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Implied Volatility Calculation

SIA – Sienna Senior Living Inc.  (127.50 USD/CAD)

Last update: November 29, 2021 at 7:35 a.m.   (Real-time)

  • Last price: 0
  • Net change: 0
  • Bid price: 14.630
  • Ask price: 14.630
  • 30-day historical volatility: 13.95%
Calls Puts
Expiry date Bid price Ask price Last price Net change Open int. Vol. Strike Bid price Ask price Last price Net change Open int. Vol.
Open interest: 491
Volume: 0
Open interest: 287
Volume: 0
December 17, 2021 0 0 2.95 0 0 0 12.00 0 0 0.08 0 1 0
December 17, 2021 0 0 2.45 0 0 0 12.50 0 0 0.08 0 0 0
December 17, 2021 0 0 1.95 0 0 0 13.00 0 0 0.09 0 1 0
December 17, 2021 0 0 1.45 0 0 0 13.50 0 0 0.09 0 15 0
December 17, 2021 0 0 0.95 0 20 0 14.00 0 0 0.09 0 0 0
December 17, 2021 0 0 0.50 0 29 0 14.50 0 0 0.15 0 10 0
December 17, 2021 0 0 0.20 0 1 0 15.00 0 0.65 0.40 0 50 0
December 17, 2021 0 0.15 0.10 0 65 0 15.50 0 0 0.85 0 0 0
December 17, 2021 0 0.15 0.08 0 19 0 16.00 0 0 1.30 0 0 0
December 17, 2021 0 0 0.03 0 3 0 16.50 0 0 1.80 0 0 0
December 17, 2021 0 0 0.02 0 0 0 17.00 0 0 2.25 0 19 0
December 17, 2021 0 0 0.03 0 0 0 17.50 0 0 2.75 0 0 0
December 17, 2021 0 0 0.03 0 0 0 18.00 0 0 3.25 0 0 0
December 17, 2021 0 0 0.03 0 0 0 19.00 0 0 4.25 0 0 0
December 17, 2021 0 0 0.03 0 0 0 20.00 0 0 5.25 0 0 0
January 21, 2022 0 0 2.95 0 0 0 12.00 0 0 0.10 0 0 0
January 21, 2022 0 0 2.45 0 0 0 12.50 0 0 0.15 0 0 0
January 21, 2022 0 0 1.95 0 0 0 13.00 0 0 0.15 0 0 0
January 21, 2022 0 0 1.45 0 0 0 13.50 0 0 0.15 0 15 0
January 21, 2022 0 0 0.95 0 10 0 14.00 0 0 0.15 0 36 0
January 21, 2022 0 0 0.55 0 5 0 14.50 0 0 0.30 0 0 0
January 21, 2022 0 0 0.30 0 15 0 15.00 0.35 0 0.55 0 3 0
January 21, 2022 0 0.75 0.10 0 90 0 15.50 0 0 0.95 0 0 0
January 21, 2022 0 0.10 0.10 0 43 0 16.00 0 0 1.45 0 10 0
January 21, 2022 0 0 0.10 0 0 0 16.50 0 0 1.90 0 0 0
January 21, 2022 0 0 0.06 0 43 0 17.00 0 0 2.35 0 0 0
January 21, 2022 0 0 0.04 0 0 0 17.50 0 0 2.85 0 0 0
January 21, 2022 0 0 0.03 0 37 0 18.00 0 0 3.35 0 50 0
January 21, 2022 0 0 0.03 0 0 0 19.00 0 0 4.35 0 0 0
February 18, 2022 0 0 2.95 0 0 0 12.00 0 0 0.15 0 0 0
February 18, 2022 0 0 2.45 0 0 0 12.50 0 0 0.20 0 0 0
February 18, 2022 0 0 1.95 0 0 0 13.00 0 0 0.20 0 0 0
February 18, 2022 0 0 1.45 0 0 0 13.50 0 0 0.20 0 0 0
February 18, 2022 0 0 1.10 0 0 0 14.00 0 0 0.30 0 0 0
February 18, 2022 0 0 0.65 0 0 0 14.50 0 0 0.45 0 28 0
February 18, 2022 0 0 0.40 0 0 0 15.00 0 0 0.70 0 0 0
February 18, 2022 0 0 0.25 0 0 0 15.50 0 0 1.20 0 0 0
February 18, 2022 0 0 0.15 0 0 0 16.00 0 0 1.50 0 0 0
February 18, 2022 0 0.20 0.15 0 0 0 16.50 0 0 1.95 0 0 0
February 18, 2022 0 0 0.10 0 0 0 17.00 0 0 2.45 0 0 0
February 18, 2022 0 0 0.07 0 0 0 17.50 0 0 2.95 0 0 0
February 18, 2022 0 0 0.05 0 0 0 18.00 0 0 3.40 0 0 0
