Short Straddle Options for SPY


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Data is delayed from March 28, 2024. You can get started for free to get the latest data.

#	Stock	Stock Price	Expiry	Days	Strike	Short Call			Short Put			% of Stock	IVol Sum	Price
#	Stock	Stock Price	Expiry	Days	Strike	IVol	Price	Volume	IVol	Price	Volume	% of Stock	IVol Sum	Price

1	SPY	523.21	17 May '24	50	415.00	0.471	112.06	1	0.291	0.27	4	21.47	0.76	112.33
2	SPY	523.21	17 May '24	50	420.00	0.452	107.12	1	0.281	0.29	103	20.53	0.73	107.41
3	SPY	523.21	17 May '24	50	425.00	0.430	102.18	11	0.272	0.32	105	19.59	0.70	102.50
4	SPY	523.21	17 May '24	50	430.00	0.419	97.24	6	0.261	0.34	152,480	18.65	0.68	97.58
5	SPY	523.21	21 Jun '24	85	410.00	0.414	119.33	20	0.265	0.60	208	22.92	0.68	119.93
6	SPY	523.21	3 May '24	36	440.00	0.412	86.28	201	0.265	0.26	3	16.54	0.68	86.54
7	SPY	523.21	21 Jun '24	85	413.00	0.398	116.39	4	0.260	0.63	0	22.37	0.66	117.02
8	SPY	523.21	31 May '24	64	425.00	0.402	103.20	8	0.254	0.45	0	19.81	0.66	103.65
9	SPY	523.21	21 Jun '24	85	415.00	0.398	114.43	1	0.257	0.65	6	21.99	0.66	115.08
10	SPY	523.21	17 May '24	50	435.00	0.397	92.31	6	0.251	0.37	331	17.71	0.65	92.68
11	SPY	523.21	21 Jun '24	85	418.00	0.390	111.49	22	0.252	0.68	0	21.44	0.64	112.17
12	SPY	523.21	31 May '24	64	430.00	0.387	98.29	1	0.245	0.49	2	18.88	0.63	98.78
13	SPY	523.21	21 Jun '24	85	420.00	0.380	109.54	62	0.249	0.70	196	21.07	0.63	110.24
14	SPY	523.21	31 May '24	64	435.00	0.377	93.38	2	0.236	0.53	14	17.95	0.61	93.91
15	SPY	523.21	21 Jun '24	85	425.00	0.368	104.65	2	0.241	0.76	17	20.15	0.61	105.41
16	SPY	523.21	21 Jun '24	85	430.00	0.363	99.77	7	0.233	0.82	189	19.23	0.60	100.59
17	SPY	523.21	21 Jun '24	85	432.00	0.354	97.82	2	0.230	0.85	0	18.86	0.58	98.67
18	SPY	523.21	17 May '24	50	448.00	0.359	79.50	1	0.225	0.47	222	15.28	0.58	79.97
19	SPY	523.21	17 May '24	50	450.00	0.347	77.54	1	0.221	0.49	1,429	14.91	0.57	78.03
20	SPY	523.21	31 May '24	64	445.00	0.347	83.58	1	0.219	0.64	50,005	16.10	0.57	84.22
21	SPY	523.21	17 May '24	50	452.00	0.347	75.57	2	0.217	0.51	1	14.54	0.56	76.08
22	SPY	523.21	17 May '24	50	453.00	0.342	74.59	1	0.215	0.52	25	14.36	0.56	75.11
23	SPY	523.21	3 May '24	36	460.00	0.337	66.50	475	0.218	0.38	375	12.78	0.56	66.88
24	SPY	523.21	17 May '24	50	454.00	0.340	73.61	5	0.213	0.53	4	14.17	0.55	74.14
25	SPY	523.21	21 Jun '24	85	440.00	0.333	90.04	2	0.218	0.98	77	17.40	0.55	91.02
26	SPY	523.21	31 May '24	64	448.00	0.336	80.65	1	0.213	0.68	1	15.54	0.55	81.33
27	SPY	523.21	31 May '24	64	449.00	0.332	79.67	2	0.211	0.69	0	15.36	0.54	80.36
28	SPY	523.21	17 May '24	50	455.00	0.331	72.63	1	0.211	0.54	76,157	13.98	0.54	73.17
29	SPY	523.21	17 May '24	50	456.00	0.331	71.65	4	0.210	0.55	1	13.80	0.54	72.20
30	SPY	523.21	31 May '24	64	450.00	0.329	78.70	24	0.210	0.71	75,376	15.18	0.54	79.41
