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AGO 71.07
Expected move by Oct 16 ±$3.42 ±4.8% $67.65 – $74.49 90%: $63.82 – $78.32
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Every quote and Greek, one row per strike.
36 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 0.99 81% 24.20 28.10 $45.00 0.00 2.15 113% -0.04 1 12
0 1 0.97 77% 19.20 23.40 $50.00 0.00 1.00 92% -0.05 1 9
0 0 0.99 45% 14.80 17.50 $55.00 0.00 1.15 70% -0.07 1 19
9 6 0.92 48% 10.30 12.60 $60.00 0.00 0.75 51% -0.09 1 3
4 6 0.85 35% 5.60 7.80 $65.00 0.00 0.65 34% -0.14 2 5
5 1 0.61 26% 2.10 3.00 $70.00 0.95 1.50 23% -0.38 1 718
44 1 0.22 25% 0.40 0.70 $75.00 3.80 5.00 24% -0.79 28 549
990 5 0.07 30% 0.10 0.25 $80.00 8.50 9.40 25% -0.98 50 409
105 7 0.06 42% 0.00 1.00 $85.00 12.30 15.00 - - 1 72
58 3 0.08 62% 0.00 0.75 $90.00 17.80 20.40 55% -0.95 8 0
3 1 0.07 73% 0.00 3.90 $95.00 23.10 24.50 - - 28 24
0 0 0.11 98% 0.00 1.25 $100.00 27.80 29.90 - - 118 118
1 2 0.06 90% 0.00 1.20 $105.00 33.00 35.50 90% -0.94 30 80
0 0 0.06 98% 0.00 2.15 $110.00 36.90 41.10 82% -0.98 30 0
0 0 0.05 106% 0.00 2.15 $115.00 41.80 46.10 83% -0.99 0 0
0 0 0.05 114% 0.00 2.10 $120.00 46.90 51.00 89% -0.99 0 0
0 0 0.05 121% 0.00 2.15 $125.00 51.80 56.10 95% -0.99 0 0
3 1 0.05 128% 0.00 2.15 $130.00 56.80 60.70 - - 0 0