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