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COPJ 45.12
Expected move by Oct 16 ±$3.56 ±7.9% $41.56 – $48.68 90%: $37.58 – $52.66
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Every quote and Greek, one row per strike.
46 contracts 34 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 63% 9.30 13.00 $34.00 0.00 0.75 - - 0 0
0 0 0.92 74% 9.40 11.30 $35.00 0.00 0.75 77% -0.09 0 0
0 0 0.92 68% 8.40 10.30 $36.00 0.00 0.75 79% -0.12 0 0
0 0 0.89 67% 7.50 9.40 $37.00 0.00 0.75 68% -0.12 0 0
0 0 0.88 60% 6.50 8.40 $38.00 0.00 0.75 58% -0.12 0 0
0 0 0.85 59% 5.60 7.60 $39.00 0.00 0.75 52% -0.13 1 3
4 4 0.81 57% 4.80 6.70 $40.00 0.05 0.75 44% -0.14 2 12
0 0 0.77 54% 4.00 5.80 $41.00 0.40 0.70 42% -0.19 8 1
0 0 0.71 53% 3.30 5.10 $42.00 0.25 1.50 44% -0.26 2 8
15 2 0.66 51% 2.60 4.30 $43.00 0.45 1.60 40% -0.32 1 4
6 4 0.59 50% 1.90 3.80 $44.00 0.85 2.10 41% -0.40 2 3
2 9 0.52 43% 1.60 2.40 $45.00 1.50 2.35 40% -0.48 4 13
7 5 0.45 49% 1.10 2.65 $46.00 1.70 2.95 36% -0.57 30 60
10 10 0.38 48% 0.80 2.05 $47.00 1.85 3.80 33% -0.68 0 0
0 1 0.30 44% 0.40 1.50 $48.00 2.40 4.50 29% -0.79 0 0
11 8 0.28 51% 0.25 1.75 $49.00 4.00 5.20 39% -0.78 0 0
18 3 0.21 46% 0.30 0.90 $50.00 4.10 6.10 23% -0.96 0 0
1 1 0.19 50% 0.00 0.95 $51.00 5.00 7.00 0% -0.99 0 0
0 0 0.15 50% 0.00 0.75 $52.00 5.90 8.00 0% -0.99 0 0
10 8 0.11 48% 0.00 0.75 $53.00 6.80 8.90 - - 0 0
3 1 0.15 64% 0.00 0.75 $54.00 7.70 9.90 - - 0 0
0 0 0.16 71% 0.00 0.75 $55.00 8.80 10.90 - - 0 0
0 0 0.10 79% 0.00 0.30 $60.00 13.80 16.20 0% -0.99 0 0