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Data is delayed from March 6, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 SPY 509.75 8 Mar '24 2 510.00 0.168 2.41 88,850 509.00 0.172 2.98 33,416 -0.57 1.00 2.33 0.00
2 SPY 509.75 8 Mar '24 2 509.00 0.172 2.99 33,416 508.00 0.176 3.59 10,084 -0.60 1.00 2.50 0.00
3 SPY 509.75 8 Mar '24 2 511.00 0.165 1.91 66,476 510.00 0.168 2.40 88,850 -0.49 1.00 1.96 0.00
4 SPY 509.75 14 Mar '24 8 509.00 0.151 4.94 1,497 508.00 0.153 5.52 330 -0.58 1.00 2.38 0.00
5 SPY 509.75 14 Mar '24 8 510.00 0.148 4.35 3,034 509.00 0.151 4.90 1,497 -0.55 1.00 2.22 0.00
6 SPY 509.75 13 Mar '24 7 509.00 0.146 4.51 9,918 508.00 0.149 5.10 5,366 -0.59 1.00 2.44 0.00
7 SPY 509.75 15 Mar '24 9 510.00 0.141 4.42 24,790 509.00 0.144 4.97 10,859 -0.55 1.00 2.22 0.00
8 SPY 509.75 11 Mar '24 5 510.00 0.126 2.88 15,448 509.00 0.128 3.43 12,667 -0.55 1.00 2.22 0.00
9 SPY 509.75 11 Mar '24 5 509.00 0.128 3.45 12,667 508.00 0.131 4.04 2,976 -0.59 1.00 2.44 0.00
10 SPY 509.75 11 Mar '24 5 511.00 0.123 2.36 15,242 510.00 0.126 2.86 15,448 -0.50 1.00 2.00 0.00
11 SPY 509.75 12 Mar '24 6 510.00 0.143 3.62 10,464 509.00 0.145 4.16 3,589 -0.54 1.00 2.17 0.00
12 SPY 509.75 15 Mar '24 9 509.00 0.144 5.00 10,859 508.00 0.146 5.59 3,957 -0.59 1.00 2.44 0.00
13 SPY 509.75 12 Mar '24 6 509.00 0.145 4.19 3,589 508.00 0.148 4.77 4,200 -0.58 1.00 2.38 0.00
14 SPY 509.75 14 Mar '24 8 511.00 0.145 3.81 1,516 510.00 0.148 4.32 3,034 -0.51 1.00 2.04 0.00
15 SPY 509.75 13 Mar '24 7 510.00 0.144 3.94 7,506 509.00 0.146 4.49 9,918 -0.55 1.00 2.22 0.00
16 SPY 509.75 13 Mar '24 7 511.00 0.141 3.41 6,916 510.00 0.144 3.92 7,506 -0.51 1.00 2.04 0.00
17 SPY 509.75 18 Mar '24 12 509.00 0.128 5.13 592 508.00 0.130 5.72 445 -0.59 1.00 2.44 0.00
18 SPY 509.75 15 Mar '24 9 511.00 0.139 3.88 15,204 510.00 0.141 4.39 24,790 -0.51 1.00 2.04 0.00
19 SPY 509.75 19 Mar '24 13 509.00 0.127 5.27 538 508.00 0.129 5.85 393 -0.58 1.00 2.38 0.00
20 SPY 509.75 18 Mar '24 12 510.00 0.126 4.55 1,459 509.00 0.128 5.10 592 -0.55 1.00 2.22 0.00
21 SPY 509.75 19 Mar '24 13 510.00 0.125 4.69 765 509.00 0.127 5.24 538 -0.55 1.00 2.22 0.00
22 SPY 509.75 12 Mar '24 6 511.00 0.141 3.10 8,201 510.00 0.143 3.59 10,464 -0.49 1.00 1.96 0.00
23 SPY 509.75 18 Mar '24 12 511.00 0.124 4.01 1,050 510.00 0.126 4.52 1,459 -0.51 1.00 2.04 0.00
24 SPY 509.75 21 Jun '24 107 510.00 0.154 18.00 721 509.00 0.156 18.52 36 -0.52 1.00 2.08 0.00
25 SPY 509.75 19 Mar '24 13 511.00 0.123 4.16 123 510.00 0.125 4.66 765 -0.50 1.00 2.00 0.00
26 SPY 509.75 22 Mar '24 16 509.00 0.132 6.03 970 508.00 0.133 6.60 605 -0.57 1.00 2.33 0.00
27 SPY 509.75 28 Mar '24 22 509.00 0.130 6.93 1,153 508.00 0.132 7.50 927 -0.57 1.00 2.33 0.00
28 SPY 509.75 22 Mar '24 16 510.00 0.130 5.46 2,424 509.00 0.132 6.00 970 -0.54 1.00 2.17 0.00
29 SPY 509.75 19 Jul '24 135 509.00 0.153 21.22 24 508.00 0.155 21.69 100 -0.47 1.00 1.89 0.00
30 SPY 509.75 19 Apr '24 44 509.00 0.139 10.37 1,320 508.00 0.140 10.95 1,086 -0.58 1.00 2.38 0.00
