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Data is delayed from September 28, 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 NDX 11364.50 2 Oct '20 4 11375.00 0.334 156.10 2 11350.00 0.339 165.90 13 -9.80 25.00 1.64 0.00
2 NDX 11364.50 2 Oct '20 4 11325.00 0.343 187.90 15 11300.00 0.347 193.60 15 -5.70 25.00 1.30 0.00
3 NDX 11364.50 2 Oct '20 4 11350.00 0.339 170.40 13 11325.00 0.343 178.20 15 -7.80 25.00 1.45 0.00
4 NDX 11364.50 5 Oct '20 7 11400.00 0.286 165.40 1 11375.00 0.290 170.90 2 -5.50 25.00 1.28 0.00
5 NDX 11364.50 2 Oct '20 4 11400.00 0.331 142.40 13 11375.00 0.334 150.80 2 -8.40 25.00 1.51 0.00
6 NDX 11364.50 5 Oct '20 7 11325.00 0.296 212.40 10 11300.00 0.299 214.40 8 -2.00 25.00 1.09 0.00
7 NDX 11364.50 9 Oct '20 11 11400.00 0.302 222.90 12 11375.00 0.305 231.90 3 -9.00 25.00 1.56 0.00
8 NDX 11364.50 5 Oct '20 7 11350.00 0.293 197.40 0 11325.00 0.296 199.20 10 -1.80 25.00 1.08 0.00
9 NDX 11364.50 12 Oct '20 14 11375.00 0.288 256.30 0 11350.00 0.291 260.00 0 -3.70 25.00 1.17 0.00
10 NDX 11364.50 9 Oct '20 11 11375.00 0.305 237.90 3 11350.00 0.307 246.20 3 -8.30 25.00 1.50 0.00
11 NDX 11364.50 5 Oct '20 7 11375.00 0.290 183.50 2 11350.00 0.293 184.70 0 -1.20 25.00 1.05 0.00
12 NDX 11364.50 9 Oct '20 11 11325.00 0.310 267.70 15 11300.00 0.312 274.00 3 -6.30 25.00 1.34 0.00
13 NDX 11364.50 12 Oct '20 14 11350.00 0.291 270.60 0 11325.00 0.293 274.50 0 -3.90 25.00 1.18 0.00
14 NDX 11364.50 7 Oct '20 9 11400.00 0.295 195.80 5 11375.00 0.298 202.10 1 -6.30 25.00 1.34 0.00
15 NDX 11364.50 9 Oct '20 11 11350.00 0.307 252.10 3 11325.00 0.310 259.40 15 -7.30 25.00 1.41 0.00
16 NDX 11364.50 14 Oct '20 16 11325.00 0.300 309.30 2 11300.00 0.302 314.40 2 -5.10 25.00 1.26 0.00
17 NDX 11364.50 16 Oct '20 18 11375.00 0.297 296.70 0 11350.00 0.299 305.40 0 -8.70 25.00 1.53 0.00
18 NDX 11364.50 15 Jan '21 109 11350.00 0.328 825.70 0 11325.00 0.330 829.60 0 -3.90 25.00 1.18 0.00
19 NDX 11364.50 16 Oct '20 18 11325.00 0.301 325.30 64 11300.00 0.303 332.90 104 -7.60 25.00 1.44 0.00
20 NDX 11364.50 23 Oct '20 25 11350.00 0.310 379.50 0 11325.00 0.312 385.40 0 -5.90 25.00 1.31 0.00
21 NDX 11364.50 16 Oct '20 18 11350.00 0.299 311.00 0 11325.00 0.301 319.90 64 -8.90 25.00 1.55 0.00
22 NDX 11364.50 23 Oct '20 25 11325.00 0.312 394.30 0 11300.00 0.314 400.10 0 -5.80 25.00 1.30 0.00
