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 (%) |
| 28.34% | 74.43% | 4.7250 | 1.00
(26.85) | 4.725 | Sep 20, 2019 | 67.5 | 35 | 0.910 | -0.62
(-40.33) | 0.9100 | -24.72% | 26.97% |
| 24.18% | 60.65% | 2.7750 | 0.56
(25.28) | 2.775 | Sep 20, 2019 | 70.0 | 35 | 1.585 | -0.89
(-36.09) | 1.5850 | -39.67% | 24.54% |
| 22.46% | 41.32% | 1.4200 | 0.33
(30.28) | 1.420 | Sep 20, 2019 | 72.5 | 35 | 2.700 | -1.23
(-31.21) | 2.7000 | -59.17% | 22.42% |
| 20.66% | 21.95% | 0.5550 | 0.09
(18.09) | 0.555 | Sep 20, 2019 | 75.0 | 35 | 4.400 | -1.43
(-24.46) | 4.4000 | -78.08% | 21.43% |
| 26.19% | 68.58% | 5.8000 | 0.75
(14.85) | 5.800 | Nov 15, 2019 | 67.5 | 91 | 1.980 | -0.79
(-28.52) | 1.9800 | -31.46% | 25.74% |
| 26.04% | 58.17% | 4.3250 | 0.70
(19.31) | 4.325 | Nov 15, 2019 | 70.0 | 91 | 2.935 | -0.92
(-23.77) | 2.9350 | -42.14% | 25.16% |
| 24.88% | 47.10% | 2.9800 | 0.53
(21.38) | 2.980 | Nov 15, 2019 | 72.5 | 91 | 4.200 | -0.93
(-18.05) | 4.2000 | -53.53% | 24.80% |
| 22.09% | 34.32% | 1.6900 | 0.09
(5.63) | 1.690 | Nov 15, 2019 | 75.0 | 91 | 5.450 | -1.38
(-20.15) | 5.4500 | -66.53% | 22.23% |
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