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Data is delayed from November 11, 2021. 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 463.79 15 Nov '21 4 464.00 0.105 1.93 13,697 463.00 0.110 2.54 5,561 -0.61 1.00 2.56 0.01
2 SPY 463.79 15 Nov '21 4 465.00 0.100 1.40 31,228 464.00 0.105 1.92 13,697 -0.52 1.00 2.08 0.00
3 SPY 463.79 17 Nov '21 6 464.00 0.120 2.75 3,081 463.00 0.124 3.35 2,716 -0.60 1.00 2.50 0.00
4 SPY 463.79 19 Nov '21 8 464.00 0.129 3.45 7,228 463.00 0.134 4.06 3,229 -0.61 1.00 2.56 0.00
5 SPY 463.79 17 Nov '21 6 465.00 0.116 2.19 5,365 464.00 0.120 2.73 3,081 -0.54 1.00 2.17 0.00
6 SPY 463.79 22 Nov '21 11 464.00 0.122 3.84 562 463.00 0.127 4.45 176 -0.61 1.00 2.56 0.00
7 SPY 463.79 19 Nov '21 8 465.00 0.125 2.88 14,222 464.00 0.129 3.43 7,228 -0.55 1.00 2.22 0.00
8 SPY 463.79 26 Nov '21 15 464.00 0.126 4.62 2,037 463.00 0.130 5.25 966 -0.63 1.00 2.70 0.00
9 SPY 463.79 24 Nov '21 13 465.00 0.125 3.78 983 464.00 0.128 4.37 1,053 -0.59 1.00 2.44 0.00
10 SPY 463.79 24 Nov '21 13 464.00 0.128 4.39 1,053 463.00 0.132 5.01 366 -0.62 1.00 2.63 0.00
11 SPY 463.79 22 Nov '21 11 465.00 0.119 3.25 1,229 464.00 0.122 3.82 562 -0.57 1.00 2.33 0.00
12 SPY 463.79 29 Nov '21 18 465.00 0.120 4.37 611 464.00 0.124 4.97 227 -0.60 1.00 2.50 0.00
13 SPY 463.79 26 Nov '21 15 465.00 0.122 4.01 2,462 464.00 0.126 4.60 2,037 -0.59 1.00 2.44 0.00
14 SPY 463.79 29 Nov '21 18 464.00 0.124 4.99 227 463.00 0.127 5.62 520 -0.63 1.00 2.70 0.00
15 SPY 463.79 3 Dec '21 22 464.00 0.134 6.01 1,363 463.00 0.138 6.65 1,472 -0.64 1.00 2.78 0.00
16 SPY 463.79 1 Dec '21 20 464.00 0.129 5.50 131 463.00 0.133 6.13 618 -0.63 1.00 2.70 0.00
17 SPY 463.79 3 Dec '21 22 465.00 0.131 5.38 1,857 464.00 0.134 5.99 1,363 -0.61 1.00 2.56 0.00
18 SPY 463.79 1 Dec '21 20 465.00 0.126 4.88 541 464.00 0.129 5.48 131 -0.60 1.00 2.50 0.00
19 SPY 463.79 6 Dec '21 25 465.00 0.129 5.67 69 464.00 0.132 6.28 23 -0.61 1.00 2.56 0.00
20 SPY 463.79 6 Dec '21 25 464.00 0.132 6.30 23 463.00 0.135 6.93 239 -0.63 1.00 2.70 0.00
21 SPY 463.79 8 Dec '21 27 464.00 0.136 6.73 299 463.00 0.139 7.37 325 -0.64 1.00 2.78 0.00
22 SPY 463.79 8 Dec '21 27 465.00 0.132 6.10 126 464.00 0.136 6.71 299 -0.61 1.00 2.56 0.00
23 SPY 463.79 31 Mar '22 140 465.00 0.159 17.91 9 464.00 0.162 18.31 2 -0.40 1.00 1.67 0.00
24 SPY 463.79 10 Dec '21 29 464.00 0.139 7.18 194 463.00 0.142 7.81 245 -0.63 1.00 2.70 0.00
25 SPY 463.79 10 Dec '21 29 465.00 0.136 6.54 265 464.00 0.139 7.15 194 -0.61 1.00 2.56 0.00
26 SPY 463.79 15 Dec '21 34 465.00 0.139 7.28 34 464.00 0.142 7.87 32 -0.59 1.00 2.44 0.00
27 SPY 463.79 13 Dec '21 32 465.00 0.134 6.79 242 464.00 0.137 7.38 44 -0.59 1.00 2.44 0.00
28 SPY 463.79 17 Dec '21 36 465.00 0.137 7.40 3,535 464.00 0.140 8.02 1,487 -0.62 1.00 2.63 0.00
