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Data is delayed from November 9, 2020. 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 LCA 13.55 20 Nov '20 11 15.00 1.088 0.55 586 17.50 1.305 0.20 1,520 0.35 2.50 7.14 0.22
2 LCA 13.55 20 Nov '20 11 17.50 1.305 0.25 1,520 20.00 1.483 0.10 254 0.15 2.50 16.67 0.18
3 LCA 13.55 20 Nov '20 11 12.50 0.974 1.55 145 15.00 1.088 0.45 586 1.10 2.50 2.27 0.11
4 LCA 13.55 18 Dec '20 39 15.00 0.991 1.25 119 17.50 1.071 0.70 179 0.55 2.50 4.55 0.08
5 LCA 13.55 18 Dec '20 39 10.00 0.881 3.90 547 12.50 0.940 2.10 610 1.80 2.50 1.39 0.06
6 LCA 13.55 18 Dec '20 39 12.50 0.940 2.25 610 15.00 0.991 1.15 119 1.10 2.50 2.27 0.05
7 LCA 13.55 19 Feb '21 102 15.00 0.953 2.25 140 17.50 0.992 1.55 102 0.70 2.50 3.57 0.04
8 LCA 13.55 18 Dec '20 39 17.50 1.071 0.75 179 20.00 1.108 0.40 220 0.35 2.50 7.14 0.04
9 LCA 13.55 21 May '21 193 15.00 0.905 3.50 7 17.50 0.939 2.35 22 1.15 2.50 2.17 0.03
10 LCA 13.55 19 Feb '21 102 12.50 0.935 3.30 98 15.00 0.953 2.15 140 1.15 2.50 2.17 0.02
11 LCA 13.55 19 Feb '21 102 17.50 0.992 1.65 102 20.00 1.002 1.05 199 0.60 2.50 4.17 0.01
12 LCA 13.55 21 May '21 193 17.50 0.939 2.65 22 20.00 0.944 1.75 23 0.90 2.50 2.78 0.01
13 LCA 13.55 21 May '21 193 10.00 0.899 5.40 1 12.50 0.902 3.80 32 1.60 2.50 1.56 0.00
14 LCA 13.55 21 May '21 193 12.50 0.902 4.30 32 15.00 0.905 2.90 7 1.40 2.50 1.79 0.00
15 LCA 13.55 19 Feb '21 102 10.00 0.944 4.60 43 12.50 0.935 3.00 98 1.60 2.50 1.56 -0.01
16 LCA 13.55 17 Dec '21 403 10.00 0.957 7.20 0 12.50 0.924 4.70 25 2.50 2.50 1.00 -0.03
17 LCA 13.55 20 Nov '20 11 10.00 1.275 3.80 16 12.50 0.974 1.45 145 2.35 2.50 1.06 -0.30
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