Pre-market
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CEPT 12.35
Expected move by Dec 18 ±$7.79 ±63.1% $4.56 – $20.14 90%: $-4.17 – $28.87
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Every quote and Greek, one row per strike.
20 contracts 20 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
219 1 - - 9.10 9.90 $2.50 0.05 0.45 245% -0.03 6 90
5 5 0.94 161% 7.10 8.40 $5.00 0.05 0.75 168% -0.06 0 0
163 4 0.85 153% 5.60 6.30 $7.50 1.00 1.95 182% -0.16 1 1
64 20 0.75 162% 4.50 5.10 $10.00 2.40 3.20 184% -0.24 3 5
361 35 0.66 172% 3.70 4.30 $12.50 4.10 5.10 197% -0.32 10 14
61 33 0.59 175% 3.10 3.70 $15.00 5.80 7.00 195% -0.39 1 2
111 23 0.52 182% 2.60 3.30 $17.50 7.80 10.00 221% -0.41 0 0
31 20 0.48 186% 2.35 2.95 $20.00 9.80 12.10 220% -0.46 1 1
632 404 0.45 196% 2.10 2.90 $22.50 12.20 14.40 229% -0.49 0 0
8 4 0.42 204% 1.95 2.70 $25.00 14.40 15.70 213% -0.56 0 0