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Data is delayed from January 5, 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 DAL 39.55 5 Feb '21 31 38.00 0.526 3.30 1 39.00 0.556 2.56 18 0.74 1.00 1.35 0.03
2 DAL 39.55 12 Feb '21 38 39.00 0.528 3.05 0 40.00 0.557 2.07 3 0.98 1.00 1.02 0.03
3 DAL 39.55 8 Jan '21 3 41.00 0.540 0.27 1,637 42.00 0.546 0.10 458 0.17 1.00 5.88 0.01
4 DAL 39.55 8 Jan '21 3 40.00 0.535 0.57 2,556 41.00 0.540 0.26 1,637 0.31 1.00 3.23 0.01
5 DAL 39.55 19 Feb '21 45 38.00 0.522 3.75 1 39.00 0.527 3.05 170 0.70 1.00 1.43 0.00
6 DAL 39.55 29 Jan '21 24 40.00 0.521 2.06 32 41.00 0.522 1.41 86 0.65 1.00 1.54 0.00
7 DAL 39.55 29 Jan '21 24 39.00 0.520 2.41 3 40.00 0.521 1.85 32 0.56 1.00 1.79 0.00
8 DAL 39.55 22 Jan '21 17 38.00 0.552 2.85 8 39.00 0.552 2.04 108 0.81 1.00 1.23 0.00
9 DAL 39.55 19 Feb '21 45 41.00 0.509 2.40 39 42.00 0.509 1.80 91 0.60 1.00 1.67 0.00
10 DAL 39.55 15 Jan '21 10 40.00 0.538 1.23 6,196 41.00 0.538 0.79 335 0.44 1.00 2.27 -0.00
11 DAL 39.55 22 Jan '21 17 41.00 0.514 1.16 90 42.00 0.513 0.79 96 0.37 1.00 2.70 -0.00
12 DAL 39.55 18 Jun '21 164 38.00 0.517 6.30 31 39.00 0.514 5.55 8 0.75 1.00 1.33 -0.00
13 DAL 39.55 15 Jan '21 10 41.00 0.538 0.83 335 42.00 0.533 0.52 694 0.31 1.00 3.23 -0.00
14 DAL 39.55 19 Feb '21 45 40.00 0.514 2.68 132 41.00 0.509 2.13 39 0.55 1.00 1.82 -0.01
15 DAL 39.55 18 Jun '21 164 39.00 0.514 5.75 8 40.00 0.507 5.05 184 0.70 1.00 1.43 -0.01
16 DAL 39.55 15 Jan '21 10 39.00 0.547 1.74 338 40.00 0.538 1.18 6,196 0.56 1.00 1.79 -0.01
17 DAL 39.55 8 Jan '21 3 39.00 0.545 1.10 606 40.00 0.535 0.56 2,556 0.54 1.00 1.85 -0.01
18 DAL 39.55 29 Jan '21 24 41.00 0.522 1.56 86 42.00 0.511 1.09 90 0.47 1.00 2.13 -0.01
19 DAL 39.55 19 Feb '21 45 39.00 0.527 3.20 170 40.00 0.514 2.60 132 0.60 1.00 1.67 -0.01
20 DAL 39.55 22 Jan '21 17 40.00 0.528 1.70 179 41.00 0.514 1.11 90 0.59 1.00 1.69 -0.01
21 DAL 39.55 15 Jan '21 10 38.00 0.562 2.37 297 39.00 0.547 1.69 338 0.68 1.00 1.47 -0.02
22 DAL 39.55 12 Feb '21 38 41.00 0.528 2.27 0 42.00 0.511 1.55 0 0.72 1.00 1.39 -0.02
23 DAL 39.55 5 Feb '21 31 39.00 0.556 2.93 18 40.00 0.534 1.90 28 1.03 1.00 0.97 -0.02
24 DAL 39.55 22 Jan '21 17 39.00 0.552 2.27 108 40.00 0.528 1.38 179 0.89 1.00 1.12 -0.02
25 DAL 39.55 29 Jan '21 24 38.00 0.547 3.05 19 39.00 0.520 2.34 3 0.71 1.00 1.41 -0.03
26 DAL 39.55 8 Jan '21 3 38.00 0.587 1.84 250 39.00 0.545 1.06 606 0.78 1.00 1.28 -0.04
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