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Previous-day view · Wed Sep 16 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
Click a strike to add a leg · drag a leg to move it
SPY 753.79
Expected move by Sep 17 ±$5.35 ±0.7% $748.44 – $759.14 90%: $742.32 – $765.26
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Every quote and Greek, one row per strike.
310 contracts 226 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 - - 198.74 202.47 $550.00 0.00 0.01 181% -0.00 10 10
0 0 - - 196.78 200.66 $555.00 0.00 0.01 177% -0.00 50 120
1 1 - - 191.78 195.59 $560.00 0.00 0.01 172% -0.00 3 40
0 0 - - 186.78 190.60 $565.00 0.00 0.01 167% -0.00 1 50
0 0 - - 181.78 185.62 $570.00 0.00 0.01 162% -0.00 147 147
0 0 - - 176.71 180.63 $575.00 0.00 0.01 158% -0.00 90 90
0 0 - - 171.72 175.60 $580.00 0.00 0.01 153% -0.00 0 0
0 0 - - 166.72 170.60 $585.00 0.00 0.01 149% -0.00 10 10
0 0 - - 161.76 165.63 $590.00 0.00 0.01 144% -0.00 45 5
4 4 - - 153.51 156.85 $595.00 0.00 0.01 140% -0.00 0 0
0 0 - - 151.72 155.62 $600.00 0.00 0.01 135% -0.00 2 2
0 0 - - 146.79 150.62 $605.00 0.00 0.01 131% -0.00 50 50
0 0 - - 141.79 145.61 $610.00 0.00 0.01 127% -0.00 401 427
0 0 - - 135.05 139.14 $615.00 0.00 0.01 122% -0.00 497 488
0 0 - - 131.79 135.50 $620.00 0.00 0.01 118% -0.00 35 35
22 22 1.00 0% 126.94 130.65 $625.00 0.00 0.01 113% -0.00 3 3
0 0 - - 121.72 125.60 $630.00 0.00 0.01 109% -0.00 1 2
0 0 - - 116.73 120.52 $635.00 0.00 0.01 104% -0.00 20 20
0 0 - - 111.73 115.61 $640.00 0.00 0.01 100% -0.00 2 7,763
6 1 - - 106.80 110.63 $645.00 0.00 0.01 95% -0.00 21 4,000
4 4 - - 100.44 104.38 $650.00 0.01 0.02 91% -0.00 144 23
9 8 0.98 127% 98.03 100.60 $655.00 0.01 0.02 86% -0.00 36 4,242
1 1 - - 91.74 95.64 $660.00 0.01 0.02 82% -0.00 448 8,013
15 106 - - 86.74 90.66 $665.00 0.01 0.02 77% -0.00 119 21
0 4 - - 81.81 85.63 $670.00 0.01 0.02 73% -0.00 51 8,017
0 20 - - 76.81 79.86 $675.00 0.02 0.03 72% -0.00 162 7
0 22 - - 71.81 75.50 $680.00 0.02 0.03 67% -0.00 383 46
0 2 - - 66.75 70.75 $685.00 0.03 0.04 66% -0.00 336 26
4 2 - - 61.33 63.24 $690.00 0.02 0.03 59% -0.00 890 590
15 82 - - 56.76 60.53 $695.00 0.03 0.04 57% -0.00 488 150
12 8 - - 52.79 54.51 $700.00 0.03 0.04 52% -0.00 3,113 1,844
107 10 - - 44.73 46.89 $705.00 0.04 0.05 49% -0.01 739 196
10 35 - - 41.77 44.52 $710.00 0.05 0.06 45% -0.01 346 1,645
0 9 - - 37.22 39.32 $715.00 0.05 0.06 40% -0.01 14,574 941
0 7 - - 32.65 34.33 $718.00 0.09 0.10 40% -0.02 3,516 690
