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Data is delayed from September 24, 2024. 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 SPX 5732.93 20 Dec '24 87 5735.00 0.158 183.90 1 5730.00 0.161 189.60 4 -5.70 5.00 -7.14 0.00
2 SPX 5732.93 27 Sep '24 3 5730.00 0.111 24.90 1,165 5725.00 0.114 27.70 1,416 -2.80 5.00 2.27 0.00
3 SPX 5732.93 18 Oct '24 24 5735.00 0.128 74.90 26 5730.00 0.131 78.50 97 -3.60 5.00 3.57 0.00
4 SPX 5732.93 20 Dec '24 87 5735.00 0.158 183.90 1 5730.00 0.161 188.80 5 -4.90 5.00 50.00 0.00
5 SPX 5732.93 18 Oct '24 24 5740.00 0.127 71.80 10 5735.00 0.129 75.30 77 -3.50 5.00 3.33 0.00
6 SPX 5732.93 18 Oct '24 24 5725.00 0.130 81.50 326 5720.00 0.133 85.00 52 -3.50 5.00 3.33 0.00
7 SPX 5732.93 18 Oct '24 24 5730.00 0.129 78.30 87 5725.00 0.132 81.70 166 -3.40 5.00 3.12 0.00
8 SPX 5732.93 26 Sep '24 2 5725.00 0.103 21.80 634 5720.00 0.105 24.90 885 -3.10 5.00 2.63 0.00
9 SPX 5732.93 21 Feb '25 150 5725.00 0.159 262.90 2 5720.00 0.161 267.50 2 -4.60 5.00 12.50 0.00
10 SPX 5732.93 21 Mar '25 178 5730.00 0.157 289.10 8 5725.00 0.159 293.70 1 -4.60 5.00 12.50 0.00
11 SPX 5732.93 21 Feb '25 150 5730.00 0.158 259.60 70 5725.00 0.161 264.00 0 -4.40 5.00 8.33 0.00
12 SPX 5732.93 30 Sep '24 6 5730.00 0.097 30.10 316 5725.00 0.099 33.00 1,955 -2.90 5.00 2.38 0.00
13 SPX 5732.93 30 Sep '24 6 5740.00 0.093 24.20 568 5735.00 0.095 26.80 450 -2.60 5.00 2.08 0.00
14 SPX 5732.93 26 Sep '24 2 5730.00 0.101 18.70 1,037 5725.00 0.103 21.50 634 -2.80 5.00 2.27 0.00
15 SPX 5732.93 27 Sep '24 3 5725.00 0.114 28.00 1,416 5720.00 0.116 31.00 817 -3.00 5.00 2.50 0.00
16 SPX 5732.93 2 Oct '24 8 5725.00 0.107 40.80 90 5720.00 0.109 43.60 17 -2.80 5.00 2.27 0.00
17 SPX 5732.93 3 Oct '24 9 5725.00 0.112 44.50 76 5720.00 0.113 47.30 26 -2.80 5.00 2.27 0.00
18 SPX 5732.93 30 Sep '24 6 5735.00 0.095 27.10 450 5730.00 0.097 29.80 316 -2.70 5.00 2.17 0.00
19 SPX 5732.93 1 Oct '24 7 5730.00 0.103 34.30 415 5725.00 0.104 37.00 251 -2.70 5.00 2.17 0.00
20 SPX 5732.93 30 Sep '24 6 5725.00 0.099 33.40 1,955 5720.00 0.101 36.30 504 -2.90 5.00 2.38 0.00
21 SPX 5732.93 1 Oct '24 7 5725.00 0.104 37.40 251 5720.00 0.106 40.20 197 -2.80 5.00 2.27 0.00
22 SPX 5732.93 15 Nov '24 52 5740.00 0.157 135.70 10 5735.00 0.159 138.80 12 -3.10 5.00 2.63 0.00
23 SPX 5732.93 15 Nov '24 52 5730.00 0.159 142.40 14 5725.00 0.161 144.30 56 -1.90 5.00 1.61 0.00
24 SPX 5732.93 15 Nov '24 52 5730.00 0.159 142.40 14 5725.00 0.160 145.20 11 -2.80 5.00 2.27 0.00
