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CTVA 79.16
Expected move by Oct 16 ±$4.33 ±5.5% $74.83 – $83.49 90%: $69.99 – $88.33
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Every quote and Greek, one row per strike.
36 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 120% 37.70 40.90 $40.00 0.00 1.55 - - 0 0
0 0 0.99 106% 32.70 36.00 $45.00 0.00 1.55 - - 1 1
0 0 0.99 80% 27.70 30.90 $50.00 0.00 1.55 - - 0 0
0 0 0.98 75% 22.70 26.10 $55.00 0.00 1.60 100% -0.06 5 4
0 0 0.98 53% 17.70 21.00 $60.00 0.00 1.65 75% -0.06 0 0
26 1 0.91 60% 13.70 16.00 $65.00 0.00 0.25 51% -0.06 2 9
1 3 0.89 40% 9.00 10.50 $70.00 0.05 0.50 35% -0.08 12 408
79 1 0.76 31% 4.60 5.90 $75.00 0.70 1.15 31% -0.23 35 816
105 24 0.47 30% 1.80 2.55 $80.00 2.20 3.00 27% -0.54 77 286
497 18 0.18 28% 0.45 0.70 $85.00 5.50 7.00 28% -0.83 2 31
561 112 0.08 33% 0.15 0.30 $90.00 9.70 11.80 - - 1 304
525 102 0.04 40% 0.10 0.20 $95.00 14.30 17.50 40% -0.97 5 5
572 11 0.05 52% 0.00 0.15 $100.00 19.10 22.50 - - 0 0
2 1 0.06 65% 0.00 0.65 $105.00 24.60 27.50 65% -0.95 0 0
0 0 0.06 76% 0.00 0.60 $110.00 29.60 32.40 72% -0.96 0 0
0 0 0.05 83% 0.00 1.60 $115.00 34.60 37.50 82% -0.96 0 0
0 0 - - 0.00 0.75 $120.00 39.60 42.60 92% -0.95 0 0
0 0 - - 0.00 1.55 $125.00 44.60 47.60 99% -0.95 0 0