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Data is delayed from April 5, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 SII 39.70 19 Apr '24 14 40.00 0.354 1.25 18 45.00 0.502 0.05 28 1.20 5.00 4.17 0.15
2 SII 39.70 17 May '24 42 35.00 0.374 7.50 0 40.00 0.430 1.95 13 5.55 5.00 0.90 0.06
3 SII 39.70 17 May '24 42 40.00 0.430 2.40 13 45.00 0.474 0.65 23 1.75 5.00 2.86 0.04
4 SII 39.70 15 Nov '24 224 45.00 0.321 2.55 0 50.00 0.332 1.00 0 1.55 5.00 3.23 0.01
5 SII 39.70 15 Nov '24 224 35.00 0.336 7.50 9 40.00 0.341 3.90 0 3.60 5.00 1.39 0.01
6 SII 39.70 16 Aug '24 133 35.00 0.366 6.60 1 40.00 0.362 3.10 10 3.50 5.00 1.43 -0.00
7 SII 39.70 15 Nov '24 224 40.00 0.341 5.00 0 45.00 0.321 2.00 0 3.00 5.00 1.67 -0.02
8 SII 39.70 15 Nov '24 224 30.00 0.360 12.30 0 35.00 0.336 6.70 9 5.60 5.00 0.89 -0.02
9 SII 39.70 16 Aug '24 133 40.00 0.362 3.50 10 45.00 0.327 0.10 0 3.40 5.00 1.47 -0.04
10 SII 39.70 19 Apr '24 14 35.00 0.435 6.70 0 40.00 0.354 0.60 18 6.10 5.00 0.82 -0.08
11 SII 39.70 16 Aug '24 133 30.00 0.460 13.00 0 35.00 0.366 6.00 1 7.00 5.00 0.71 -0.09
12 SII 39.70 17 May '24 42 30.00 0.632 10.50 1 35.00 0.374 4.90 0 5.60 5.00 0.89 -0.26
13 SII 39.70 19 Apr '24 14 30.00 1.548 11.90 0 35.00 0.435 4.30 0 7.60 5.00 0.66 -1.11
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