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COHU 61.13
Expected move by Oct 16 ±$8.52 ±13.9% $52.61 – $69.66 90%: $43.08 – $79.19
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Every quote and Greek, one row per strike.
26 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 115% 29.30 33.20 $30.00 0.00 0.45 160% -0.03 0 0
0 0 - - 24.30 27.90 $35.00 0.00 0.95 161% -0.06 2 3
2 3 - - 19.30 22.00 $40.00 0.00 0.75 111% -0.05 3 63
26 16 - - 14.50 17.00 $45.00 0.15 0.80 86% -0.07 1 1,315
90 2 0.95 50% 10.20 12.70 $50.00 0.55 1.10 74% -0.13 5 14
13 7 0.76 68% 7.30 8.80 $55.00 1.75 2.30 73% -0.26 2 16
56 30 0.58 74% 5.00 5.80 $60.00 3.70 4.30 73% -0.42 2 45
1,267 120 0.41 73% 3.00 3.30 $65.00 6.50 7.70 76% -0.58 1 0
242 6 0.27 73% 1.50 2.10 $70.00 10.00 11.70 79% -0.71 0 0
400 54 0.18 77% 0.80 1.45 $75.00 14.20 16.60 89% -0.78 0 0
13 2 0.11 75% 0.35 0.80 $80.00 18.80 21.10 95% -0.83 0 0
1 1 0.15 106% 0.15 2.20 $85.00 23.00 25.60 88% -0.91 0 0
0 0 0.08 96% 0.00 0.95 $90.00 27.80 30.80 100% -0.92 0 0