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Data is delayed from September 24, 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 SPY 443.96 1 Oct '21 7 444.00 0.116 2.84 13,217 443.00 0.121 3.46 16,878 -0.62 1.00 2.63 0.00
2 SPY 443.96 8 Oct '21 14 444.00 0.125 4.32 2,858 443.00 0.129 4.95 2,471 -0.63 1.00 2.70 0.00
3 SPY 443.96 6 Oct '21 12 444.00 0.118 3.78 439 443.00 0.122 4.40 566 -0.62 1.00 2.63 0.00
4 SPY 443.96 4 Oct '21 10 444.00 0.111 3.23 1,399 443.00 0.114 3.84 1,285 -0.61 1.00 2.56 0.00
5 SPY 443.96 11 Oct '21 17 444.00 0.121 4.62 676 443.00 0.125 5.24 205 -0.62 1.00 2.63 0.00
6 SPY 443.96 6 Oct '21 12 445.00 0.114 3.19 889 444.00 0.118 3.76 439 -0.57 1.00 2.33 0.00
7 SPY 443.96 13 Oct '21 19 444.00 0.126 5.10 93 443.00 0.130 5.73 165 -0.63 1.00 2.70 0.00
8 SPY 443.96 15 Oct '21 21 444.00 0.130 5.52 5,095 443.00 0.134 6.16 5,099 -0.64 1.00 2.78 0.00
9 SPY 443.96 8 Oct '21 14 445.00 0.121 3.72 2,303 444.00 0.125 4.30 2,858 -0.58 1.00 2.38 0.00
10 SPY 443.96 18 Oct '21 24 445.00 0.124 5.16 139 444.00 0.128 5.76 227 -0.60 1.00 2.50 0.00
11 SPY 443.96 13 Oct '21 19 445.00 0.123 4.48 39 444.00 0.126 5.07 93 -0.59 1.00 2.44 0.00
12 SPY 443.96 20 Oct '21 26 445.00 0.127 5.54 49 444.00 0.131 6.15 265 -0.61 1.00 2.56 0.00
13 SPY 443.96 22 Oct '21 28 445.00 0.130 5.91 462 444.00 0.134 6.54 337 -0.63 1.00 2.70 0.00
14 SPY 443.96 15 Oct '21 21 445.00 0.127 4.89 7,556 444.00 0.130 5.50 5,095 -0.61 1.00 2.56 0.00
15 SPY 443.96 4 Oct '21 10 445.00 0.107 2.66 1,670 444.00 0.111 3.21 1,399 -0.55 1.00 2.22 0.00
16 SPY 443.96 1 Oct '21 7 445.00 0.113 2.29 17,601 444.00 0.116 2.83 13,217 -0.54 1.00 2.17 0.00
17 SPY 443.96 18 Oct '21 24 444.00 0.128 5.79 227 443.00 0.131 6.42 180 -0.63 1.00 2.70 0.00
18 SPY 443.96 22 Oct '21 28 444.00 0.134 6.56 337 443.00 0.137 7.21 929 -0.65 1.00 2.86 0.00
19 SPY 443.96 11 Oct '21 17 445.00 0.118 4.01 722 444.00 0.121 4.59 676 -0.58 1.00 2.38 0.00
20 SPY 443.96 25 Oct '21 31 445.00 0.129 6.18 136 444.00 0.132 6.79 185 -0.61 1.00 2.56 0.00
21 SPY 443.96 20 Oct '21 26 444.00 0.131 6.18 265 443.00 0.134 6.81 173 -0.63 1.00 2.70 0.00
22 SPY 443.96 29 Oct '21 35 444.00 0.139 7.60 227 443.00 0.142 8.25 242 -0.65 1.00 2.86 0.00
23 SPY 443.96 25 Oct '21 31 444.00 0.132 6.83 185 443.00 0.136 7.46 2,607 -0.63 1.00 2.70 0.00
24 SPY 443.96 27 Oct '21 33 445.00 0.132 6.58 13 444.00 0.136 7.17 10 -0.59 1.00 2.44 0.00
25 SPY 443.96 27 Oct '21 33 444.00 0.136 7.23 10 443.00 0.139 7.84 23 -0.61 1.00 2.56 0.00
26 SPY 443.96 29 Oct '21 35 445.00 0.136 6.95 299 444.00 0.139 7.57 227 -0.62 1.00 2.63 0.00
