Strike Intelligence

RMBS strike activity map

Nearest-expiry strike concentration ranked by strike, with call and put activity separated for cleaner pressure reading.

Nearest expiry 40 records

Detail Tape

RMBS strike activity map

Page 1 of 2
Strike 47.50
Calls V 0 · OI 80 IV 2.53
Puts V 0 · OI 348 IV 1.73
Strike 50.00
Calls V 0 · OI 6 IV 2.37
Puts V 30 · OI 228 IV 1.61
Strike 55.00
Calls V 0 · OI 10 IV 2.06
Puts V 0 · OI 315 IV 1.41
Strike 60.00
Calls V 1 · OI 4 IV 1.79
Puts V 2 · OI 421 IV 1.21
Strike 65.00
Calls V 1 · OI 11 IV 1.54
Puts V 3 · OI 602 IV 1.03
Strike 70.00
Calls V 0 · OI 38 IV 1.30
Puts V 1 · OI 350 IV 0.86
Strike 75.00
Calls V 0 · OI 43 IV 1.26
Puts V 3 · OI 775 IV 0.71
Strike 80.00
Calls V 3 · OI 41 IV 0.99
Puts V 22 · OI 1585 IV 0.98
Strike 82.50
Calls V 0 · OI 33 IV 0.93
Puts V 2 · OI 173 IV 0.48
Strike 85.00
Calls V 0 · OI 173 IV 0.85
Puts V 26 · OI 1234 IV 0.84
Strike 87.50
Calls V 0 · OI 321 IV 0.74
Puts V 3 · OI 155 IV 0.78
Strike 90.00
Calls V 7 · OI 213 IV 0.74
Puts V 219 · OI 839 IV 0.69
Strike 92.50
Calls V 1 · OI 64 IV 0.69
Puts V 81 · OI 258 IV 0.78
Strike 95.00
Calls V 4 · OI 122 IV 0.75
Puts V 57 · OI 1192 IV 0.66
Strike 97.50
Calls V 0 · OI 129 IV 0.79
Puts V 4 · OI 140 IV 0.68
Strike 100.00
Calls V 26 · OI 807 IV 0.72
Puts V 10 · OI 5575 IV 0.69
Strike 105.00
Calls V 20 · OI 820 IV 0.75
Puts V 2 · OI 244 IV 0.74
Strike 110.00
Calls V 158 · OI 1327 IV 0.80
Puts V 8 · OI 246 IV 0.72
Strike 115.00
Calls V 10 · OI 209 IV 0.81
Puts V 8 · OI 277 IV 0.67
Strike 120.00
Calls V 8 · OI 821 IV 0.48
Puts V 0 · OI 221 IV 0.01
Strike 125.00
Calls V 2 · OI 3870 IV 0.57
Puts V 0 · OI 175 IV 0.01
Strike 130.00
Calls V 33 · OI 511 IV 0.66
Puts V 0 · OI 451 IV 0.01
Strike 135.00
Calls V 6 · OI 368 IV 0.74
Puts V 0 · OI 17 IV 0.01
Strike 140.00
Calls V 7 · OI 312 IV 0.81
Puts V 0 · OI 23 IV 0.01
Strike 145.00
Calls V 0 · OI 381 IV 0.89
Puts V 0 · OI 0 IV 0.01
Strike 150.00
Calls V 1 · OI 5314 IV 0.96
Puts V 0 · OI 0 IV 0.01
Strike 155.00
Calls V 1 · OI 686 IV 1.03
Puts V 0 · OI 0 IV 0.01
Strike 160.00
Calls V 0 · OI 532 IV 1.10
Puts V 0 · OI 0 IV 0.01

Evidence context