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Data is delayed from October 2, 2020. 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 IMMU 85.08 16 Oct '20 14 60.00 1.133 26.10 0 55.00 1.910 29.60 0 -3.50 5.00 3.33 0.78
2 IMMU 85.08 9 Oct '20 7 60.00 1.584 26.30 0 55.00 2.349 29.50 0 -3.20 5.00 2.78 0.77
3 IMMU 85.08 20 Nov '20 49 55.00 0.888 31.90 55 50.00 1.278 35.50 1 -3.60 5.00 3.57 0.39
4 IMMU 85.08 20 Nov '20 49 60.00 0.659 26.50 0 55.00 0.888 30.10 55 -3.60 5.00 3.57 0.23
5 IMMU 85.08 15 Jan '21 105 65.00 0.416 22.10 2 60.00 0.576 25.20 0 -3.10 5.00 2.63 0.16
6 IMMU 85.08 9 Oct '20 7 86.00 0.140 0.40 21 85.00 0.273 0.85 21 -0.45 1.00 1.82 0.13
7 IMMU 85.08 19 Feb '21 140 65.00 0.382 22.60 0 60.00 0.499 25.40 0 -2.80 5.00 2.27 0.12
8 IMMU 85.08 21 Jan '22 476 60.00 0.226 27.00 0 55.00 0.336 30.20 2 -3.20 5.00 2.78 0.11
9 IMMU 85.08 19 Feb '21 140 60.00 0.499 27.90 0 55.00 0.591 30.00 1 -2.10 5.00 1.72 0.09
10 IMMU 85.08 15 Jan '21 105 55.00 0.640 32.20 0 50.00 0.712 34.80 0 -2.60 5.00 2.08 0.07
11 IMMU 85.08 15 Jan '21 105 60.00 0.576 27.10 0 55.00 0.640 29.70 0 -2.60 5.00 2.08 0.06
12 IMMU 85.08 19 Feb '21 140 55.00 0.591 32.00 1 50.00 0.648 34.90 0 -2.90 5.00 2.38 0.06
13 IMMU 85.08 21 Jan '22 476 55.00 0.336 32.90 2 50.00 0.392 36.00 20 -3.10 5.00 2.63 0.06
14 IMMU 85.08 21 Jan '22 476 65.00 0.254 23.00 0 60.00 0.226 24.80 0 -1.80 5.00 1.56 -0.03
15 IMMU 85.08 20 Nov '20 49 65.00 0.713 22.20 0 60.00 0.659 24.80 0 -2.60 5.00 2.08 -0.05
16 IMMU 85.08 9 Oct '20 7 55.00 2.349 31.10 0 50.00 2.129 34.80 0 -3.70 5.00 3.85 -0.22
17 IMMU 85.08 16 Oct '20 14 55.00 1.910 32.00 0 50.00 1.452 34.90 2 -2.90 5.00 2.38 -0.46
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