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AAAU 42.83
Expected move by Oct 16 ±$1.77 ±4.1% $41.06 – $44.60 90%: $39.08 – $46.58
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Every quote and Greek, one row per strike.
42 contracts 25 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 70% 9.40 10.90 $33.00 0.00 5.00 - - 0 0
0 0 0.93 63% 8.40 9.90 $34.00 0.00 4.30 - - 0 0
0 0 0.93 57% 7.40 8.90 $35.00 0.00 5.00 - - 0 0
0 0 0.92 50% 6.40 7.90 $36.00 0.00 5.00 - - 0 0
0 0 0.91 44% 5.40 6.90 $37.00 0.00 5.00 - - 0 0
0 0 0.89 41% 4.60 5.80 $38.00 0.00 5.00 - - 0 0
1 1 0.87 34% 3.60 4.80 $39.00 0.00 5.00 - - 0 0
20 5 0.82 31% 2.70 3.90 $40.00 0.00 0.75 32% -0.19 0 0
0 0 0.77 25% 1.85 2.80 $41.00 0.00 0.75 25% -0.23 1 2
20 10 0.64 26% 1.30 2.05 $42.00 0.45 0.65 21% -0.34 5 32
57 3 0.50 22% 0.50 1.45 $43.00 0.50 1.45 21% -0.51 5 10
19 14 0.36 24% 0.25 1.00 $44.00 1.10 2.05 21% -0.68 3 7
21 9 0.20 20% 0.10 0.40 $45.00 1.90 2.80 21% -0.81 1 10
2 2 0.19 28% 0.00 5.00 $46.00 2.40 3.80 - - 2 2
7 1 0.14 31% 0.00 5.00 $47.00 3.40 4.60 - - 0 0
2 30 0.12 35% 0.00 5.00 $48.00 4.40 5.80 - - 0 0
0 0 0.16 48% 0.00 3.20 $49.00 5.20 6.70 - - 0 0
28 5 0.12 47% 0.00 5.00 $50.00 6.20 7.70 - - 0 0
0 0 0.14 57% 0.00 5.00 $51.00 7.20 8.70 - - 0 0
0 0 0.13 61% 0.00 5.00 $52.00 8.20 9.70 - - 0 0
0 0 0.12 65% 0.00 0.75 $53.00 9.20 10.70 - - 0 0