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Data is delayed from July 7, 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 JPM 153.59 9 Jul '21 2 157.50 0.252 0.13 2,841 160.00 0.288 0.03 1,205 0.10 2.50 25.00 0.04
2 JPM 153.59 9 Jul '21 2 155.00 0.235 0.52 11,539 157.50 0.252 0.11 2,841 0.41 2.50 6.10 0.02
3 JPM 153.59 16 Jul '21 9 157.50 0.272 1.16 1,063 160.00 0.274 0.61 2,462 0.55 2.50 4.55 0.00
4 JPM 153.59 30 Jul '21 23 157.50 0.238 2.13 121 160.00 0.241 1.39 1,060 0.74 2.50 3.38 0.00
5 JPM 153.59 16 Jul '21 9 155.00 0.269 2.00 3,055 157.50 0.272 1.12 1,063 0.88 2.50 2.84 0.00
6 JPM 153.59 30 Jul '21 23 152.50 0.238 4.40 463 155.00 0.240 2.96 203 1.44 2.50 1.74 0.00
7 JPM 153.59 23 Jul '21 16 157.50 0.247 1.65 145 160.00 0.248 0.99 226 0.66 2.50 3.79 0.00
8 JPM 153.59 13 Aug '21 37 150.00 0.240 6.95 15 152.50 0.241 5.00 7 1.95 2.50 1.28 0.00
9 JPM 153.59 13 Aug '21 37 157.50 0.232 3.00 3 160.00 0.231 1.86 41 1.14 2.50 2.19 -0.00
10 JPM 153.59 6 Aug '21 30 155.00 0.239 3.60 149 157.50 0.238 2.45 27 1.15 2.50 2.17 -0.00
11 JPM 153.59 30 Jul '21 23 155.00 0.240 3.10 203 157.50 0.238 2.03 121 1.07 2.50 2.34 -0.00
12 JPM 153.59 6 Aug '21 30 152.50 0.242 4.90 15 155.00 0.239 3.45 149 1.45 2.50 1.72 -0.00
13 JPM 153.59 23 Jul '21 16 155.00 0.250 2.61 1,217 157.50 0.247 1.57 145 1.04 2.50 2.40 -0.00
14 JPM 153.59 13 Aug '21 37 155.00 0.236 4.10 62 157.50 0.232 2.79 3 1.31 2.50 1.91 -0.00
15 JPM 153.59 16 Jul '21 9 152.50 0.273 3.25 2,344 155.00 0.269 1.95 3,055 1.30 2.50 1.92 -0.00
16 JPM 153.59 16 Jul '21 9 150.00 0.277 4.90 558 152.50 0.273 3.15 2,344 1.75 2.50 1.43 -0.00
17 JPM 153.59 13 Aug '21 37 152.50 0.241 5.50 7 155.00 0.236 3.65 62 1.85 2.50 1.35 -0.01
18 JPM 153.59 23 Jul '21 16 152.50 0.256 3.85 523 155.00 0.250 2.52 1,217 1.33 2.50 1.88 -0.01
19 JPM 153.59 6 Aug '21 30 157.50 0.238 2.73 27 160.00 0.231 1.63 54 1.10 2.50 2.27 -0.01
20 JPM 153.59 6 Aug '21 30 150.00 0.250 6.50 2 152.50 0.242 4.70 15 1.80 2.50 1.39 -0.01
21 JPM 153.59 23 Jul '21 16 150.00 0.267 5.50 75 152.50 0.256 3.65 523 1.85 2.50 1.35 -0.01
22 JPM 153.59 9 Jul '21 2 152.50 0.249 1.80 2,935 155.00 0.235 0.48 11,539 1.32 2.50 1.89 -0.01
23 JPM 153.59 30 Jul '21 23 150.00 0.255 6.00 46 152.50 0.238 4.05 463 1.95 2.50 1.28 -0.02
24 JPM 153.59 9 Jul '21 2 150.00 0.285 3.90 162 152.50 0.249 1.71 2,935 2.19 2.50 1.14 -0.04
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