Name: ICVT Option Chain
Keywords: ICVT, Option, Chain, Historical

ICVT Option Chain

End of day data from August 12, 2022 for ICVT options expiring on August 19, 2022.

Expiration

Data From

BATS
ICVT
Option Chain

Symbol	Type	Strike	Last	Bid / Size	Ask / Size	OI	IV	Delta	Theta	Gamma	Vega	Rho
ICVT19Aug22C100.00	CALL	100.00			$0.20 / 78	0	98.736463%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22P100.00	PUT	100.00		$22.00 / 258	$24.60 / 24	0	123.773220%	-0.999655	0.003611	0.000001	0.000000	-0.021906
ICVT19Aug22C99.00	CALL	99.00			$0.20 / 78	0	95.682474%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22P99.00	PUT	99.00		$21.30 / 258	$23.20 / 21	0	117.608815%	-0.999655	0.003541	0.000001	0.000000	-0.021687
ICVT19Aug22P98.00	PUT	98.00		$20.10 / 258	$23.00 / 26	0	128.182589%	-0.999655	0.003472	0.000001	0.000000	-0.021468
ICVT19Aug22C98.00	CALL	98.00			$0.20 / 78	0	92.577132%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22C97.00	CALL	97.00			$0.20 / 26	0	89.413869%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22P97.00	PUT	97.00		$19.10 / 258	$22.20 / 26	0	128.429758%	-0.999655	0.003402	0.000001	0.000000	-0.021248
ICVT19Aug22P96.00	PUT	96.00		$18.10 / 258	$20.50 / 24	0	109.198737%	-0.999655	0.003333	0.000001	0.000000	-0.021029
ICVT19Aug22C96.00	CALL	96.00			$0.20 / 26	0	86.196992%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22P95.00	PUT	95.00		$17.50 / 258	$19.60 / 20	0	116.344901%	-0.999655	0.003263	0.000001	0.000000	-0.020810
ICVT19Aug22C95.00	CALL	95.00			$0.20 / 26	0	82.920222%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22P94.00	PUT	94.00		$16.30 / 258	$18.80 / 25	0	112.235670%	-0.999655	0.003194	0.000001	0.000000	-0.020591
ICVT19Aug22C94.00	CALL	94.00	$0.55		$0.20 / 26	0	79.577768%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22P93.00	PUT	93.00		$15.60 / 258	$17.90 / 26	0	115.547833%	-0.999655	0.003125	0.000001	0.000000	-0.020372
ICVT19Aug22C93.00	CALL	93.00			$0.20 / 26	0	76.171577%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22P92.00	PUT	92.00		$14.30 / 258	$16.80 / 25	0	103.742285%	-0.999655	0.003055	0.000001	0.000000	-0.020153
ICVT19Aug22C92.00	CALL	92.00			$0.20 / 26	0	72.694223%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22P91.00	PUT	91.00		$13.20 / 258	$16.00 / 26	0	101.204544%	-0.999655	0.002986	0.000001	0.000000	-0.019934
ICVT19Aug22C91.00	CALL	91.00			$0.20 / 26	0	69.139491%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22P90.00	PUT	90.00		$12.50 / 258	$14.70 / 23	0	96.657016%	-0.999654	0.002915	0.000003	0.000001	-0.019715
ICVT19Aug22C90.00	CALL	90.00	$0.05		$0.20 / 26	1	65.508274%	0.000001	-0.000001	0.000003	0.000001	0.000000
ICVT19Aug22P89.00	PUT	89.00		$11.10 / 258	$14.00 / 20	0	90.215865%	-0.999648	0.002842	0.000013	0.000004	-0.019496
ICVT19Aug22C89.00	CALL	89.00			$0.20 / 26	0	61.790197%	0.000007	-0.000005	0.000013	0.000004	0.000000
ICVT19Aug22P88.00	PUT	88.00		$11.20 / 235	$13.10 / 26	0	104.478670%	-0.999622	0.002756	0.000056	0.000016	-0.019276
ICVT19Aug22C88.00	CALL	88.00	$2.50		$0.20 / 26	1	57.979285%	0.000033	-0.000022	0.000056	0.000016	0.000001
ICVT19Aug22P87.00	PUT	87.00		$9.10 / 258	$11.20 / 21	0	65.383885%	-0.999517	0.002624	0.000213	0.000061	-0.019056
