0DTE Alpha

SPXW 0DTE — live table

Last run: 2025-11-17 18:06 EST
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Volume	Open Int	IV	Gamma	Delta	LAST	Strike	LAST	Delta	Gamma	IV	Open Int	Volume
40	24	0.0	0.0	1.0	101.88	6575.0	0.03	-0.0044	0.0004	2.5584	4,272	9,713
4	14	0.0	0.0	1.0	159.15	6580.0	0.02	-0.0046	0.0004	2.4367	704	9,125
22	11	0.0	0.0	1.0	73.09	6585.0	0.03	-0.0048	0.0004	2.3145	1,915	9,957
139	78	0.0	0.0	1.0	61.1	6590.0	0.03	-0.005	0.0005	2.1918	2,961	12,759
205	12	2.1133	0.0006	0.9939	55.5	6595.0	0.03	-0.0053	0.0005	2.0684	723	10,221
310	125	0.0	0.0	1.0	65.6	6600.0	0.03	-0.0056	0.0006	1.9444	7,607	39,871
106	7	0.0	0.0	1.0	60.4	6605.0	0.03	-0.006	0.0007	1.8197	1,362	19,300
257	18	0.0	0.0	1.0	58.6	6610.0	0.03	-0.0064	0.0007	1.6943	1,384	27,953
468	12	0.0	0.0	1.0	58.0	6615.0	0.03	-0.0069	0.0009	1.5679	1,573	27,653
621	91	0.0	0.0	1.0	49.2	6620.0	0.03	-0.0074	0.001	1.4406	1,170	45,236
687	62	0.0	0.0	1.0	45.56	6625.0	0.03	-0.0081	0.0012	1.3121	1,658	47,292
1,618	40	0.0	0.0	1.0	37.8	6630.0	0.03	-0.0089	0.0014	1.1823	1,640	62,204
2,412	64	0.0	0.0	1.0	33.9	6635.0	0.03	-0.0099	0.0018	1.0511	1,064	58,431
5,318	104	0.0	0.0	1.0	32.0	6640.0	0.03	-0.0111	0.0022	0.918	1,078	71,189
9,276	48	0.0	0.0	1.0	24.1	6645.0	0.03	-0.0129	0.003	0.7827	564	70,006
29,300	406	0.0	0.0	1.0	19.3	6650.0	0.03	-0.0153	0.0042	0.6447	7,688	116,004
23,753	166	0.0	0.0	1.0	14.3	6655.0	0.03	-0.0191	0.0065	0.5028	842	63,043
31,839	225	0.0	0.0	1.0	9.4	6660.0	0.05	-0.026	0.0119	0.3554	5,346	82,828
34,106	103	0.0	0.0	1.0	4.4	6665.0	0.2	-0.1069	0.0473	0.2741	811	66,234
55,191	290	0.1547	0.181	0.4713	0.75	6670.0	1.45	-0.5134	0.0851	0.3297	3,531	76,536
43,028	358	0.2414	0.0376	0.0665	0.05	6675.0	5.2	-0.7412	0.0406	0.56	2,200	58,427
41,965	184	0.3656	0.0114	0.0254	0.05	6680.0	10.2	-0.8072	0.0234	0.8222	1,682	63,277
28,644	346	0.5124	0.0063	0.0188	0.05	6685.0	14.33	-0.8127	0.0158	1.1977	2,009	40,906
30,873	186	0.6536	0.0041	0.0152	0.03	6690.0	22.7	-0.8425	0.012	1.4072	1,984	54,098
22,302	337	0.7909	0.0029	0.0128	0.03	6695.0	27.59	-0.8801	0.0094	1.5008	2,804	48,631
53,676	1,076	0.9252	0.0022	0.0111	0.04	6700.0	30.24	-0.8918	0.0076	1.7097	3,767	83,422
29,477	202	1.0539	0.0017	0.0098	0.03	6705.0	36.43	-0.892	0.0066	1.9903	794	43,835
45,359	349	1.1835	0.0014	0.0089	0.03	6710.0	41.38	-0.8921	0.0057	2.2708	743	44,257
30,798	323	1.3114	0.0012	0.0081	0.03	6715.0	47.47	-0.8856	0.0052	2.6297	608	31,482
46,687	535	1.4378	0.001	0.0074	0.03	6720.0	50.57	-0.8557	0.0048	3.3066	1,186	39,189
41,330	605	1.5654	0.0009	0.0069	0.05	6725.0	57.7	-0.8607	0.0044	3.5616	1,523	32,547
55,633	736	1.687	0.0008	0.0064	0.03	6730.0	62.0	-0.8671	0.004	3.7802	4,243	32,706
44,182	655	1.8129	0.0007	0.006	0.03	6735.0	67.17	-0.8728	0.0037	3.9957	1,239	23,546
68,646	1,053	1.9319	0.0006	0.0057	0.04	6740.0	78.31	-0.8798	0.0034	4.1713	1,317	24,372
53,426	685	2.053	0.0005	0.0054	0.05	6745.0	77.33	-0.8825	0.0031	4.4162	832	14,590
78,548	1,375	2.1733	0.0005	0.0051	0.05	6750.0	81.02	-0.8867	0.0029	4.627	2,259	12,265
43,513	575	2.2928	0.0004	0.0049	0.02	6755.0	85.15	-0.8905	0.0027	4.8333	791	3,577
51,051	1,087	2.4116	0.0004	0.0046	0.03	6760.0	89.6	-0.8957	0.0026	4.9964	834	3,409
35,264	843	2.5298	0.0004	0.0044	0.05	6765.0	100.9	-0.8988	0.0024	5.191	632	2,304
50,260	847	2.6473	0.0003	0.0043	0.04	6770.0	107.0	-0.9017	0.0023	5.3908	902	1,365