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ADUR 12.61
Expected move by Oct 16 ±$1.93 ±15.3% $10.68 – $14.54 90%: $8.55 – $16.67 Earnings before expiry
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Every quote and Greek, one row per strike.
24 contracts 16 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 4 - - 8.70 11.50 $2.50 0.00 1.05 647% -0.04 10 30
0 20 - - 6.20 9.00 $5.00 0.00 5.00 323% -0.06 8 136
2 2 - - 3.60 6.60 $7.50 0.00 0.20 147% -0.06 1 134
140 5 0.86 95% 2.30 3.50 $10.00 0.05 0.20 75% -0.10 1 264
75 1 0.56 73% 0.90 1.15 $12.50 0.90 1.10 82% -0.44 174 1,246
233 90 0.24 81% 0.30 0.40 $15.00 2.20 3.20 80% -0.76 14 371
253 28 0.08 85% 0.05 0.15 $17.50 4.40 5.70 98% -0.88 3 11
310 26 0.10 123% 0.00 0.15 $20.00 6.60 8.10 - - 0 0
149 120 0.16 180% 0.00 5.00 $22.50 9.10 10.60 - - 0 0
73 19 0.15 201% 0.00 5.00 $25.00 11.10 14.30 192% -0.87 0 0
25 5 0.08 198% 0.00 5.00 $30.00 16.10 19.10 210% -0.91 4 0
13 13 0.08 229% 0.00 5.00 $35.00 20.80 24.40 236% -0.91 2 0