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Quote for SPX (S&P 500 INDEX)

Enter Symbol: Register to see the Volatility Skew instead of the Strike Pegger
 SPX  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

3911.74 

 S&P 500 INDEX       CHANGE

116.01 

 HIGH 3913.65   LOW 3821.72   DIVIDEND DATE 0000-00-00 
 OPEN 3821.72   CLOSE 3795.73   DIVIDEND AMOUNT 0.00 
 BID 0.00   ASK 0.00   YIELD 0.00 
 VOLUME  SPLIT DATE     DATE/TIME: 2022-06-24 
 OPTION VOLUME 2542530   IMPLIED VOLATILITY 0.23   HISTORICAL VOL  0.20 
Data used in the screeners below are delayed from June 3, 2022.   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  4108.54    SPX  Apr 21 '23  4100.00  381.40  372.86  9.08%    0.24  10
 SPX  4108.54    SPX  Feb 17 '23  4100.00  339.55  331.01  8.06%    0.24  8
 SPX  4108.54    SPX  Nov 18 '22  4100.00  271.05  262.51  6.39%    0.24  5
 SPX  4108.54    SPX  Jan 20 '23  4100.00  319.20  310.66  7.56%    0.24  7
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 SPXW  Jun 17 '22  4095.00   C  82.55    SPXW  Jun 17 '22  4095.00   P  69.95    152.50  13.54
 SPXW  Jun 17 '22  4100.00   C  79.65    SPXW  Jun 17 '22  4100.00   P  72.00    151.65  8.54
 SPX  Nov 18 '22  4100.00   C  271.05    SPX  Nov 18 '22  4100.00   P  252.70    523.75  8.54
 SPXW  Oct 21 '22  4100.00   C  246.70    SPXW  Oct 21 '22  4100.00   P  230.95    477.65  8.54
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 SPXW  Jun 17 '22  4115.00   P  78.65    SPX  Jun 17 '22  4110.00   P  74.50    4.15  5.00
 SPXW  Jun 17 '22  4110.00   P  76.40    SPX  Jun 17 '22  4105.00   P  72.35    4.05  5.00
 SPXW  Jun 17 '22  4120.00   P  80.95    SPX  Jun 17 '22  4115.00   P  76.80    4.15  5.00
 SPXW  Jun 17 '22  4120.00   P  80.95    SPX  Jun 17 '22  4110.00   P  74.50    6.45  10.00
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 SPXW  Jun 17 '22  4095.00   C  82.55    SPX  Jun 17 '22  4120.00   C  66.44    16.11  25.00
 SPXW  Jun 17 '22  4100.00   C  79.65    SPX  Jun 17 '22  4120.00   C  66.44    13.21  20.00
 SPXW  Jun 17 '22  4095.00   C  82.55    SPX  Jun 17 '22  4115.00   C  69.40    13.15  20.00
 SPXW  Jun 17 '22  4105.00   C  76.85    SPX  Jun 17 '22  4120.00   C  66.44    10.41  15.00
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 SPXW  Jun 17 '22  4105.00   C  76.85    SPX  Jun 17 '22  4100.00   C  77.83    -0.98  5.00
 SPXW  Jun 17 '22  4110.00   C  74.05    SPX  Jun 17 '22  4105.00   C  75.00    -0.95  5.00
 SPXW  Jun 17 '22  4100.00   C  79.65    SPX  Jun 17 '22  4095.00   C  80.78    -1.13  5.00
 SPXW  Jun 17 '22  4110.00   C  74.05    SPX  Jun 17 '22  4100.00   C  77.83    -3.78  10.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 SPXW  Jun 17 '22  4095.00   P  69.95    SPX  Jun 17 '22  4120.00   P  79.20    -9.25  25.00
 SPXW  Jun 17 '22  4095.00   P  69.95    SPX  Jun 17 '22  4115.00   P  76.80    -6.85  20.00
 SPXW  Jun 17 '22  4100.00   P  72.00    SPX  Jun 17 '22  4120.00   P  79.20    -7.20  20.00
 SPXW  Jun 17 '22  4095.00   P  69.95    SPX  Jun 17 '22  4110.00   P  74.50    -4.55  15.00
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 SPX  Apr 21 '23  4100.00   C  381.40    SPX  Dec 18 '26  4100.00   C  868.58    -487.18  44
 SPX  Feb 17 '23  4100.00   C  339.55    SPX  Dec 18 '26  4100.00   C  868.58    -529.03  46
 SPX  Nov 18 '22  4100.00   C  271.05    SPX  Dec 18 '26  4100.00   C  868.58    -597.53  49
 SPX  Jan 20 '23  4100.00   C  319.20    SPX  Dec 18 '26  4100.00   C  868.58    -549.38  47
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 SPXW  Jun 17 '22  4100.00   P  72.00    SPX  Dec 15 '23  4100.00   P  400.15    -328.15  18
 SPXW  Jun 17 '22  4100.00   P  72.00    SPX  Sep 15 '23  4100.00   P  377.20    -305.20  15
 SPXW  Jun 17 '22  4095.00   P  69.95    SPXW  Jun 21 '22  4095.00   P  74.95    -5.00  0
 SPXW  Jun 17 '22  4110.00   P  76.40    SPXW  Jun 21 '22  4110.00   P  81.33    -4.93  0
Data Provided by HistoricalOptionData.com
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