0 6 - - 30.73 32.94 $719.00 0.06 0.07 38% -0.01 3,220 62
5 20 - - 31.91 35.43 $720.00 0.06 0.07 37% -0.01 3,134 818
0 0 - - 30.87 34.10 $721.00 0.06 0.07 36% -0.01 521 1,009
0 0 - - 28.02 30.56 $722.00 0.07 0.08 35% -0.01 1,453 208
0 2 - - 28.79 32.63 $723.00 0.07 0.08 34% -0.01 2,606 284
1 2 1.00 0% 27.88 31.70 $724.00 0.07 0.08 33% -0.01 3,294 145
13 40 - - 24.83 26.99 $725.00 0.08 0.09 33% -0.02 12,432 538
0 0 - - 25.81 29.70 $726.00 0.08 0.09 32% -0.02 11,198 632
0 4 0.97 35% 26.02 28.03 $727.00 0.11 0.12 32% -0.02 5,541 704
15 1 - - 24.15 26.22 $728.00 0.09 0.10 30% -0.02 5,968 617
4 19 - - 20.90 22.58 $729.00 0.10 0.11 30% -0.02 5,891 1,430
7 58 - - 22.09 24.03 $730.00 0.10 0.11 29% -0.02 18,612 2,289
0 156 - - 21.42 23.04 $731.00 0.11 0.12 28% -0.02 2,191 902
3 112 - - 20.28 21.92 $732.00 0.11 0.12 27% -0.03 2,401 630
2 206 - - 19.11 21.06 $733.00 0.12 0.13 27% -0.03 4,630 944
1 517 - - 18.12 19.94 $734.00 0.13 0.14 26% -0.03 3,495 271
39 560 - - 16.76 17.58 $735.00 0.15 0.16 25% -0.04 4,982 2,968
8 94 - - 16.15 18.10 $736.00 0.30 0.31 28% -0.06 9,848 4,142
5 92 1.00 0% 16.55 17.12 $737.00 0.19 0.20 24% -0.05 3,703 6,736
11 186 - - 13.90 15.07 $738.00 0.21 0.22 23% -0.05 3,828 3,877
5 451 1.00 0% 14.44 15.18 $739.00 0.25 0.26 23% -0.06 5,390 693
37 467 0.95 21% 13.90 14.22 $740.00 0.29 0.30 23% -0.07 14,697 1,668
20 389 0.94 19% 12.91 13.19 $741.00 0.94 0.95 29% -0.15 8,441 285
3 218 - - 9.62 9.69 $742.00 0.40 0.41 21% -0.09 14,184 857
11 197 - - 9.70 9.76 $743.00 0.97 0.98 26% -0.16 16,324 1,301
26 440 - - 8.94 9.01 $744.00 0.56 0.57 21% -0.13 15,632 934
74 676 0.86 20% 9.45 9.49 $745.00 0.68 0.69 20% -0.15 27,625 4,910
221 534 0.84 19% 8.55 8.61 $746.00 0.81 0.82 20% -0.17 12,349 727
40 1,029 0.80 19% 7.75 7.82 $747.00 0.97 0.98 20% -0.20 14,885 1,849
33 2,110 0.77 19% 6.88 6.95 $748.00 1.16 1.17 20% -0.24 18,878 1,418
37 2,089 - - 4.75 4.78 $749.00 1.36 1.38 19% -0.27 19,130 1,406
238 9,645 - - 3.35 3.36 $750.00 1.62 1.64 19% -0.31 63,093 5,565
48 15,895 0.65 18% 4.65 4.69 $751.00 1.92 1.93 19% -0.36 33,143 1,358
184 29,705 0.65 12% 3.02 3.04 $752.00 2.21 2.23 18% -0.40 43,845 3,465
452 17,425 0.55 17% 3.38 3.39 $753.00 2.64 2.65 18% -0.45 25,075 1,537
164 19,518 0.49 17% 2.86 2.89 $754.00 3.05 3.07 18% -0.51 31,173 2,267
1,158 29,155 0.44 17% 2.30 2.32 $755.00 3.49 3.53 17% -0.56 46,015 3,505
492 20,396 0.38 16% 1.83 1.84 $756.00 4.10 4.13 17% -0.62 25,327 1,832
1,018 25,941 0.32 16% 1.45 1.46 $757.00 4.70 4.74 17% -0.67 25,143 1,796
