State Street SPDR Bloomberg Convertible CWB 102.92 1.23 1.21%
CWB Delta Exposure (DEX)
CWB (State Street SPDR Bloomberg Convertible): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.
ATM IV
0.235
Put Call Ratio (OI)
44.1
Put Call Ratio (Vol)
11.6
IV Rank
27.7
IV Percentile
71.2
Max Pain
108
View values by strike
| Strike | Calls | Puts |
|---|---|---|
| 70.00 | 0 | -32.2 |
| 75.00 | 0 | -22.6 |
| 85.00 | 778 | -522 |
| 88.00 | 0 | -224 |
| 89.00 | 0 | -407 |
| 90.00 | 0 | -17.4 K |
| 91.00 | 0 | -281 |
| 93.00 | 0 | -248 |
| 94.00 | 0 | -65.3 |
| 95.00 | 83.4 | -965 |
| 96.00 | 0 | -763 |
| 97.00 | 0 | -738 |
| 98.00 | 0 | -858 |
| 99.00 | 0 | -1.84 K |
| 100.00 | 175 | -4.17 K |
| 101.00 | 74.8 | -2.19 K |
| 102.00 | 62.9 | -3.37 K |
| 103.00 | 52.6 | -478 |
| 104.00 | 43.7 | -6.71 K |
| 105.00 | 519 | -1.57 K |
| 106.00 | 83.8 | -380 |
| 107.00 | 508 | -892 |
| 108.00 | 0 | -2.07 K |
| 109.00 | 0 | -1.55 K |
| 110.00 | 569 | 0 |
| 111.00 | 0 | -67 |
| 115.00 | 10.5 | 0 |
| 120.00 | 15.8 | 0 |