Strike Intelligence

SABR strike activity map

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

Nearest expiry 8 records

Detail Tape

SABR strike activity map

Page 1 of 1
Strike 0.50
Calls V 0 · OI 0 IV 0.01
Puts V 0 · OI 10 IV 3.07
Strike 1.00
Calls V 0 · OI 1 IV 0.01
Puts V 0 · OI 12 IV 1.55
Strike 1.50
Calls V 0 · OI 9 IV 1.46
Puts V 0 · OI 287 IV 0.64
Strike 2.00
Calls V 3 · OI 1586 IV 1.00
Puts V 0 · OI 106 IV 1.37
Strike 2.50
Calls V 0 · OI 608 IV 0.80
Puts V 0 · OI 31 IV 1.49
Strike 3.00
Calls V 0 · OI 56 IV 1.14
Puts V 0 · OI 40 IV 1.71
Strike 3.50
Calls V 0 · OI 2 IV 1.41
Puts V 0 · OI 0 IV 1.71
Strike 4.00
Calls V 0 · OI 2 IV 1.63
Puts V 0 · OI 0 IV 1.60