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CELC 84.11
Expected move by Oct 16 ±$9.97 ±11.9% $74.14 – $94.08 90%: $62.98 – $105.23
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Every quote and Greek, one row per strike.
62 contracts 41 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 37.20 41.20 $45.00 0.00 0.80 142% -0.03 1 1
1 1 0.99 90% 32.40 36.20 $50.00 0.00 2.00 121% -0.03 1 1
0 0 0.98 85% 27.50 31.30 $55.00 0.00 1.05 105% -0.04 1 1
7 5 0.97 72% 22.50 26.40 $60.00 0.05 1.85 103% -0.08 1 3
0 0 0.94 69% 17.80 21.60 $65.00 0.05 1.25 75% -0.08 120 121
2 1 0.90 59% 13.20 16.70 $70.00 0.60 1.25 66% -0.12 520 306
14 7 0.84 48% 9.00 11.50 $75.00 0.75 3.00 64% -0.21 18 266
27 7 0.67 54% 6.00 8.10 $80.00 1.70 4.70 59% -0.34 45 662
240 261 0.52 64% 4.40 6.30 $85.00 4.20 7.10 60% -0.49 3 73
191 16 0.33 49% 1.20 3.20 $90.00 6.30 9.60 50% -0.67 1 10
52 3 0.22 54% 0.20 2.60 $95.00 11.50 14.10 65% -0.74 9 8
141 101 0.14 56% 0.70 0.90 $100.00 16.00 18.50 69% -0.81 1 121
42 35 0.07 55% 0.10 0.65 $105.00 19.50 23.30 63% -0.90 1 3
37 4 0.11 78% 0.00 1.95 $110.00 24.30 28.10 67% -0.93 2 2
852 826 0.04 65% 0.00 1.60 $115.00 29.20 33.10 73% -0.94 2 5
4 6 0.06 81% 0.00 1.75 $120.00 34.10 37.90 74% -0.97 26 0
21 20 0.05 88% 0.00 1.75 $125.00 39.10 43.20 88% -0.95 0 0
5 5 0.09 114% 0.00 0.75 $130.00 44.10 48.30 97% -0.95 0 0
0 0 0.05 102% 0.00 1.15 $135.00 49.10 53.20 102% -0.96 0 0
0 0 0.05 112% 0.00 0.75 $140.00 54.10 58.30 111% -0.95 0 0
2 1 0.05 114% 0.00 0.75 $145.00 59.10 63.20 115% -0.96 0 0
16 28 0.04 120% 0.00 0.95 $150.00 64.20 68.00 118% -0.97 0 0
3 1 0.04 125% 0.00 0.95 $155.00 69.10 73.00 119% -0.97 0 0
4 1 0.04 130% 0.00 1.15 $160.00 74.10 78.30 135% -0.96 0 0
1 1 0.04 134% 0.00 1.75 $165.00 79.20 83.30 142% -0.96 0 0
2 1 0.04 139% 0.00 0.95 $170.00 84.20 88.20 144% -0.96 0 0
2 1 0.04 146% 0.00 2.15 $175.00 89.20 93.30 152% -0.96 0 0
2 1 0.05 161% 0.00 2.15 $180.00 94.10 98.00 142% -0.98 0 0
1 1 0.07 177% 0.00 2.15 $185.00 99.10 103.00 147% -0.98 0 0
0 0 0.06 175% 0.00 2.15 $190.00 104.20 108.30 165% -0.96 0 0
0 0 0.05 176% 0.00 0.95 $195.00 109.10 113.30 165% -0.96 0 0