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CNX 32.78
Expected move by Oct 16 ±$2.17 ±6.6% $30.61 – $34.95 90%: $28.17 – $37.39
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Every quote and Greek, one row per strike.
54 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.93 75% 6.50 9.60 $25.00 0.00 0.75 92% -0.10 2 2
0 0 0.91 73% 5.50 8.80 $26.00 0.00 0.75 82% -0.11 0 0
0 0 1.00 0% 4.80 6.90 $27.00 0.00 1.00 72% -0.13 2 2
0 0 0.96 35% 3.80 6.00 $28.00 0.00 3.90 62% -0.14 1 4
0 0 0.86 46% 3.10 5.20 $29.00 0.00 1.75 52% -0.16 1 6
13 3 0.82 39% 1.90 4.50 $30.00 0.00 0.75 45% -0.20 40 129
80 30 0.76 34% 1.40 3.20 $31.00 0.05 0.65 31% -0.22 1 11
0 1 0.65 31% 1.10 1.95 $32.00 0.35 0.85 29% -0.35 30 286
80 6 0.51 43% 0.70 2.10 $33.00 0.75 1.25 27% -0.51 212 569
116 2 0.36 33% 0.30 1.05 $34.00 0.75 2.15 21% -0.74 40 473
53 31 0.26 36% 0.20 0.75 $35.00 2.20 3.00 35% -0.75 13 149
20 1 0.22 41% 0.00 0.75 $36.00 2.50 4.30 34% -0.85 1 44
50 4 0.16 43% 0.00 1.75 $37.00 3.60 5.20 41% -0.87 5 9
161 1 0.20 60% 0.00 3.90 $38.00 4.50 6.10 40% -0.92 3 4
25 10 0.16 61% 0.00 3.90 $39.00 5.40 6.90 - - 10 10
83 9 0.07 49% 0.00 0.40 $40.00 5.50 9.00 45% -0.96 0 0
8 10 0.18 82% 0.00 3.90 $41.00 6.50 10.00 49% -0.97 0 0
4 3 0.14 78% 0.00 1.75 $42.00 7.80 10.40 - - 4 4
2 1 0.13 83% 0.00 3.90 $43.00 8.50 11.70 - - 0 0
35 1 0.12 87% 0.00 2.60 $44.00 9.50 12.70 - - 0 0
35 11 0.11 91% 0.00 1.10 $45.00 10.50 13.70 - - 0 0
3 1 0.11 97% 0.00 2.60 $46.00 11.90 14.40 - - 0 0
4 2 0.11 101% 0.00 0.75 $47.00 12.90 15.70 80% -0.96 0 0
0 10 0.06 89% 0.00 0.75 $48.00 13.80 16.40 - - 0 0
5 6 0.10 114% 0.00 0.75 $50.00 15.50 18.70 - - 0 0
4 1 0.09 132% 0.00 2.60 $55.00 20.80 23.40 - - 0 0
59 40 0.08 147% 0.00 1.95 $60.00 25.50 28.70 - - 0 0