In addition to option chains, Delphian provides analysis across the entire listed options universe. From broad implied volatility searches to daily unusual options activity reports, Delphian delivers insights without noise.
Realized volatility with up to seven different implied volatility measures charted with earnings dates.
Call & put volumes including spikes back to 2007, daily option volume compared to 20 day average with earnings dates.
Shows which expirations dominate option volume and open interest.
See the history of trade action back to 2007 with earnings dates.
Symbols with new yearly high and low implied volatility levels.
Search individual stocks, your custom stock lists or our pre-defined lists for option trades with specific criteria. Our pre-populated trade types include covered calls, married puts, bull and bear call spreads and bull and bear put spreads.