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CMS 64.70
Expected move by Oct 16 ±$2.38 ±3.7% $62.32 – $67.08 90%: $59.66 – $69.74
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Every quote and Greek, one row per strike.
28 contracts 15 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 116% 23.20 26.90 $40.00 0.00 1.75 - - 0 0
0 0 0.95 93% 18.20 21.90 $45.00 0.00 1.75 - - 0 0
0 0 0.92 75% 14.30 16.10 $50.00 0.00 1.75 - - 0 0
1 1 0.86 63% 9.80 11.30 $55.00 0.00 0.95 53% -0.11 2 2
1 2 0.86 28% 4.80 5.30 $60.00 0.00 0.45 23% -0.10 2 2
41 18 0.48 20% 1.05 1.35 $65.00 1.30 1.55 19% -0.53 7 168
285 232 0.08 21% 0.00 0.20 $70.00 5.00 5.80 21% -0.93 1 315
1 2 0.09 41% 0.00 0.60 $75.00 8.40 11.30 - - 0 0
10 10 - - 0.00 3.90 $80.00 13.30 17.00 - - 0 0
0 0 - - 0.00 2.00 $85.00 18.30 22.00 - - 0 0
0 0 - - 0.00 1.75 $90.00 23.30 27.00 - - 0 0
0 0 - - 0.00 2.00 $95.00 28.30 32.00 - - 0 0
0 0 - - 0.00 3.90 $100.00 33.30 37.00 - - 0 0
0 0 - - 0.00 1.95 $105.00 38.30 42.00 - - 0 0