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ADEA 25.51
Expected move by Oct 16 ±$2.04 ±8.0% $23.47 – $27.55 90%: $21.19 – $29.83
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Every quote and Greek, one row per strike.
16 contracts 12 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 150% 9.40 12.30 $15.00 0.00 0.55 - - 0 0
2 2 - - 7.00 8.80 $17.50 0.00 0.55 - - 1 1
1 1 0.92 72% 4.60 6.90 $20.00 0.00 0.45 80% -0.10 1 10
4 4 0.76 80% 3.20 4.60 $22.50 0.20 0.90 66% -0.20 8 108
18 17 0.62 32% 0.55 1.80 $25.00 0.90 1.25 50% -0.41 6 179
2,167 238 0.14 54% 0.20 0.30 $30.00 3.50 5.60 43% -0.93 7 7
54 38 0.06 73% 0.05 0.20 $35.00 8.40 10.80 78% -0.93 0 0
13 2 - - 0.00 0.05 $40.00 13.60 16.00 122% -0.90 0 0