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AMP 535.72
Expected move by Oct 16 ±$24.64 ±4.6% $511.08 – $560.36 90%: $483.47 – $587.97
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Every quote and Greek, one row per strike.
58 contracts 40 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 41% 102.80 110.70 $430.00 0.00 2.55 47% -0.03 2 2
0 0 0.99 32% 92.20 100.90 $440.00 0.00 3.00 43% -0.03 1 1
0 0 0.97 36% 83.00 90.90 $450.00 0.00 3.40 38% -0.04 2 2
0 0 0.93 42% 75.20 81.60 $460.00 0.00 3.80 34% -0.04 2 2
0 0 0.93 36% 64.00 72.40 $470.00 0.00 7.60 31% -0.05 0 0
0 0 0.92 31% 54.20 62.30 $480.00 0.00 5.80 28% -0.06 0 0
0 0 0.87 32% 45.00 54.00 $490.00 0.00 6.80 24% -0.07 0 0
0 0 0.83 29% 36.60 44.00 $500.00 0.05 8.80 31% -0.18 1 1
0 0 0.78 27% 28.10 35.00 $510.00 1.85 8.30 27% -0.22 0 0
0 1 0.69 27% 21.60 27.30 $520.00 6.10 8.40 25% -0.31 3 4
2 1 0.59 23% 13.30 19.80 $530.00 8.90 12.20 24% -0.41 1 3
1 1 0.47 23% 8.60 14.60 $540.00 13.40 17.80 24% -0.53 1 3
0 0 0.37 25% 6.80 10.50 $550.00 17.40 24.60 23% -0.65 1 1
1 4 0.25 23% 2.30 7.30 $560.00 25.90 30.20 23% -0.76 1 2
31 9 0.17 24% 2.35 3.80 $570.00 33.60 39.00 23% -0.85 26 26
120 1 0.10 23% 0.25 2.90 $580.00 43.00 47.90 24% -0.90 0 0
75 1 0.12 30% 0.10 5.00 $590.00 50.90 57.50 - - 0 0
8 6 0.07 28% 0.00 2.85 $600.00 59.50 69.00 - - 0 0
10 8 0.06 30% 0.00 2.05 $610.00 69.50 79.00 - - 0 0
0 0 0.05 32% 0.05 1.75 $620.00 79.70 89.00 29% -0.99 0 0
0 0 0.04 35% 0.00 1.70 $630.00 89.80 99.00 33% -0.98 0 0
0 0 0.04 38% 0.00 3.00 $640.00 100.30 108.60 36% -0.98 0 0
0 0 0.04 40% 0.00 3.20 $650.00 109.70 119.00 37% -0.99 0 0
0 0 0.03 43% 0.00 3.20 $660.00 119.70 129.00 39% -0.99 0 0
0 0 0.03 45% 0.00 3.10 $670.00 129.70 139.00 42% -0.99 0 0
0 0 0.03 48% 0.00 3.10 $680.00 139.70 149.00 44% -0.99 0 0
0 0 0.03 50% 0.00 3.00 $690.00 149.70 159.00 46% -0.99 0 0
0 0 - - 0.00 3.00 $700.00 159.70 169.00 49% -0.99 0 0
0 0 - - 0.00 1.70 $710.00 169.70 179.00 51% -0.99 0 0