CBT Wheat: Sep21 |
Thursday, Aug 26 2021 |
Exp =  08/27/2021 Sett = 725.25 |
CALL |
PUT |
VOL |
DELTA |
PRICE |
STRIKE |
PRICE |
DELTA |
VOL |
1.98 |
.01 |
.00125 |
950 |
2.24875 |
.99 |
2.02 |
1.95 |
.01 |
.00125 |
945 |
2.19875 |
.99 |
1.99 |
1.91 |
.01 |
.00125 |
940 |
2.14875 |
.99 |
1.95 |
1.88 |
.01 |
.00125 |
935 |
2.09875 |
.99 |
1.92 |
1.84 |
.01 |
.00125 |
930 |
2.04875 |
.99 |
1.88 |
1.81 |
.01 |
.00125 |
925 |
1.99875 |
.99 |
1.85 |
1.77 |
.01 |
.00125 |
920 |
1.94875 |
.99 |
1.81 |
1.74 |
.01 |
.00125 |
915 |
1.89875 |
.99 |
1.77 |
1.70 |
.01 |
.00125 |
910 |
1.84875 |
.99 |
1.74 |
1.67 |
.01 |
.00125 |
905 |
1.79875 |
.99 |
1.70 |
1.63 |
.01 |
.00125 |
900 |
1.74875 |
.99 |
1.66 |
1.59 |
.01 |
.00125 |
895 |
1.69875 |
.99 |
1.63 |
1.55 |
.01 |
.00125 |
890 |
1.64875 |
.99 |
1.59 |
1.52 |
.01 |
.00125 |
885 |
1.59875 |
.99 |
1.55 |
1.48 |
.01 |
.00125 |
880 |
1.54875 |
.99 |
1.51 |
1.44 |
.01 |
.00125 |
875 |
1.49875 |
.99 |
1.47 |
1.40 |
.01 |
.00125 |
870 |
1.44875 |
.99 |
1.43 |
1.36 |
.01 |
.00125 |
865 |
1.39875 |
.99 |
1.39 |
1.32 |
.01 |
.00125 |
860 |
1.34875 |
.99 |
1.35 |
1.29 |
.01 |
.00125 |
855 |
1.29875 |
.99 |
1.31 |
1.24 |
.01 |
.00125 |
850 |
1.24875 |
.99 |
1.27 |
1.20 |
.01 |
.00125 |
845 |
1.19875 |
.99 |
1.23 |
1.16 |
.01 |
.00125 |
840 |
1.14875 |
.99 |
1.19 |
1.12 |
.01 |
.00125 |
835 |
1.09875 |
.99 |
1.15 |
1.08 |
.01 |
.00125 |
830 |
1.04875 |
.99 |
1.10 |
1.04 |
.01 |
.00125 |
825 |
.99875 |
.99 |
1.06 |
1.00 |
.01 |
.00125 |
820 |
.94875 |
.99 |
1.02 |
.95 |
.01 |
.00125 |
815 |
.89875 |
.99 |
.97 |
.91 |
.01 |
.00125 |
810 |
.84875 |
.99 |
.93 |
.86 |
.01 |
.00125 |
805 |
.79875 |
.99 |
.88 |
.82 |
.01 |
.00125 |
800 |
.74875 |
.99 |
.84 |
.77 |
.01 |
.00125 |
795 |
.69875 |
.99 |
.79 |
.73 |
.01 |
.00125 |
790 |
.64875 |
.99 |
.74 |
.68 |
.01 |
.00125 |
785 |
.59875 |
.98 |
.70 |
.63 |
.01 |
.00125 |
780 |
.54875 |
.98 |
.65 |
.59 |
.02 |
.00125 |
775 |
.49875 |
.98 |
.60 |
.54 |
.02 |
.00125 |
770 |
.44875 |
.98 |
.55 |
.49 |
.02 |
.00125 |
765 |
.39875 |
.98 |
.50 |
.44 |
.02 |
.00125 |
760 |
.34875 |
.98 |
.45 |
.38 |
.02 |
.00125 |
755 |
.29875 |
.97 |
.39 |
.37 |
.04 |
.00250 |
750 |
.25000 |
.95 |
.38 |
.36 |
.08 |
.00500 |
745 |
.20250 |
.92 |
.37 |
.34 |
.13 |
.00875 |
740 |
.15625 |
.86 |
.35 |
.34 |
.23 |
.01750 |
735 |
.11500 |
.77 |
.35 |
.34 |
.36 |
.03125 |
730 |
.07875 |
.64 |
.34 |
.34 |
.51 |
.05250 |
725 |
.05000 |
.49 |
.34 |
.34 |
.66 |
.08250 |
720 |
.03000 |
.34 |
.35 |
.35 |
.79 |
.11875 |
715 |
.01625 |
.21 |
.35 |
.34 |
.89 |
.16000 |
710 |
