Contract name | Last trade date | Expiry date | Last price | Bid | Ask | Change | % change | Volume | Open interest | Implied volatility |
---|---|---|---|---|---|---|---|---|---|---|
SABR231020C00005500 | 2023-09-22 11:16AM EDT | 2023-10-20 | 0.06 | 0.04 | 0.09 | -0.02 | -25.00% | 16 | 2,931 | 71.09% |
SABR240119C00005500 | 2023-09-20 10:21AM EDT | 2024-01-19 | 0.44 | 0.34 | 0.42 | 0.00 | - | 10 | 343 | 72.27% |
SABR240315C00005500 | 2023-09-21 10:19AM EDT | 2024-03-15 | 0.58 | 0.50 | 0.60 | 0.00 | - | 50 | 2,531 | 74.02% |
SABR240719C00005500 | 2023-09-15 12:09PM EDT | 2024-07-19 | 1.07 | 0.83 | 1.39 | 0.00 | - | 10 | 5,494 | 91.50% |
SABR250117C00005500 | 2023-09-14 1:09PM EDT | 2025-01-17 | 1.69 | 0.86 | 1.56 | 0.00 | - | 1 | 105 | 77.25% |
SABR250417C00005500 | 2023-08-02 10:58AM EDT | 2025-04-17 | 0.93 | 0.20 | 4.75 | 0.00 | - | - | 1 | 135.45% |
SABR250620C00005500 | 2023-08-22 11:27AM EDT | 2025-06-20 | 3.50 | 0.10 | 4.00 | 0.00 | - | 4 | 6 | 106.15% |
SABR251219C00005500 | 2023-09-20 3:50PM EDT | 2025-12-19 | 2.31 | 1.39 | 2.73 | 0.00 | - | 2 | 49 | 94.04% |
Contract name | Last trade date | Expiry date | Last price | Bid | Ask | Change | % change | Volume | Open interest | Implied volatility |
---|---|---|---|---|---|---|---|---|---|---|
SABR231020P00005500 | 2023-09-18 9:53AM EDT | 2023-10-20 | 1.00 | 1.07 | 1.19 | 0.00 | - | 30 | 67 | 65.63% |
SABR240119P00005500 | 2023-08-17 9:36AM EDT | 2024-01-19 | 1.10 | 1.22 | 1.29 | 0.00 | - | 13 | 12 | 53.71% |
SABR240315P00005500 | 2023-08-08 3:44PM EDT | 2024-03-15 | 1.23 | 1.15 | 1.20 | 0.00 | - | - | 63 | 35.16% |
SABR240719P00005500 | 2023-08-15 3:10PM EDT | 2024-07-19 | 1.47 | 1.59 | 1.69 | 0.00 | - | 88 | 549 | 57.03% |
SABR250620P00005500 | 2023-07-26 10:19AM EDT | 2025-06-20 | 2.34 | 0.30 | 5.00 | 0.00 | - | - | 401 | 83.40% |
SABR251219P00005500 | 2023-08-02 3:58PM EDT | 2025-12-19 | 2.69 | 1.90 | 2.95 | 0.00 | - | 1 | 8 | 64.60% |