0DTE Alpha

SPXW 0DTE — live table

Last run: 2026-01-15 04:16 EST
exp=
spot=
rows=

Volume	Open Int	IV	Gamma	Delta	LAST	Strike	LAST	Delta	Gamma	IV	Open Int	Volume
298	58	5.4358	0.0022	0.9007	99.58	6825.0	0.03	-0.0042	0.0003	2.634	3,473	16,370
749	51	5.2721	0.0024	0.8958	82.83	6830.0	0.05	-0.0044	0.0004	2.5142	1,229	23,914
90	17	5.0671	0.0025	0.8923	84.45	6835.0	0.03	-0.0046	0.0004	2.394	7,630	26,879
192	61	4.8603	0.0027	0.8885	80.0	6840.0	0.03	-0.0048	0.0004	2.2737	1,653	32,314
118	33	4.6516	0.0029	0.8844	71.29	6845.0	0.03	-0.0051	0.0005	2.152	4,243	34,302
1,159	100	4.4419	0.0031	0.8799	68.99	6850.0	0.05	-0.0054	0.0005	2.0301	7,310	63,338
851	30	4.2286	0.0034	0.875	70.78	6855.0	0.03	-0.0057	0.0006	1.9079	1,200	43,687
521	49	4.0123	0.0037	0.8695	65.56	6860.0	0.05	-0.006	0.0007	1.7846	2,203	60,473
594	74	3.7949	0.004	0.8634	58.65	6865.0	0.05	-0.0064	0.0008	1.6607	1,338	59,331
1,378	84	3.5732	0.0044	0.8566	53.58	6870.0	0.03	-0.0069	0.0009	1.5358	3,275	75,737
2,960	218	3.318	0.0049	0.851	50.7	6875.0	0.03	-0.0075	0.001	1.4099	2,388	77,315
7,860	189	3.1191	0.0054	0.84	45.1	6880.0	0.03	-0.0081	0.0012	1.2826	1,980	98,105
10,215	279	2.2306	0.0058	0.891	39.0	6885.0	0.03	-0.009	0.0015	1.1543	1,830	90,738
31,304	541	2.0924	0.0069	0.874	35.0	6890.0	0.05	-0.01	0.0018	1.0246	2,287	108,277
41,920	329	1.8442	0.0081	0.8664	30.5	6895.0	0.03	-0.0113	0.0023	0.8963	2,469	97,457
77,095	1,362	1.6243	0.0099	0.8519	23.9	6900.0	0.05	-0.0131	0.0031	0.7617	5,419	128,999
67,026	157	1.2491	0.0124	0.8595	21.0	6905.0	0.03	-0.0156	0.0044	0.6245	1,480	76,641
106,442	167	1.0515	0.0168	0.8286	14.6	6910.0	0.03	-0.0196	0.0069	0.4816	1,448	82,491
108,149	570	0.8075	0.0249	0.7891	9.7	6915.0	0.03	-0.0271	0.0129	0.3365	1,977	54,732
136,875	221	0.4524	0.0492	0.7465	5.0	6920.0	0.03	-0.0469	0.0381	0.1796	2,048	47,151
119,805	232	0.1395	0.1881	0.3653	0.5	6925.0	0.55	-0.7813	0.3327	0.0619	3,816	34,615
110,479	435	0.2246	0.026	0.0387	0.05	6930.0	5.1	-1.0	0.0	0.0	2,250	18,034
71,679	369	0.3758	0.0106	0.0245	0.03	6935.0	9.9	-1.0	0.0	0.0	1,250	8,729
72,816	699	0.5197	0.006	0.0184	0.03	6940.0	14.0	-1.0	0.0	0.0	1,860	6,686
52,937	913	0.6582	0.004	0.0149	0.03	6945.0	19.82	-1.0	0.0	0.0	1,617	2,749
60,872	994	0.7931	0.0028	0.0126	0.03	6950.0	24.0	-1.0	0.0	0.0	1,665	6,132
32,754	702	0.9252	0.0022	0.0109	0.04	6955.0	29.42	-1.0	0.0	0.0	1,299	1,235
44,420	882	1.0552	0.0017	0.0097	0.03	6960.0	35.3	-0.8237	0.0068	2.6555	768	1,358
31,671	1,063	1.183	0.0014	0.0088	0.03	6965.0	39.41	-0.8349	0.006	2.8888	940	797
40,921	1,578	1.3092	0.0012	0.008	0.04	6970.0	45.18	-0.8445	0.0053	3.1167	1,080	841
30,522	1,862	1.4341	0.001	0.0074	0.03	6975.0	49.29	-0.8527	0.0048	3.3392	763	580
27,293	1,738	1.5574	0.0008	0.0068	0.03	6980.0	54.2	-0.86	0.0044	3.5586	449	473
23,272	1,641	1.6801	0.0007	0.0064	0.03	6985.0	58.17	-0.8663	0.004	3.7757	229	193
18,532	2,218	1.8016	0.0007	0.006	0.03	6990.0	63.98	-0.872	0.0036	3.9888	222	249
15,403	2,209	1.9357	0.0006	0.0056	0.04	6995.0	77.13	-0.879	0.0034	4.165	162	85
23,151	6,977	2.0562	0.0005	0.0053	0.03	7000.0	74.6	-0.8817	0.0031	4.4223	1,092	1,680
12,499	3,134	2.1758	0.0005	0.0051	0.03	7005.0	91.46	-0.8952	0.0029	4.4454	109	75
11,932	2,912	2.2948	0.0004	0.0048	0.05	7010.0	104.93	-0.8896	0.0027	4.8334	344	316
8,703	2,963	2.413	0.0004	0.0046	0.05	7015.0	116.38	-0.8931	0.0026	5.0361	331	315
6,307	5,571	2.5306	0.0004	0.0044	0.03	7020.0	94.0	-0.898	0.0024	5.1989	59	40