Short Straddle Options for SPY


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Data is delayed from April 4, 2024. You can get started for free to get the latest data.

#	Stock	Stock Price	Expiry	Days	Strike	Short Call			Short Put			% of Stock	IVol Sum	Price
#	Stock	Stock Price	Expiry	Days	Strike	IVol	Price	Volume	IVol	Price	Volume	% of Stock	IVol Sum	Price

1	SPY	513.12	10 May '24	36	400.00	0.547	116.09	1	0.354	0.21	11	22.67	0.90	116.30
2	SPY	513.12	17 May '24	43	400.00	0.520	116.61	3	0.337	0.28	28	22.78	0.86	116.89
3	SPY	513.12	17 May '24	43	410.00	0.484	106.73	3	0.316	0.34	66	20.87	0.80	107.07
4	SPY	513.12	17 May '24	43	415.00	0.466	101.77	1	0.305	0.37	51	19.91	0.77	102.14
5	SPY	513.12	3 May '24	29	430.00	0.457	85.85	2	0.304	0.28	34	16.79	0.76	86.13
6	SPY	513.12	21 Jun '24	78	395.00	0.450	124.17	2	0.298	0.65	22	24.33	0.75	124.82
7	SPY	513.12	31 May '24	57	410.00	0.447	107.73	30	0.292	0.49	39	21.09	0.74	108.22
8	SPY	513.12	21 Jun '24	78	400.00	0.432	119.27	22	0.290	0.70	74	23.38	0.72	119.97
9	SPY	513.12	28 Jun '24	85	395.00	0.428	124.25	1	0.293	0.74	331	24.36	0.72	124.99
10	SPY	513.12	17 May '24	43	425.00	0.430	91.92	1	0.284	0.44	300	18.00	0.71	92.36
11	SPY	513.12	31 May '24	57	417.00	0.430	100.86	2	0.279	0.56	0	19.77	0.71	101.42
12	SPY	513.12	17 May '24	43	430.00	0.413	87.02	2	0.273	0.49	174	17.05	0.69	87.51
13	SPY	513.12	21 Jun '24	78	410.00	0.409	109.49	12	0.273	0.82	83	21.50	0.68	110.31
14	SPY	513.12	21 Jun '24	78	412.00	0.403	107.54	1	0.270	0.85	1	21.12	0.67	108.39
15	SPY	513.12	21 Jun '24	78	415.00	0.395	104.61	11	0.265	0.89	57	20.56	0.66	105.50
16	SPY	513.12	31 May '24	57	430.00	0.384	88.11	2	0.254	0.71	121	17.31	0.64	88.82
17	SPY	513.12	21 Jun '24	78	420.00	0.381	99.74	2,002	0.256	0.97	2,117	19.63	0.64	100.71
18	SPY	513.12	17 May '24	43	440.00	0.378	77.19	1	0.252	0.60	538	15.16	0.63	77.79
19	SPY	513.12	31 May '24	57	432.00	0.379	86.16	18	0.250	0.73	0	16.93	0.63	86.89
20	SPY	513.12	21 Jun '24	78	425.00	0.368	94.88	6	0.249	1.06	139	18.70	0.62	95.94
21	SPY	513.12	31 May '24	57	435.00	0.369	83.24	36	0.245	0.78	3	16.37	0.61	84.02
22	SPY	513.12	31 May '24	57	436.00	0.366	82.25	2	0.243	0.79	10	16.18	0.61	83.04
23	SPY	513.12	28 Jun '24	85	422.00	0.359	97.92	2	0.250	1.14	10	19.31	0.61	99.06
24	SPY	513.12	21 Jun '24	78	427.00	0.363	92.94	1	0.245	1.10	0	18.33	0.61	94.04
25	SPY	513.12	17 May '24	43	445.00	0.361	72.29	2	0.242	0.67	221	14.22	0.60	72.96
26	SPY	513.12	21 Jun '24	78	430.00	0.356	90.03	12	0.241	1.17	678	17.77	0.60	91.20
27	SPY	513.12	28 Jun '24	85	426.00	0.349	94.04	2	0.244	1.23	36	18.57	0.59	95.27
28	SPY	513.12	31 May '24	57	441.00	0.351	77.40	2	0.234	0.88	5	15.26	0.58	78.28
29	SPY	513.12	21 Jun '24	78	433.00	0.347	87.13	2	0.236	1.24	220	17.22	0.58	88.37
30	SPY	513.12	17 May '24	43	450.00	0.344	67.41	4	0.231	0.75	4,125	13.28	0.58	68.16
