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Data is delayed from November 2, 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 XLF 24.31 20 Nov '20 18 24.00 0.410 1.11 707 24.50 0.406 0.75 283 0.36 0.50 1.39 -0.00
2 XLF 24.31 6 Nov '20 4 25.00 0.487 0.25 4,522 25.50 0.481 0.11 7,100 0.14 0.50 3.57 -0.01
3 XLF 24.31 11 Dec '20 39 23.50 0.381 1.70 0 24.00 0.374 1.26 6 0.44 0.50 1.14 -0.01
4 XLF 24.31 11 Dec '20 39 24.50 0.358 1.09 0 25.00 0.351 0.79 14 0.30 0.50 1.67 -0.01
5 XLF 24.31 13 Nov '20 11 24.50 0.427 0.66 245 25.00 0.417 0.40 932 0.26 0.50 1.92 -0.01
6 XLF 24.31 4 Dec '20 32 23.50 0.393 1.61 1 24.00 0.383 1.23 6 0.38 0.50 1.32 -0.01
7 XLF 24.31 4 Dec '20 32 24.50 0.365 0.99 12 25.00 0.355 0.70 43 0.29 0.50 1.72 -0.01
8 XLF 24.31 4 Dec '20 32 25.00 0.355 0.75 43 25.50 0.344 0.50 46 0.25 0.50 2.00 -0.01
9 XLF 24.31 13 Nov '20 11 25.00 0.417 0.44 932 25.50 0.406 0.23 597 0.21 0.50 2.38 -0.01
10 XLF 24.31 27 Nov '20 25 24.50 0.374 0.90 59 25.00 0.361 0.60 104 0.30 0.50 1.67 -0.01
11 XLF 24.31 20 Nov '20 18 24.50 0.406 0.82 283 25.00 0.392 0.53 15,148 0.29 0.50 1.72 -0.01
12 XLF 24.31 11 Dec '20 39 25.00 0.351 0.84 14 25.50 0.337 0.58 2 0.26 0.50 1.92 -0.01
13 XLF 24.31 27 Nov '20 25 25.00 0.361 0.65 104 25.50 0.347 0.40 11 0.25 0.50 2.00 -0.01
14 XLF 24.31 20 Nov '20 18 25.00 0.392 0.58 15,148 25.50 0.378 0.35 780 0.23 0.50 2.17 -0.01
15 XLF 24.31 11 Dec '20 39 24.00 0.374 1.38 6 24.50 0.358 1.00 0 0.38 0.50 1.32 -0.02
16 XLF 24.31 27 Nov '20 25 24.00 0.392 1.19 24 24.50 0.374 0.82 59 0.37 0.50 1.35 -0.02
17 XLF 24.31 4 Dec '20 32 24.00 0.383 1.28 6 24.50 0.365 0.93 12 0.35 0.50 1.43 -0.02
18 XLF 24.31 27 Nov '20 25 23.50 0.413 1.51 27 24.00 0.392 1.09 24 0.42 0.50 1.19 -0.02
19 XLF 24.31 13 Nov '20 11 23.50 0.490 1.30 24 24.00 0.463 0.92 33 0.38 0.50 1.32 -0.03
20 XLF 24.31 6 Nov '20 4 24.50 0.520 0.48 7,324 25.00 0.487 0.22 4,522 0.26 0.50 1.92 -0.03
21 XLF 24.31 13 Nov '20 11 24.00 0.463 0.96 33 24.50 0.427 0.62 245 0.34 0.50 1.47 -0.04
22 XLF 24.31 20 Nov '20 18 23.50 0.449 1.44 38 24.00 0.410 1.03 707 0.41 0.50 1.22 -0.04
23 XLF 24.31 6 Nov '20 4 23.50 0.607 1.12 596 24.00 0.567 0.72 3,142 0.40 0.50 1.25 -0.04
24 XLF 24.31 6 Nov '20 4 24.00 0.567 0.76 3,142 24.50 0.520 0.42 7,324 0.34 0.50 1.47 -0.05
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