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AIR 116.26
Expected move by Oct 16 ±$14.17 ±12.2% $102.09 – $130.43 90%: $86.47 – $146.05 Earnings before expiry
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Every quote and Greek, one row per strike.
50 contracts 39 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 66% 30.20 33.20 $85.00 0.05 1.00 78% -0.05 0 0
0 0 0.96 60% 25.70 28.00 $90.00 0.20 1.20 71% -0.07 4 3
0 0 0.90 65% 21.40 23.60 $95.00 0.80 1.40 67% -0.10 4 20
3 1 0.85 62% 17.40 19.00 $100.00 1.45 1.95 63% -0.16 1 28
5 1 0.77 61% 13.20 15.30 $105.00 2.20 4.00 64% -0.24 10 11
19 19 0.68 57% 9.30 11.70 $110.00 3.60 5.50 62% -0.33 1 3
2 26 0.57 61% 7.50 9.00 $115.00 5.60 7.60 61% -0.44 2 3
5 45 0.45 57% 5.00 6.10 $120.00 8.20 10.30 59% -0.55 1 10
10 45 0.35 56% 3.10 4.30 $125.00 11.30 13.40 58% -0.65 2 2
19 3 0.25 56% 2.20 2.60 $130.00 15.00 16.90 57% -0.75 3 3
10 4 0.17 54% 1.00 1.75 $135.00 19.00 21.00 56% -0.83 2 2
4 1 0.11 55% 0.60 1.20 $140.00 23.00 25.90 56% -0.89 2 4
8 2 0.08 58% 0.40 0.85 $145.00 27.60 30.70 58% -0.93 4 9
24 1 0.06 58% 0.20 0.60 $150.00 32.90 35.40 64% -0.93 0 0
0 0 0.06 66% 0.00 4.00 $155.00 36.70 40.40 - - 0 0
1 1 0.11 91% 0.00 2.75 $160.00 41.90 45.40 - - 0 0
1 1 0.05 76% 0.00 0.75 $165.00 46.40 50.50 - - 0 0
1 1 0.04 81% 0.00 0.75 $170.00 51.40 55.00 - - 0 0
2 1 0.04 86% 0.00 0.75 $175.00 56.40 60.40 - - 0 0
1 1 0.04 91% 0.00 3.90 $180.00 61.50 65.40 - - 0 0
0 0 0.04 95% 0.00 3.90 $185.00 66.40 70.40 - - 0 0
0 0 0.04 99% 0.00 0.75 $190.00 71.40 75.40 - - 0 0
0 0 0.04 106% 0.00 2.85 $195.00 76.60 80.40 - - 0 0
0 0 0.09 135% 0.00 3.90 $200.00 81.30 85.40 - - 0 0
0 0 0.03 114% 0.00 2.60 $210.00 91.90 95.40 - - 0 0