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% |
|
|