31	SPY	513.12	21 Jun '24	78	435.00	0.342	85.19	2	0.233	1.29	48	16.85	0.57	86.48
32	SPY	513.12	3 May '24	29	460.00	0.335	56.27	2	0.229	0.57	40	11.08	0.56	56.84
33	SPY	513.12	17 May '24	43	452.00	0.337	65.48	1	0.227	0.79	13	12.92	0.56	66.27
34	SPY	513.12	31 Jul '24	118	420.00	0.324	101.37	2	0.240	1.79	25	20.10	0.56	103.16
35	SPY	513.12	17 May '24	43	453.00	0.334	64.51	1	0.225	0.81	13	12.73	0.56	65.32
36	SPY	513.12	21 Jun '24	78	439.00	0.327	81.34	1	0.227	1.40	6	16.12	0.55	82.74
37	SPY	513.12	21 Jun '24	78	440.00	0.329	80.37	17	0.225	1.43	3,077	15.94	0.55	81.80
38	SPY	513.12	17 May '24	43	455.00	0.327	62.57	3	0.221	0.86	1,584	12.36	0.55	63.43
39	SPY	513.12	28 Jun '24	85	438.00	0.319	82.46	1	0.226	1.55	6	16.37	0.54	84.01
40	SPY	513.12	28 Jun '24	85	440.00	0.321	80.54	1	0.223	1.62	22	16.01	0.54	82.16
41	SPY	513.12	17 May '24	43	456.00	0.324	61.60	3	0.219	0.88	5	12.18	0.54	62.48
42	SPY	513.12	19 Jul '24	106	430.00	0.311	90.89	2	0.230	1.84	144	18.07	0.54	92.73
43	SPY	513.12	21 Jun '24	78	443.00	0.321	77.49	2	0.220	1.52	0	15.40	0.54	79.01
44	SPY	513.12	21 Jun '24	78	445.00	0.316	75.57	11	0.217	1.59	553	15.04	0.53	77.16
45	SPY	513.12	17 May '24	43	458.00	0.317	59.67	1	0.215	0.93	222	11.81	0.53	60.60
46	SPY	513.12	31 Jul '24	118	430.00	0.304	91.88	5	0.227	2.12	29	18.32	0.53	94.00
47	SPY	513.12	28 Jun '24	85	442.00	0.310	78.62	2	0.220	1.69	8	15.65	0.53	80.31
48	SPY	513.12	17 May '24	43	459.00	0.314	58.69	2	0.214	0.96	206	11.62	0.53	59.65
49	SPY	513.12	21 Jun '24	78	449.00	0.312	71.75	1	0.212	1.74	348	14.32	0.52	73.49
50	SPY	513.12	31 May '24	57	454.00	0.312	64.83	2	0.211	1.20	2	12.87	0.52	66.03
51	SPY	513.12	17 May '24	43	460.00	0.311	57.74	561	0.212	0.99	5,991	11.45	0.52	58.73
52	SPY	513.12	21 Jun '24	78	448.00	0.308	72.70	1	0.213	1.70	4	14.50	0.52	74.40
53	SPY	513.12	21 Jun '24	78	450.00	0.303	70.80	34	0.210	1.78	1,316	14.14	0.51	72.58
54	SPY	513.12	17 May '24	43	462.00	0.304	55.82	10	0.208	1.05	21	11.08	0.51	56.87
55	SPY	513.12	10 May '24	36	465.00	0.303	52.14	23	0.208	0.89	9	10.33	0.51	53.03
56	SPY	513.12	31 May '24	57	457.00	0.304	61.96	2	0.206	1.30	23	12.33	0.51	63.26
57	SPY	513.12	17 May '24	43	463.00	0.301	54.86	4	0.206	1.08	45	10.90	0.51	55.94
58	SPY	513.12	31 May '24	57	458.00	0.301	61.01	1	0.204	1.34	0	12.15	0.50	62.35
59	SPY	513.12	21 Jun '24	78	451.00	0.296	69.58	6	0.208	1.82	37	13.91	0.50	71.40
60	SPY	513.12	21 Jun '24	78	452.00	0.295	68.58	38	0.207	1.87	17	13.73	0.50	70.45
61	SPY	513.12	17 May '24	43	464.00	0.298	53.89	2	0.204	1.12	30	10.72	0.50	55.01
62	SPY	513.12	31 May '24	57	459.00	0.298	60.05	4	0.203	1.38	4	11.97	0.50	61.43
63	SPY	513.12	21 Jun '24	78	453.00	0.293	67.69	6	0.206	1.91	137	13.56	0.50	69.60
64	SPY	513.12	21 Jun '24	78	454.00	0.293	66.75	9	0.204	1.96	22	13.39	0.50	68.71
65	SPY	513.12	17 May '24	43	465.00	0.295	52.83	42	0.202	1.15	340	10.52	0.50	53.98
66	SPY	513.12	31 May '24	57	460.00	0.295	59.11	2	0.201	1.42	51	11.80	0.50	60.53