25 SPX 5732.93 15 Nov '24 52 5735.00 0.158 139.20 0 5730.00 0.160 142.00 34 -2.80 5.00 2.27 0.00
26 SPX 5732.93 3 Oct '24 9 5730.00 0.110 41.40 178 5725.00 0.112 44.00 76 -2.60 5.00 2.08 0.00
27 SPX 5732.93 4 Oct '24 10 5730.00 0.127 50.00 160 5725.00 0.129 52.70 266 -2.70 5.00 2.17 0.00
28 SPX 5732.93 18 Oct '24 24 5735.00 0.128 74.90 26 5730.00 0.129 77.40 87 -2.50 5.00 2.00 0.00
29 SPX 5732.93 11 Oct '24 17 5730.00 0.131 66.60 513 5725.00 0.132 69.30 819 -2.70 5.00 2.17 0.00
30 SPX 5732.93 4 Oct '24 10 5725.00 0.129 53.10 266 5720.00 0.130 55.80 564 -2.70 5.00 2.17 0.00
31 SPX 5732.93 2 Oct '24 8 5730.00 0.106 37.70 23 5725.00 0.107 40.30 90 -2.60 5.00 2.08 0.00
32 SPX 5732.93 20 Dec '24 87 5725.00 0.161 193.10 72 5720.00 0.163 196.30 14 -3.20 5.00 2.78 0.00
33 SPX 5732.93 18 Oct '24 24 5735.00 0.129 75.80 77 5730.00 0.131 78.50 97 -2.70 5.00 2.17 0.00
34 SPX 5732.93 18 Oct '24 24 5725.00 0.132 82.20 166 5720.00 0.133 85.00 52 -2.80 5.00 2.27 0.00
35 SPX 5732.93 20 Dec '24 87 5735.00 0.160 186.50 2 5730.00 0.161 189.60 4 -3.10 5.00 2.63 0.00
36 SPX 5732.93 18 Oct '24 24 5725.00 0.130 81.50 326 5720.00 0.131 83.80 249 -2.30 5.00 1.85 0.00
37 SPX 5732.93 17 Jan '25 115 5725.00 0.162 227.60 0 5720.00 0.163 230.60 1 -3.00 5.00 2.50 0.00
38 SPX 5732.93 11 Oct '24 17 5725.00 0.132 69.80 819 5720.00 0.133 72.50 19 -2.70 5.00 2.17 0.00
39 SPX 5732.93 18 Oct '24 24 5740.00 0.128 72.70 8 5735.00 0.129 75.30 77 -2.60 5.00 2.08 0.00
40 SPX 5732.93 25 Oct '24 31 5730.00 0.135 92.50 21 5725.00 0.136 95.20 15 -2.70 5.00 2.17 0.00
41 SPX 5732.93 20 Dec '24 87 5730.00 0.161 189.80 5 5725.00 0.162 192.90 23 -3.10 5.00 2.63 0.00
42 SPX 5732.93 17 Jan '25 115 5730.00 0.161 224.50 0 5725.00 0.163 227.20 0 -2.70 5.00 2.17 0.00
43 SPX 5732.93 18 Oct '24 24 5740.00 0.127 71.80 10 5735.00 0.128 74.20 26 -2.40 5.00 1.92 0.00
44 SPX 5732.93 18 Oct '24 24 5730.00 0.131 79.00 97 5725.00 0.132 81.70 166 -2.70 5.00 2.17 0.00
45 SPX 5732.93 25 Oct '24 31 5725.00 0.136 95.80 15 5720.00 0.137 98.50 6 -2.70 5.00 2.17 0.00
46 SPX 5732.93 31 Oct '24 37 5730.00 0.135 101.70 25 5725.00 0.136 104.50 133 -2.80 5.00 2.27 0.00
47 SPX 5732.93 31 Oct '24 37 5735.00 0.134 98.50 22 5730.00 0.135 101.20 25 -2.70 5.00 2.17 0.00
48 SPX 5732.93 18 Oct '24 24 5730.00 0.129 78.30 87 5725.00 0.130 80.50 326 -2.20 5.00 1.79 0.00
49 SPX 5732.93 15 Nov '24 52 5740.00 0.157 135.70 10 5735.00 0.158 137.90 0 -2.20 5.00 1.79 0.00
