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Data is delayed from November 5, 2020. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Strike P/C IVol Volume Price Leg Price Strike P/C IVol Volume Price Leg Price
1 VXX 21.97 24 Dec '20 49 21.50
22.50
P
C
1.026
1.040
4
4
2.79
2.88
5.67 21.00
23.00
P
C
0.975
1.038
1
11
2.70
3.05
5.75 (0.08) 0.08 0.58 0.14 0.052
2 VXX 21.97 4 Dec '20 29 21.50
22.50
P
C
0.997
1.030
21
34
1.96
2.19
4.15 21.00
23.00
P
C
0.939
1.049
136
184
1.91
2.24
4.15 (0.00) -0.00 0.50  0 0.038
3 VXX 21.97 24 Dec '20 49 21.50
22.00
P
C
1.026
1.022
4
135
2.79
3.05
5.84 21.00
23.00
P
C
0.975
1.038
1
11
2.70
3.05
5.75 0.09 -0.09 0.91 -0.10 0.035
4 VXX 21.97 24 Dec '20 49 21.50
22.00
P
C
1.026
1.022
4
135
2.79
3.05
5.84 21.00
22.50
P
C
0.975
1.040
1
4
2.70
3.20
5.90 (0.06) 0.06 0.56 0.11 0.033
5 VXX 21.97 4 Dec '20 29 21.50
22.00
P
C
0.997
1.004
21
97
1.96
2.38
4.34 21.00
22.50
P
C
0.939
1.030
136
34
1.91
2.39
4.30 0.04 -0.04 0.46 -0.09 0.032
6 VXX 21.97 4 Dec '20 29 21.50
22.50
P
C
0.997
1.030
21
34
1.96
2.19
4.15 20.50
23.00
P
C
0.962
1.049
102
184
1.71
2.24
3.95 0.20 -0.20 0.80 -0.25 0.015
7 VXX 21.97 4 Dec '20 29 21.50
22.00
P
C
0.997
1.004
21
97
1.96
2.38
4.34 21.00
23.00
P
C
0.939
1.049
136
184
1.91
2.24
4.15 0.19 -0.19 0.81 -0.23 0.013
8 VXX 21.97 4 Dec '20 29 21.50
22.00
P
C
0.997
1.004
21
97
1.96
2.38
4.34 20.50
22.50
P
C
0.962
1.030
102
34
1.71
2.39
4.10 0.24 -0.24 0.76 -0.32 0.009
9 VXX 21.97 4 Dec '20 29 21.50
22.00
P
C
0.997
1.004
21
97
1.96
2.38
4.34 20.50
23.00
P
C
0.962
1.049
102
184
1.71
2.24
3.95 0.39 -0.39 0.61 -0.64 -0.011
10 VXX 21.97 11 Dec '20 36 21.50
22.00
P
C
0.971
1.048
12
7
2.26
2.65
4.91 21.00
23.00
P
C
0.991
1.069
108
1
2.25
2.67
4.92 (0.01) 0.01 1.01 0.01 -0.041
11 VXX 21.97 4 Dec '20 29 21.00
22.50
P
C
0.939
1.030
136
34
1.73
2.19
3.92 20.50
23.00
P
C
0.962
1.049
102
184
1.71
2.24
3.95 (0.03) 0.03 0.53 0.06 -0.043
12 VXX 21.97 4 Dec '20 29 21.00
22.00
P
C
0.939
1.004
136
97
1.73
2.38
4.11 20.50
22.50
P
C
0.962
1.030
102
34
1.71
2.39
4.10 0.01 -0.01 0.49 -0.02 -0.049
13 VXX 21.97 4 Dec '20 29 21.00
22.00
P
C
0.939
1.004
136
97
1.73
2.38
4.11 20.50
23.00
P
C
0.962
1.049
102
184
1.71
2.24
3.95 0.16 -0.16 0.84 -0.19 -0.068
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