SEI Options Strategy Builder
452 contracts
Previous-day view · Mon Sep 21 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
SEI 69.09
Pick a view above for trades struck at the expected move
Or click a strike on the rail to add a leg — or start from a template and move it afterwards.
Add a leg to see how the position behaves across price and volatility.
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 | - | - | 34.30 | 38.30 | $32.50 | 0.00 | 0.25 | 153% | -0.02 | 3 | 77 |
| 13 | 1 | - | - | 31.90 | 35.70 | $35.00 | 0.00 | 1.10 | 124% | -0.01 | 3 | 112 |
| 1 | 1 | - | - | 29.40 | 33.10 | $37.50 | 0.00 | 0.75 | 120% | -0.02 | 1 | 35 |
| 1 | 1 | - | - | 26.90 | 30.80 | $40.00 | 0.00 | 2.20 | 121% | -0.03 | 8 | 30 |
| 0 | 0 | - | - | 24.50 | 28.30 | $42.50 | 0.00 | 2.65 | 119% | -0.04 | 2 | 107 |
| 0 | 0 | 0.96 | 98% | 23.20 | 25.70 | $45.00 | 0.00 | 0.70 | 133% | -0.08 | 1 | 41 |
| 1 | 1 | 0.98 | 77% | 20.30 | 23.30 | $47.50 | 0.10 | 0.50 | 89% | -0.04 | 1 | 2 |
| 30 | 1 | 0.95 | 84% | 18.20 | 20.90 | $50.00 | 0.30 | 0.60 | 87% | -0.06 | 1 | 63 |
| 22 | 3 | 0.93 | 76% | 15.70 | 18.60 | $52.50 | 0.35 | 0.95 | 83% | -0.08 | 30 | 284 |
| 15 | 2 | 0.92 | 66% | 13.30 | 16.00 | $55.00 | 0.70 | 1.15 | 81% | -0.12 | 3 | 2,108 |
| 20 | 15 | 0.87 | 68% | 11.20 | 13.90 | $57.50 | 1.05 | 1.60 | 79% | -0.16 | 10 | 50 |
| 24 | 1 | 0.80 | 72% | 9.50 | 12.00 | $60.00 | 1.55 | 2.00 | 76% | -0.21 | 39 | 529 |
| 20 | 10 | 0.75 | 68% | 7.60 | 10.00 | $62.50 | 2.30 | 2.85 | 76% | -0.27 | 4 | 54 |
| 341 | 5 | 0.66 | 78% | 6.50 | 9.20 | $65.00 | 3.20 | 4.00 | 78% | -0.34 | 29 | 23 |
| 236 | 11 | 0.59 | 67% | 4.80 | 6.70 | $67.50 | 4.00 | 5.10 | 75% | -0.41 | 1 | 24 |
| 763 | 711 | 0.51 | 72% | 4.40 | 5.30 | $70.00 | 5.40 | 6.60 | 77% | -0.48 | 3 | 50 |
| 84 | 14 | 0.44 | 72% | 3.40 | 4.30 | $72.50 | 7.10 | 8.20 | 79% | -0.55 | 5 | 12 |
| 1,115 | 45 | 0.36 | 70% | 2.45 | 3.30 | $75.00 | 8.10 | 10.00 | 76% | -0.62 | 12 | 2 |
| 1,381 | 173 | 0.24 | 70% | 1.40 | 1.95 | $80.00 | 11.60 | 14.10 | 78% | -0.73 | 0 | 0 |
| 1,375 | 2,153 | 0.17 | 76% | 0.85 | 1.50 | $85.00 | 15.30 | 18.00 | 69% | -0.86 | 0 | 0 |
| 2,054 | 12 | 0.11 | 75% | 0.45 | 0.85 | $90.00 | 20.00 | 23.50 | 84% | -0.87 | 0 | 0 |
| 25 | 17 | 0.07 | 78% | 0.20 | 0.65 | $95.00 | 24.70 | 28.20 | 87% | -0.91 | 0 | 0 |