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Data is delayed from November 10, 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 XLF 39.94 12 Nov '21 2 39.00 0.131 1.17 132 39.50 0.305 0.47 146 0.70 0.50 0.71 0.17
2 XLF 39.94 12 Nov '21 2 40.50 0.218 0.08 682 41.00 0.246 0.02 234 0.06 0.50 8.33 0.03
3 XLF 39.94 23 Dec '21 43 39.00 0.195 1.79 0 39.50 0.207 1.15 0 0.64 0.50 0.78 0.01
4 XLF 39.94 19 Nov '21 9 40.50 0.186 0.26 4,353 41.00 0.192 0.10 2,147 0.16 0.50 3.13 0.01
5 XLF 39.94 26 Nov '21 16 39.00 0.192 1.29 12 39.50 0.195 0.85 58 0.44 0.50 1.14 0.00
6 XLF 39.94 10 Dec '21 30 40.50 0.187 0.68 2 41.00 0.190 0.38 20 0.30 0.50 1.67 0.00
7 XLF 39.94 10 Dec '21 30 39.50 0.194 1.24 2 40.00 0.197 0.79 14 0.45 0.50 1.11 0.00
8 XLF 39.94 3 Dec '21 23 39.00 0.206 1.49 0 39.50 0.206 1.00 253 0.49 0.50 1.02 0.00
9 XLF 39.94 26 Nov '21 16 40.50 0.178 0.39 137 41.00 0.176 0.17 730 0.22 0.50 2.27 -0.00
10 XLF 39.94 3 Dec '21 23 40.50 0.180 0.53 19 41.00 0.177 0.28 14 0.25 0.50 2.00 -0.00
11 XLF 39.94 19 Nov '21 9 39.00 0.211 1.18 43 39.50 0.205 0.70 1,020 0.48 0.50 1.04 -0.01
12 XLF 39.94 23 Dec '21 43 40.00 0.197 1.11 17 40.50 0.190 0.65 46 0.46 0.50 1.09 -0.01
13 XLF 39.94 26 Nov '21 16 40.00 0.186 0.63 48 40.50 0.178 0.33 137 0.30 0.50 1.67 -0.01
14 XLF 39.94 10 Dec '21 30 39.00 0.203 1.55 80 39.50 0.194 1.03 2 0.52 0.50 0.96 -0.01
15 XLF 39.94 26 Nov '21 16 39.50 0.195 0.92 58 40.00 0.186 0.55 48 0.37 0.50 1.35 -0.01
16 XLF 39.94 19 Nov '21 9 39.50 0.205 0.78 1,020 40.00 0.195 0.45 1,840 0.33 0.50 1.52 -0.01
17 XLF 39.94 12 Nov '21 2 40.00 0.228 0.28 631 40.50 0.218 0.05 682 0.23 0.50 2.17 -0.01
18 XLF 39.94 3 Dec '21 23 40.00 0.190 0.77 124 40.50 0.180 0.46 19 0.31 0.50 1.61 -0.01
19 XLF 39.94 10 Dec '21 30 40.00 0.197 0.92 14 40.50 0.187 0.55 2 0.37 0.50 1.35 -0.01
20 XLF 39.94 23 Dec '21 43 39.50 0.207 1.37 0 40.00 0.197 0.89 17 0.48 0.50 1.04 -0.01
21 XLF 39.94 19 Nov '21 9 40.00 0.195 0.48 1,840 40.50 0.186 0.22 4,353 0.26 0.50 1.92 -0.01
22 XLF 39.94 3 Dec '21 23 39.50 0.206 1.10 253 40.00 0.190 0.69 124 0.41 0.50 1.22 -0.02
23 XLF 39.94 12 Nov '21 2 39.50 0.305 0.66 146 40.00 0.228 0.17 631 0.49 0.50 1.02 -0.08
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