.06 | 11 | 1,107 |
| 15 | 61 | 0.93 | 45% | 1.12 | 1.31 | $16.50 | 0.00 | 2.52 | 42% | -0.06 | 121 | 669 |
| 710 | 140 | 0.78 | 51% | 0.66 | 0.97 | $17.00 | 0.03 | 0.04 | 32% | -0.12 | 3,661 | 760 |
| 621 | 191 | 0.61 | 39% | 0.34 | 0.45 | $17.50 | 0.17 | 0.19 | 35% | -0.38 | 1,409 | 1,389 |
| 2,028 | 1,449 | 0.36 | 43% | 0.17 | 0.22 | $18.00 | 0.30 | 0.66 | 39% | -0.66 | 49 | 1,296 |
| 2,185 | 353 | 0.20 | 49% | 0.09 | 0.12 | $18.50 | 0.74 | 0.97 | 36% | -0.88 | 62 | 108 |
| 6,536 | 453 | 0.12 | 55% | 0.05 | 0.07 | $19.00 | 1.13 | 1.61 | 55% | -0.89 | 16 | 145 |
| 9,553 | 47 | 0.08 | 63% | 0.03 | 0.05 | $19.50 | 1.73 | 1.98 | 64% | -0.92 | 3 | 14 |
| 11,394 | 247 | 0.09 | 84% | 0.03 | 0.10 | $20.00 | 2.22 | 2.41 | - | - | 23 | 99 |
| 1,476 | 20 | 0.05 | 84% | 0.03 | 0.04 | $20.50 | 2.68 | 2.92 | - | - | 1 | 2 |
| 6,994 | 176 | 0.03 | 86% | 0.01 | 0.03 | $21.00 | 3.25 | 3.40 | 78% | -0.98 | 19 | 19 |
| 4,442 | 7 | 0.08 | 126% | 0.00 | 0.10 | $21.50 | 3.70 | 3.90 | - | - | 3 | 3 |
| 2,604 | 12 | 0.03 | 109% | 0.00 | 0.04 | $22.00 | 4.20 | 4.65 | 147% | -0.91 | 4 | 449 |
| 1,908 | 9 | 0.07 | 148% | 0.00 | 0.03 | $22.50 | 4.70 | 4.90 | - | - | 250 | 262 |
| 304 | 28 | 0.03 | 130% | 0.00 | 0.05 | $23.00 | 5.20 | 5.70 | 176% | -0.91 | 25 | 36 |
| 220 | 3 | 0.03 | 138% | 0.00 | 0.04 | $23.50 | 5.70 | 5.95 | 121% | -0.99 | 10 | 11 |
| 4,162 | 31 | 0.03 | 151% | 0.00 | 0.03 | $24.00 | 6.20 | 6.40 | - | - | 2 | 4 |
| 1,218 | 13 | 0.05 | 174% | 0.00 | 0.03 | $24.50 | 6.70 | 7.15 | 198% | -0.93 | 26 | 42 |
| 1,664 | 62 | 0.03 | 166% | 0.00 | 0.03 | $25.00 | 7.15 | 7.50 | 142% | -0.99 | 1 | 140 |
| 786 | 5 | 0.04 | 191% | 0.00 | 0.04 | $25.50 | 7.65 | 7.85 | - | - | 2 | 23 |
| 20 | 9 | 0.04 | 198% | 0.00 | 0.08 | $26.00 | 8.15 | 8.40 | - | - | 2 | 29 |
| 520 | 29 | 0.02 | 183% | 0.00 | 0.02 | $27.00 | 9.10 | 9.50 | - | - | 16 | 28 |
| 13 | 1 | 0.02 | 209% | 0.00 | 0.08 | $28.00 | 10.05 | 10.50 | - | - | 17 | 20 |
| 0 | 2 | 0.04 | 247% | 0.00 | 0.07 | $29.00 | 11.10 | 11.40 | - | - | 18 | 8 |
| 707 | 62 | 0.03 | 243% | 0.00 | 2.52 | $30.00 | 12.10 | 12.50 | - | - | 21 | 5 |
| 623 | 523 | 0.02 | 251% | 0.00 | 0.01 | $31.00 | 13.10 | 13.50 | - | - | 19 | 2 |
| 1,433 | 80 | 0.02 | 259% | 0.00 | 0.03 | $32.00 | 14.05 | 14.35 | - | - | 2 | 1 |
| 537 | 30 | 0.04 | 309% | 0.00 | 2.52 | $33.00 | 15.05 | 15.40 | - | - | 8 | 0 |
| 741 | 21 | 0.03 | 297% | 0.00 | 0.08 | $34.00 | 16.00 | 16.50 | - | - | 4 | 1 |
| 859 | 7 | 0.02 | 301% | 0.00 | 0.05 | $35.00 | 17.10 | 17.40 | - | - | 1 | 0 |
| 351 | 8 | 0.03 | 322% | 0.00 | 0.25 | $36.00 | 18.10 | 19.20 | 448% | -0.90 | 2 | 2 |
| 287 | 19 | 0.05 | 373% | 0.00 | 0.18 | $37.00 | 19.10 | 19.45 | - | - | 2 | 0 |
| 1,666 | 2 | 0.05 | 392% | 0.00 | 0.05 | $38.00 | 20.05 | 20.45 | - | - | 2 | 1 |
| 42 | 5 | 0.02 | 349% | 0.00 | 0.05 | $39.00 | 21.15 | 21.35 | - | - | 2 | 1 |
| 4,377 | 9 | 0.02 | 338% | 0.00 | 0.26 | $40.00 | 22.20 | 22.50 | 346% | -0.98 | 3 | 1 |
| 851 | 16 | 0.02 | 346% | 0.00 | 0.04 | $41.00 | 23.10 | 23.65 | 375% | -0.97 | 3 | 0 |