ICVT19Aug22C87.00	CALL	87.00			$0.20 / 26	0	54.065644%	0.000138	-0.000084	0.000213	0.000061	0.000002
ICVT19Aug22C86.00	CALL	86.00			$0.20 / 26	0	50.044104%	0.000517	-0.000289	0.000731	0.000210	0.000009
ICVT19Aug22P86.00	PUT	86.00		$8.10 / 258	$10.20 / 21	0	60.852152%	-0.999138	0.002350	0.000731	0.000210	-0.018830
ICVT19Aug22C85.00	CALL	85.00	$2.70		$0.20 / 26	3	45.894762%	0.001745	-0.000882	0.002232	0.000641	0.000029
ICVT19Aug22P85.00	PUT	85.00		$7.50 / 258	$9.80 / 25	0	73.430484%	-0.997910	0.001688	0.002232	0.000641	-0.018591
ICVT19Aug22C84.00	CALL	84.00			$0.20 / 26	0	41.610846%	0.005286	-0.002393	0.006055	0.001737	0.000089
ICVT19Aug22P84.00	PUT	84.00		$6.50 / 258	$8.60 / 22	0	64.883162%	-0.994369	0.000107	0.006055	0.001737	-0.018312
ICVT19Aug22P83.00	PUT	83.00		$5.10 / 258	$7.40 / 23	0	49.806869%	-0.985314	-0.003311	0.014520	0.004167	-0.017942
ICVT19Aug22C83.00	CALL	83.00			$0.20 / 47	0	37.164218%	0.014341	-0.005741	0.014520	0.004167	0.000240
ICVT19Aug22P82.00	PUT	82.00		$4.30 / 258	$6.20 / 21	0	44.347445%	-0.964867	-0.009763	0.030641	0.008793	-0.017381
ICVT19Aug22C82.00	CALL	82.00			$0.20 / 52	0	32.527469%	0.034788	-0.012124	0.030641	0.008793	0.000582
ICVT19Aug22P81.00	PUT	81.00		$3.60 / 258	$5.70 / 23	0	49.745902%	-0.924283	-0.020136	0.056627	0.016249	-0.016486
ICVT19Aug22C81.00	CALL	81.00			$0.20 / 50	0	27.659442%	0.075372	-0.022427	0.056627	0.016249	0.001258
ICVT19Aug22C80.00	CALL	80.00			$0.20 / 50	0	22.482493%	0.145833	-0.036159	0.091181	0.026164	0.002428
ICVT19Aug22P80.00	PUT	80.00		$2.10 / 258	$4.90 / 20	0	39.139847%	-0.853822	-0.033937	0.091181	0.026164	-0.015096
ICVT19Aug22P79.00	PUT	79.00		$2.40 / 224	$4.00 / 22	0	48.301942%	-0.747347	-0.048401	0.127249	0.036514	-0.013115
ICVT19Aug22C79.00	CALL	79.00			$0.40 / 87	0	22.677535%	0.252308	-0.050554	0.127249	0.036514	0.004190
ICVT19Aug22P78.00	PUT	78.00		$1.50 / 324	$2.10 / 12	0	30.615017%	-0.608038	-0.058888	0.153059	0.043920	-0.010605
ICVT19Aug22C78.00	CALL	78.00			$0.45 / 62	0	16.607934%	0.391617	-0.060971	0.153059	0.043920	0.006481
ICVT19Aug22P77.00	PUT	77.00		$0.85 / 15	$1.65 / 55	0	30.288891%	-0.451086	-0.061093	0.157758	0.045269	-0.007829
ICVT19Aug22C77.00	CALL	77.00		$0.05 / 909	$0.40 / 30	0	11.902404%	0.548569	-0.063107	0.157758	0.045269	0.009039
ICVT19Aug22C76.00	CALL	76.00		$0.40 / 45	$0.90 / 12	0	11.228900%	0.699965	-0.055789	0.138485	0.039738	0.011468
ICVT19Aug22P76.00	PUT	76.00		$0.30 / 40	$0.70 / 12	0	22.306963%	-0.299690	-0.053845	0.138485	0.039738	-0.005181
ICVT19Aug22C75.00	CALL	75.00	$0.30	$0.55 / 389	$1.55 / 12	2	13.234158%	0.824253	-0.041979	0.102875	0.029520	0.013407
ICVT19Aug22P75.00	PUT	75.00			$0.35 / 30	0	25.430364%	-0.175402	-0.040103	0.102875	0.029520	-0.003023
ICVT19Aug22P74.00	PUT	74.00	$1.00		$0.20 / 14	2	26.373467%	-0.089109	-0.025087	0.064239	0.018433	-0.001532
ICVT19Aug22C74.00	CALL	74.00	$1.11	$2.20 / 5	$4.00 / 188	5	17.167239%	0.910546	-0.026893	0.064239	0.018433	0.014678
ICVT19Aug22P73.00	PUT	73.00			$0.15 / 14	0	29.549107%	-0.038771	-0.013092	0.033482	0.009608	-0.000665
ICVT19Aug22C73.00	CALL	73.00	$1.00	$2.65 / 249	$4.80 / 141	5	38.108553%	0.960884	-0.014828	0.033482	0.009608	0.015326
