in the money · blue volume = volume above open interest · click a Bid to sell or an Ask to buy into the P&L calculator
Calls
Strike
Puts
Last
Chg
Bid
Ask
Vol
OI
IV
Δ
K
Δ
IV
OI
Vol
Ask
Bid
Chg
Last
4.30
—
1
1
110.0%
0.70
20.00
-0.24
78.9%
10
11
−0.25
0.1500
Spot 20.97
0.2000
−0.40
4
10
71.5%
0.15
22.50
-0.79
93.2%
54
2
+1.35
2.00
0.0300
−0.03
10
67
206.1%
0.20
25.00
-0.77
232.8%
157
20
—
2.79
0.1000
—
2
236
220.3%
0.05
30.00
-0.85
329.9%
1
10
—
2.70
0.0500
—
1
558
215.6%
0.01
35.00
—
—
—
—
—
—
—
—
0.0500
—
190
945
287.5%
0.01
40.00
—
—
—
—
—
—
—
—
OI
Open Interest by Strike · Oct 16, 26
±20% of spot
SKEW
Volatility Smile · Oct 16, 26
implied volatility by strike
Greeks and probabilities use Black-Scholes with Yahoo's implied volatility and a 4.06% risk-free rate (13-week T-bill). Option quotes can lag the stock quote.
TERM
IV Term Structure
10 expiries
GEX
Dealer Gamma by Strike
net $12.21K per 1% · 2 expiries ≤45d
GPRO
Gamma Profile
no flip in ±15%
Gamma exposure follows the bot's lgf gex: Black-Scholes gamma per 1% move on open interest within 45 days, assuming dealers are long calls and short puts. Positive gamma tends to damp moves, negative gamma to amplify them. An estimate, not dealers' actual books.