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 (%) |
| 52.90% | 59.33% | 4.8500 | -0.47
(-8.92) | 4.850 | Oct 30, 2020 | 115.0 | 9 | 3.000 | 0.20
(6.95) | 3.0000 | -40.70% | 53.21% |
| 53.11% | 55.24% | 4.3250 | -0.43
(-8.95) | 4.325 | Oct 30, 2020 | 116.0 | 9 | 3.450 | 0.20
(6.15) | 3.4500 | -44.76% | 53.06% |
| 53.09% | 51.14% | 3.8250 | -0.38
(-8.93) | 3.825 | Oct 30, 2020 | 117.0 | 9 | 3.925 | 0.23
(6.08) | 3.9250 | -48.87% | 52.69% |
| 52.86% | 47.05% | 3.3500 | -0.38
(-10.07) | 3.350 | Oct 30, 2020 | 118.0 | 9 | 4.450 | 0.25
(5.95) | 4.4500 | -53.01% | 52.45% |
| 50.35% | 58.16% | 5.8750 | -0.43
(-6.75) | 5.875 | Nov 06, 2020 | 115.0 | 16 | 4.075 | 0.17
(4.49) | 4.0750 | -41.89% | 51.08% |
| 50.08% | 54.94% | 5.3250 | -0.48
(-8.19) | 5.325 | Nov 06, 2020 | 116.0 | 16 | 4.550 | 0.20
(4.60) | 4.5500 | -45.07% | 51.07% |
| 50.25% | 51.70% | 4.8500 | -0.38
(-7.18) | 4.850 | Nov 06, 2020 | 117.0 | 16 | 5.025 | 0.17
(3.61) | 5.0250 | -48.28% | 50.74% |
| 49.83% | 48.43% | 4.3500 | -0.40
(-8.42) | 4.350 | Nov 06, 2020 | 118.0 | 16 | 5.550 | 0.25
(4.72) | 5.5500 | -51.49% | 50.58% |
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