1,628 25,748 0.24 14% 0.86 0.87 $758.00 5.33 5.38 16% -0.72 30,134 1,355
1,317 31,915 0.22 16% 0.84 0.85 $759.00 6.08 6.13 17% -0.77 40,424 1,104
4,826 83,024 0.18 15% 0.62 0.63 $760.00 6.86 6.91 16% -0.81 60,106 1,746
1,545 45,169 0.14 15% 0.45 0.46 $761.00 10.22 10.36 35% -0.68 15,989 544
1,538 31,616 0.10 15% 0.32 0.33 $762.00 8.47 8.65 16% -0.88 4,631 762
1,776 31,956 0.08 15% 0.22 0.23 $763.00 9.42 9.62 17% -0.90 3,344 346
981 22,690 0.06 15% 0.15 0.16 $764.00 10.44 10.55 18% -0.91 1,858 447
2,712 35,868 0.04 15% 0.11 0.12 $765.00 11.34 11.49 18% -0.93 3,079 1,426
1,408 21,407 0.03 16% 0.08 0.09 $766.00 14.91 16.39 47% -0.72 951 694
1,395 17,148 0.03 16% 0.06 0.07 $767.00 13.13 13.50 18% -0.96 912 444
1,087 14,308 0.02 16% 0.04 0.05 $768.00 14.17 15.96 30% -0.86 1,344 113
1,052 8,064 0.01 16% 0.02 0.03 $769.00 14.93 16.99 30% -0.88 2,034 43
3,496 19,151 0.01 16% 0.02 0.03 $770.00 17.32 17.89 38% -0.83 2,323 681
1,762 7,961 0.01 17% 0.02 0.03 $771.00 19.83 21.76 58% -0.75 910 100
1,420 5,699 0.01 17% 0.01 0.02 $772.00 18.17 18.55 25% -0.96 1,407 83
1,061 3,727 0.01 18% 0.01 0.02 $773.00 18.39 19.39 - - 247 0
2,274 5,840 0.01 19% 0.01 0.02 $774.00 19.11 22.26 33% -0.92 52 9
4,653 5,078 0.01 20% 0.00 0.01 $775.00 21.13 23.07 40% -0.89 7 4
951 1,605 0.01 20% 0.00 0.01 $776.00 21.11 22.87 - - 32 4
1,061 1,875 0.01 21% 0.00 0.01 $777.00 23.63 26.57 53% -0.84 4 0
1,442 1,283 0.00 22% 0.00 0.01 $778.00 22.45 26.26 31% -0.97 14 0
1,772 2,037 0.00 23% 0.00 0.01 $779.00 23.48 27.26 33% -0.97 29 0
2,914 3,085 0.00 24% 0.00 0.01 $780.00 24.45 28.26 33% -0.97 67 1
697 557 0.00 25% 0.00 0.01 $781.00 25.47 29.26 35% -0.97 30 0
326 666 0.00 25% 0.00 0.01 $782.00 26.47 30.26 36% -0.97 13 0
651 376 0.00 26% 0.00 0.01 $783.00 27.47 31.26 37% -0.97 8 0
302 48 0.00 27% 0.00 0.01 $784.00 28.47 32.26 38% -0.97 22 0
2,492 73 0.00 28% 0.00 0.01 $785.00 29.45 33.26 38% -0.97 12 0
840 128 0.00 28% 0.00 0.01 $786.00 30.47 34.26 40% -0.97 44 0
214 47 0.00 29% 0.00 0.01 $787.00 31.45 35.21 39% -0.98 46 0
315 549 0.00 30% 0.00 0.01 $788.00 32.47 36.21 40% -0.98 52 0
1,352 120 0.00 31% 0.00 0.01 $789.00 33.47 37.26 42% -0.97 30 0
1,630 24 0.00 31% 0.00 0.01 $790.00 34.46 38.24 43% -0.98 19 0
2,119 104 0.00 32% 0.00 0.01 $791.00 35.52 39.22 44% -0.97 58 0
437 180 0.00 33% 0.00 0.01 $792.00 36.52 40.22 45% -0.97 40 0
304 420 0.00 34% 0.00 0.01 $793.00 37.52 41.22 46% -0.98 36 0
309 2 0.00 34% 0.00 0.01 $794.00 38.45 42.25 46% -0.98 38 0
426 3 0.00 35% 0.00 0.01 $795.00 39.46 43.24 47% -0.98 82 0
