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ARB Options

Spot: 100Demo pricing (BS, σ=70%)

CALLS (click to select)				STRIKE	PUTS (click to select)
Δ	IV	Price	Θ/d	Strike	Θ/d	Price	IV	Δ
0.67	70%	11.32	-0.13	94	-0.12	4.97	70%	-0.33
0.65	70%	10.74	-0.13	95	-0.12	5.39	70%	-0.35
0.63	70%	10.19	-0.13	96	-0.12	5.83	70%	-0.37
0.61	70%	9.65	-0.13	97	-0.12	6.29	70%	-0.39
0.59	70%	9.13	-0.14	98	-0.12	6.77	70%	-0.41
0.57	70%	8.64	-0.14	99	-0.13	7.27	70%	-0.43
0.55	70%	8.16	-0.14	100	-0.13	7.79	70%	-0.45
0.53	70%	7.71	-0.14	101	-0.13	8.34	70%	-0.47
0.51	70%	7.27	-0.14	102	-0.13	8.90	70%	-0.49
0.49	70%	6.85	-0.14	103	-0.13	9.47	70%	-0.51
0.47	70%	6.46	-0.14	104	-0.13	10.07	70%	-0.53
0.45	70%	6.08	-0.14	105	-0.12	10.69	70%	-0.55
0.43	70%	5.71	-0.14	106	-0.12	11.32	70%	-0.57

Options ticket

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