NYM Crude Oil: Jan21 |
Tuesday, Dec 15 2020 |
Exp =  12/16/2020 Sett = 47.62 |
CALL |
PUT |
VOL |
DELTA |
PRICE |
STRIKE |
PRICE |
DELTA |
VOL |
4.09 |
.00 |
.01 |
87 |
39.38 |
1.00 |
3.62 |
4.02 |
.00 |
.01 |
86 |
38.38 |
1.00 |
3.55 |
3.95 |
.00 |
.01 |
85 |
37.38 |
1.00 |
3.48 |
3.88 |
.00 |
.01 |
84 |
36.38 |
1.00 |
3.42 |
3.81 |
.00 |
.01 |
83 |
35.38 |
1.00 |
3.35 |
3.74 |
.00 |
.01 |
82 |
34.38 |
1.00 |
3.28 |
3.66 |
.00 |
.01 |
81 |
33.38 |
1.00 |
3.21 |
3.59 |
.00 |
.01 |
80 |
32.38 |
1.00 |
3.14 |
3.51 |
.00 |
.01 |
79 |
31.38 |
1.00 |
3.07 |
3.44 |
.00 |
.01 |
78 |
30.38 |
1.00 |
2.99 |
3.36 |
.00 |
.01 |
77 |
29.38 |
1.00 |
2.92 |
3.28 |
.00 |
.01 |
76 |
28.38 |
1.00 |
2.85 |
3.19 |
.00 |
.01 |
75 |
27.38 |
1.00 |
2.77 |
3.11 |
.00 |
.01 |
74 |
26.38 |
1.00 |
2.69 |
3.03 |
.00 |
.01 |
73 |
25.38 |
1.00 |
2.62 |
2.94 |
.00 |
.01 |
72 |
24.38 |
1.00 |
2.54 |
2.85 |
.00 |
.01 |
71 |
23.38 |
1.00 |
2.46 |
2.76 |
.00 |
.01 |
70 |
22.38 |
1.00 |
2.37 |
2.67 |
.00 |
.01 |
69 |
21.38 |
1.00 |
2.29 |
2.58 |
.01 |
.01 |
68 |
20.38 |
1.00 |
2.21 |
2.49 |
.01 |
.01 |
67 |
19.38 |
1.00 |
2.12 |
2.39 |
.01 |
.01 |
66 |
18.38 |
1.00 |
2.03 |
2.29 |
.01 |
.01 |
65 |
17.38 |
1.00 |
1.95 |
2.19 |
.01 |
.01 |
64 |
16.38 |
1.00 |
1.86 |
2.09 |
.01 |
.01 |
63 |
15.38 |
1.00 |
1.76 |
1.99 |
.01 |
.01 |
62 |
14.38 |
1.00 |
1.67 |
1.88 |
.01 |
.01 |
61 |
13.38 |
1.00 |
1.57 |
1.77 |
.01 |
.01 |
60 |
12.38 |
1.00 |
1.48 |
1.66 |
.01 |
.01 |
59 |
11.38 |
1.00 |
1.38 |
1.54 |
.01 |
.01 |
58 |
10.38 |
1.00 |
1.28 |
1.42 |
.01 |
.01 |
57 |
9.38 |
1.00 |
1.17 |
1.30 |
.01 |
.01 |
56 |
8.38 |
1.00 |
1.07 |
1.17 |
.01 |
.01 |
55 |
7.38 |
1.00 |
.96 |
1.04 |
.01 |
.01 |
54 |
6.38 |
1.00 |
.85 |
.91 |
.01 |
.01 |
53 |
5.38 |
1.00 |
.73 |
.77 |
.02 |
.01 |
52 |
4.38 |
1.00 |
.61 |
.62 |
.02 |
.01 |
51 |
3.39 |
.98 |
.63 |
.57 |
.05 |
.03 |
50 |
2.41 |
.95 |
.57 |
.48 |
.13 |
