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Data is delayed from September 30, 2020. 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 IMMU 85.03 2 Oct '20 2 55.00 1.198 30.80 0 60.00 3.089 24.40 0 6.40 5.00 0.78 1.89
2 IMMU 85.03 9 Oct '20 9 50.00 1.990 36.00 0 55.00 2.099 29.50 0 6.50 5.00 0.77 0.11
3 IMMU 85.03 2 Oct '20 2 85.00 0.074 0.35 3 86.00 0.109  0 19 0.35 1.00 2.86 0.04
4 IMMU 85.03 20 Nov '20 51 60.00 0.671 26.50 40 65.00 0.706 21.00 0 5.50 5.00 0.91 0.03
5 IMMU 85.03 19 Feb '21 142 50.00 0.619 37.00 392 55.00 0.622 31.00 0 6.00 5.00 0.83 0.00
6 IMMU 85.03 21 Jan '22 478 50.00 0.386 37.50 1 55.00 0.350 30.00 0 7.50 5.00 0.67 -0.04
7 IMMU 85.03 30 Oct '20 30 85.00 0.279 3.10 90 86.00 0.241 0.10 0 3.00 1.00 0.33 -0.04
8 IMMU 85.03 21 Jan '22 478 60.00 0.296 28.00 2 65.00 0.255 20.10 5 7.90 5.00 0.63 -0.04
9 IMMU 85.03 21 Jan '22 478 55.00 0.350 32.80 0 60.00 0.296 24.70 2 8.10 5.00 0.62 -0.05
10 IMMU 85.03 15 Jan '21 107 55.00 0.641 32.00 0 60.00 0.576 25.20 0 6.80 5.00 0.74 -0.06
11 IMMU 85.03 20 Nov '20 51 55.00 0.742 31.00 10 60.00 0.671 24.90 40 6.10 5.00 0.82 -0.07
12 IMMU 85.03 15 Jan '21 107 50.00 0.714 36.60 25 55.00 0.641 30.00 0 6.60 5.00 0.76 -0.07
13 IMMU 85.03 15 Jan '21 107 60.00 0.576 27.40 0 65.00 0.476 21.00 0 6.40 5.00 0.78 -0.10
14 IMMU 85.03 19 Feb '21 142 60.00 0.500 27.90 0 65.00 0.384 20.00 0 7.90 5.00 0.63 -0.12
15 IMMU 85.03 19 Feb '21 142 55.00 0.622 32.50 0 60.00 0.500 25.50 0 7.00 5.00 0.71 -0.12
16 IMMU 85.03 16 Oct '20 16 55.00 1.225 31.20 0 60.00 1.087 24.40 0 6.80 5.00 0.74 -0.14
17 IMMU 85.03 20 Nov '20 51 50.00 0.993 36.90 0 55.00 0.742 30.00 10 6.90 5.00 0.72 -0.25
18 IMMU 85.03 16 Oct '20 16 50.00 1.492 36.00 0 55.00 1.225 29.50 0 6.50 5.00 0.77 -0.27
19 IMMU 85.03 9 Oct '20 9 55.00 2.099 31.10 0 60.00 1.434 24.80 0 6.30 5.00 0.79 -0.66
20 IMMU 85.03 2 Oct '20 2 84.00 0.847 1.30 0 85.00 0.074 0.10 3 1.20 1.00 0.83 -0.77
21 IMMU 85.03 2 Oct '20 2 50.00 3.979 35.80 0 55.00 1.198 29.50 0 6.30 5.00 0.79 -2.78
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