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Data is delayed from December 30, 2020. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 IMMR 11.93 15 Jan '21 16 12.50 0.971 1.40 291 15.00 1.268 3.20 105 -1.80 2.50 3.57 0.30
2 IMMR 11.93 19 Feb '21 51 15.00 0.951 4.10 275 17.50 1.082 5.90 1 -1.80 2.50 3.57 0.13
3 IMMR 11.93 20 Aug '21 233 12.50 0.922 4.00 0 15.00 0.957 5.40 0 -1.40 2.50 2.27 0.03
4 IMMR 11.93 19 Feb '21 51 12.50 0.924 2.00 157 15.00 0.951 3.70 275 -1.70 2.50 3.13 0.03
5 IMMR 11.93 15 Jan '21 16 10.00 0.962 0.25 725 12.50 0.971 1.20 291 -0.95 2.50 1.61 0.01
6 IMMR 11.93 21 May '21 142 12.50 0.937 3.20 13 15.00 0.935 4.70 0 -1.50 2.50 2.50 -0.00
7 IMMR 11.93 20 Aug '21 233 7.50 0.953 1.30 5 10.00 0.941 2.20 14 -0.90 2.50 1.56 -0.01
8 IMMR 11.93 21 May '21 142 10.00 0.951 1.80 21 12.50 0.937 3.00 13 -1.20 2.50 1.92 -0.01
9 IMMR 11.93 20 Aug '21 233 10.00 0.941 2.50 14 12.50 0.922 3.60 0 -1.10 2.50 1.79 -0.02
10 IMMR 11.93 21 May '21 142 7.50 0.976 0.80 4 10.00 0.951 1.55 21 -0.75 2.50 1.43 -0.03
11 IMMR 11.93 19 Feb '21 51 10.00 0.954 0.80 139 12.50 0.924 1.95 157 -1.15 2.50 1.85 -0.03
12 IMMR 11.93 19 Feb '21 51 7.50 0.985 0.25 39 10.00 0.954 0.70 139 -0.45 2.50 1.22 -0.03
13 IMMR 11.93 20 Aug '21 233 15.00 0.957 5.80 0 17.50 0.926 7.40 0 -1.60 2.50 2.78 -0.03
14 IMMR 11.93 15 Jan '21 16 7.50 1.164 0.05 126 10.00 0.962 0.20 725 -0.15 2.50 1.06 -0.20
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