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Data is delayed from October 30, 2020. 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 XLF 23.86 6 Nov '20 7 23.00 0.499 0.33 188 22.50 0.536 0.18 330 0.15 0.50 3.33 0.04
2 XLF 23.86 13 Nov '20 14 23.00 0.439 0.47 294 22.50 0.471 0.31 22 0.16 0.50 3.13 0.03
3 XLF 23.86 6 Nov '20 7 24.00 0.437 0.68 241 23.50 0.469 0.42 587 0.26 0.50 1.92 0.03
4 XLF 23.86 6 Nov '20 7 23.50 0.469 0.46 587 23.00 0.499 0.28 188 0.18 0.50 2.78 0.03
5 XLF 23.86 13 Nov '20 14 24.50 0.387 1.13 25 24.00 0.411 0.79 132 0.34 0.50 1.47 0.02
6 XLF 23.86 27 Nov '20 28 24.50 0.341 1.33 0 24.00 0.361 0.98 66 0.35 0.50 1.43 0.02
7 XLF 23.86 20 Nov '20 21 23.00 0.416 0.59 964 22.50 0.436 0.40 305 0.19 0.50 2.63 0.02
8 XLF 23.86 20 Nov '20 21 24.50 0.364 1.24 106 24.00 0.384 0.93 381 0.31 0.50 1.61 0.02
9 XLF 23.86 13 Nov '20 14 23.50 0.420 0.63 365 23.00 0.439 0.42 294 0.21 0.50 2.38 0.02
10 XLF 23.86 27 Nov '20 28 23.00 0.393 0.67 171 22.50 0.412 0.48 11 0.19 0.50 2.63 0.02
11 XLF 23.86 4 Dec '20 35 24.00 0.351 1.15 5 23.50 0.370 0.87 109 0.28 0.50 1.79 0.02
12 XLF 23.86 20 Nov '20 21 24.00 0.384 0.98 381 23.50 0.401 0.71 222 0.27 0.50 1.85 0.02
13 XLF 23.86 27 Nov '20 28 23.50 0.376 0.85 231 23.00 0.393 0.62 171 0.23 0.50 2.17 0.02
14 XLF 23.86 4 Dec '20 35 23.50 0.370 0.95 109 23.00 0.386 0.71 1,222 0.24 0.50 2.08 0.02
15 XLF 23.86 27 Nov '20 28 24.00 0.361 1.07 66 23.50 0.376 0.78 231 0.29 0.50 1.72 0.02
16 XLF 23.86 20 Nov '20 21 23.50 0.401 0.77 222 23.00 0.416 0.54 964 0.23 0.50 2.17 0.02
17 XLF 23.86 4 Dec '20 35 23.00 0.386 0.77 1,222 22.50 0.400 0.54 0 0.23 0.50 2.17 0.01
18 XLF 23.86 13 Nov '20 14 24.00 0.411 0.85 132 23.50 0.420 0.59 365 0.26 0.50 1.92 0.01
19 XLF 23.86 4 Dec '20 35 24.50 0.343 1.44 0 24.00 0.351 1.07 5 0.37 0.50 1.35 0.01
20 XLF 23.86 6 Nov '20 7 24.50 0.438 0.98 26 24.00 0.437 0.62 241 0.36 0.50 1.39 -0.00
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