31	SPY	523.21	28 Jun '24	92	440.00	0.319	90.17	1	0.216	1.12	3	17.45	0.53	91.29
32	SPY	523.21	17 May '24	50	458.00	0.327	69.69	2	0.206	0.58	199	13.43	0.53	70.27
33	SPY	523.21	31 May '24	64	452.00	0.323	76.74	4	0.206	0.74	5	14.81	0.53	77.48
34	SPY	523.21	31 May '24	64	453.00	0.320	75.77	2	0.205	0.75	0	14.63	0.52	76.52
35	SPY	523.21	31 May '24	64	454.00	0.322	74.80	12	0.203	0.77	0	14.44	0.52	75.57
36	SPY	523.21	21 Jun '24	85	447.00	0.315	83.25	2	0.208	1.12	211	16.13	0.52	84.37
37	SPY	523.21	17 May '24	50	460.00	0.315	67.73	4	0.202	0.61	391	13.06	0.52	68.34
38	SPY	523.21	31 May '24	64	455.00	0.314	73.82	4	0.201	0.79	409	14.26	0.52	74.61
39	SPY	523.21	17 May '24	50	461.00	0.312	66.75	1	0.200	0.62	2	12.88	0.51	67.37
40	SPY	523.21	21 Jun '24	85	450.00	0.308	80.35	20	0.203	1.19	273	15.58	0.51	81.54
41	SPY	523.21	31 May '24	64	457.00	0.309	71.88	4	0.198	0.82	0	13.89	0.51	72.70
42	SPY	523.21	28 Jun '24	92	448.00	0.299	82.43	1	0.204	1.30	1	16.00	0.50	83.73
43	SPY	523.21	31 May '24	64	458.00	0.306	70.91	4	0.196	0.84	1	13.71	0.50	71.75
44	SPY	523.21	31 May '24	64	459.00	0.307	69.93	10	0.195	0.86	2	13.53	0.50	70.79
45	SPY	523.21	31 May '24	64	460.00	0.304	68.96	6	0.193	0.88	55	13.35	0.50	69.84
46	SPY	523.21	21 Jun '24	85	455.00	0.297	75.53	4	0.196	1.32	1,221	14.69	0.49	76.85
47	SPY	523.21	17 May '24	50	465.00	0.298	62.63	30	0.192	0.68	51	12.10	0.49	63.31
48	SPY	523.21	17 May '24	50	466.00	0.295	61.66	6	0.190	0.70	17	11.92	0.49	62.36
49	SPY	523.21	17 May '24	50	467.00	0.292	60.69	4	0.189	0.72	215	11.74	0.48	61.41
50	SPY	523.21	17 May '24	50	468.00	0.288	59.71	5	0.187	0.74	37	11.55	0.48	60.45
51	SPY	523.21	21 Jun '24	85	460.00	0.285	70.72	1	0.189	1.47	1,275	13.80	0.47	72.19
52	SPY	523.21	17 May '24	50	469.00	0.285	58.74	1	0.185	0.76	30	11.37	0.47	59.50
53	SPY	523.21	31 May '24	64	465.00	0.284	63.88	74	0.185	0.99	8	12.40	0.47	64.87
54	SPY	523.21	3 May '24	36	475.00	0.282	51.76	4	0.185	0.55	211	10.00	0.47	52.31
55	SPY	523.21	17 May '24	50	470.00	0.282	57.77	3	0.183	0.78	996	11.19	0.47	58.55
56	SPY	523.21	31 May '24	64	466.00	0.281	62.91	3	0.183	1.02	5	12.22	0.46	63.93
57	SPY	523.21	31 May '24	64	467.00	0.278	61.95	76	0.182	1.05	0	12.04	0.46	63.00
58	SPY	523.21	28 Jun '24	92	460.00	0.272	70.91	10	0.188	1.67	66	13.87	0.46	72.58
59	SPY	523.21	21 Jun '24	85	464.00	0.273	66.90	2	0.183	1.61	234	13.09	0.46	68.51
60	SPY	523.21	17 May '24	50	472.00	0.276	55.83	3	0.180	0.83	11	10.83	0.46	56.66
61	SPY	523.21	21 Jun '24	85	465.00	0.271	65.95	15	0.182	1.65	679	12.92	0.45	67.60
62	SPY	523.21	21 Jun '24	85	466.00	0.269	64.99	4	0.180	1.69	16	12.74	0.45	66.68
63	SPY	523.21	31 May '24	64	470.00	0.270	59.06	23	0.177	1.13	10	11.50	0.45	60.19
64	SPY	523.21	28 Jun '24	92	464.00	0.262	67.10	2	0.182	1.82	0	13.17	0.44	68.92
65	SPY	523.21	17 May '24	50	475.00	0.266	52.92	2	0.174	0.90	2,623	10.29	0.44	53.82