.08 |
49 |
1.46 |
.87 |
.49 |
.41 |
.36 |
.25 |
48 |
.63 |
.64 |
.41 |
.41 |
.73 |
.79 |
47 |
.17 |
.27 |
.41 |
.46 |
.93 |
1.66 |
46 |
.04 |
.08 |
.47 |
.52 |
.98 |
2.63 |
45 |
.01 |
.02 |
.53 |
.00 |
999.0 |
3.62 |
44 |
.01 |
.02 |
.71 |
.00 |
999.0 |
4.62 |
43 |
.01 |
.01 |
.88 |
.00 |
999.0 |
5.62 |
42 |
.01 |
.01 |
1.06 |
.00 |
999.0 |
6.62 |
41 |
.01 |
.01 |
1.24 |
.00 |
999.0 |
7.62 |
40 |
.01 |
.01 |
1.41 |
.00 |
999.0 |
8.62 |
39 |
.01 |
.01 |
1.59 |
.00 |
999.0 |
9.62 |
38 |
.01 |
.01 |
1.78 |
.00 |
999.0 |
10.62 |
37 |
.01 |
.01 |
1.97 |
.00 |
999.0 |
11.62 |
36 |
.01 |
.01 |
2.16 |
.00 |
999.0 |
12.62 |
35 |
.01 |
.01 |
2.35 |
.00 |
999.0 |
13.62 |
34 |
.01 |
.00 |
2.55 |
.00 |
999.0 |
14.62 |
33 |
.01 |
.00 |
2.76 |
.00 |
999.0 |
15.62 |
32 |
.01 |
.00 |
2.97 |
.00 |
999.0 |
16.62 |
31 |
.01 |
.00 |
3.18 |
.00 |
999.0 |
17.62 |
30 |
.01 |
.00 |
3.40 |
.00 |
999.0 |
18.62 |
29 |
.01 |
.00 |
3.63 |
.00 |
999.0 |
19.62 |
28 |
.01 |
.00 |
3.87 |
.00 |
999.0 |
20.62 |
27 |
.01 |
.00 |
4.11 |
.00 |
999.0 |
21.62 |
26 |
.01 |
.00 |
4.36 |
.00 |
999.0 |
22.62 |
25 |
.01 |
.00 |
4.63 |
.00 |
999.0 |
23.62 |
24 |
.01 |
.00 |
4.90 |
.00 |
999.0 |
24.62 |
23 |
.01 |
.00 |
5.18 |
.00 |
999.0 |
25.62 |
22 |
.01 |
.00 |
5.48 |
.00 |
999.0 |
26.62 |
21 |
.01 |
.00 |
5.79 |
.00 |
999.0 |
27.62 |
20 |
.01 |
.00 |
6.11 |
.00 |
999.0 |
28.62 |
19 |
.01 |
.00 |
6.46 |
.00 |
999.0 |
29.62 |
18 |
.01 |
.00 |
6.82 |
.00 |
999.0 |
30.62 |
17 |
.01 |
.00 |
7.20 |
.00 |
999.0 |
31.62 |
16 |
.01 |
.00 |
7.60 |
.00 |
999.0 |
32.62 |
15 |
.01 |
.00 |
8.03 |
.00 |
999.0 |
33.62 |
14 |
.01 |
.00 |
8.50 |
.00 |
999.0 |
34.62 |
13 |
.01 |
.00 |
8.99 |
.00 |
999.0 |
35.62 |
12 |
.01 |
.00 |
9.53 |
.00 |
999.0 |
36.62 |
11 |
.01 |
.00 |
10.12 |
.00 |
999.0 |
37.62 |
10 |
.01 |
.00 |
10.76 |
.00 |
999.0 |
38.62 |
9 |
.01 |
.00 |
11.48 |
.00 |
999.0 |
39.62 |
8 |
.01 |
.00 |
12.29 |