Pre-market
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CLMT 57.28
Expected move by Oct 16 ±$6.89 ±12.0% $50.39 – $64.17 90%: $42.68 – $71.88
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Every quote and Greek, one row per strike.
38 contracts 34 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 138% 21.20 24.80 $35.00 0.00 0.20 108% -0.03 1 1
0 0 0.96 93% 17.20 20.10 $39.00 0.00 0.45 91% -0.04 0 0
6 1 0.92 106% 16.70 19.30 $40.00 0.00 0.25 84% -0.04 50 253
0 0 0.92 100% 15.70 18.30 $41.00 0.00 0.30 81% -0.05 5 5
0 0 0.92 93% 14.90 17.00 $42.00 0.05 0.35 73% -0.04 50 29
24 24 0.90 98% 13.30 17.10 $43.00 0.05 0.40 70% -0.05 1 51
0 0 0.88 100% 12.90 16.00 $44.00 0.05 0.60 72% -0.06 1 3
74 1 0.87 93% 12.30 14.60 $45.00 0.20 0.65 71% -0.08 3 94
109 2 0.88 80% 11.10 13.30 $46.00 0.25 0.65 67% -0.09 2 163
23 6 0.87 74% 10.20 12.20 $47.00 0.35 0.65 64% -0.10 3 24
18 10 0.86 70% 9.30 11.20 $48.00 0.45 0.85 64% -0.12 1 5
50 51 0.82 73% 8.80 10.30 $49.00 0.55 1.00 62% -0.15 1 45
163 1 0.80 72% 8.00 9.50 $50.00 0.70 1.25 62% -0.18 35 217
602 74 0.63 67% 5.00 5.60 $55.00 2.10 2.50 57% -0.36 339 595
604 29 0.44 67% 2.65 3.30 $60.00 4.50 5.40 57% -0.59 27 146
367 38 0.27 68% 1.40 1.75 $65.00 7.20 9.50 50% -0.82 2 12
691 9 0.17 73% 0.70 1.15 $70.00 12.20 13.60 53% -0.93 25 0
135 10 0.10 75% 0.35 0.70 $75.00 16.30 18.80 - - 0 0
10 10 0.06 78% 0.05 0.55 $80.00 21.00 23.70 - - 0 0