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CRCG 15.72
Expected move by Oct 16 ±$4.46 ±28.4% $11.26 – $20.18 90%: $6.26 – $25.18
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Every quote and Greek, one row per strike.
78 contracts 65 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 667% 14.40 15.30 $1.00 0.00 0.35 - - 0 0
0 0 - - 12.90 13.90 $2.00 0.00 0.35 - - 0 0
0 0 0.99 348% 11.60 14.00 $3.00 0.00 0.35 - - 0 0
0 0 - - 11.20 12.10 $4.00 0.00 2.60 - - 1 1
0 1 - - 10.20 11.00 $5.00 0.00 0.75 - - 1 1
0 0 - - 7.80 9.90 $6.00 0.00 0.35 267% -0.04 0 0
0 0 - - 8.20 9.10 $7.00 0.00 0.75 229% -0.05 100 100
48 80 0.98 144% 7.30 8.30 $8.00 0.00 5.00 201% -0.06 9 73
1 1 0.95 150% 6.40 7.40 $9.00 0.00 0.75 208% -0.10 1 8
4 4 0.91 159% 5.70 6.50 $10.00 0.20 0.30 142% -0.08 62 85
3 1 0.86 155% 4.90 5.70 $11.00 0.35 0.75 155% -0.14 78 110
38 28 0.83 140% 4.00 4.80 $12.00 0.60 0.80 144% -0.18 8 69
18 14 0.76 143% 3.50 4.10 $13.00 0.85 1.20 142% -0.24 8 29
86 2 0.69 143% 2.90 3.50 $14.00 1.25 1.75 147% -0.31 97 32
158 48 0.63 140% 2.40 2.90 $15.00 1.80 2.30 150% -0.37 73 42
66 41 0.56 147% 2.10 2.50 $16.00 2.35 2.90 152% -0.44 46 16
50 47 0.50 147% 1.85 2.05 $17.00 3.00 3.60 154% -0.49 6 25
87 9 0.46 159% 1.50 2.10 $18.00 3.60 4.20 151% -0.56 5 9
16 7 0.39 147% 1.20 1.50 $19.00 4.40 5.00 154% -0.60 2 2
168 257 0.34 149% 1.10 1.20 $20.00 4.90 6.00 153% -0.65 5 5
12 8 0.30 152% 0.85 1.10 $21.00 5.70 6.60 148% -0.71 10 10
33 13 0.27 155% 0.85 0.90 $22.00 6.80 7.60 162% -0.72 0 0
15 8 0.24 156% 0.55 0.95 $23.00 7.70 8.40 161% -0.75 0 0
80 14 0.22 162% 0.50 0.90 $24.00 8.60 9.30 164% -0.78 2 4
8 35 0.17 155% 0.30 0.70 $25.00 9.50 10.20 166% -0.81 0 0
0 13 0.15 154% 0.35 0.50 $26.00 10.30 11.10 159% -0.84 0 0
0 0 0.12 151% 0.10 0.55 $27.00 11.20 12.20 166% -0.85 0 0
29 30 0.15 171% 0.25 0.65 $28.00 12.10 13.20 168% -0.86 0 0
0 3 0.14 176% 0.20 0.65 $29.00 13.10 14.20 175% -0.87 0 0
51 5 0.10 166% 0.20 0.35 $30.00 14.20 15.00 177% -0.88 1 0
0 0 0.11 179% 0.05 0.60 $31.00 15.10 16.00 179% -0.90 0 0
1 1 0.11 185% 0.05 0.60 $32.00 16.10 16.90 176% -0.91 0 0
0 1 0.08 174% 0.05 0.40 $33.00 16.90 17.90 164% -0.94 0 0
0 0 0.09 187% 0.05 0.50 $34.00 18.00 19.00 186% -0.91 0 0
0 0 0.10 196% 0.00 5.00 $35.00 18.90 19.90 174% -0.94 0 0
0 0 0.08 188% 0.00 0.60 $36.00 20.00 20.90 188% -0.93 0 0
0 0 0.09 205% 0.00 0.50 $37.00 21.00 21.90 193% -0.93 0 0
0 0 0.08 205% 0.00 5.00 $38.00 21.90 22.90 189% -0.95 0 0
80 20 0.05 183% 0.05 0.20 $39.00 22.80 23.90 180% -0.96 0 0