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Data is delayed from September 29, 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 NDX 11323.00 5 Oct '20 6 11275.00 0.305 209.70 2 11300.00 0.308 186.30 3 23.40 25.00 1.07 0.00
2 NDX 11323.00 5 Oct '20 6 11300.00 0.308 194.10 3 11325.00 0.310 172.20 2 21.90 25.00 1.14 0.00
3 NDX 11323.00 18 Dec '20 80 11275.00 0.343 752.80 0 11300.00 0.343 730.00 0 22.80 25.00 1.10 -0.00
4 NDX 11323.00 12 Oct '20 13 11325.00 0.296 255.00 0 11350.00 0.295 236.60 0 18.40 25.00 1.36 -0.00
5 NDX 11323.00 15 Jan '21 108 11300.00 0.331 828.80 0 11325.00 0.330 804.90 0 23.90 25.00 1.05 -0.00
6 NDX 11323.00 15 Jan '21 108 11275.00 0.332 843.00 0 11300.00 0.331 818.90 0 24.10 25.00 1.04 -0.00
7 NDX 11323.00 15 Jan '21 108 11350.00 0.329 800.80 0 11375.00 0.328 777.20 0 23.60 25.00 1.06 -0.00
8 NDX 11323.00 15 Jan '21 108 11325.00 0.330 814.80 0 11350.00 0.329 790.90 0 23.90 25.00 1.05 -0.00
9 NDX 11323.00 26 Oct '20 27 11350.00 0.306 367.10 0 11375.00 0.305 348.40 0 18.70 25.00 1.34 -0.00
10 NDX 11323.00 20 Nov '20 52 11325.00 0.347 594.70 0 11350.00 0.346 574.00 0 20.70 25.00 1.21 -0.00
11 NDX 11323.00 18 Dec '20 80 11350.00 0.340 710.30 4 11375.00 0.339 688.00 3 22.30 25.00 1.12 -0.00
12 NDX 11323.00 20 Nov '20 52 11275.00 0.350 623.80 0 11300.00 0.349 602.60 4 21.20 25.00 1.18 -0.00
13 NDX 11323.00 18 Dec '20 80 11325.00 0.341 724.40 2 11350.00 0.340 701.80 4 22.60 25.00 1.11 -0.00
14 NDX 11323.00 16 Oct '20 17 11275.00 0.308 327.50 0 11300.00 0.307 307.80 35 19.70 25.00 1.27 -0.00
15 NDX 11323.00 23 Oct '20 24 11325.00 0.315 367.20 0 11350.00 0.314 348.80 0 18.40 25.00 1.36 -0.00
16 NDX 11323.00 20 Nov '20 52 11350.00 0.346 581.00 0 11375.00 0.345 560.10 0 20.90 25.00 1.20 -0.00
17 NDX 11323.00 18 Dec '20 80 11300.00 0.343 738.70 0 11325.00 0.341 715.80 2 22.90 25.00 1.09 -0.00
18 NDX 11323.00 30 Oct '20 31 11300.00 0.325 441.90 2 11325.00 0.323 421.60 0 20.30 25.00 1.23 -0.00
19 NDX 11323.00 7 Oct '20 8 11325.00 0.311 211.00 2 11350.00 0.310 191.90 0 19.10 25.00 1.31 -0.00
20 NDX 11323.00 30 Oct '20 31 11275.00 0.327 456.50 0 11300.00 0.325 435.80 2 20.70 25.00 1.21 -0.00
21 NDX 11323.00 23 Oct '20 24 11350.00 0.314 352.70 0 11375.00 0.312 335.10 2 17.60 25.00 1.42 -0.00
22 NDX 11323.00 26 Oct '20 27 11275.00 0.312 410.40 0 11300.00 0.310 387.90 0 22.50 25.00 1.11 -0.00
23 NDX 11323.00 26 Oct '20 27 11300.00 0.310 395.80 0 11325.00 0.308 373.70 0 22.10 25.00 1.13 -0.00
