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COCO 57.01
Expected move by Oct 16 ±$5.55 ±9.7% $51.46 – $62.56 90%: $45.24 – $68.78
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Every quote and Greek, one row per strike.
42 contracts 26 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 218% 31.10 34.40 $25.00 0.00 1.35 195% -0.03 0 0
0 0 0.94 183% 26.30 29.50 $30.00 0.00 1.15 162% -0.04 1 1
0 0 0.92 153% 21.40 24.70 $35.00 0.00 1.15 130% -0.05 1 27
0 1 0.91 115% 16.40 19.50 $40.00 0.00 0.75 96% -0.06 2 5
10 1 0.89 83% 11.50 14.20 $45.00 0.00 0.55 61% -0.05 1 21
2 1 0.79 72% 7.50 9.60 $50.00 0.30 0.60 47% -0.12 4 51
254 10 0.64 52% 4.00 4.50 $55.00 1.35 2.40 48% -0.36 11 51
42 218 0.40 56% 1.40 2.90 $60.00 2.60 5.20 35% -0.69 1 240
63 64 0.17 49% 0.45 0.85 $65.00 6.50 8.80 - - 1 138
894 4 0.12 63% 0.10 1.00 $70.00 11.30 13.30 - - 100 1,642
34 2 0.11 79% 0.00 0.75 $75.00 15.80 19.00 - - 2 0
115 2 0.08 84% 0.00 1.35 $80.00 20.60 24.00 - - 1 2
1,188 4 0.02 71% 0.00 0.75 $85.00 25.60 29.00 - - 3 0
54 1 0.08 111% 0.00 0.95 $90.00 30.60 34.00 - - 0 0
3 2 0.06 115% 0.00 1.35 $95.00 35.60 39.30 - - 0 0
18 1 0.06 123% 0.00 0.20 $100.00 40.60 44.00 - - 1 0
5 1 0.06 133% 0.00 1.15 $105.00 45.60 49.30 - - 0 0
5 1 0.05 141% 0.00 1.15 $110.00 50.60 54.20 - - 0 0
50 1 0.09 172% 0.00 1.15 $115.00 55.60 59.30 - - 0 0
2 1 0.09 179% 0.00 1.15 $120.00 60.60 64.00 - - 0 0
2 1 0.05 166% 0.00 0.95 $125.00 65.60 69.00 - - 0 0