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Data is delayed from September 30, 2020. 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
IVol Price Volume IVol Price Volume
1 SPY 334.32 18 Dec '20 79 333.00 0.267 17.24 331 0.287 17.07 450 10.26 0.55 34.31
2 SPY 334.32 18 Dec '20 79 334.00 0.265 16.64 449 0.285 17.48 778 10.21 0.55 34.12
3 SPY 334.32 18 Dec '20 79 335.00 0.263 16.04 501 0.283 17.89 1,832 10.15 0.55 33.93
4 SPY 334.32 18 Dec '20 79 336.00 0.261 15.44 347 0.282 18.31 663 10.10 0.54 33.75
5 SPY 334.32 31 Dec '20 92 333.00 0.258 17.97 111 0.279 17.95 22 10.74 0.54 35.92
6 SPY 334.32 20 Nov '20 51 333.00 0.262 13.71 3,065 0.272 12.87 1,106 7.95 0.53 26.58
7 SPY 334.32 31 Dec '20 92 334.00 0.256 17.35 20 0.277 18.34 12 10.68 0.53 35.69
8 SPY 334.32 6 Nov '20 37 333.00 0.257 11.69 33 0.272 10.83 255 6.74 0.53 22.52
9 SPY 334.32 20 Nov '20 51 334.00 0.259 13.10 537 0.270 13.27 1,681 7.89 0.53 26.37
10 SPY 334.32 31 Dec '20 92 335.00 0.254 16.74 106 0.276 18.75 18 10.62 0.53 35.49
11 SPY 334.32 31 Dec '20 92 336.00 0.252 16.15 45 0.274 19.12 33 10.55 0.53 35.27
12 SPY 334.32 20 Nov '20 51 335.00 0.257 12.51 1,588 0.268 13.67 2,316 7.83 0.52 26.18
13 SPY 334.32 6 Nov '20 37 334.00 0.255 11.09 10 0.270 11.23 69 6.68 0.52 22.32
14 SPY 334.32 6 Nov '20 37 335.00 0.253 10.50 68 0.268 11.64 96 6.62 0.52 22.14
15 SPY 334.32 20 Nov '20 51 336.00 0.255 11.92 758 0.265 14.08 2,049 7.78 0.52 26.00
16 SPY 334.32 6 Nov '20 37 336.00 0.251 9.93 115 0.264 11.97 170 6.55 0.52 21.90
17 SPY 334.32 4 Nov '20 35 335.00 0.243 9.78 27 0.257 10.86 25 6.17 0.50 20.64
18 SPY 334.32 2 Nov '20 33 334.00 0.222 9.10 45 0.237 9.27 28 5.49 0.46 18.37
19 SPY 334.32 2 Nov '20 33 335.00 0.220 8.53 54 0.234 9.69 347 5.45 0.45 18.22
20 SPY 334.32 2 Nov '20 33 336.00 0.217 7.96 59 0.232 10.13 96 5.41 0.45 18.09
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