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CBT 76.59
Expected move by Oct 16 ±$4.58 ±6.0% $72.01 – $81.17 90%: $66.89 – $86.29
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Every quote and Greek, one row per strike.
36 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 0.98 138% 34.70 39.00 $40.00 0.00 15.00 149% -0.03 1 3
0 2 0.98 105% 30.00 33.50 $45.00 0.00 0.75 125% -0.04 1 3
0 0 0.94 114% 25.20 29.20 $50.00 0.00 2.60 105% -0.04 3 19
0 0 0.94 87% 20.10 24.00 $55.00 0.00 2.60 86% -0.05 1 6
0 0 0.93 67% 15.20 18.90 $60.00 0.00 0.20 56% -0.04 10 31
0 0 0.89 55% 11.10 13.40 $65.00 0.00 15.00 49% -0.09 1 13
4 1 0.84 36% 6.30 8.30 $70.00 0.00 1.80 32% -0.13 1 25
9 3 0.61 34% 2.60 4.70 $75.00 0.05 2.75 27% -0.36 4 52
89 10 0.31 31% 0.70 1.75 $80.00 2.90 5.10 23% -0.76 2 32
39 7 0.14 35% 0.15 0.80 $85.00 7.10 9.30 - - 3 21
188 3 0.11 47% 0.00 0.85 $90.00 11.90 14.20 - - 1 1
216 6 0.08 57% 0.00 1.75 $95.00 16.20 19.70 - - 0 0
6 5 0.07 67% 0.00 0.75 $100.00 21.90 24.80 - - 0 0
1 1 0.07 76% 0.00 2.65 $105.00 26.70 29.70 - - 0 0
15 2 0.06 84% 0.00 0.75 $110.00 31.70 34.70 - - 0 0
0 0 0.06 92% 0.00 0.75 $115.00 36.90 39.80 - - 0 0
0 0 0.05 99% 0.00 0.75 $120.00 41.40 45.30 - - 0 0
0 0 - - 0.00 0.75 $125.00 46.00 50.00 - - 0 0