March 18, 2022 0 0 2.95 0 7 0 12.00 0 0 0.20 0 5 0
March 18, 2022 0 0 2.45 0 0 0 12.50 0 0 0.20 0 0 0
March 18, 2022 0 0 1.95 0 0 0 13.00 0 0 0.20 0 0 0
March 18, 2022 0 0 1.45 0 0 0 13.50 0 0 0.25 0 0 0
March 18, 2022 0 0 1.15 0 0 0 14.00 0 0 0.35 0 0 0
March 18, 2022 0 0 0.70 0 0 0 14.50 0 0 0.55 0 10 0
March 18, 2022 0 0 0.45 0 5 0 15.00 0 0 0.80 0 0 0
March 18, 2022 0 0 0.25 0 0 0 15.50 0 0 1.15 0 0 0
March 18, 2022 0 0 0.20 0 0 0 16.00 0 0 1.55 0 0 0
March 18, 2022 0 0 0.15 0 0 0 16.50 0 0 2.05 0 0 0
March 18, 2022 0 0 0.15 0 0 0 17.00 0 0 2.55 0 0 0
March 18, 2022 0 0 0.05 0 0 0 18.00 0 0 3.45 0 0 0
March 18, 2022 0 0 0.04 0 0 0 19.00 0 0 4.45 0 0 0
March 18, 2022 0 2.00 0.04 0 0 0 20.00 0 0 5.45 0 0 0
April 14, 2022 0 0 2.95 0 0 0 12.00 0 0 0.20 0 0 0
April 14, 2022 0 0 2.45 0 0 0 12.50 0 0 0.20 0 0 0
April 14, 2022 0 0 1.95 0 0 0 13.00 0 0 0.25 0 0 0
April 14, 2022 0 0 1.50 0 0 0 13.50 0 0 0.30 0 0 0
April 14, 2022 0 0 1.05 0 0 0 14.00 0 0 0.45 0 0 0
April 14, 2022 0 0 0.75 0 0 0 14.50 0 0 0.65 0 0 0
April 14, 2022 0 0 0.50 0 0 0 15.00 0 0 0.90 0 0 0
April 14, 2022 0 0 0.30 0 0 0 15.50 0 0 1.25 0 10 0
April 14, 2022 0 0.60 0.20 0 0 0 16.00 0 0 1.65 0 0 0
April 14, 2022 0 0 0.15 0 0 0 16.50 0 0 2.10 0 0 0
April 14, 2022 0 0 0.10 0 0 0 17.00 0 0 2.55 0 0 0
April 14, 2022 0 0 0.06 0 0 0 18.00 0 0 3.50 0 0 0
May 20, 2022 0 0 0 0 0 0 12.00 0 0 0 0 0 0
May 20, 2022 0 0 1.95 0 0 0 13.00 0 0 0.35 0 0 0
May 20, 2022 0 0 1.55 0 0 0 13.50 0 0 0.45 0 0 0
May 20, 2022 0 0 1.15 0 0 0 14.00 0 0 0.60 0 0 0
May 20, 2022 0 0 0.85 0 0 0 14.50 0 0 0.80 0 0 0
May 20, 2022 0 0 0.60 0 0 0 15.00 0 0 1.05 0 0 0
May 20, 2022 0 0 0.40 0 0 0 15.50 0 0 1.40 0 0 0
May 20, 2022 0 0 0.30 0 0 0 16.00 0 0 1.80 0 0 0
May 20, 2022 0 0 0.20 0 0 0 16.50 0 0 2.20 0 0 0
May 20, 2022 0 0 0.15 0 0 0 17.00 0 0 2.65 0 0 0
May 20, 2022 0 0 0.08 0 0 0 18.00 0 0 3.60 0 0 0
June 17, 2022 0 0 4.95 0 0 0 10.00 0 0 0.15 0 0 0
June 17, 2022 0 0 2.95 0 60 0 12.00 0 1.20 0.25 0 0 0
June 17, 2022 0 0 1.95 0 0 0 13.00 0 0 0.40 0 0 0
June 17, 2022 0 0 1.20 0 0 0 14.00 0 0 0.65 0 0 0
June 17, 2022 0 0 0.65 0 0 0 15.00 0 0 1.15 0 0 0
June 17, 2022 0 0 0.35 0 3 0 16.00 0 0 1.90 0 0 0
June 17, 2022 0 0.30 0.20 0 0 0 17.00 0 0 2.75 0 10 0
June 17, 2022 0 0 0.09 0 0 0 18.00 0 0 3.65 0 0 0
June 17, 2022 0 2.00 0.05 0 0 0 20.00 0 0 5.60 0 0 0
September 16, 2022 0 0 4.95 0 0 0 10.00 0 0 0.20 0 0 0
September 16, 2022 0 0 2.95 0 7 0 12.00 0 0 0.35 0 4 0
September 16, 2022 0 0 2.00 0 20 0 13.00 0 0 0.55 0 10 0
September 16, 2022 0 0 1.30 0 8 0 14.00 0 0 0.95 0 0 0
September 16, 2022 0 1.15 0.80 0 0 0 15.00 0 0 1.45 0 0 0
September 16, 2022 0 0 0.45 0 1 0 16.00 0 0 2.15 0 0 0
September 16, 2022 0 0 0.30 0 0 0 17.00 0 0 3.00 0 0 0
September 16, 2022 0 1.80 0.15 0 0 0 18.00 0 0 3.90 0 0 0

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