50 SPX 5732.93 31 Oct '24 37 5740.00 0.133 95.30 24 5735.00 0.134 97.90 22 -2.60 5.00 2.08 0.00
51 SPX 5732.93 31 Oct '24 37 5725.00 0.136 105.00 133 5720.00 0.137 107.80 2 -2.80 5.00 2.27 0.00
52 SPX 5732.93 15 Nov '24 52 5730.00 0.160 142.50 34 5725.00 0.161 144.30 56 -1.80 5.00 1.56 0.00
53 SPX 5732.93 15 Nov '24 52 5725.00 0.160 145.80 11 5720.00 0.161 148.50 3 -2.70 5.00 2.17 0.00
54 SPX 5732.93 31 Dec '24 98 5735.00 0.158 198.00 1 5730.00 0.159 200.30 12 -2.30 5.00 1.85 0.00
55 SPX 5732.93 15 Nov '24 52 5740.00 0.158 136.10 14 5735.00 0.159 138.80 12 -2.70 5.00 2.17 0.00
56 SPX 5732.93 15 Nov '24 52 5730.00 0.160 142.50 34 5725.00 0.160 145.20 11 -2.70 5.00 2.17 0.00
57 SPX 5732.93 15 Nov '24 52 5735.00 0.159 139.30 12 5730.00 0.160 142.00 34 -2.70 5.00 2.17 0.00
58 SPX 5732.93 15 Nov '24 52 5735.00 0.158 139.20 0 5730.00 0.159 141.10 14 -1.90 5.00 1.61 0.00
59 SPX 5732.93 15 Nov '24 52 5725.00 0.161 145.60 56 5720.00 0.161 148.50 3 -2.90 5.00 2.38 0.00
60 SPX 5732.93 20 Dec '24 87 5725.00 0.162 193.50 23 5720.00 0.163 196.30 14 -2.80 5.00 2.27 0.00
61 SPX 5732.93 29 Nov '24 66 5730.00 0.159 161.30 1 5725.00 0.160 163.90 2 -2.60 5.00 2.08 0.00
62 SPX 5732.93 29 Nov '24 66 5740.00 0.157 154.80 2 5735.00 0.158 157.30 1 -2.50 5.00 2.00 0.00
63 SPX 5732.93 29 Nov '24 66 5725.00 0.160 164.60 2 5720.00 0.161 167.20 5 -2.60 5.00 2.08 0.00
64 SPX 5732.93 29 Nov '24 66 5735.00 0.158 158.10 1 5730.00 0.159 160.60 1 -2.50 5.00 2.00 0.00
65 SPX 5732.93 31 Dec '24 98 5725.00 0.160 204.50 21 5720.00 0.160 207.00 2 -2.50 5.00 2.00 0.00
66 SPX 5732.93 17 Jan '25 115 5725.00 0.162 227.60 0 5720.00 0.163 229.50 0 -1.90 5.00 1.61 0.00
67 SPX 5732.93 20 Dec '24 87 5740.00 0.159 183.20 19 5735.00 0.160 185.50 2 -2.30 5.00 1.85 0.00
68 SPX 5732.93 20 Dec '24 87 5725.00 0.161 193.10 72 5720.00 0.162 195.50 4 -2.40 5.00 1.92 0.00
69 SPX 5732.93 20 Dec '24 87 5735.00 0.160 186.50 2 5730.00 0.161 188.80 5 -2.30 5.00 1.85 0.00
70 SPX 5732.93 20 Dec '24 87 5730.00 0.161 189.80 5 5725.00 0.161 192.10 72 -2.30 5.00 1.85 0.00
71 SPX 5732.93 17 Jan '25 115 5725.00 0.163 228.00 0 5720.00 0.163 230.60 1 -2.60 5.00 2.08 0.00
72 SPX 5732.93 20 Dec '24 87 5730.00 0.161 190.10 4 5725.00 0.162 192.90 23 -2.80 5.00 2.27 0.00
73 SPX 5732.93 31 Dec '24 98 5730.00 0.159 201.20 12 5725.00 0.160 203.60 21 -2.40 5.00 1.92 0.00
74 SPX 5732.93 17 Jan '25 115 5730.00 0.162 224.70 0 5725.00 0.163 227.20 0 -2.50 5.00 2.00 0.00
