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Data is delayed from November 13, 2024. 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 ON 68.49 15 Nov '24 2 69.00 0.389 0.84 165 70.00 0.434 0.22 199 0.62 1.00 1.61 0.05
2 ON 68.49 29 Nov '24 16 70.00 0.377 1.70 12 71.00 0.402 1.21 15 0.49 1.00 2.04 0.03
3 ON 68.49 13 Dec '24 30 69.00 0.390 3.10 8 70.00 0.398 2.29 1 0.81 1.00 1.23 0.01
4 ON 68.49 22 Nov '24 9 69.00 0.436 1.66 143 70.00 0.438 1.20 65 0.46 1.00 2.17 0.00
5 ON 68.49 6 Dec '24 23 69.00 0.406 2.66 2 70.00 0.407 2.06 12 0.60 1.00 1.67 0.00
6 ON 68.49 22 Nov '24 9 68.00 0.436 2.17 46 69.00 0.436 1.61 143 0.56 1.00 1.79 0.00
7 ON 68.49 6 Dec '24 23 70.00 0.407 2.21 12 71.00 0.407 1.72 12 0.49 1.00 2.04 -0.00
8 ON 68.49 29 Nov '24 16 67.00 0.411 3.25 32 68.00 0.408 2.51 21 0.74 1.00 1.35 -0.00
9 ON 68.49 29 Nov '24 16 68.00 0.408 2.65 21 69.00 0.404 2.01 15 0.64 1.00 1.56 -0.00
10 ON 68.49 22 Nov '24 9 70.00 0.438 1.25 65 71.00 0.433 0.85 49 0.40 1.00 2.50 -0.01
11 ON 68.49 22 Nov '24 9 67.00 0.442 2.75 5 68.00 0.436 1.90 46 0.85 1.00 1.18 -0.01
12 ON 68.49 6 Dec '24 23 68.00 0.416 3.20 0 69.00 0.406 2.52 2 0.68 1.00 1.47 -0.01
13 ON 68.49 27 Dec '24 44 68.00 0.432 4.65 2 69.00 0.410 3.55 0 1.10 1.00 0.91 -0.02
14 ON 68.49 27 Dec '24 44 69.00 0.410 3.80 0 70.00 0.385 2.50 6 1.30 1.00 0.77 -0.03
15 ON 68.49 29 Nov '24 16 69.00 0.404 2.14 15 70.00 0.377 1.42 12 0.72 1.00 1.39 -0.03
16 ON 68.49 15 Nov '24 2 67.00 0.612 2.12 1 68.00 0.530 0.96 29 1.16 1.00 0.86 -0.08
17 ON 68.49 15 Nov '24 2 68.00 0.530 1.35 29 69.00 0.389 0.48 165 0.87 1.00 1.15 -0.14
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