Pricing Matrix
ANZWOC27.000Trading Call
20/06/2019Ratio0.250
Delta0.176
StockBidAsk
27.5290.2700.275
27.6990.3000.305
27.8690.3300.335
28.0390.3600.365
28.2100.3900.395
28.3800.4250.430
28.5500.4600.465
28.7210.4950.500
28.8910.5300.535
29.0610.5700.575
29.2310.6050.610
ANZWOS24.000Trading Put
20/06/2019Ratio0.250
Delta-0.003
StockBidAsk
27.5290.0090.014
27.6990.0090.014
27.8690.0080.013
28.0390.0080.013
28.2100.0080.013
28.3800.0070.012
28.5500.0070.012
28.7210.0070.012
28.8910.0070.012
29.0610.0070.012
29.2310.0070.012
ANZWOD29.000Trading Call
20/06/2019Ratio0.250
Delta0.068
StockBidAsk
27.5290.0780.083
27.6990.0880.093
27.8690.1000.105
28.0390.1150.120
28.2100.1300.135
28.3800.1450.150
28.5500.1600.165
28.7210.1800.185
28.8910.2000.205
29.0610.2200.225
29.2310.2450.250
ANZWOR26.000Trading Put
20/06/2019Ratio0.250
Delta-0.033
StockBidAsk
27.5290.0510.056
27.6990.0440.049
27.8690.0380.043
28.0390.0330.038
28.2100.0290.034
28.3800.0250.03
28.5500.0220.027
28.7210.0190.024
28.8910.0170.022
29.0610.0160.021
29.2310.0140.019
ANZWOB30.000Trading Call
19/12/2019Ratio0.250
Delta0.080
StockBidAsk
27.5290.2100.215
27.6990.2250.230
27.8690.2350.240
28.0390.2500.255
28.2100.2650.270
28.3800.2800.285
28.5500.2950.300
28.7210.3150.320
28.8910.3300.335
29.0610.3450.350
29.2310.3650.370
ANZWOP27.000Trading Put
19/12/2019Ratio0.250
Delta-0.111
StockBidAsk
27.5290.5150.520
27.6990.4950.500
27.8690.4750.480
28.0390.4550.460
28.2100.4400.445
28.3800.4200.425
28.5500.4050.410
28.7210.3900.395
28.8910.3750.380
29.0610.3600.365
29.2310.3450.350
ANZWOQ25.000Trading Put
19/12/2019Ratio0.250
Delta-0.072
StockBidAsk
27.5290.2950.300
27.6990.2850.290
27.8690.2700.275
28.0390.2600.265
28.2100.2500.255
28.3800.2350.240
28.5500.2250.230
28.7210.2150.220
28.8910.2050.210
29.0610.2000.205
29.2310.1900.195
ANZWOA28.000Trading Call
19/12/2019Ratio0.250
Delta0.119
StockBidAsk
27.5290.3700.375
27.6990.3900.395
27.8690.4100.415
28.0390.4300.435
28.2100.4550.460
28.3800.4750.480
28.5500.5000.505
28.7210.5200.525
28.8910.5450.550
29.0610.5700.575
29.2310.5950.600