Implied Vola (%)  | Call Delta | Option Value | Change (%) | Call
Bid/Ask Mean | Expiry | Strike | Days | Put
Bid/Ask
Mean | Change (%) | Option Value | Put Delta | Implied Vola (%) |
| 40.97% | 59.17% | 0.9750 | -0.02
(-2.50) | 0.975 | Dec 21, 2018 | 29.0 | 10 | 0.600 | -0.17
(-22.58) | 0.6000 | -41.69% | 39.29% |
| 39.99% | 48.34% | 0.7000 | -0.02
(-3.45) | 0.700 | Dec 21, 2018 | 29.5 | 10 | 0.825 | -0.18
(-17.50) | 0.8250 | -52.29% | 38.17% |
| 37.41% | 37.18% | 0.4500 | -0.10
(-18.18) | 0.450 | Dec 21, 2018 | 30.0 | 10 | 1.150 | -0.12
(-9.80) | 1.1500 | -62.23% | 39.49% |
| 38.99% | 28.45% | 0.3250 | -0.05
(-13.33) | 0.325 | Dec 21, 2018 | 30.5 | 10 | 1.500 | -0.12
(-7.69) | 1.5000 | -71.30% | 39.79% |
| 38.35% | 57.48% | 1.1500 | 0.00
(0.00) | 1.150 | Dec 28, 2018 | 29.0 | 17 | 0.775 | -0.12
(-13.89) | 0.7750 | -42.55% | 37.41% |
| 36.38% | 49.04% | 0.8500 | -0.02
(-2.86) | 0.850 | Dec 28, 2018 | 29.5 | 17 | 0.975 | -0.15
(-13.33) | 0.9750 | -51.22% | 35.46% |
| 34.71% | 39.98% | 0.6000 | -0.07
(-11.11) | 0.600 | Dec 28, 2018 | 30.0 | 17 | 1.275 | -0.12
(-8.93) | 1.2750 | -59.84% | 35.78% |
| 35.37% | 32.11% | 0.4500 | -0.05
(-10.00) | 0.450 | Dec 28, 2018 | 30.5 | 17 | 1.575 | -0.17
(-10.00) | 1.5750 | -68.76% | 34.27% |
|
|
