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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 VAL 65.56 15 Mar '24 9 60.00 0.554 8.40 0 55.00 1.032 9.50 0 -1.10 5.00 1.28 0.48
2 VAL 65.56 15 Mar '24 9 65.00 0.423 2.10 2 60.00 0.554 4.90 0 -2.80 5.00 2.27 0.13
3 VAL 65.56 21 Jun '24 107 60.00 0.443 9.40 11 55.00 0.561 11.50 0 -2.10 5.00 1.72 0.12
4 VAL 65.56 20 Dec '24 289 60.00 0.430 14.20 0 55.00 0.508 15.80 0 -1.60 5.00 1.47 0.08
5 VAL 65.56 16 Aug '24 163 60.00 0.436 11.40 0 55.00 0.491 12.70 0 -1.30 5.00 1.35 0.05
6 VAL 65.56 21 Jun '24 107 65.00 0.407 6.30 3 60.00 0.443 7.90 11 -1.60 5.00 1.47 0.04
7 VAL 65.56 17 May '24 72 65.00 0.407 5.40 2 60.00 0.441 7.90 0 -2.50 5.00 2.00 0.03
8 VAL 65.56 21 Jun '24 107 75.00 0.382 2.65 5 70.00 0.414 3.50 17 -0.85 5.00 1.20 0.03
9 VAL 65.56 20 Dec '24 289 75.00 0.392 7.20 0 70.00 0.422 8.10 0 -0.90 5.00 1.22 0.03
10 VAL 65.56 17 May '24 72 60.00 0.441 8.60 0 55.00 0.471 11.80 0 -3.20 5.00 2.78 0.03
11 VAL 65.56 19 Apr '24 44 65.00 0.392 4.00 4 60.00 0.418 6.90 4 -2.90 5.00 2.38 0.03
12 VAL 65.56 19 Jul '24 135 65.00 0.408 7.10 5 60.00 0.427 9.60 0 -2.50 5.00 2.00 0.02
13 VAL 65.56 19 Apr '24 44 70.00 0.375 1.85 59 65.00 0.392 3.70 4 -1.85 5.00 1.59 0.02
14 VAL 65.56 15 Mar '24 9 70.00 0.409 0.55 74 65.00 0.423 1.95 2 -1.40 5.00 1.39 0.01
15 VAL 65.56 19 Jul '24 135 70.00 0.396 4.80 0 65.00 0.408 6.80 5 -2.00 5.00 1.67 0.01
16 VAL 65.56 20 Dec '24 289 65.00 0.419 11.40 0 60.00 0.430 12.80 0 -1.40 5.00 1.39 0.01
17 VAL 65.56 19 Jul '24 135 75.00 0.391 3.20 0 70.00 0.396 4.60 0 -1.40 5.00 1.39 0.01
18 VAL 65.56 16 Aug '24 163 65.00 0.437 8.30 0 60.00 0.436 10.10 0 -1.80 5.00 1.56 -0.00
19 VAL 65.56 17 May '24 72 75.00 0.417 2.40 500 70.00 0.414 2.60 25 -0.20 5.00 1.04 -0.00
20 VAL 65.56 20 Dec '24 289 70.00 0.422 9.00 0 65.00 0.419 10.10 0 -1.10 5.00 1.28 -0.00
21 VAL 65.56 17 May '24 72 70.00 0.414 3.80 25 65.00 0.407 4.70 2 -0.90 5.00 1.22 -0.01
22 VAL 65.56 21 Jun '24 107 70.00 0.414 4.40 17 65.00 0.407 6.00 3 -1.60 5.00 1.47 -0.01
23 VAL 65.56 19 Apr '24 44 75.00 0.397 1.25 6 70.00 0.375 1.65 59 -0.40 5.00 1.09 -0.02
24 VAL 65.56 19 Jul '24 135 60.00 0.427 10.20 0 55.00 0.367 11.60 0 -1.40 5.00 1.39 -0.06
25 VAL 65.56 15 Mar '24 9 75.00 0.502 0.25 13 70.00 0.409 0.30 74 -0.05 5.00 1.01 -0.09
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