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Data is delayed from November 10, 2021. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 C 68.21 12 Nov '21 2 70.00 0.317 0.12 2,745 71.00 0.354 0.04 377 0.08 1.00 12.50 0.04
2 C 68.21 12 Nov '21 2 69.00 0.299 0.30 3,333 70.00 0.317 0.10 2,745 0.20 1.00 5.00 0.02
3 C 68.21 12 Nov '21 2 68.00 0.288 0.72 942 69.00 0.299 0.27 3,333 0.45 1.00 2.22 0.01
4 C 68.21 19 Nov '21 9 70.00 0.267 0.49 3,249 71.00 0.273 0.27 685 0.22 1.00 4.55 0.01
5 C 68.21 10 Dec '21 30 70.00 0.256 1.30 14 71.00 0.259 0.92 36 0.38 1.00 2.63 0.00
6 C 68.21 26 Nov '21 16 68.00 0.248 1.56 66 69.00 0.251 1.02 179 0.54 1.00 1.85 0.00
7 C 68.21 26 Nov '21 16 69.00 0.251 1.11 179 70.00 0.254 0.68 223 0.43 1.00 2.33 0.00
8 C 68.21 3 Dec '21 23 70.00 0.253 1.04 264 71.00 0.255 0.68 40 0.36 1.00 2.78 0.00
9 C 68.21 3 Dec '21 23 69.00 0.251 1.42 27 70.00 0.253 0.96 264 0.46 1.00 2.17 0.00
10 C 68.21 19 Nov '21 9 67.50 0.273 1.57 612 68.00 0.275 1.23 3,500 0.34 0.50 1.47 0.00
11 C 68.21 23 Dec '21 43 69.00 0.260 2.12 37 70.00 0.261 1.60 299 0.52 1.00 1.92 0.00
12 C 68.21 19 Nov '21 9 69.00 0.268 0.82 2,206 70.00 0.267 0.46 3,249 0.36 1.00 2.78 -0.00
13 C 68.21 23 Dec '21 43 70.00 0.261 1.69 299 71.00 0.260 1.26 4 0.43 1.00 2.33 -0.00
14 C 68.21 26 Nov '21 16 70.00 0.254 0.75 223 71.00 0.251 0.44 58 0.31 1.00 3.23 -0.00
15 C 68.21 23 Dec '21 43 68.00 0.263 2.62 27 69.00 0.260 2.01 37 0.61 1.00 1.64 -0.00
16 C 68.21 10 Dec '21 30 69.00 0.259 1.69 109 70.00 0.256 1.21 14 0.48 1.00 2.08 -0.00
17 C 68.21 10 Dec '21 30 68.00 0.262 2.17 834 69.00 0.259 1.59 109 0.58 1.00 1.72 -0.00
18 C 68.21 12 Nov '21 2 67.50 0.293 1.04 705 68.00 0.288 0.66 942 0.38 0.50 1.32 -0.01
19 C 68.21 3 Dec '21 23 68.00 0.258 1.92 226 69.00 0.251 1.33 27 0.59 1.00 1.69 -0.01
20 C 68.21 19 Nov '21 9 68.00 0.275 1.29 3,500 69.00 0.268 0.78 2,206 0.51 1.00 1.96 -0.01
21 C 68.21 26 Nov '21 16 67.50 0.264 1.90 38 68.00 0.248 1.48 66 0.42 0.50 1.19 -0.02
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