66	SPY	523.21	17 May '24	50	476.00	0.263	51.96	3	0.172	0.93	20	10.11	0.44	52.89
67	SPY	523.21	21 Jun '24	85	470.00	0.259	61.20	25	0.175	1.86	810	12.05	0.43	63.06
68	SPY	523.21	17 May '24	50	477.00	0.260	51.00	1	0.171	0.96	24	9.93	0.43	51.96
69	SPY	523.21	28 Jun '24	92	468.00	0.253	63.31	2	0.177	2.00	1	12.48	0.43	65.31
70	SPY	523.21	31 May '24	64	474.00	0.259	55.23	74	0.170	1.27	3	10.80	0.43	56.50
71	SPY	523.21	17 May '24	50	478.00	0.257	50.03	2	0.169	0.99	9	9.75	0.43	51.02
72	SPY	523.21	31 May '24	64	475.00	0.256	54.28	75	0.169	1.30	234	10.62	0.42	55.58
73	SPY	523.21	21 Jun '24	85	473.00	0.249	58.37	1	0.170	2.01	35	11.54	0.42	60.38
74	SPY	523.21	21 Jun '24	85	474.00	0.249	57.42	2	0.169	2.06	2	11.37	0.42	59.48
75	SPY	523.21	17 May '24	50	480.00	0.251	48.11	25	0.165	1.06	1,926	9.40	0.42	49.17
76	SPY	523.21	21 Jun '24	85	475.00	0.247	56.48	7	0.168	2.11	450	11.20	0.41	58.59
77	SPY	523.21	28 Jun '24	92	473.00	0.242	58.60	2	0.170	2.26	12	11.63	0.41	60.86
78	SPY	523.21	17 May '24	50	481.00	0.248	47.15	4	0.164	1.09	187	9.22	0.41	48.24
79	SPY	523.21	21 Jun '24	85	476.00	0.245	55.55	1	0.166	2.17	161	11.03	0.41	57.72
80	SPY	523.21	31 May '24	64	479.00	0.246	50.48	74	0.163	1.47	4	9.93	0.41	51.95
81	SPY	523.21	28 Jun '24	92	475.00	0.238	56.73	152	0.167	2.38	564	11.30	0.41	59.11
82	SPY	523.21	31 May '24	64	480.00	0.243	49.53	9	0.161	1.51	987	9.76	0.40	51.04
83	SPY	523.21	21 Jun '24	85	478.00	0.240	53.68	6	0.164	2.29	58	10.70	0.40	55.97
84	SPY	523.21	21 Jun '24	85	479.00	0.238	52.75	2	0.162	2.35	35	10.53	0.40	55.10
85	SPY	523.21	31 May '24	64	481.00	0.240	48.59	1	0.159	1.56	1	9.59	0.40	50.15
86	SPY	523.21	28 Jun '24	92	477.00	0.233	54.86	10	0.165	2.49	3	10.96	0.40	57.35
87	SPY	523.21	21 Jun '24	85	480.00	0.235	51.82	38	0.161	2.41	2,778	10.36	0.40	54.23
88	SPY	523.21	31 May '24	64	482.00	0.238	47.65	2	0.158	1.61	10	9.41	0.40	49.26
89	SPY	523.21	17 May '24	50	485.00	0.236	43.34	61	0.157	1.25	2,970	8.52	0.39	44.59
90	SPY	523.21	17 May '24	50	486.00	0.233	42.39	2	0.155	1.30	309	8.35	0.39	43.69
91	SPY	523.21	31 May '24	64	484.00	0.232	45.77	1	0.155	1.72	17	9.08	0.39	47.49
92	SPY	523.21	17 May '24	50	487.00	0.230	41.45	5	0.153	1.35	44	8.18	0.38	42.80
93	SPY	523.21	3 May '24	36	490.00	0.228	37.02	2	0.154	0.95	150	7.26	0.38	37.97
94	SPY	523.21	21 Jun '24	85	484.00	0.226	48.12	2	0.155	2.69	43	9.71	0.38	50.81
95	SPY	523.21	17 May '24	50	488.00	0.227	40.50	2	0.152	1.40	16	8.01	0.38	41.90
96	SPY	523.21	21 Jun '24	85	485.00	0.224	47.20	47	0.154	2.77	1,142	9.55	0.38	49.97
97	SPY	523.21	28 Jun '24	92	483.00	0.220	49.32	225	0.157	2.92	83	9.98	0.38	52.24
98	SPY	523.21	17 May '24	50	489.00	0.224	39.56	5	0.150	1.45	152	7.84	0.37	41.01
99	SPY	523.21	28 Jun '24	92	484.00	0.218	48.40	161	0.156	3.00	220	9.82	0.37	51.40
100	SPY	523.21	17 May '24	50	490.00	0.221	38.63	68	0.148	1.51	926	7.67	0.37	40.14

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