Strike Pegger — SPY

Data as of

Max Pain© analysis: the peg is the strike where call and put writers' aggregate liability is minimized; the target price (bias) is where call and put liability converge.

Last
772.31
Change
+2.65
Open
771.43
Previous
769.66
High
773.35
Low
769.25
Bid
-
Ask
-
Volume
28,825,183
Trades
-
Dividend
1.23
Yield
1.97%
Ex-Div
Sep 15, 2017
Impl Vol
0.138
Hist Vol
0.125
Opt Volume
7,628,661
Open Int
17,859,656

IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder

Open Interest by Strike

By Expiration

Max Pain© is a registered trademark. The peg is computed from open interest in the day's option snapshot.