29 SPY 463.79 15 Dec '21 34 464.00 0.142 7.92 32 463.00 0.144 8.52 1 -0.60 1.00 2.50 0.00
30 SPY 463.79 17 Dec '21 36 464.00 0.140 8.04 1,487 463.00 0.143 8.67 5,174 -0.63 1.00 2.70 0.00
31 SPY 463.79 20 May '22 190 464.00 0.170 22.85 0 463.00 0.173 23.10 0 -0.25 1.00 1.33 0.00
32 SPY 463.79 23 Dec '21 42 464.00 0.137 8.52 53 463.00 0.139 9.14 993 -0.62 1.00 2.63 0.00
33 SPY 463.79 23 Dec '21 42 465.00 0.135 7.89 154 464.00 0.137 8.48 53 -0.59 1.00 2.44 0.00
34 SPY 463.79 31 Dec '21 50 465.00 0.136 8.75 579 464.00 0.138 9.35 75 -0.60 1.00 2.50 0.00
35 SPY 463.79 19 Nov '21 8 463.00 0.134 4.08 3,229 462.50 0.136 4.39 1,426 -0.31 0.50 2.63 0.00
36 SPY 463.79 31 Dec '21 50 464.00 0.138 9.38 75 463.00 0.140 9.99 393 -0.61 1.00 2.56 0.00
37 SPY 463.79 3 Dec '21 22 462.50 0.139 7.00 354 462.00 0.141 7.33 158 -0.33 0.50 2.94 0.00
38 SPY 463.79 19 Nov '21 8 462.50 0.136 4.41 1,426 462.00 0.138 4.71 1,163 -0.30 0.50 2.50 0.00
39 SPY 463.79 21 Jan '22 71 465.00 0.144 11.18 948 464.00 0.146 11.77 2,241 -0.59 1.00 2.44 0.00
40 SPY 463.79 21 Jan '22 71 464.00 0.146 11.80 2,241 463.00 0.147 12.40 504 -0.60 1.00 2.50 0.00
41 SPY 463.79 18 Mar '22 127 464.00 0.161 17.56 20 463.00 0.163 18.07 6 -0.51 1.00 2.04 0.00
42 SPY 463.79 18 Feb '22 99 464.00 0.156 14.92 58 463.00 0.157 15.51 10 -0.59 1.00 2.44 0.00
43 SPY 463.79 3 Dec '21 22 463.00 0.138 6.67 1,472 462.50 0.139 6.98 354 -0.31 0.50 2.63 0.00
44 SPY 463.79 18 Feb '22 99 465.00 0.154 14.29 549 464.00 0.156 14.87 58 -0.58 1.00 2.38 0.00
45 SPY 463.79 18 Mar '22 127 465.00 0.160 16.93 130 464.00 0.161 17.42 20 -0.49 1.00 1.96 0.00
46 SPY 463.79 14 Apr '22 154 465.00 0.163 19.21 6 464.00 0.164 19.49 49 -0.28 1.00 1.39 0.00
47 SPY 463.79 14 Apr '22 154 464.00 0.164 19.84 49 463.00 0.166 20.11 3 -0.27 1.00 1.37 0.00
48 SPY 463.79 17 Jun '22 218 464.00 0.173 24.80 14 463.00 0.174 25.13 17 -0.33 1.00 1.49 0.00
49 SPY 463.79 17 Jun '22 218 465.00 0.172 24.17 25 464.00 0.173 24.50 14 -0.33 1.00 1.49 0.00
50 SPY 463.79 30 Jun '22 231 465.00 0.172 24.97 12 464.00 0.173 25.21 1 -0.24 1.00 1.32 0.00
51 SPY 463.79 30 Jun '22 231 464.00 0.173 25.60 1 463.00 0.174 25.83 5 -0.23 1.00 1.30 0.00
52 SPY 463.79 16 Sep '22 309 465.00 0.178 30.06 17 464.00 0.179 30.22 11 -0.16 1.00 1.19 0.00
53 SPY 463.79 16 Sep '22 309 464.00 0.179 30.69 11 463.00 0.180 30.84 13 -0.15 1.00 1.18 0.00
54 SPY 463.79 30 Sep '22 323 464.00 0.179 31.49 1 463.00 0.180 31.52 0 -0.03 1.00 1.03 0.00
55 SPY 463.79 31 Mar '22 140 464.00 0.162 18.55 2 463.00 0.163 18.96 0 -0.41 1.00 1.69 0.00
56 SPY 463.79 20 May '22 190 465.00 0.170 22.22 32 464.00 0.170 22.48 0 -0.26 1.00 1.35 0.00
57 SPY 463.79 30 Sep '22 323 465.00 0.179 30.87 4 464.00 0.179 30.91 1 -0.04 1.00 1.04 -0.00
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