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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 Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 XLF 39.94 12 Nov '21 2 40.50 0.130 0.71 96 41.00 0.278 0.85 0 -0.14 0.50 1.39 0.15
2 XLF 39.94 23 Dec '21 43 39.00 0.203 0.84 1 39.50 0.211 0.86 23 -0.02 0.50 1.04 0.01
3 XLF 39.94 3 Dec '21 23 40.00 0.180 0.84 15 40.50 0.183 0.97 1 -0.13 0.50 1.35 0.00
4 XLF 39.94 10 Dec '21 30 39.50 0.197 0.78 0 40.00 0.197 0.84 2 -0.06 0.50 1.14 0.00
5 XLF 39.94 3 Dec '21 23 40.50 0.183 1.13 1 41.00 0.180 1.19 1 -0.06 0.50 1.14 -0.00
6 XLF 39.94 26 Nov '21 16 39.50 0.198 0.47 49 40.00 0.195 0.56 17 -0.09 0.50 1.22 -0.00
7 XLF 39.94 26 Nov '21 16 39.00 0.202 0.33 366 39.50 0.198 0.41 49 -0.08 0.50 1.19 -0.00
8 XLF 39.94 10 Dec '21 30 39.00 0.203 0.60 13 39.50 0.197 0.63 0 -0.03 0.50 1.06 -0.01
9 XLF 39.94 3 Dec '21 23 39.00 0.203 0.46 9 39.50 0.198 0.54 1 -0.08 0.50 1.19 -0.01
10 XLF 39.94 23 Dec '21 43 39.50 0.211 1.04 23 40.00 0.205 1.07 21 -0.03 0.50 1.06 -0.01
11 XLF 39.94 19 Nov '21 9 39.50 0.196 0.33 2,959 40.00 0.189 0.47 5,828 -0.14 0.50 1.39 -0.01
12 XLF 39.94 10 Dec '21 30 40.00 0.197 0.98 2 40.50 0.187 1.08 0 -0.10 0.50 1.25 -0.01
13 XLF 39.94 26 Nov '21 16 40.00 0.195 0.70 17 40.50 0.185 0.83 21 -0.13 0.50 1.35 -0.01
14 XLF 39.94 19 Nov '21 9 40.50 0.172 0.85 117 41.00 0.161 1.05 55 -0.20 0.50 1.67 -0.01
15 XLF 39.94 10 Dec '21 30 40.50 0.187 1.26 0 41.00 0.176 1.36 6 -0.10 0.50 1.25 -0.01
16 XLF 39.94 19 Nov '21 9 39.00 0.211 0.20 791 39.50 0.196 0.28 2,959 -0.08 0.50 1.19 -0.01
17 XLF 39.94 26 Nov '21 16 40.50 0.185 1.04 21 41.00 0.169 1.12 0 -0.08 0.50 1.19 -0.02
18 XLF 39.94 19 Nov '21 9 40.00 0.189 0.54 5,828 40.50 0.172 0.73 117 -0.19 0.50 1.61 -0.02
19 XLF 39.94 3 Dec '21 23 39.50 0.198 0.63 1 40.00 0.180 0.72 15 -0.09 0.50 1.22 -0.02
20 XLF 39.94 12 Nov '21 2 39.00 0.261 0.06 554 39.50 0.235 0.08 206 -0.02 0.50 1.04 -0.03
21 XLF 39.94 12 Nov '21 2 39.50 0.235 0.14 206 40.00 0.194 0.22 2,373 -0.08 0.50 1.19 -0.04
22 XLF 39.94 12 Nov '21 2 40.00 0.194 0.33 2,373 40.50 0.130 0.51 96 -0.18 0.50 1.56 -0.06
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