ICVT19Aug22P72.00	PUT	72.00	$0.40		$0.15 / 15	8	34.782264%	-0.014270	-0.005659	0.014459	0.004149	-0.000244
ICVT19Aug22C72.00	CALL	72.00		$3.50 / 256	$4.80 / 57	0	39.609986%	0.985385	-0.007326	0.014459	0.004149	0.015528
ICVT19Aug22C71.00	CALL	71.00	$2.61	$4.30 / 269	$6.40 / 141	4	36.084252%	0.995263	-0.003608	0.005133	0.001473	0.015478
ICVT19Aug22P71.00	PUT	71.00	$2.11		$0.20 / 68	4	42.901688%	-0.004392	-0.002010	0.005133	0.001473	-0.000075
ICVT19Aug22P70.00	PUT	70.00	$0.10	$0.05 / 1	$0.20 / 66	3	43.243899%	-0.001117	-0.000582	0.001486	0.000426	-0.000019
ICVT19Aug22C70.00	CALL	70.00		$5.30 / 266	$6.70 / 33	0	21.206429%	0.998538	-0.002110	0.001486	0.000426	0.015315
ICVT19Aug22C69.00	CALL	69.00		$6.80 / 235	$8.70 / 141	0	65.933346%	0.999422	-0.001595	0.000348	0.000100	0.015111
ICVT19Aug22P69.00	PUT	69.00			$0.20 / 37	0	53.575574%	-0.000233	-0.000136	0.000348	0.000100	-0.000004
ICVT19Aug22P68.00	PUT	68.00			$0.20 / 37	0	58.881738%	-0.000039	-0.000026	0.000065	0.000019	-0.000001
ICVT19Aug22C68.00	CALL	68.00		$7.90 / 12	$8.80 / 50	0	52.147327%	0.999616	-0.001415	0.000065	0.000019	0.014895
ICVT19Aug22C67.00	CALL	67.00		$8.10 / 270	$9.60 / 32	0	59.138689%	0.999650	-0.001324	0.000010	0.000003	0.014677
ICVT19Aug22P67.00	PUT	67.00			$0.20 / 38	0	64.188518%	-0.000005	-0.000004	0.000010	0.000003	0.000000
ICVT19Aug22P66.00	PUT	66.00			$0.20 / 38	0	69.504849%	-0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22C66.00	CALL	66.00		$8.60 / 270	$10.80 / 57	0	82.542859%	0.999654	-0.001251	0.000001	0.000000	0.014458
ICVT19Aug22C65.00	CALL	65.00	$8.40	$10.80 / 235	$12.00 / 130	1	72.012075%	0.999655	-0.001181	0.000001	0.000000	0.014239
ICVT19Aug22P65.00	PUT	65.00			$0.20 / 38	0	74.841155%	-0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22C64.00	CALL	64.00		$11.00 / 270	$12.80 / 57	0	79.337321%	0.999655	-0.001112	0.000001	0.000000	0.014020
ICVT19Aug22P64.00	PUT	64.00			$0.20 / 38	0	80.205181%	-0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22C63.00	CALL	63.00		$12.80 / 232	$13.60 / 32	0	57.497401%	0.999655	-0.001042	0.000001	0.000000	0.013801
ICVT19Aug22P63.00	PUT	63.00			$0.20 / 38	0	85.601547%	-0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22C62.00	CALL	62.00		$13.00 / 270	$16.00 / 141	0	96.463451%	0.999655	-0.000973	0.000001	0.000000	0.013581
ICVT19Aug22P62.00	PUT	62.00			$0.20 / 38	0	91.043442%	-0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22C61.00	CALL	61.00		$14.10 / 270	$15.90 / 58	0	60.079063%	0.999655	-0.000903	0.000001	0.000000	0.013362
ICVT19Aug22P61.00	PUT	61.00			$0.20 / 38	0	96.529119%	-0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22C60.00	CALL	60.00		$14.60 / 270	$16.80 / 57	0	53.918579%	0.999655	-0.000834	0.000001	0.000000	0.013143
ICVT19Aug22P60.00	PUT	60.00			$0.20 / 38	0	102.065681%	-0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22C59.00	CALL	59.00		$16.80 / 232	$18.00 / 131	0	111.559455%	0.999655	-0.000765	0.000001	0.000000	0.012924
ICVT19Aug22P59.00	PUT	59.00			$0.20 / 89	0	107.663681%	0.000001	0.000000	0.000001	0.000000	0.000000
ICVT19Aug22C58.00	CALL	58.00		$17.90 / 12	$20.00 / 141	0	64.509464%	0.999655	-0.000695	0.000001	0.000000	0.012705
ICVT19Aug22P58.00	PUT	58.00			$0.20 / 89	0	113.321259%	-0.000001	0.000000	0.000001	0.000000	0.000000