23 NDX 11364.50 23 Oct '20 25 11400.00 0.307 351.40 1 11375.00 0.309 356.80 0 -5.40 25.00 1.28 0.00
24 NDX 11364.50 23 Oct '20 25 11375.00 0.309 365.20 0 11350.00 0.310 371.00 0 -5.80 25.00 1.30 0.00
25 NDX 11364.50 26 Oct '20 28 11325.00 0.305 408.90 0 11300.00 0.307 411.00 0 -2.10 25.00 1.09 0.00
26 NDX 11364.50 26 Oct '20 28 11350.00 0.304 394.30 0 11325.00 0.305 396.30 0 -2.00 25.00 1.09 0.00
27 NDX 11364.50 26 Oct '20 28 11400.00 0.300 366.00 4 11375.00 0.302 367.80 0 -1.80 25.00 1.08 0.00
28 NDX 11364.50 26 Oct '20 28 11375.00 0.302 380.00 0 11350.00 0.304 381.90 0 -1.90 25.00 1.08 0.00
29 NDX 11364.50 16 Oct '20 18 11400.00 0.295 282.50 98 11375.00 0.297 291.10 0 -8.60 25.00 1.52 0.00
30 NDX 11364.50 14 Oct '20 16 11400.00 0.294 264.60 2 11375.00 0.296 270.90 0 -6.30 25.00 1.34 0.00
31 NDX 11364.50 30 Oct '20 32 11400.00 0.316 411.90 0 11375.00 0.318 416.90 1 -5.00 25.00 1.25 0.00
32 NDX 11364.50 12 Oct '20 14 11325.00 0.293 285.30 0 11300.00 0.295 288.10 0 -2.80 25.00 1.13 0.00
33 NDX 11364.50 30 Oct '20 32 11325.00 0.321 454.70 0 11300.00 0.323 460.00 0 -5.30 25.00 1.27 0.00
34 NDX 11364.50 12 Oct '20 14 11400.00 0.286 239.70 4 11375.00 0.288 244.50 0 -4.80 25.00 1.24 0.00
35 NDX 11364.50 20 Nov '20 53 11375.00 0.344 593.80 0 11350.00 0.345 598.10 0 -4.30 25.00 1.21 0.00
36 NDX 11364.50 20 Nov '20 53 11350.00 0.345 607.60 0 11325.00 0.346 612.20 2 -4.60 25.00 1.23 0.00
37 NDX 11364.50 20 Nov '20 53 11400.00 0.343 579.90 3 11375.00 0.344 583.80 0 -3.90 25.00 1.18 0.00
38 NDX 11364.50 20 Nov '20 53 11325.00 0.346 621.80 2 11300.00 0.348 626.10 22 -4.30 25.00 1.21 0.00
39 NDX 11364.50 18 Dec '20 81 11350.00 0.339 735.30 0 11325.00 0.340 741.00 1 -5.70 25.00 1.30 0.00
40 NDX 11364.50 18 Dec '20 81 11325.00 0.340 749.40 1 11300.00 0.341 755.20 7 -5.80 25.00 1.30 0.00
41 NDX 11364.50 18 Dec '20 81 11400.00 0.337 707.60 1 11375.00 0.338 713.00 0 -5.40 25.00 1.28 0.00
42 NDX 11364.50 18 Dec '20 81 11375.00 0.338 721.40 0 11350.00 0.339 726.90 0 -5.50 25.00 1.28 0.00
43 NDX 11364.50 15 Jan '21 109 11400.00 0.327 798.10 1 11375.00 0.328 801.70 0 -3.60 25.00 1.17 0.00
44 NDX 11364.50 15 Jan '21 109 11325.00 0.330 840.00 0 11300.00 0.331 843.50 1 -3.50 25.00 1.16 0.00
45 NDX 11364.50 15 Jan '21 109 11375.00 0.328 811.90 0 11350.00 0.328 815.20 0 -3.30 25.00 1.15 -0.00
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