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AGI 35.21
Expected move by Oct 16 ±$3.24 ±9.2% $31.97 – $38.45 90%: $28.34 – $42.08
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Every quote and Greek, one row per strike.
44 contracts 40 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 1 0.94 92% 9.30 11.70 $25.00 0.00 0.75 - - 9 4
0 0 0.94 83% 8.40 10.60 $26.00 0.00 1.00 72% -0.04 2 2
0 0 0.89 92% 7.40 10.10 $27.00 0.00 2.00 72% -0.06 10 26
0 0 0.88 84% 6.90 8.70 $28.00 0.00 0.90 62% -0.06 1 1
0 0 0.87 72% 5.80 7.70 $29.00 0.05 0.20 51% -0.06 101 14
139 20 0.93 43% 5.10 5.70 $30.00 0.15 0.25 48% -0.09 67 265
15 2 0.88 45% 4.30 4.80 $31.00 0.25 0.40 48% -0.14 759 923
12 4 0.81 46% 3.50 4.00 $32.00 0.45 0.60 48% -0.20 24 148
6 1 0.72 50% 2.80 3.50 $33.00 0.70 0.85 47% -0.27 62 243
145 9 0.64 47% 2.30 2.55 $34.00 1.05 1.30 48% -0.36 33 377
132 30 0.55 48% 1.80 2.05 $35.00 1.50 1.80 49% -0.45 201 5,215
947 30 0.46 45% 1.20 1.55 $36.00 2.00 2.30 47% -0.54 2 102
280 171 0.38 49% 1.00 1.20 $37.00 2.65 2.95 48% -0.63 3 712
465 155 0.30 47% 0.70 0.85 $38.00 3.30 3.80 49% -0.70 1 378
273 60 0.23 48% 0.50 0.65 $39.00 3.00 4.60 23% -0.97 1 53
1,038 98 0.18 49% 0.40 0.45 $40.00 4.60 5.40 43% -0.87 1 6
49 71 0.19 60% 0.25 0.85 $41.00 5.40 6.40 42% -0.91 2 537
193 128 0.10 50% 0.20 0.25 $42.00 6.00 7.50 - - 0 0
207 41 0.08 53% 0.15 0.20 $43.00 6.90 8.30 - - 4 14
50 1 0.06 52% 0.05 0.20 $44.00 7.80 9.40 - - 0 0
654 9 0.05 54% 0.05 0.15 $45.00 8.80 11.50 76% -0.87 0 0
19 24 0.04 56% 0.05 0.10 $46.00 9.10 11.80 - - 0 0