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CNM 43.06
Expected move by Oct 16 ±$2.40 ±5.6% $40.66 – $45.46 90%: $37.97 – $48.15
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Every quote and Greek, one row per strike.
26 contracts 17 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 96% 13.90 17.60 $27.50 0.00 5.00 - - 0 0
0 0 0.95 89% 11.60 15.10 $30.00 0.00 2.15 - - 0 0
4 4 1.00 41% 9.20 12.10 $32.50 0.00 1.00 86% -0.09 0 0
0 0 1.00 0% 6.70 9.50 $35.00 0.00 1.20 71% -0.11 52 53
2 1 - - 4.80 6.20 $37.50 0.05 0.55 47% -0.11 10 52
7 1 0.85 30% 2.90 4.00 $40.00 0.30 0.70 37% -0.20 3 46
502 3 0.61 25% 0.95 2.05 $42.50 0.90 1.40 32% -0.41 2 6
42 3 0.33 32% 0.55 0.95 $45.00 1.90 3.90 40% -0.64 5 20
22 2 0.14 32% 0.00 0.90 $47.50 3.40 6.20 39% -0.82 0 0
20 10 0.15 51% 0.00 4.50 $50.00 5.70 8.20 32% -0.98 0 0
12 1 0.13 63% 0.00 5.00 $52.50 8.10 11.00 51% -0.93 0 0
2 1 0.11 69% 0.00 3.90 $55.00 10.10 14.00 59% -0.94 0 0
0 0 - - 0.00 1.00 $60.00 15.50 18.20 - - 0 0