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CECO 71.53
Expected move by Oct 16 ±$7.32 ±10.2% $64.21 – $78.85 90%: $56.02 – $87.04
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Every quote and Greek, one row per strike.
34 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 29.50 33.70 $40.00 0.00 2.60 - - 0 0
0 0 0.98 88% 24.60 28.90 $45.00 0.00 2.60 - - 0 0
0 0 0.98 68% 19.70 23.80 $50.00 0.00 2.60 85% -0.04 0 0
0 0 0.96 59% 14.80 18.90 $55.00 0.00 0.50 59% -0.04 1 4
0 0 0.92 50% 10.00 14.10 $60.00 0.00 1.50 56% -0.10 30 3,538
0 0 0.78 53% 6.00 10.10 $65.00 0.05 1.60 43% -0.18 3 37
11 16 0.59 59% 4.40 6.20 $70.00 1.95 3.60 48% -0.40 34 3,534
126 4 0.38 47% 1.00 3.40 $75.00 4.10 7.30 50% -0.61 1 102
7 26 0.22 49% 0.35 1.85 $80.00 7.80 11.80 57% -0.75 2 13
20 1 0.19 66% 0.45 1.95 $85.00 12.90 16.20 67% -0.81 0 0
3,510 1 0.10 65% 0.00 2.50 $90.00 16.80 20.80 62% -0.92 0 0
0 0 0.08 71% 0.00 2.85 $95.00 21.60 25.70 66% -0.95 0 0
0 0 0.07 82% 0.00 2.75 $100.00 26.60 30.60 73% -0.96 0 0
0 0 0.06 89% 0.00 2.70 $105.00 31.50 35.50 72% -0.98 0 0
0 0 0.06 97% 0.00 2.65 $110.00 36.50 40.50 80% -0.99 0 0
0 0 0.06 105% 0.00 2.65 $115.00 41.50 45.50 87% -0.99 0 0
0 0 - - 0.00 2.60 $120.00 46.50 50.50 93% -0.99 0 0