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AGG 96.21
Expected move by Oct 16 ±$0.91 ±0.9% $95.30 – $97.12 90%: $94.29 – $98.13
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Every quote and Greek, one row per strike.
42 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 23% 9.20 9.40 $87.00 0.00 3.90 - - 0 0
0 0 0.95 21% 8.20 8.40 $88.00 0.00 3.90 - - 0 0
0 0 0.95 19% 7.20 7.40 $89.00 0.00 3.90 - - 0 0
0 0 0.94 17% 6.20 6.40 $90.00 0.00 3.90 - - 0 0
0 0 0.94 15% 5.20 5.40 $91.00 0.00 3.90 - - 0 0
0 0 0.93 12% 4.20 4.40 $92.00 0.00 3.90 11% -0.06 2 2
0 0 0.90 10% 2.95 3.70 $93.00 0.00 0.30 10% -0.09 29 30
0 0 0.87 8% 2.20 2.45 $94.00 0.00 0.30 7% -0.11 41 12
0 1 0.81 6% 1.25 1.45 $95.00 0.10 0.20 6% -0.19 15 21
59 7 0.57 5% 0.50 0.65 $96.00 0.35 0.50 5% -0.44 1 315
117 4 0.22 4% 0.10 0.15 $97.00 0.95 1.15 5% -0.71 1 19
86 34 0.30 13% 0.00 0.10 $98.00 1.90 2.15 8% -0.80 1 2
11 10 0.10 8% 0.00 3.90 $99.00 2.90 3.20 11% -0.83 0 0
81 2 - - 0.00 3.90 $100.00 3.90 4.20 14% -0.85 2 0
250 5 - - 0.00 3.90 $101.00 4.70 5.30 15% -0.89 0 0
0 0 - - 0.00 3.90 $102.00 5.90 6.10 17% -0.90 0 0
0 0 - - 0.00 3.90 $103.00 6.90 7.10 19% -0.91 0 0
0 0 - - 0.00 3.90 $104.00 7.90 8.10 21% -0.91 0 0
0 0 - - 0.00 3.90 $105.00 8.90 9.10 24% -0.92 0 0
0 0 - - 0.00 3.90 $106.00 9.90 10.10 26% -0.92 0 0
0 0 - - 0.00 3.90 $107.00 10.90 11.10 28% -0.93 0 0