31 SPY 509.75 5 Apr '24 30 509.00 0.132 8.15 1,170 508.00 0.133 8.72 3,225 -0.57 1.00 2.33 0.00
32 SPY 509.75 17 May '24 72 509.00 0.150 14.43 379 508.00 0.151 15.03 337 -0.60 1.00 2.50 0.00
33 SPY 509.75 12 Apr '24 37 509.00 0.136 9.33 157 508.00 0.137 9.90 210 -0.57 1.00 2.33 0.00
34 SPY 509.75 19 Apr '24 44 510.00 0.137 9.77 4,675 509.00 0.139 10.33 1,320 -0.56 1.00 2.27 0.00
35 SPY 509.75 30 Apr '24 55 509.00 0.140 11.74 155 508.00 0.141 12.32 80 -0.58 1.00 2.38 0.00
36 SPY 509.75 30 Aug '24 177 511.00 0.158 25.10 1 510.00 0.159 25.33 24 -0.23 1.00 1.30 0.00
37 SPY 509.75 12 Apr '24 37 510.00 0.134 8.74 1,683 509.00 0.136 9.29 157 -0.55 1.00 2.22 0.00
38 SPY 509.75 5 Apr '24 30 511.00 0.129 7.01 853 510.00 0.130 7.54 1,897 -0.53 1.00 2.13 0.00
39 SPY 509.75 28 Mar '24 22 510.00 0.129 6.36 3,134 509.00 0.130 6.90 1,153 -0.54 1.00 2.17 0.00
40 SPY 509.75 19 Apr '24 44 511.00 0.136 9.19 1,570 510.00 0.137 9.73 4,675 -0.54 1.00 2.17 0.00
41 SPY 509.75 12 Apr '24 37 511.00 0.133 8.17 899 510.00 0.134 8.70 1,683 -0.53 1.00 2.13 0.00
42 SPY 509.75 5 Apr '24 30 510.00 0.130 7.57 1,897 509.00 0.132 8.12 1,170 -0.55 1.00 2.22 0.00
43 SPY 509.75 17 May '24 72 510.00 0.148 13.81 1,913 509.00 0.150 14.39 379 -0.58 1.00 2.38 0.00
44 SPY 509.75 30 Apr '24 55 510.00 0.138 11.13 770 509.00 0.140 11.69 155 -0.56 1.00 2.27 0.00
45 SPY 509.75 30 Apr '24 55 511.00 0.137 10.54 569 510.00 0.138 11.09 770 -0.55 1.00 2.22 0.00
46 SPY 509.75 22 Mar '24 16 511.00 0.129 4.93 1,751 510.00 0.130 5.43 2,424 -0.50 1.00 2.00 0.00
47 SPY 509.75 31 May '24 86 511.00 0.150 14.96 247 510.00 0.151 15.52 622 -0.56 1.00 2.27 0.00
48 SPY 509.75 31 May '24 86 510.00 0.151 15.58 622 509.00 0.153 16.15 57 -0.57 1.00 2.33 0.00
49 SPY 509.75 31 May '24 86 509.00 0.153 16.21 57 508.00 0.154 16.79 67 -0.58 1.00 2.38 0.00
50 SPY 509.75 17 May '24 72 511.00 0.147 13.20 355 510.00 0.148 13.77 1,913 -0.57 1.00 2.33 0.00
51 SPY 509.75 28 Mar '24 22 511.00 0.127 5.82 1,869 510.00 0.129 6.33 3,134 -0.51 1.00 2.04 0.00
52 SPY 509.75 21 Jun '24 107 509.00 0.156 18.77 36 508.00 0.157 19.16 47 -0.39 1.00 1.64 0.00
53 SPY 509.75 19 Jul '24 135 511.00 0.151 20.08 37 510.00 0.152 20.41 154 -0.33 1.00 1.49 0.00
54 SPY 509.75 31 Jul '24 147 509.00 0.155 22.69 1 508.00 0.156 22.98 0 -0.29 1.00 1.41 0.00
55 SPY 509.75 31 Jul '24 147 510.00 0.154 22.05 20 509.00 0.155 22.33 1 -0.28 1.00 1.39 0.00
56 SPY 509.75 31 Jul '24 147 511.00 0.153 21.42 29 510.00 0.154 21.69 20 -0.27 1.00 1.37 0.00
57 SPY 509.75 12 Apr '24 37 508.00 0.137 9.94 210 507.50 0.138 10.22 224 -0.28 0.50 2.27 0.00
58 SPY 509.75 19 Jul '24 135 510.00 0.152 20.71 154 509.00 0.153 21.10 24 -0.39 1.00 1.64 0.00
59 SPY 509.75 21 Jun '24 107 511.00 0.153 17.51 30 510.00 0.154 17.92 721 -0.41 1.00 1.69 0.00
60 SPY 509.75 5 Apr '24 30 508.00 0.133 8.76 3,225 507.50 0.134 9.03 254 -0.27 0.50 2.17 0.00
61 SPY 509.75 30 Aug '24 177 510.00 0.159 25.75 24 509.00 0.160 25.97 0 -0.22 1.00 1.28 0.00
62 SPY 509.75 30 Aug '24 177 509.00 0.160 26.40 0 508.00 0.160 26.64 14 -0.24 1.00 1.32 0.00
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