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Data is delayed from April 3, 2024. You can get started for free to get the latest data.
# Stock Stock
Price		 Expiry Days Long Put Short Put Debit Spread Spread
Ratio		 Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 VXX 13.37 26 Apr '24 23 14.00 0.606 1.49 0 13.50 0.614 0.80 12 0.69 0.50 0.72 0.01
2 VXX 13.37 5 Apr '24 2 13.00 0.620 0.11 3,184 12.50 0.590 0.01 461 0.10 0.50 5.00 -0.03
3 VXX 13.37 12 Apr '24 9 13.50 0.538 0.60 1,350 13.00 0.508 0.20 603 0.40 0.50 1.25 -0.03
4 VXX 13.37 12 Apr '24 9 12.50 0.463 0.11 260 12.00 0.431 0.01 58 0.10 0.50 5.00 -0.03
5 VXX 13.37 19 Apr '24 16 12.50 0.474 0.21 312 12.00 0.442 0.05 14 0.16 0.50 3.13 -0.03
6 VXX 13.37 19 Apr '24 16 13.00 0.515 0.45 1,942 12.50 0.474 0.16 312 0.29 0.50 1.72 -0.04
7 VXX 13.37 12 Apr '24 9 13.00 0.508 0.30 603 12.50 0.463 0.07 260 0.23 0.50 2.17 -0.04
8 VXX 13.37 26 Apr '24 23 13.00 0.554 0.60 37 12.50 0.498 0.11 8 0.49 0.50 1.02 -0.06
9 VXX 13.37 26 Apr '24 23 13.50 0.614 0.93 12 13.00 0.554 0.35 37 0.58 0.50 0.86 -0.06
10 VXX 13.37 19 Apr '24 16 13.50 0.583 0.81 110 13.00 0.515 0.37 1,942 0.44 0.50 1.14 -0.07
11 VXX 13.37 19 Apr '24 16 14.00 0.651 1.15 49 13.50 0.583 0.65 110 0.50 0.50 1.00 -0.07
12 VXX 13.37 5 Apr '24 2 13.50 0.706 0.36 2,114 13.00 0.620 0.07 3,184 0.29 0.50 1.72 -0.09
13 VXX 13.37 12 Apr '24 9 14.00 0.692 0.98 359 13.50 0.538 0.50 1,350 0.48 0.50 1.04 -0.15
14 VXX 13.37 5 Apr '24 2 14.00 0.986 0.82 1,069 13.50 0.706 0.26 2,114 0.56 0.50 0.89 -0.28
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