WEN Options Strategy Builder
504 contracts
Previous-day view · Mon Sep 21 close.
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WEN 6.71
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Add a leg to see how the position behaves across price and volatility.
Every quote and Greek, one row per strike.
52 contracts
28 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 10 | 3 | 0.94 | 604% | 3.40 | 4.30 | $3.00 | 0.00 | 0.10 | 0% | 0.00 | 1 | 0 |
| 6 | 6 | - | - | 2.70 | 3.70 | $3.50 | 0.00 | 2.60 | 0% | 0.00 | 0 | 0 |
| 10 | 24 | - | - | 2.50 | 2.80 | $4.00 | 0.00 | 0.05 | 0% | 0.00 | 0 | 0 |
| 6 | 33 | - | - | 1.90 | 2.30 | $4.50 | 0.00 | 2.60 | 0% | 0.00 | 0 | 0 |
| 15 | 7 | 0.89 | 260% | 1.45 | 2.20 | $5.00 | 0.00 | 0.05 | 0% | 0.00 | 0 | 0 |
| 12 | 4 | 0.89 | 165% | 0.85 | 1.70 | $5.50 | 0.00 | 0.10 | 0% | 0.00 | 4 | 4 |
| 24 | 20 | 0.93 | 74% | 0.40 | 1.05 | $6.00 | 0.00 | 0.05 | 113% | -0.16 | 1,647 | 1,659 |
| 27 | 8 | 0.72 | 52% | 0.15 | 0.40 | $6.50 | 0.05 | 0.10 | 56% | -0.29 | 486 | 1,874 |
| 543 | 282 | 0.27 | 63% | 0.05 | 0.10 | $7.00 | 0.35 | 0.40 | 66% | -0.71 | 52 | 1,697 |
| 736 | 87 | 0.18 | 109% | 0.00 | 0.05 | $7.50 | 0.70 | 0.85 | - | - | 10 | 468 |
| 1,456 | 11 | 0.15 | 148% | 0.00 | 2.60 | $8.00 | 1.10 | 1.40 | - | - | 3 | 263 |
| 494 | 2 | 0.13 | 179% | 0.00 | 2.60 | $8.50 | 1.55 | 1.95 | - | - | 5 | 18 |
| 658 | 1 | 0.11 | 208% | 0.00 | 0.05 | $9.00 | 2.05 | 2.45 | - | - | 6 | 15 |
| 169 | 7 | 0.10 | 235% | 0.00 | 0.20 | $9.50 | 2.40 | 3.30 | 224% | -0.91 | 2 | 4 |
| 1,058 | 2 | 0.16 | 327% | 0.00 | 0.05 | $10.00 | 2.90 | 3.50 | - | - | 2 | 2 |
| 128 | 12 | 0.11 | 302% | 0.00 | 0.25 | $10.50 | 3.40 | 4.30 | 268% | -0.92 | 2 | 1 |
| 131 | 24 | 0.08 | 305% | 0.00 | 2.60 | $11.00 | 3.80 | 4.90 | 288% | -0.93 | 2 | 1 |
| 5 | 5 | 0.14 | 394% | 0.00 | 0.25 | $11.50 | 4.60 | 5.30 | 385% | -0.87 | 1 | 1 |
| 0 | 0 | 0.15 | 430% | 0.00 | 0.45 | $12.00 | 5.00 | 5.50 | - | - | 4 | 1 |
| 0 | 0 | 0.00 | 0% | 0.00 | 0.45 | $12.50 | 5.50 | 6.20 | 342% | -0.94 | 2 | 2 |
| 0 | 0 | 0.00 | 0% | 0.00 | 0.25 | $13.00 | 6.00 | 6.50 | - | - | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 0.45 | $13.50 | 6.40 | 7.00 | - | - | 0 | 0 |
| 2 | 2 | 0.00 | 0% | 0.00 | 0.30 | $14.00 | 7.00 | 7.50 | - | - | 2 | 1 |
| 0 | 0 | 0.00 | 0% | 0.00 | 0.45 | $15.00 | 8.00 | 8.50 | - | - | 10 | 2 |
| 0 | 0 | - | - | 0.00 | 0.45 | $16.00 | 8.90 | 9.50 | - | - | 6 | 0 |
| 0 | 0 | - | - | 0.00 | 0.45 | $17.00 | 9.80 | 10.90 | 472% | -0.95 | 0 | 0 |