CBT Wheat: Dec21 |
Wednesday, Nov 24 2021 |
Exp =  11/26/2021 Sett = 836.75 |
CALL |
PUT |
VOL |
DELTA |
PRICE |
STRIKE |
PRICE |
DELTA |
VOL |
1.68 |
.01 |
.00125 |
1050 |
2.13375 |
.99 |
1.71 |
1.64 |
.01 |
.00125 |
1045 |
2.08375 |
.99 |
1.68 |
1.61 |
.01 |
.00125 |
1040 |
2.03375 |
.99 |
1.65 |
1.58 |
.01 |
.00125 |
1035 |
1.98375 |
.99 |
1.62 |
1.55 |
.01 |
.00125 |
1030 |
1.93375 |
.99 |
1.59 |
1.52 |
.01 |
.00125 |
1025 |
1.88375 |
.99 |
1.55 |
1.49 |
.01 |
.00125 |
1020 |
1.83375 |
.99 |
1.52 |
1.45 |
.01 |
.00125 |
1015 |
1.78375 |
.99 |
1.49 |
1.42 |
.01 |
.00125 |
1010 |
1.73375 |
.99 |
1.45 |
1.39 |
.01 |
.00125 |
1005 |
1.68375 |
.99 |
1.42 |
1.36 |
.01 |
.00125 |
1000 |
1.63375 |
.99 |
1.39 |
1.32 |
.01 |
.00125 |
995 |
1.58375 |
.99 |
1.35 |
1.29 |
.01 |
.00125 |
990 |
1.53375 |
.99 |
1.32 |
1.25 |
.01 |
.00125 |
985 |
1.48375 |
.99 |
1.28 |
1.22 |
.01 |
.00125 |
980 |
1.43375 |
.99 |
1.25 |
1.18 |
.01 |
.00125 |
975 |
1.38375 |
.99 |
1.21 |
1.15 |
.01 |
.00125 |
970 |
1.33375 |
.99 |
1.18 |
1.11 |
.01 |
.00125 |
965 |
1.28375 |
.99 |
1.14 |
1.08 |
.01 |
.00125 |
960 |
1.23375 |
.99 |
1.10 |
1.04 |
.01 |
.00125 |
955 |
1.18375 |
.99 |
1.07 |
1.01 |
.01 |
.00125 |
950 |
1.13375 |
.99 |
1.03 |
.97 |
.01 |
.00125 |
945 |
1.08375 |
.99 |
.99 |
.93 |
.01 |
.00125 |
940 |
1.03375 |
.99 |
.96 |
.90 |
.01 |
.00125 |
935 |
.98375 |
.99 |
.92 |
.86 |
.01 |
.00125 |
930 |
.93375 |
.99 |
.88 |
.82 |
.01 |
.00125 |
925 |
.88375 |
.99 |
.84 |
.78 |
.01 |
.00125 |
920 |
.83375 |
.99 |
.80 |
.74 |
.01 |
.00125 |
915 |
.78375 |
.99 |
.76 |
.70 |
.01 |
.00125 |
910 |
.73375 |
.99 |
.72 |
.66 |
.01 |
.00125 |
905 |
.68375 |
.99 |
.68 |
.62 |
.01 |
.00125 |
900 |
.63375 |
.98 |
.64 |
.58 |
.01 |
.00125 |
895 |
.58375 |
.98 |
.60 |
.54 |
.02 |
.00125 |
890 |
.53375 |
.98 |
.55 |
.50 |
.02 |
.00125 |
885 |
.48375 |
.98 |
.51 |
.45 |
.02 |
.00125 |
880 |
.43375 |
.98 |
.47 |
.41 |
.02 |
.00125 |
875 |
.38375 |
.98 |
.42 |
.41 |
.04 |
.00250 |
870 |
.33500 |
.96 |
.42 |
.39 |
.05 |
.00375 |
865 |
.28625 |
.95 |
.39 |
.38 |
.08 |
.00625 |
860 |
.23875 |
.91 |
.38 |
.37 |
.14 |
.01125 |
855 |
.19375 |
.86 |
.38 |
.36 |
.20 |
.01750 |
850 |
.15000 |
.80 |
.36 |
.34 |
.29 |
.02750 |
845 |
.11000 |
.70 |
.34 |
.33 |
.42 |
.04375 |
840 |
.07625 |
.58 |
.34 |
.33 |
.55 |
.06625 |
835 |
.04875 |
.45 |
.33 |
.31 |
.69 |
.09500 |
830 |
.02750 |
.31 |
.32 |
.31 |
.81 |
.13250 |
825 |
.01500 |
.19 |
.32 |
.32 |
.89 |
.17500 |
820 |
.00750 |
.11 |
.32 |
.32 |
.94 |
.22125 |
815 |
.00375 |
.06 |
.33 |
.35 |
.96 |
.27000 |
810 |
.00250 |
.04 |
.36 |
.35 |