75 SPX 5732.93 31 Jan '25 129 5730.00 0.162 241.10 0 5725.00 0.163 243.50 0 -2.40 5.00 1.92 0.00
76 SPX 5732.93 31 Jan '25 129 5725.00 0.163 244.50 0 5720.00 0.163 246.90 1 -2.40 5.00 1.92 0.00
77 SPX 5732.93 17 Jan '25 115 5730.00 0.161 224.50 0 5725.00 0.162 226.20 0 -1.70 5.00 1.52 0.00
78 SPX 5732.93 21 Feb '25 150 5725.00 0.161 265.80 0 5720.00 0.161 267.50 2 -1.70 5.00 1.52 0.00
79 SPX 5732.93 21 Feb '25 150 5730.00 0.160 262.40 8 5725.00 0.161 264.00 0 -1.60 5.00 1.47 0.00
80 SPX 5732.93 28 Feb '25 157 5730.00 0.160 270.30 0 5725.00 0.161 272.60 0 -2.30 5.00 1.85 0.00
81 SPX 5732.93 31 Dec '24 98 5740.00 0.158 194.50 12 5735.00 0.158 197.00 1 -2.50 5.00 2.00 0.00
82 SPX 5732.93 21 Feb '25 150 5730.00 0.158 259.60 70 5725.00 0.159 261.90 2 -2.30 5.00 1.85 0.00
83 SPX 5732.93 31 Mar '25 188 5730.00 0.157 300.80 0 5725.00 0.158 303.00 0 -2.20 5.00 1.79 0.00
84 SPX 5732.93 31 Mar '25 188 5725.00 0.158 304.20 0 5720.00 0.158 306.40 8 -2.20 5.00 1.79 0.00
85 SPX 5732.93 15 Nov '24 52 5740.00 0.158 136.10 14 5735.00 0.158 137.90 0 -1.80 5.00 1.56 0.00
86 SPX 5732.93 20 Dec '24 87 5725.00 0.162 193.50 23 5720.00 0.162 195.50 4 -2.00 5.00 1.67 0.00
87 SPX 5732.93 15 Nov '24 52 5735.00 0.159 139.30 12 5730.00 0.159 141.10 14 -1.80 5.00 1.56 0.00
88 SPX 5732.93 15 Nov '24 52 5725.00 0.160 145.80 11 5720.00 0.161 147.60 31 -1.80 5.00 1.56 0.00
89 SPX 5732.93 20 Dec '24 87 5730.00 0.161 190.10 4 5725.00 0.161 192.10 72 -2.00 5.00 1.67 0.00
90 SPX 5732.93 20 Dec '24 87 5740.00 0.160 183.60 0 5735.00 0.160 185.50 2 -1.90 5.00 1.61 0.00
91 SPX 5732.93 17 Jan '25 115 5725.00 0.163 228.00 0 5720.00 0.163 229.50 0 -1.50 5.00 1.43 0.00
92 SPX 5732.93 15 Nov '24 52 5725.00 0.161 145.60 56 5720.00 0.161 147.60 31 -2.00 5.00 1.67 0.00
93 SPX 5732.93 17 Jan '25 115 5730.00 0.162 224.70 0 5725.00 0.162 226.20 0 -1.50 5.00 1.43 0.00
94 SPX 5732.93 18 Oct '24 24 5735.00 0.129 75.80 77 5730.00 0.129 77.40 87 -1.60 5.00 1.47 -0.00
95 SPX 5732.93 18 Oct '24 24 5725.00 0.132 82.20 166 5720.00 0.131 83.80 249 -1.60 5.00 1.47 -0.00
96 SPX 5732.93 18 Oct '24 24 5730.00 0.131 79.00 97 5725.00 0.130 80.50 326 -1.50 5.00 1.43 -0.00
97 SPX 5732.93 18 Oct '24 24 5740.00 0.128 72.70 8 5735.00 0.128 74.20 26 -1.50 5.00 1.43 -0.00
98 SPX 5732.93 20 Dec '24 87 5740.00 0.159 183.20 19 5735.00 0.158 183.30 1 -0.10 5.00 1.02 -0.00
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