.00750 |
.12 |
.34 |
.35 |
.94 |
.20625 |
705 |
.00375 |
.06 |
.36 |
.34 |
.98 |
.25375 |
700 |
.00125 |
.03 |
.35 |
.40 |
.98 |
.30375 |
695 |
.00125 |
.02 |
.41 |
.45 |
.98 |
.35375 |
690 |
.00125 |
.02 |
.46 |
.51 |
.98 |
.40375 |
685 |
.00125 |
.02 |
.52 |
.56 |
.99 |
.45375 |
680 |
.00125 |
.02 |
.58 |
.62 |
.99 |
.50375 |
675 |
.00125 |
.01 |
.63 |
.68 |
.99 |
.55375 |
670 |
.00125 |
.01 |
.69 |
.73 |
.99 |
.60375 |
665 |
.00125 |
.01 |
.75 |
.79 |
.99 |
.65375 |
660 |
.00125 |
.01 |
.80 |
.84 |
.99 |
.70375 |
655 |
.00125 |
.01 |
.86 |
.90 |
.99 |
.75375 |
650 |
.00125 |
.01 |
.92 |
.95 |
.99 |
.80375 |
645 |
.00125 |
.01 |
.97 |
1.01 |
.99 |
.85375 |
640 |
.00125 |
.01 |
1.03 |
1.06 |
.99 |
.90375 |
635 |
.00125 |
.01 |
1.08 |
1.12 |
.99 |
.95375 |
630 |
.00125 |
.01 |
1.14 |
1.18 |
.99 |
1.00375 |
625 |
.00125 |
.01 |
1.20 |
1.23 |
.99 |
1.05375 |
620 |
.00125 |
.01 |
1.26 |
1.29 |
.99 |
1.10375 |
615 |
.00125 |
.01 |
1.31 |
1.35 |
.99 |
1.15375 |
610 |
.00125 |
.01 |
1.37 |
1.40 |
.99 |
1.20375 |
605 |
.00125 |
.01 |
1.43 |
1.46 |
.99 |
1.25375 |
600 |
.00125 |
.01 |
1.49 |
1.52 |
.99 |
1.30375 |
595 |
.00125 |
.01 |
1.55 |
1.58 |
.99 |
1.35375 |
590 |
.00125 |
.01 |
1.60 |
1.64 |
.99 |
1.40375 |
585 |
.00125 |
.01 |
1.66 |
1.70 |
.99 |
1.45375 |
580 |
.00125 |
.01 |
1.72 |
1.76 |
1.00 |
1.50375 |
575 |
.00125 |
.01 |
1.78 |
1.82 |
1.00 |
1.55375 |
570 |
.00125 |
.01 |
1.84 |
1.88 |
1.00 |
1.60375 |
565 |
.00125 |
.01 |
1.90 |
1.94 |
1.00 |
1.65375 |
560 |
.00125 |
.01 |
1.96 |
2.00 |
1.00 |
1.70375 |
555 |
.00125 |
.01 |
2.03 |
2.06 |
1.00 |
1.75375 |
550 |
.00125 |
.00 |
2.09 |
2.12 |
1.00 |
1.80375 |
545 |
.00125 |
.00 |
2.15 |
2.18 |
1.00 |
1.85375 |
540 |
.00125 |
.00 |
2.21 |
2.24 |
1.00 |
1.90375 |
535 |
.00125 |
.00 |
2.28 |
2.31 |
1.00 |
1.95375 |
530 |
.00125 |
.00 |
2.34 |
2.37 |
1.00 |
2.00375 |
525 |
.00125 |
.00 |
2.40 |
2.44 |
1.00 |
2.05375 |
520 |
.00125 |
.00 |
2.47 |
2.50 |
1.00 |
2.10375 |
515 |
.00125 |
.00 |
2.53 |
2.57 |
1.00 |
2.15375 |
510 |
.00125 |
.00 |
2.60 |
2.63 |
1.00 |
2.20375 |
505 |
.00125 |
.00 |
2.66 |
2.70 |
1.00 |
2.25375 |
500 |
.00125 |
.00 |
2.73 |
2.76 |
1.00 |
2.30375 |
495 |
.00125 |
.00 |
2.80 |
2.83 |
1.00 |
2.35375 |
490 |
.00125 |
.00 |
2.87 |
2.90 |
1.00 |
2.40375 |
485 |
.00125 |
.00 |
2.93 |
2.97 |
1.00 |
2.45375 |
480 |
.00125 |
.00 |
3.00 |
3.04 |
1.00 |
2.50375 |
475 |
.00125 |
.00 |
3.07 |
3.11 |
1.00 |
2.55375 |
470 |
.00125 |
.00 |
3.14 |
3.18 |
1.00 |
2.60375 |
465 |
.00125 |
.00 |
3.22 |
3.25 |
1.00 |
2.65375 |
460 |
.00125 |
.00 |
3.29 |