Settlement price: 18.57. 1-week out (11/27/2020) values:
Strike | Bid | Ask | IV | Delta | Gamma |
16.00 | 2.62 | 2.78 | 0.020 | 1.000 | 0.000 |
16.50 | 2.18 | 2.32 | 0.561 | 0.964 | 0.059 |
17.00 | 1.72 | 1.85 | 0.571 | 0.913 | 0.115 |
17.50 | 1.31 | 1.43 | 0.593 | 0.824 | 0.182 |
18.00 | 0.99 | 1.05 | 0.621 | 0.705 | 0.231 |
18.50 | 0.80 | 0.84 | 0.734 | 0.571 | 0.223 |
19.00 | 0.60 | 0.62 | 0.764 | 0.461 | 0.216 |
19.50 | 0.50 | 0.53 | 0.865 | 0.379 | 0.183 |
20.00 | 0.38 | 0.41 | 0.896 | 0.304 | 0.163 |
20.50 | 0.30 | 0.35 | 0.960 | 0.251 | 0.138 |
2-weeks out 12/04/20 values (18.57 settlement)
Strike | Bid | Ask | IV | Delta | Gamma |
16.00 | 2.73 | 2.86 | 0.617 | 0.919 | 0.068 |
16.50 | 2.31 | 2.43 | 0.624 | 0.870 | 0.095 |
17.00 | 1.95 | 2.06 | 0.669 | 0.794 | 0.120 |
17.50 | 1.64 | 1.75 | 0.710 | 0.714 | 0.135 |
18.00 | 1.39 | 1.49 | 0.755 | 0.634 | 0.141 |
18.50 | 1.20 | 1.28 | 0.806 | 0.560 | 0.138 |
19.00 | 1.04 | 1.10 | 0.851 | 0.494 | 0.133 |
19.50 | 0.90 | 0.97 | 0.897 | 0.437 | 0.124 |
20.00 | 0.79 | 0.85 | 0.939 | 0.387 | 0.115 |
20.50 | 0.70 | 0.75 | 0.980 | 0.344 | 0.106 |
21.00 | 0.62 | 0.67 | 1.019 | 0.307 | 0.098 |
21.50 | 0.55 | 0.60 | 1.057 | 0.276 | 0.089 |
3-weeks out values 12/11/20 (18.57 settlement)
strike | Bid | Ask | IV | Delta | Gamma |
14.00 | 4.60 | 4.90 | 0.782 | 0.951 | 0.029 |
15.00 | 3.70 | 3.90 | 0.677 | 0.928 | 0.045 |
16.00 | 2.90 | 3.05 | 0.713 | 0.845 | 0.076 |
17.00 | 2.25 | 2.36 | 0.768 | 0.731 | 0.098 |
18.00 | 1.76 | 1.87 | 0.840 | 0.614 | 0.104 |
19.00 | 1.41 | 1.51 | 0.913 | 0.512 | 0.099 |
20.00 | 1.16 | 1.25 | 0.987 | 0.430 | 0.091 |
21.00 | 0.97 | 1.05 | 1.054 | 0.364 | 0.081 |
21.50 | 0.89 | 0.97 | 1.086 | 0.336 | 0.077 |
22.00 | 0.82 | 0.90 | 1.116 | 0.311 | 0.072 |
22.50 | 0.76 | 0.84 | 1.149 | 0.290 | 0.068 |