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Data is delayed from November 4, 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 XLF 24.56 6 Nov '20 2 24.00 0.319 0.66 8,495 23.50 0.576 1.00 40 -0.34 0.50 3.12 0.26
2 XLF 24.56 13 Nov '20 9 24.50 0.319 0.56 388 24.00 0.380 0.77 50 -0.21 0.50 1.72 0.06
3 XLF 24.56 11 Dec '20 37 24.50 0.289 0.99 0 24.00 0.306 1.12 1 -0.13 0.50 1.35 0.02
4 XLF 24.56 20 Nov '20 16 24.50 0.312 0.71 3,332 24.00 0.327 0.93 142 -0.22 0.50 1.79 0.01
5 XLF 24.56 13 Nov '20 9 24.00 0.380 0.94 50 23.50 0.392 1.07 0 -0.13 0.50 1.35 0.01
6 XLF 24.56 27 Nov '20 23 24.50 0.291 0.77 10 24.00 0.303 1.02 42 -0.25 0.50 2.00 0.01
7 XLF 24.56 13 Nov '20 9 25.00 0.308 0.33 11,703 24.50 0.319 0.48 388 -0.15 0.50 1.43 0.01
8 XLF 24.56 20 Nov '20 16 25.00 0.302 0.47 4,263 24.50 0.312 0.63 3,332 -0.16 0.50 1.47 0.01
9 XLF 24.56 4 Dec '20 30 25.00 0.286 0.63 31 24.50 0.296 0.82 244 -0.19 0.50 1.61 0.01
10 XLF 24.56 11 Dec '20 37 25.50 0.284 0.54 2 25.00 0.293 0.63 8 -0.09 0.50 1.22 0.01
11 XLF 24.56 4 Dec '20 30 25.50 0.277 0.44 11 25.00 0.286 0.59 31 -0.15 0.50 1.43 0.01
12 XLF 24.56 27 Nov '20 23 25.00 0.286 0.52 128 24.50 0.291 0.72 10 -0.20 0.50 1.67 0.01
13 XLF 24.56 27 Nov '20 23 25.50 0.280 0.35 1 25.00 0.286 0.49 128 -0.14 0.50 1.39 0.01
14 XLF 24.56 20 Nov '20 16 24.00 0.327 1.02 142 23.50 0.331 1.27 8 -0.25 0.50 2.00 0.00
15 XLF 24.56 11 Dec '20 37 24.00 0.306 1.35 1 23.50 0.310 1.52 0 -0.17 0.50 1.52 0.00
16 XLF 24.56 4 Dec '20 30 24.50 0.296 0.87 244 24.00 0.299 1.11 0 -0.24 0.50 1.92 0.00
17 XLF 24.56 20 Nov '20 16 25.50 0.302 0.29 1,667 25.00 0.302 0.41 4,263 -0.12 0.50 1.32 -0.00
18 XLF 24.56 27 Nov '20 23 24.00 0.303 1.08 42 23.50 0.301 1.25 1 -0.17 0.50 1.52 -0.00
19 XLF 24.56 4 Dec '20 30 24.00 0.299 1.17 0 23.50 0.296 1.33 0 -0.16 0.50 1.47 -0.00
20 XLF 24.56 11 Dec '20 37 25.00 0.293 0.73 8 24.50 0.289 0.87 0 -0.14 0.50 1.39 -0.00
21 XLF 24.56 13 Nov '20 9 25.50 0.315 0.18 23,622 25.00 0.308 0.27 11,703 -0.09 0.50 1.22 -0.01
22 XLF 24.56 6 Nov '20 2 24.50 0.337 0.30 10,748 24.00 0.319 0.56 8,495 -0.26 0.50 2.08 -0.02
23 XLF 24.56 6 Nov '20 2 25.00 0.360 0.11 1,195 24.50 0.337 0.25 10,748 -0.14 0.50 1.39 -0.02
24 XLF 24.56 6 Nov '20 2 25.50 0.412 0.05 3,306 25.00 0.360 0.08 1,195 -0.03 0.50 1.06 -0.05
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