24 NDX 11323.00 26 Oct '20 27 11325.00 0.308 381.30 0 11350.00 0.306 359.70 0 21.60 25.00 1.16 -0.00
25 NDX 11323.00 20 Nov '20 52 11300.00 0.349 609.50 4 11325.00 0.347 587.50 0 22.00 25.00 1.14 -0.00
26 NDX 11323.00 23 Oct '20 24 11275.00 0.319 396.20 0 11300.00 0.317 375.30 0 20.90 25.00 1.20 -0.00
27 NDX 11323.00 23 Oct '20 24 11300.00 0.317 381.70 0 11325.00 0.315 361.20 0 20.50 25.00 1.22 -0.00
28 NDX 11323.00 9 Oct '20 10 11325.00 0.315 237.80 6 11350.00 0.313 219.50 8 18.30 25.00 1.37 -0.00
29 NDX 11323.00 12 Oct '20 13 11300.00 0.298 269.30 0 11325.00 0.296 247.70 0 21.60 25.00 1.16 -0.00
30 NDX 11323.00 16 Oct '20 17 11300.00 0.307 312.70 35 11325.00 0.305 293.60 0 19.10 25.00 1.31 -0.00
31 NDX 11323.00 16 Oct '20 17 11350.00 0.302 283.60 15 11375.00 0.300 265.90 0 17.70 25.00 1.41 -0.00
32 NDX 11323.00 16 Oct '20 17 11325.00 0.305 298.10 0 11350.00 0.302 279.80 15 18.30 25.00 1.37 -0.00
33 NDX 11323.00 14 Oct '20 15 11300.00 0.306 295.30 0 11325.00 0.304 273.60 0 21.70 25.00 1.15 -0.00
34 NDX 11323.00 2 Oct '20 3 11300.00 0.385 173.00 13 11325.00 0.382 153.40 5 19.60 25.00 1.28 -0.00
35 NDX 11323.00 12 Oct '20 13 11350.00 0.295 240.70 0 11375.00 0.293 223.00 0 17.70 25.00 1.41 -0.00
36 NDX 11323.00 7 Oct '20 8 11300.00 0.314 225.00 0 11325.00 0.311 203.30 2 21.70 25.00 1.15 -0.00
37 NDX 11323.00 9 Oct '20 10 11350.00 0.313 223.30 8 11375.00 0.311 205.90 10 17.40 25.00 1.44 -0.00
38 NDX 11323.00 9 Oct '20 10 11300.00 0.318 252.30 2 11325.00 0.315 231.80 6 20.50 25.00 1.22 -0.00
39 NDX 11323.00 9 Oct '20 10 11275.00 0.321 267.20 0 11300.00 0.318 246.10 2 21.10 25.00 1.18 -0.00
40 NDX 11323.00 7 Oct '20 8 11350.00 0.310 196.20 0 11375.00 0.307 178.40 1 17.80 25.00 1.40 -0.00
41 NDX 11323.00 5 Oct '20 6 11350.00 0.304 165.50 7 11375.00 0.301 148.00 5 17.50 25.00 1.43 -0.00
42 NDX 11323.00 7 Oct '20 8 11275.00 0.317 240.50 0 11300.00 0.314 217.50 0 23.00 25.00 1.09 -0.00
43 NDX 11323.00 2 Oct '20 3 11275.00 0.389 188.30 6 11300.00 0.385 165.20 13 23.10 25.00 1.08 -0.00
44 NDX 11323.00 2 Oct '20 3 11350.00 0.375 142.40 7 11375.00 0.371 125.80 13 16.60 25.00 1.51 -0.00
45 NDX 11323.00 14 Oct '20 15 11275.00 0.311 310.20 1 11300.00 0.306 287.90 0 22.30 25.00 1.12 -0.00
46 NDX 11323.00 5 Oct '20 6 11325.00 0.310 180.10 2 11350.00 0.304 161.20 7 18.90 25.00 1.32 -0.01
47 NDX 11323.00 2 Oct '20 3 11325.00 0.382 157.70 5 11350.00 0.375 138.90 7 18.80 25.00 1.33 -0.01
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