Previous-day view · Fri Sep 18 close.
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SEI 70.11
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Every quote and Greek, one row per strike.
44 contracts
38 two-sided
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | Delta | IV | Bid | Ask | Bid | Ask | IV | Delta | Vol | OI | |
| 3 | 1 | - | - | 35.70 | 39.10 | $32.50 | 0.00 | 1.75 | 146% | -0.02 | 77 | 77 |
| 13 | 2 | - | - | 33.20 | 35.90 | $35.00 | 0.00 | 0.95 | 119% | -0.01 | 112 | 112 |
| 1 | 1 | - | - | 30.70 | 34.50 | $37.50 | 0.00 | 2.00 | 116% | -0.02 | 1 | 35 |
| 1 | 1 | - | - | 28.20 | 30.90 | $40.00 | 0.00 | 1.10 | 116% | -0.03 | 8 | 30 |
| 0 | 0 | - | - | 25.80 | 28.70 | $42.50 | 0.00 | 1.10 | 115% | -0.04 | 2 | 107 |
| 0 | 0 | - | - | 23.30 | 26.10 | $45.00 | 0.00 | 1.75 | 129% | -0.08 | 1 | 41 |
| 1 | 1 | - | - | 20.90 | 23.60 | $47.50 | 0.20 | 1.55 | 111% | -0.08 | 1 | 2 |
| 30 | 31 | - | - | 18.50 | 21.10 | $50.00 | 0.25 | 1.55 | 101% | -0.09 | 2 | 63 |
| 22 | 3 | - | - | 16.20 | 18.90 | $52.50 | 0.40 | 0.75 | 79% | -0.07 | 4 | 287 |
| 15 | 2 | 0.98 | 45% | 14.10 | 16.50 | $55.00 | 0.70 | 1.00 | 78% | -0.11 | 10 | 2,116 |
| 20 | 15 | 0.90 | 59% | 12.00 | 14.60 | $57.50 | 1.05 | 1.35 | 75% | -0.14 | 4 | 49 |
| 24 | 1 | 0.84 | 62% | 10.30 | 12.40 | $60.00 | 1.60 | 1.90 | 76% | -0.19 | 11 | 526 |
| 20 | 10 | 0.75 | 74% | 9.70 | 10.70 | $62.50 | 2.25 | 2.55 | 73% | -0.25 | 1 | 51 |
| 342 | 5 | 0.69 | 73% | 8.00 | 8.90 | $65.00 | 3.00 | 3.40 | 73% | -0.31 | 1 | 23 |
| 229 | 13 | 0.62 | 70% | 6.40 | 7.30 | $67.50 | 4.00 | 4.40 | 71% | -0.38 | 2 | 23 |
| 743 | 26 | 0.55 | 72% | 5.30 | 6.00 | $70.00 | 5.00 | 5.60 | 71% | -0.45 | 3 | 49 |
| 79 | 22 | 0.47 | 68% | 3.90 | 4.80 | $72.50 | 6.40 | 7.00 | 69% | -0.53 | 12 | 12 |
| 1,102 | 36 | 0.40 | 69% | 3.00 | 3.90 | $75.00 | 8.10 | 8.60 | 71% | -0.59 | 1 | 2 |
| 1,376 | 11 | 0.28 | 69% | 1.80 | 2.45 | $80.00 | 11.60 | 12.60 | 73% | -0.71 | 0 | 0 |
| 1,372 | 5 | 0.19 | 70% | 1.10 | 1.55 | $85.00 | 15.70 | 17.90 | 83% | -0.76 | 0 | 0 |
| 2,051 | 44 | 0.13 | 72% | 0.65 | 1.00 | $90.00 | 20.10 | 22.60 | 89% | -0.81 | 0 | 0 |
| 24 | 1 | 0.08 | 75% | 0.40 | 0.65 | $95.00 | 23.80 | 27.30 | 82% | -0.89 | 0 | 0 |