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CMG 33.14
Expected move by Sep 25 ±$0.96 ±2.9% $32.18 – $34.10 90%: $31.10 – $35.18
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Every quote and Greek, one row per strike.
76 contracts 50 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
23 7 1.00 158% 13.05 13.25 $20.00 0.00 2.52 282% -0.03 2 7
13 2 0.96 215% 10.05 10.55 $23.00 0.00 0.21 205% -0.04 3 14
8 4 0.95 195% 9.05 9.55 $24.00 0.00 2.52 163% -0.02 7 10
20 5 - - 8.00 8.25 $25.00 0.00 0.21 145% -0.03 18 45
8 2 0.95 149% 7.05 7.50 $26.00 0.00 0.24 108% -0.01 2 6
2 2 0.93 135% 6.05 6.55 $27.00 0.00 0.26 110% -0.03 8 53
6 2 0.92 116% 5.05 5.55 $28.00 0.00 0.24 93% -0.04 110 24
4 62 0.94 82% 4.05 4.40 $29.00 0.00 0.25 84% -0.06 20 93
152 32 0.91 74% 3.05 3.50 $30.00 0.00 0.02 63% -0.06 30 147
1 2 0.89 66% 2.57 3.00 $30.50 0.01 0.02 41% -0.03 33 367
22 34 0.87 59% 2.01 2.59 $31.00 0.01 0.04 38% -0.04 29 829
8 33 0.83 51% 1.58 2.06 $31.50 0.06 0.08 39% -0.10 98 1,163
88 1 0.77 47% 1.15 1.61 $32.00 0.12 0.16 38% -0.19 205 1,201
12 66 0.68 43% 0.85 1.11 $32.50 0.24 0.29 38% -0.30 278 297
668 226 0.55 38% 0.51 0.72 $33.00 0.39 0.48 36% -0.45 218 1,931
307 377 0.41 38% 0.34 0.42 $33.50 0.64 0.78 36% -0.60 85 445
846 422 0.27 37% 0.20 0.23 $34.00 0.82 1.17 32% -0.77 59 311
2,500 460 0.17 38% 0.09 0.15 $34.50 1.21 1.66 35% -0.86 210 632
2,066 896 0.10 39% 0.05 0.08 $35.00 1.65 2.12 34% -0.94 77 539
467 167 0.06 40% 0.02 0.05 $35.50 2.04 2.47 - - 1 25
1,213 118 0.06 50% 0.01 0.09 $36.00 2.62 3.05 - - 23 233
62 38 0.10 67% 0.00 0.01 $36.50 3.00 3.45 - - 7 25
839 64 0.06 65% 0.00 0.04 $37.00 3.50 4.00 - - 2 56
75 2 0.03 61% 0.00 0.10 $37.50 4.00 4.45 - - 1 3
1,953 49 0.03 66% 0.00 0.01 $38.00 4.50 5.00 - - 22 21
153 2 0.07 91% 0.00 2.52 $38.50 5.00 5.80 81% -0.96 3 0
3,901 11 0.08 107% 0.00 0.69 $39.00 5.50 6.30 86% -0.96 3 8
15 3 0.05 99% 0.00 0.05 $39.50 6.30 6.50 92% -0.96 3 0
1,081 1 0.03 94% 0.00 2.20 $40.00 6.50 7.05 - - 3 2
44 20 0.06 116% 0.00 0.06 $40.50 7.05 7.60 - - 0 0
461 2 0.03 103% 0.00 0.16 $41.00 7.60 7.90 - - 2 1
271 50 0.02 110% 0.00 0.31 $42.00 8.50 9.30 117% -0.97 2 0
383 1 0.02 114% 0.00 2.07 $43.00 9.50 10.30 126% -0.97 0 0
30 2 0.04 145% 0.00 2.52 $44.00 10.50 11.30 135% -0.97 0 0
57 1 0.02 136% 0.00 0.45 $45.00 11.45 12.30 131% -0.99 5 0
1 1 0.06 187% 0.00 2.52 $46.00 12.55 13.00 - - 2 0
0 0 0.06 196% 0.00 0.66 $47.00 13.50 14.30 160% -0.98 0 0
1 1 0.06 207% 0.00 0.21 $48.00 14.50 15.30 169% -0.98 0 0