67	SPY	513.12	28 Jun '24	85	451.00	0.288	70.04	1	0.207	2.05	0	14.05	0.49	72.09
68	SPY	513.12	17 May '24	43	466.00	0.292	51.87	16	0.200	1.19	16	10.34	0.49	53.06
69	SPY	513.12	21 Jun '24	78	455.00	0.289	65.80	31	0.202	2.00	10,537	13.21	0.49	67.80
70	SPY	513.12	17 May '24	43	467.00	0.289	50.95	10	0.198	1.23	31	10.17	0.49	52.18
71	SPY	513.12	21 Jun '24	78	456.00	0.286	64.82	34	0.201	2.05	82	13.03	0.49	66.87
72	SPY	513.12	21 Jun '24	78	457.00	0.283	63.88	39	0.200	2.10	8	12.86	0.48	65.98
73	SPY	513.12	17 May '24	43	468.00	0.284	49.96	1	0.197	1.27	149	9.98	0.48	51.23
74	SPY	513.12	21 Jun '24	78	458.00	0.281	62.94	37	0.198	2.15	13	12.69	0.48	65.09
75	SPY	513.12	21 Jun '24	78	459.00	0.279	62.07	25	0.197	2.20	31	12.53	0.48	64.27
76	SPY	513.12	31 Jul '24	118	448.00	0.270	74.99	2	0.204	2.94	0	15.19	0.47	77.93
77	SPY	513.12	17 May '24	43	470.00	0.279	48.06	28	0.193	1.36	2,063	9.63	0.47	49.42
78	SPY	513.12	21 Jun '24	78	460.00	0.277	61.12	32	0.195	2.26	11,781	12.35	0.47	63.38
79	SPY	513.12	31 Jul '24	118	449.00	0.268	74.06	1	0.202	3.00	0	15.02	0.47	77.06
80	SPY	513.12	21 Jun '24	78	461.00	0.274	60.21	20	0.194	2.32	107	12.19	0.47	62.53
81	SPY	513.12	31 Jul '24	118	450.00	0.266	73.13	1	0.201	3.05	4	14.85	0.47	76.18
82	SPY	513.12	21 Jun '24	78	462.00	0.272	59.28	16	0.192	2.37	301	12.01	0.46	61.65
83	SPY	513.12	28 Jun '24	85	460.00	0.267	61.56	11	0.194	2.53	60	12.49	0.46	64.09
84	SPY	513.12	21 Jun '24	78	463.00	0.270	58.36	12	0.191	2.44	20	11.85	0.46	60.80
85	SPY	513.12	31 May '24	57	468.00	0.272	51.44	1	0.188	1.79	33	10.37	0.46	53.23
86	SPY	513.12	19 Jul '24	106	455.00	0.261	67.37	1	0.197	2.98	237	13.71	0.46	70.35
87	SPY	513.12	10 May '24	36	475.00	0.269	42.60	2	0.189	1.27	100	8.55	0.46	43.87
88	SPY	513.12	17 May '24	43	473.00	0.269	45.23	4	0.188	1.51	251	9.11	0.46	46.74
89	SPY	513.12	21 Jun '24	78	464.00	0.267	57.37	8	0.190	2.50	17	11.67	0.46	59.87
90	SPY	513.12	21 Jun '24	78	465.00	0.265	56.50	26	0.188	2.56	3,697	11.51	0.45	59.06
91	SPY	513.12	17 May '24	43	474.00	0.266	44.29	3	0.186	1.57	230	8.94	0.45	45.86
92	SPY	513.12	31 May '24	57	470.00	0.267	49.57	2	0.184	1.90	1,387	10.03	0.45	51.47
93	SPY	513.12	28 Jun '24	85	463.00	0.261	58.76	2	0.190	2.72	1	11.98	0.45	61.48
94	SPY	513.12	28 Jun '24	85	464.00	0.258	57.83	3	0.188	2.78	0	11.81	0.45	60.61
95	SPY	513.12	21 Jun '24	78	467.00	0.261	54.68	11	0.185	2.70	5	11.18	0.45	57.38
96	SPY	513.12	17 May '24	43	475.00	0.262	43.35	14	0.184	1.62	803	8.76	0.45	44.97
97	SPY	513.12	28 Jun '24	85	465.00	0.259	56.90	35	0.187	2.85	20	11.64	0.45	59.75
98	SPY	513.12	17 May '24	43	476.00	0.260	42.42	10	0.182	1.68	119	8.59	0.44	44.10
99	SPY	513.12	21 Jun '24	78	468.00	0.258	53.76	4	0.184	2.77	516	11.02	0.44	56.53
100	SPY	513.12	28 Jun '24	85	466.00	0.254	55.98	13	0.186	2.93	5	11.48	0.44	58.91

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