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Data is delayed from February 9, 2021. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 F 11.93 12 Feb '21 3 11.50 0.474 0.49 32,069 11.00 0.566 0.92 6,655 -0.43 0.50 7.14 0.09
2 F 11.93 26 Mar '21 45 11.50 0.545 1.13 1,004 11.00 0.554 1.41 141 -0.28 0.50 2.27 0.01
3 F 11.93 12 Mar '21 31 11.50 0.533 0.97 313 11.00 0.538 1.24 341 -0.27 0.50 2.17 0.01
4 F 11.93 26 Mar '21 45 12.50 0.561 0.71 664 12.00 0.561 0.90 1,477 -0.19 0.50 1.61 0.00
5 F 11.93 5 Mar '21 24 11.00 0.516 1.19 635 10.50 0.514 1.53 278 -0.34 0.50 3.12 -0.00
6 F 11.93 26 Mar '21 45 11.00 0.554 1.44 141 10.50 0.551 1.73 37 -0.29 0.50 2.38 -0.00
7 F 11.93 12 Mar '21 31 12.50 0.551 0.56 503 12.00 0.547 0.72 958 -0.16 0.50 1.47 -0.00
8 F 11.93 12 Mar '21 31 11.00 0.538 1.31 341 10.50 0.527 1.58 40 -0.27 0.50 2.17 -0.01
9 F 11.93 12 Mar '21 31 12.00 0.547 0.73 958 11.50 0.533 0.95 313 -0.22 0.50 1.79 -0.01
10 F 11.93 5 Mar '21 24 12.00 0.551 0.65 2,689 11.50 0.536 0.85 1,189 -0.20 0.50 1.67 -0.02
11 F 11.93 19 Feb '21 10 12.50 0.521 0.20 48,518 12.00 0.505 0.36 54,415 -0.16 0.50 1.47 -0.02
12 F 11.93 26 Mar '21 45 12.00 0.561 0.91 1,477 11.50 0.545 1.12 1,004 -0.21 0.50 1.72 -0.02
13 F 11.93 5 Mar '21 24 12.50 0.568 0.47 1,080 12.00 0.551 0.63 2,689 -0.16 0.50 1.47 -0.02
14 F 11.93 26 Feb '21 17 11.50 0.502 0.76 2,761 11.00 0.484 1.05 1,088 -0.29 0.50 2.38 -0.02
15 F 11.93 19 Feb '21 10 12.00 0.505 0.37 54,415 11.50 0.487 0.61 8,391 -0.24 0.50 1.92 -0.02
16 F 11.93 19 Feb '21 10 11.00 0.439 1.00 9,251 10.50 0.419 1.41 629 -0.41 0.50 5.56 -0.02
17 F 11.93 5 Mar '21 24 11.50 0.536 0.90 1,189 11.00 0.516 1.16 635 -0.26 0.50 2.08 -0.02
18 F 11.93 26 Feb '21 17 12.00 0.524 0.51 5,802 11.50 0.502 0.74 2,761 -0.23 0.50 1.85 -0.02
19 F 11.93 26 Feb '21 17 12.50 0.553 0.35 4,377 12.00 0.524 0.50 5,802 -0.15 0.50 1.43 -0.03
20 F 11.93 19 Feb '21 10 11.50 0.487 0.64 8,391 11.00 0.439 0.97 9,251 -0.33 0.50 2.94 -0.05
21 F 11.93 26 Feb '21 17 11.00 0.484 1.09 1,088 10.50 0.401 1.45 97 -0.36 0.50 3.57 -0.08
22 F 11.93 12 Feb '21 3 11.00 0.566 0.94 6,655 10.50 0.472 1.39 1,209 -0.45 0.50 10.00 -0.09
23 F 11.93 12 Feb '21 3 12.50 0.672 0.10 41,682 12.00 0.574 0.21 75,407 -0.11 0.50 1.28 -0.10
24 F 11.93 12 Feb '21 3 12.00 0.574 0.22 75,407 11.50 0.474 0.48 32,069 -0.26 0.50 2.08 -0.10
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