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CXW 32.41
Expected move by Oct 16 ±$2.67 ±8.2% $29.74 – $35.08 90%: $26.74 – $38.08
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Every quote and Greek, one row per strike.
40 contracts 34 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.93 83% 7.80 9.60 $24.00 0.00 0.30 - - 0 0
0 0 0.93 74% 6.80 8.60 $25.00 0.00 0.30 76% -0.08 0 0
0 0 0.88 79% 6.20 7.60 $26.00 0.00 0.20 67% -0.09 0 0
5 5 0.88 66% 5.20 6.50 $27.00 0.05 0.20 49% -0.06 8 8
0 0 0.91 44% 4.00 5.30 $28.00 0.05 0.30 45% -0.09 0 0
0 0 0.80 56% 3.50 4.60 $29.00 0.25 0.40 45% -0.15 10 10
55 20 0.75 51% 2.80 3.60 $30.00 0.45 0.75 47% -0.24 42 2
2 1 0.67 48% 2.20 2.65 $31.00 0.70 1.00 45% -0.32 9 23
1 100 0.58 44% 1.60 1.90 $32.00 1.05 1.35 42% -0.43 12 3
5 253 0.47 43% 1.10 1.40 $33.00 1.60 2.05 45% -0.53 300 21
17 289 0.37 44% 0.75 1.05 $34.00 2.00 2.55 40% -0.65 10 45
160 23 0.28 44% 0.45 0.75 $35.00 2.65 3.40 41% -0.75 10 195
487 36 0.21 45% 0.30 0.55 $36.00 3.40 4.20 39% -0.84 55 55
24 10 0.15 46% 0.20 0.40 $37.00 4.00 5.10 - - 20 20
913 10 0.11 46% 0.15 0.25 $38.00 5.00 6.10 - - 0 0
103 1 0.10 52% 0.10 0.30 $39.00 5.80 7.00 - - 0 0
1,231 88 0.06 49% 0.05 0.15 $40.00 6.30 8.70 - - 1 10
0 29 0.05 53% 0.00 0.15 $41.00 7.40 9.10 - - 0 0
1 1 0.07 65% 0.00 0.30 $42.00 8.40 10.30 - - 0 0
0 0 - - 0.00 0.45 $43.00 9.10 11.60 - - 0 0