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CGNX 61.99
Expected move by Oct 16 ±$5.21 ±8.4% $56.78 – $67.20 90%: $50.94 – $73.04
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Every quote and Greek, one row per strike.
26 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 125% 25.20 29.40 $35.00 0.00 0.50 - - 0 0
0 0 0.95 110% 20.50 24.40 $40.00 0.00 1.40 94% -0.03 0 0
0 0 0.94 87% 15.50 19.50 $45.00 0.00 1.20 87% -0.06 0 0
0 0 0.95 54% 11.50 13.10 $50.00 0.10 0.40 57% -0.06 1 57
41 1 0.78 69% 7.50 9.90 $55.00 0.50 0.60 45% -0.14 67 223
256 8 0.65 42% 2.75 5.00 $60.00 1.60 2.15 44% -0.36 24 269
184 40 0.37 44% 1.45 1.90 $65.00 4.10 4.90 43% -0.64 2 8
273 150 0.17 45% 0.55 0.70 $70.00 6.30 9.60 - - 1 1
43 43 0.07 47% 0.20 0.25 $75.00 12.30 14.00 48% -0.94 0 0
11 1 0.06 60% 0.00 0.15 $80.00 15.80 20.00 - - 0 0
3 3 0.06 73% 0.00 0.95 $85.00 21.60 24.20 - - 0 0
0 0 - - 0.00 1.90 $90.00 25.70 29.40 - - 0 0
0 0 - - 0.00 1.75 $95.00 30.70 34.90 - - 0 0