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CFG 67.41
Expected move by Oct 16 ±$3.89 ±5.8% $63.52 – $71.30 90%: $59.24 – $75.58 Earnings before expiry
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Every quote and Greek, one row per strike.
48 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 0.99 133% 33.50 36.50 $32.50 0.00 2.60 169% -0.03 1 2
0 0 0.98 141% 31.00 34.30 $35.00 0.00 2.15 154% -0.03 1 4
0 0 0.97 127% 28.50 31.80 $37.50 0.00 2.60 138% -0.04 0 0
0 0 0.97 118% 26.00 29.40 $40.00 0.00 2.60 133% -0.04 0 0
0 0 0.95 116% 23.50 27.20 $42.50 0.00 2.60 123% -0.05 1 6
0 0 0.97 87% 21.10 24.10 $45.00 0.00 2.60 106% -0.05 2 11
0 0 0.95 87% 18.60 21.90 $47.50 0.00 0.65 78% -0.03 2 12
27 1 0.97 64% 16.00 19.10 $50.00 0.00 0.65 76% -0.05 3 79
41 1 0.98 50% 13.70 16.30 $52.50 0.00 1.75 72% -0.08 2 433
33 55 0.93 56% 11.70 13.80 $55.00 0.00 2.65 57% -0.07 6 98
26 1 0.90 51% 9.70 11.10 $57.50 0.00 0.65 47% -0.09 5 525
20 1 0.90 36% 6.90 8.60 $60.00 0.15 0.35 34% -0.09 1 494
55 2 0.82 33% 5.10 6.00 $62.50 0.25 0.65 30% -0.16 2 396
95 2 0.68 33% 3.00 4.40 $65.00 0.90 1.10 29% -0.30 2 1,222
182 212 0.51 30% 1.95 2.25 $67.50 1.80 2.15 28% -0.49 2 206
214 260 0.29 24% 0.35 1.15 $70.00 3.20 3.60 26% -0.70 6 154
2,285 127 0.16 27% 0.35 0.45 $72.50 4.70 6.00 25% -0.86 8 59
946 58 0.08 28% 0.15 0.20 $75.00 7.00 8.10 - - 1 79
169 7 0.10 40% 0.00 0.15 $77.50 8.70 11.40 - - 0 0
1,110 2 0.05 39% 0.00 0.15 $80.00 11.10 14.10 31% -0.99 0 0
1 1 0.07 50% 0.00 2.15 $82.50 13.50 16.60 - - 0 0
20 3 0.07 59% 0.00 1.75 $85.00 16.00 19.10 - - 0 0
18 3 0.03 58% 0.00 0.10 $90.00 21.00 24.10 - - 0 0
1 1 0.03 66% 0.00 0.95 $95.00 26.20 29.10 65% -0.98 0 0