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Quote for SPX (S&P 500 INDEX)

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 SPX  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

3841.47 
 S&P 500 INDEX       CHANGE

-11.60 
 HIGH 3852.31   LOW 3830.41   DIVIDEND DATE 0000-00-00 
 OPEN 3844.24   CLOSE 3853.07   DIVIDEND AMOUNT 0.00 
 BID 0.00   ASK 0.00   YIELD 0.00 
 VOLUME 2,272,037,351   SPLIT DATE     DATE/TIME: 2021-01-22 
 OPTION VOLUME 995796   IMPLIED VOLATILITY 0.17   HISTORICAL VOL  0.35 
Data used in the screeners below are delayed from December 30, 2020.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 SPX  3732.04    SPX  Jun 18 '21  3720.00  201.75  189.71  5.08%    0.19  5
 SPX  3732.04    SPX  May 21 '21  3720.00  184.85  172.81  4.63%    0.19  4
 SPX  3732.04    SPX  Sep 17 '21  3725.00  246.10  239.06  6.41%    0.19  8
 SPX  3732.04    SPXW  May 21 '21  3725.00  182.10  175.06  4.69%    0.19  4
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 SPX  Jun 17 '22  3725.00   C  347.25    SPX  Jun 17 '22  3725.00   P  396.00    743.25  7.04
 SPX  Dec 16 '22  3725.00   C  394.90    SPX  Dec 16 '22  3725.00   P  463.25    858.15  7.04
 SPX  Dec 17 '21  3725.00   C  284.40    SPX  Dec 17 '21  3725.00   P  315.40    599.80  7.04
 SPX  Jan 21 '22  3725.00   C  298.05    SPX  Jan 21 '22  3725.00   P  330.20    628.25  7.04
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 SPXW  Jan 15 '21  3745.00   P  59.20    SPX  Jan 15 '21  3740.00   P  55.80    3.40  5.00
 SPXW  Jan 15 '21  3735.00   P  55.00    SPX  Jan 15 '21  3730.00   P  51.80    3.20  5.00
 SPXW  Jan 15 '21  3740.00   P  57.02    SPX  Jan 15 '21  3735.00   P  53.80    3.22  5.00
 SPXW  Feb 19 '21  3740.00   P  107.90    SPX  Feb 19 '21  3735.00   P  105.00    2.90  5.00
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 SPXW  Jan 4 '21  3720.00   C  26.06    SPXW  Jan 4 '21  3745.00   C  11.34    14.72  25.00
 SPXW  Jan 15 '21  3720.00   C  60.35    SPX  Jan 15 '21  3745.00   C  44.00    16.35  25.00
 SPXW  Jan 4 '21  3720.00   C  26.06    SPXW  Jan 4 '21  3740.00   C  13.75    12.31  20.00
 SPXW  Jan 15 '21  3720.00   C  60.35    SPX  Jan 15 '21  3740.00   C  46.80    13.55  20.00
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 SPXW  Jan 15 '21  3725.00   C  57.15    SPX  Jan 15 '21  3720.00   C  59.10    -1.95  5.00
 SPXW  Jan 15 '21  3735.00   C  50.93    SPX  Jan 15 '21  3730.00   C  52.80    -1.87  5.00
 SPXW  Jan 15 '21  3730.00   C  54.05    SPX  Jan 15 '21  3725.00   C  56.00    -1.95  5.00
 SPXW  Feb 19 '21  3735.00   C  98.20    SPX  Feb 19 '21  3730.00   C  100.20    -2.00  5.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 SPXW  Jan 4 '21  3720.00   P  13.45    SPXW  Jan 4 '21  3745.00   P  23.90    -10.45  25.00
 SPXW  Jan 15 '21  3720.00   P  49.30    SPX  Jan 15 '21  3745.00   P  58.00    -8.70  25.00
 SPXW  Jan 15 '21  3720.00   P  49.30    SPX  Jan 15 '21  3740.00   P  55.80    -6.50  20.00
 SPXW  Jan 15 '21  3725.00   P  51.10    SPX  Jan 15 '21  3745.00   P  58.00    -6.90  20.00
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 SPXW  Jan 15 '21  3720.00   C  60.35    SPXW  Jan 19 '21  3720.00   C  63.85    -3.50  0
 SPXW  Jan 15 '21  3725.00   C  57.15    SPXW  Jan 19 '21  3725.00   C  60.65    -3.50  0
 SPXW  Jan 15 '21  3730.00   C  54.05    SPXW  Jan 19 '21  3730.00   C  57.55    -3.50  0
 SPXW  Jan 15 '21  3745.00   C  45.25    SPXW  Jan 19 '21  3745.00   C  48.65    -3.40  0
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 SPXW  Jan 15 '21  3720.00   P  49.30    SPXW  Jan 19 '21  3720.00   P  53.00    -3.70  0
 SPXW  Jan 15 '21  3725.00   P  51.10    SPXW  Jan 19 '21  3725.00   P  54.80    -3.70  0
 SPXW  Jan 15 '21  3730.00   P  53.05    SPXW  Jan 19 '21  3730.00   P  56.70    -3.65  0
 SPXW  Jan 15 '21  3735.00   P  55.00    SPXW  Jan 19 '21  3735.00   P  58.65    -3.65  0
Data Provided by HistoricalOptionData.com
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