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 (%) |
| 14.73% | 52.60% | 42.8501 | -19.15
(-30.89) | 42.850 | Feb 13, 2023 | 4130.0 | 10 | 37.550 | 3.55
(10.44) | 37.5500 | -47.40% | 14.74% |
| 14.69% | 50.62% | 40.1999 | -18.65
(-31.69) | 40.200 | Feb 13, 2023 | 4135.0 | 10 | 39.900 | 4.05
(11.30) | 39.9000 | -49.38% | 14.70% |
| 14.62% | 48.63% | 37.5999 | -18.20
(-32.62) | 37.600 | Feb 13, 2023 | 4140.0 | 10 | 42.300 | 4.50
(11.90) | 42.2999 | -51.37% | 14.64% |
| 14.60% | 46.63% | 35.2000 | -17.70
(-33.46) | 35.200 | Feb 13, 2023 | 4145.0 | 10 | 44.850 | 4.95
(12.41) | 44.8500 | -53.37% | 14.60% |
| 17.50% | 52.27% | 52.6500 | -17.30
(-24.73) | 52.650 | Feb 14, 2023 | 4130.0 | 11 | 47.400 | 5.40
(12.86) | 47.3999 | -47.73% | 17.49% |
| 17.43% | 50.68% | 49.9500 | -17.00
(-25.39) | 49.950 | Feb 14, 2023 | 4135.0 | 11 | 49.700 | 5.80
(13.21) | 49.7001 | -49.32% | 17.43% |
| 17.37% | 49.08% | 47.3500 | -16.60
(-25.96) | 47.350 | Feb 14, 2023 | 4140.0 | 11 | 52.100 | 6.20
(13.51) | 52.0999 | -50.92% | 17.37% |
| 17.32% | 47.47% | 44.8500 | -16.30
(-26.66) | 44.850 | Feb 14, 2023 | 4145.0 | 11 | 54.550 | 6.55
(13.65) | 54.5500 | -52.53% | 17.30% |
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