Previous-day view · Mon Sep 21 close.
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XLP 81.89
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Every quote and Greek, one row per strike.
88 contracts
59 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 0 | 4 | 0.98 | 228% | 31.70 | 32.30 | $50.00 | 0.00 | 0.02 | - | - | 0 | 0 |
| 0 | 5 | 0.97 | 213% | 26.85 | 27.40 | $55.00 | 0.00 | 0.23 | - | - | 0 | 0 |
| 0 | 5 | 0.91 | 237% | 21.75 | 23.90 | $60.00 | 0.00 | 0.43 | - | - | 0 | 0 |
| 0 | 5 | 0.91 | 177% | 16.75 | 18.50 | $65.00 | 0.00 | 0.23 | - | - | 0 | 0 |
| 0 | 0 | 0.88 | 135% | 11.75 | 13.50 | $70.00 | 0.00 | 0.03 | 74% | -0.02 | 3 | 25 |
| 0 | 0 | 0.87 | 88% | 7.75 | 9.05 | $74.00 | 0.00 | 0.03 | - | - | 0 | 0 |
| 0 | 0 | 0.94 | 53% | 6.85 | 7.15 | $75.00 | 0.00 | 20.00 | 40% | -0.02 | 1 | 6 |
| 0 | 0 | 0.94 | 47% | 5.85 | 6.15 | $76.00 | 0.00 | 10.00 | 35% | -0.02 | 434 | 434 |
| 0 | 0 | 0.92 | 42% | 4.90 | 5.15 | $77.00 | 0.00 | 2.52 | 29% | -0.02 | 29 | 31 |
| 0 | 0 | 0.92 | 33% | 3.85 | 4.15 | $78.00 | 0.01 | 0.03 | 24% | -0.02 | 108 | 213 |
| 0 | 0 | 0.88 | 29% | 2.94 | 3.15 | $79.00 | 0.02 | 0.05 | 20% | -0.05 | 13 | 27 |
| 0 | 1 | 0.88 | 24% | 2.39 | 2.65 | $79.50 | 0.03 | 0.07 | 19% | -0.07 | 8 | 65 |
| 0 | 10 | 0.83 | 23% | 1.97 | 2.18 | $80.00 | 0.05 | 0.12 | 18% | -0.11 | 2 | 126 |
| 0 | 5 | 0.78 | 21% | 1.53 | 1.72 | $80.50 | 0.10 | 0.18 | 17% | -0.17 | 41 | 123 |
| 0 | 2 | 0.70 | 19% | 1.13 | 1.29 | $81.00 | 0.19 | 0.28 | 16% | -0.26 | 122 | 446 |
| 17 | 35 | 0.60 | 18% | 0.76 | 0.91 | $81.50 | 0.33 | 0.41 | 16% | -0.38 | 467 | 445 |
| 30 | 173 | 0.47 | 17% | 0.51 | 0.60 | $82.00 | 0.52 | 0.65 | 15% | -0.53 | 3,062 | 1,080 |
| 275 | 250 | 0.34 | 17% | 0.29 | 0.39 | $82.50 | 0.80 | 1.00 | 15% | -0.67 | 331 | 613 |
| 174 | 250 | 0.23 | 17% | 0.16 | 0.23 | $83.00 | 1.12 | 1.38 | 15% | -0.80 | 640 | 1,532 |
| 1,616 | 39 | 0.13 | 16% | 0.07 | 0.12 | $83.50 | 1.52 | 1.76 | 12% | -0.94 | 39 | 205 |
| 202 | 16 | 0.09 | 18% | 0.04 | 0.09 | $84.00 | 1.98 | 2.27 | 13% | -0.97 | 14 | 651 |
| 46 | 6 | 0.06 | 19% | 0.01 | 0.07 | $84.50 | 2.45 | 2.74 | - | - | 2 | 90 |
| 374 | 125 | 0.03 | 19% | 0.01 | 0.03 | $85.00 | 2.95 | 3.20 | - | - | 444 | 985 |
| 911 | 5 | 0.03 | 21% | 0.01 | 0.03 | $85.50 | 3.45 | 3.70 | - | - | 3 | 85 |
| 99 | 2 | 0.02 | 22% | 0.00 | 0.02 | $86.00 | 3.95 | 4.20 | - | - | 1 | 15 |
| 252 | 9 | 0.03 | 28% | 0.00 | 2.52 | $86.50 | 4.45 | 4.70 | - | - | 3 | 151 |
| 145 | 11 | 0.35 | 124% | 0.00 | 0.02 | $87.00 | 4.95 | 5.20 | - | - | 10 | 25 |
| 39 | 1 | 0.02 | 30% | 0.00 | 2.52 | $87.50 | 5.45 | 5.70 | - | - | 1 | 54 |
| 262 | 14 | 0.07 | 45% | 0.00 | 2.52 | $88.00 | 5.95 | 6.20 | - | - | 1 | 46 |
| 39 | 1 | 0.02 | 37% | 0.00 | 2.52 | $88.50 | 6.45 | 6.80 | 33% | -0.99 | 2 | 8 |
| 44 | 1 | 0.02 | 39% | 0.00 | 0.02 | $89.00 | 6.95 | 7.20 | - | - | 1 | 7 |
| 19 | 1 | 0.02 | 41% | 0.00 | 2.52 | $89.50 | 7.45 | 7.75 | - | - | 5 | 5 |
| 14 | 3 | 0.02 | 44% | 0.00 | 2.52 | $90.00 | 7.95 | 8.20 | - | - | 2 | 4 |
| 15 | 1 | 0.01 | 43% | 0.00 | 0.22 | $90.50 | 7.85 | 9.05 | - | - | 1 | 1 |
| 500 | 1 | 0.02 | 49% | 0.00 | 2.52 | $91.00 | 8.15 | 9.55 | - | - | 1 | 1 |
| 4 | 3 | 0.02 | 53% | 0.00 | 10.00 | $92.00 | 9.35 | 10.55 | - | - | 0 | 0 |
| 0 | 0 | 0.02 | 57% | 0.00 | 2.13 | $93.00 | 10.15 | 12.00 | - | - | 0 | 0 |
| 0 | 0 | 0.02 | 62% | 0.00 | 2.13 | $94.00 | 11.35 | 13.05 | 72% | -0.96 | 0 | 0 |
| 7 | 2 | 0.02 | 66% | 0.00 | 0.03 | $95.00 | 12.35 | 14.00 | 72% | -0.97 | 0 | 0 |
| 1 | 1 | 0.02 | 88% | 0.00 | 0.03 | $100.00 | 17.35 | 19.00 | 92% | -0.98 | 0 | 0 |
| 0 | 0 | 0.02 | 107% | 0.00 | 0.23 | $105.00 | 22.30 | 24.40 | 137% | -0.95 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 0.23 | $110.00 | 27.35 | 29.35 | 157% | -0.96 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 0.43 | $115.00 | 32.35 | 34.35 | 177% | -0.96 | 0 | 0 |
| 0 | 0 | - | - | 0.00 | 0.43 | $120.00 | 37.35 | 39.35 | 196% | -0.96 | 0 | 0 |