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Data is delayed from September 28, 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 NDX 11364.50 16 Oct '20 18 11400.00 0.271 297.00 11 11425.00 0.272 303.00 0 -6.00 25.00 1.32 0.00
2 NDX 11364.50 18 Dec '20 81 11350.00 0.334 708.00 0 11375.00 0.333 713.50 0 -5.50 25.00 1.28 -0.00
3 NDX 11364.50 15 Jan '21 109 11400.00 0.322 818.20 0 11425.00 0.321 822.10 0 -3.90 25.00 1.18 -0.00
4 NDX 11364.50 15 Jan '21 109 11350.00 0.324 795.90 0 11375.00 0.323 799.70 0 -3.80 25.00 1.18 -0.00
5 NDX 11364.50 15 Jan '21 109 11375.00 0.323 807.00 0 11400.00 0.322 810.80 0 -3.80 25.00 1.18 -0.00
6 NDX 11364.50 15 Jan '21 109 11325.00 0.324 785.00 0 11350.00 0.324 788.60 0 -3.60 25.00 1.17 -0.00
7 NDX 11364.50 18 Dec '20 81 11400.00 0.332 730.20 0 11425.00 0.331 735.50 0 -5.30 25.00 1.27 -0.00
8 NDX 11364.50 20 Nov '20 53 11350.00 0.338 579.50 4 11375.00 0.337 584.10 0 -4.60 25.00 1.23 -0.00
9 NDX 11364.50 18 Dec '20 81 11375.00 0.333 719.50 0 11400.00 0.332 724.20 0 -4.70 25.00 1.23 -0.00
10 NDX 11364.50 18 Dec '20 81 11325.00 0.335 697.60 1 11350.00 0.334 702.00 0 -4.40 25.00 1.21 -0.00
11 NDX 11364.50 20 Nov '20 53 11375.00 0.337 590.60 0 11400.00 0.336 595.10 1 -4.50 25.00 1.22 -0.00
12 NDX 11364.50 20 Nov '20 53 11325.00 0.340 568.80 2 11350.00 0.338 573.00 4 -4.20 25.00 1.20 -0.00
13 NDX 11364.50 14 Oct '20 16 11375.00 0.273 266.60 0 11400.00 0.271 271.10 0 -4.50 25.00 1.22 -0.00
14 NDX 11364.50 16 Oct '20 18 11375.00 0.273 284.10 6 11400.00 0.271 291.50 11 -7.40 25.00 1.42 -0.00
15 NDX 11364.50 16 Oct '20 18 11325.00 0.279 263.00 0 11350.00 0.277 269.80 0 -6.80 25.00 1.37 -0.00
16 NDX 11364.50 14 Oct '20 16 11350.00 0.275 255.90 0 11375.00 0.273 261.80 0 -5.90 25.00 1.31 -0.00
17 NDX 11364.50 12 Oct '20 14 11325.00 0.268 220.60 0 11350.00 0.266 226.10 0 -5.50 25.00 1.28 -0.00
18 NDX 11364.50 2 Oct '20 4 11375.00 0.287 143.80 0 11400.00 0.283 150.30 1 -6.50 25.00 1.35 -0.00
19 NDX 11364.50 16 Oct '20 18 11350.00 0.277 273.40 0 11375.00 0.273 280.50 6 -7.10 25.00 1.40 -0.00
20 NDX 11364.50 2 Oct '20 4 11325.00 0.295 123.10 7 11350.00 0.291 129.00 3 -5.90 25.00 1.31 -0.00
21 NDX 11364.50 2 Oct '20 4 11350.00 0.291 133.10 3 11375.00 0.287 139.20 0 -6.10 25.00 1.32 -0.00
22 NDX 11364.50 2 Oct '20 4 11400.00 0.283 156.10 1 11425.00 0.279 163.00 0 -6.90 25.00 1.38 -0.00
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