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 (%) |
| 38.47% | 70.43% | 5.7500 | 2.00
(53.33) | 5.750 | Aug 21, 2020 | 95.0 | 18 | 1.575 | -0.87
(-35.71) | 1.5750 | -29.11% | 37.43% |
| 34.87% | 59.81% | 3.9000 | 1.45
(59.18) | 3.900 | Aug 21, 2020 | 97.5 | 18 | 2.250 | -1.45
(-39.19) | 2.2500 | -40.06% | 34.21% |
| 35.23% | 46.93% | 2.6750 | 1.30
(94.55) | 2.675 | Aug 21, 2020 | 100.0 | 18 | 3.400 | -2.15
(-38.74) | 3.4000 | -53.45% | 33.16% |
| 34.64% | 23.77% | 1.0250 | 0.40
(64.00) | 1.025 | Aug 21, 2020 | 105.0 | 18 | 6.400 | -3.05
(-32.28) | 6.4000 | -83.33% | 26.15% |
| 31.59% | 66.79% | 6.7000 | 1.80
(36.73) | 6.700 | Sep 18, 2020 | 95.0 | 46 | 2.550 | -0.95
(-27.14) | 2.5500 | -33.09% | 31.26% |
| 30.88% | 58.10% | 5.1500 | 1.60
(45.07) | 5.150 | Sep 18, 2020 | 97.5 | 46 | 3.500 | -1.15
(-24.73) | 3.5000 | -41.87% | 30.56% |
| 30.37% | 48.85% | 3.8500 | 1.35
(54.00) | 3.850 | Sep 18, 2020 | 100.0 | 46 | 4.650 | -1.45
(-23.77) | 4.6500 | -51.29% | 29.72% |
| 29.11% | 30.62% | 1.9000 | 0.80
(72.73) | 1.900 | Sep 18, 2020 | 105.0 | 46 | 7.650 | -2.25
(-22.73) | 7.6500 | -70.30% | 27.97% |
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