20 20 0.00 36% 0.00 0.01 $796.00 40.45 44.15 46% -0.98 68 0
124 41 0.00 37% 0.00 0.01 $797.00 41.47 45.25 50% -0.98 34 0
20 20 0.00 37% 0.00 0.01 $798.00 42.45 46.25 50% -0.98 54 0
482 362 0.00 38% 0.00 0.01 $799.00 45.10 48.81 82% -0.89 58 0
438 9 0.00 39% 0.00 0.01 $800.00 44.45 48.25 52% -0.98 92 4
0 0 0.00 39% 0.00 0.01 $801.00 45.46 49.22 52% -0.98 56 0
0 0 0.00 40% 0.00 0.01 $802.00 49.66 52.29 98% -0.86 49 0
598 598 0.00 41% 0.00 0.01 $803.00 47.45 51.25 55% -0.98 26 0
1 1 0.00 42% 0.00 0.01 $804.00 48.47 52.18 54% -0.98 40 0
140 24 0.00 42% 0.00 0.01 $805.00 49.45 53.22 56% -0.98 72 0
200 200 0.00 43% 0.00 0.01 $806.00 51.97 55.43 87% -0.91 34 0
115 402 0.00 44% 0.00 0.01 $807.00 51.45 55.25 58% -0.98 40 0
10 10 0.00 44% 0.00 0.01 $808.00 52.47 56.25 60% -0.98 36 0
0 0 0.00 45% 0.00 0.01 $809.00 56.49 59.66 108% -0.87 28 0
1,055 281 0.00 46% 0.00 0.01 $810.00 54.46 57.41 - - 96 0
757 160 0.00 49% 0.00 0.01 $815.00 59.45 63.25 65% -0.98 48 0
3 1 0.00 53% 0.00 0.01 $820.00 64.46 68.22 70% -0.99 8 0
2 1 0.00 56% 0.00 0.01 $825.00 69.46 73.25 75% -0.99 8 0
20 20 0.00 60% 0.00 0.01 $830.00 77.84 81.52 141% -0.88 0 0
405 1,297 0.00 63% 0.00 0.01 $835.00 79.46 83.25 84% -0.99 4 0
1,593 4,994 0.00 67% 0.00 0.01 $840.00 84.47 88.25 88% -0.99 0 0
0 0 0.00 70% 0.00 0.01 $845.00 89.47 93.25 93% -0.99 4 0
0 0 0.00 74% 0.00 0.01 $850.00 97.67 101.25 162% -0.90 0 0
0 0 - - 0.00 0.01 $855.00 99.47 103.22 99% -0.99 0 0
0 0 - - 0.00 0.01 $860.00 107.66 111.25 173% -0.90 0 0
0 0 - - 0.00 0.01 $865.00 109.47 113.25 108% -0.99 0 0
0 0 - - 0.00 0.01 $870.00 114.45 118.25 111% -0.99 0 0
0 0 - - 0.00 0.01 $875.00 119.45 123.25 114% -0.99 0 0
0 0 - - 0.00 0.01 $880.00 124.45 128.25 118% -0.99 0 0
0 0 - - 0.00 0.01 $885.00 132.60 135.76 198% -0.92 0 0
0 0 - - 0.00 0.01 $890.00 134.47 138.25 126% -0.99 0 0
0 0 - - 0.00 0.01 $895.00 139.47 143.25 130% -0.99 0 0
0 0 - - 0.00 0.01 $900.00 144.45 148.22 131% -0.99 0 0
0 0 - - 0.00 0.01 $905.00 149.47 153.25 137% -0.99 0 0
0 0 - - 0.00 0.01 $910.00 154.45 158.25 140% -0.99 0 0
0 0 - - 0.00 0.01 $915.00 159.47 163.25 144% -0.99 0 0
0 0 - - 0.00 0.01 $920.00 164.47 168.25 148% -0.99 0 0
0 0 - - 0.00 0.01 $925.00 169.47 173.25 151% -0.99 0 0
0 0 - - 0.00 0.01 $930.00 174.53 178.06 148% -0.99 0 0
0 0 - - 0.00 0.01 $935.00 179.45 183.25 157% -0.99 0 0
0 0 - - 0.00 0.01 $940.00 184.47 188.25 162% -0.99 0 0
0 0 - - 0.00 0.01 $945.00 189.47 193.25 165% -0.99 0 0
0 1 - - 0.00 0.01 $950.00 196.04 199.62 232% -0.96 0 0