27 SPY 443.96 5 Nov '21 42 444.00 0.145 8.68 61 443.00 0.147 9.32 1,529 -0.64 1.00 2.78 0.00
28 SPY 443.96 5 Nov '21 42 445.00 0.142 8.03 91 444.00 0.145 8.65 61 -0.62 1.00 2.63 0.00
29 SPY 443.96 8 Oct '21 14 442.50 0.131 5.32 1,711 442.00 0.134 5.60 1,112 -0.28 0.50 2.27 0.00
30 SPY 443.96 19 Nov '21 56 445.00 0.147 9.68 1,182 444.00 0.149 10.32 1,187 -0.64 1.00 2.78 0.00
31 SPY 443.96 1 Oct '21 7 443.00 0.121 3.47 16,878 442.50 0.123 3.78 3,966 -0.31 0.50 2.63 0.00
32 SPY 443.96 19 Nov '21 56 444.00 0.149 10.34 1,187 443.00 0.152 10.98 903 -0.64 1.00 2.78 0.00
33 SPY 443.96 1 Oct '21 7 442.50 0.123 3.83 3,966 442.00 0.126 4.13 5,607 -0.30 0.50 2.50 0.00
34 SPY 443.96 8 Oct '21 14 443.00 0.129 4.97 2,471 442.50 0.131 5.28 1,711 -0.31 0.50 2.63 0.00
35 SPY 443.96 17 Dec '21 84 445.00 0.153 12.53 2,813 444.00 0.155 13.15 2,435 -0.62 1.00 2.63 0.00
36 SPY 443.96 17 Dec '21 84 444.00 0.155 13.18 2,435 443.00 0.157 13.81 916 -0.63 1.00 2.70 0.00
37 SPY 443.96 31 Dec '21 98 445.00 0.154 13.65 38 444.00 0.156 14.26 100 -0.61 1.00 2.56 0.00
38 SPY 443.96 15 Oct '21 21 443.00 0.134 6.18 5,099 442.50 0.136 6.51 4,297 -0.33 0.50 2.94 0.00
39 SPY 443.96 31 Dec '21 98 444.00 0.156 14.30 100 443.00 0.158 14.92 28 -0.62 1.00 2.63 0.00
40 SPY 443.96 17 Jun '22 266 444.00 0.180 27.64 1 443.00 0.182 27.90 1 -0.26 1.00 1.35 0.00
41 SPY 443.96 15 Oct '21 21 442.50 0.136 6.52 4,297 442.00 0.138 6.85 5,329 -0.33 0.50 2.94 0.00
42 SPY 443.96 29 Oct '21 35 442.50 0.143 8.62 166 442.00 0.145 8.94 158 -0.32 0.50 2.78 0.00
43 SPY 443.96 21 Jan '22 119 444.00 0.161 16.29 206 443.00 0.163 16.89 56 -0.60 1.00 2.50 0.00
44 SPY 443.96 21 Jan '22 119 445.00 0.159 15.64 483 444.00 0.161 16.24 206 -0.60 1.00 2.50 0.00
45 SPY 443.96 29 Oct '21 35 443.00 0.142 8.28 242 442.50 0.143 8.59 166 -0.31 0.50 2.63 0.00
46 SPY 443.96 18 Feb '22 147 444.00 0.169 19.02 1 443.00 0.170 19.61 8 -0.59 1.00 2.44 0.00
47 SPY 443.96 18 Feb '22 147 445.00 0.167 18.38 15 444.00 0.169 18.96 1 -0.58 1.00 2.38 0.00
48 SPY 443.96 31 Mar '22 188 444.00 0.174 22.34 9 443.00 0.175 22.44 1 -0.10 1.00 1.11 0.00
49 SPY 443.96 18 Mar '22 175 444.00 0.174 21.50 32 443.00 0.175 21.73 11 -0.23 1.00 1.30 0.00
50 SPY 443.96 18 Mar '22 175 445.00 0.173 20.86 131 444.00 0.174 21.12 32 -0.26 1.00 1.35 0.00
51 SPY 443.96 17 Jun '22 266 445.00 0.180 27.00 32 444.00 0.180 27.26 1 -0.26 1.00 1.35 0.00
52 SPY 443.96 31 Mar '22 188 445.00 0.174 21.70 5 444.00 0.174 21.80 9 -0.10 1.00 1.11 -0.00
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