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ALLE 151.36
Expected move by Oct 16 ±$6.91 ±4.6% $144.45 – $158.27 90%: $136.71 – $166.01
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Every quote and Greek, one row per strike.
46 contracts 29 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 87% 45.20 49.00 $105.00 0.00 1.75 - - 0 0
0 0 0.96 76% 40.10 44.00 $110.00 0.00 1.75 - - 0 0
0 0 0.95 68% 35.20 39.00 $115.00 0.00 15.00 - - 0 0
0 0 0.92 67% 31.00 34.00 $120.00 0.00 2.20 55% -0.04 0 0
0 0 0.91 58% 26.00 29.10 $125.00 0.00 1.75 47% -0.05 0 0
0 0 0.89 52% 21.60 23.80 $130.00 0.00 0.75 40% -0.06 5 5
0 0 0.86 43% 16.20 19.40 $135.00 0.00 0.75 32% -0.08 5 1
1 1 0.82 35% 11.80 14.20 $140.00 0.25 1.10 27% -0.12 1 1
0 0 0.72 31% 7.40 10.10 $145.00 1.00 1.60 24% -0.23 2 50
2 2 0.57 26% 4.40 5.60 $150.00 2.35 2.90 21% -0.42 1 33
5 1 0.39 26% 2.35 3.10 $155.00 4.70 5.70 20% -0.66 1 32
522 2 0.23 27% 1.00 1.85 $160.00 8.50 9.40 18% -0.88 1 39
6 1 0.11 26% 0.15 0.90 $165.00 12.00 14.40 - - 0 0
154 3 0.08 31% 0.00 1.95 $170.00 16.50 20.10 - - 2 2
20 1 0.04 31% 0.00 2.30 $175.00 21.40 25.10 - - 0 0
5 5 0.06 41% 0.00 1.95 $180.00 26.40 30.30 - - 0 0
0 0 0.06 47% 0.00 1.95 $185.00 32.00 35.40 40% -0.98 0 0
0 0 0.05 51% 0.00 1.15 $190.00 36.20 40.10 - - 0 0
0 0 0.05 56% 0.00 1.95 $195.00 40.90 44.80 - - 0 0
0 0 0.04 60% 0.00 1.75 $200.00 46.20 50.10 - - 0 0
0 0 - - 0.00 1.95 $210.00 56.10 60.10 - - 0 0
0 0 - - 0.00 2.15 $220.00 66.10 69.90 - - 0 0
0 0 - - 0.00 1.95 $230.00 76.10 80.30 - - 0 0