.98 |
.31875 |
805 |
.00125 |
.02 |
.37 |
.40 |
.98 |
.36875 |
800 |
.00125 |
.02 |
.41 |
.45 |
.99 |
.41875 |
795 |
.00125 |
.02 |
.46 |
.50 |
.99 |
.46875 |
790 |
.00125 |
.02 |
.51 |
.55 |
.99 |
.51875 |
785 |
.00125 |
.01 |
.56 |
.59 |
.99 |
.56875 |
780 |
.00125 |
.01 |
.61 |
.64 |
.99 |
.61875 |
775 |
.00125 |
.01 |
.66 |
.69 |
.99 |
.66875 |
770 |
.00125 |
.01 |
.71 |
.74 |
.99 |
.71875 |
765 |
.00125 |
.01 |
.75 |
.78 |
.99 |
.76875 |
760 |
.00125 |
.01 |
.80 |
.83 |
.99 |
.81875 |
755 |
.00125 |
.01 |
.85 |
.88 |
.99 |
.86875 |
750 |
.00125 |
.01 |
.90 |
.93 |
.99 |
.91875 |
745 |
.00125 |
.01 |
.95 |
.97 |
.99 |
.96875 |
740 |
.00125 |
.01 |
.99 |
1.02 |
.99 |
1.01875 |
735 |
.00125 |
.01 |
1.04 |
1.07 |
.99 |
1.06875 |
730 |
.00125 |
.01 |
1.09 |
1.12 |
.99 |
1.11875 |
725 |
.00125 |
.01 |
1.14 |
1.16 |
.99 |
1.16875 |
720 |
.00125 |
.01 |
1.19 |
1.21 |
.99 |
1.21875 |
715 |
.00125 |
.01 |
1.24 |
1.26 |
.99 |
1.26875 |
710 |
.00125 |
.01 |
1.29 |
1.31 |
.99 |
1.31875 |
705 |
.00125 |
.01 |
1.34 |
1.36 |
.99 |
1.36875 |
700 |
.00125 |
.01 |
1.39 |
1.41 |
.99 |
1.41875 |
695 |
.00125 |
.01 |
1.43 |
1.46 |
.99 |
1.46875 |
690 |
.00125 |
.01 |
1.48 |
1.51 |
1.00 |
1.51875 |
685 |
.00125 |
.01 |
1.53 |
1.56 |
1.00 |
1.56875 |
680 |
.00125 |
.01 |
1.58 |
1.61 |
1.00 |
1.61875 |
675 |
.00125 |
.01 |
1.64 |
1.66 |
1.00 |
1.66875 |
670 |
.00125 |
.01 |
1.69 |
1.71 |
1.00 |
1.71875 |
665 |
.00125 |
.01 |
1.74 |
1.76 |
1.00 |
1.76875 |
660 |
.00125 |
.00 |
1.79 |
1.81 |
1.00 |
1.81875 |
655 |
.00125 |
.00 |
1.84 |
1.86 |
1.00 |
1.86875 |
650 |
.00125 |
.00 |
1.89 |
1.91 |
1.00 |
1.91875 |
645 |
.00125 |
.00 |
1.94 |
1.96 |
1.00 |
1.96875 |
640 |
.00125 |
.00 |
2.00 |
2.02 |
1.00 |
2.01875 |
635 |
.00125 |
.00 |
2.05 |
2.07 |
1.00 |
2.06875 |
630 |
.00125 |
.00 |
2.10 |
2.12 |
1.00 |
2.11875 |
625 |
.00125 |
.00 |
2.16 |
2.18 |
1.00 |
2.16875 |
620 |
.00125 |
.00 |
2.21 |
2.23 |
1.00 |
2.21875 |
615 |
.00125 |
.00 |
2.26 |
2.28 |
1.00 |
2.26875 |
610 |
.00125 |
.00 |
2.32 |
2.34 |
1.00 |
2.31875 |
605 |
.00125 |
.00 |
2.37 |
2.39 |
1.00 |
2.36875 |
600 |
.00125 |
.00 |
2.43 |
2.45 |
1.00 |
2.41875 |
595 |
.00125 |
.00 |
2.48 |
2.50 |
1.00 |
2.46875 |
590 |
.00125 |
.00 |
2.54 |
2.56 |
1.00 |
2.51875 |
585 |
.00125 |
.00 |
2.60 |
2.62 |
1.00 |
2.56875 |
580 |
.00125 |
.00 |
2.65 |
2.67 |
1.00 |
2.61875 |
575 |
.00125 |
.00 |
2.71 |
2.73 |
1.00 |
2.66875 |
570 |
.00125 |
.00 |
2.77 |
2.79 |
1.00 |
2.71875 |
565 |
.00125 |
.00 |
2.83 |
2.85 |
1.00 |
2.76875 |
560 |
.00125 |
.00 |
2.89 |
2.91 |
1.00 |
2.81875 |
555 |
.00125 |
.00 |
2.94 |