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AMTM 19.90
Expected move by Oct 16 ±$1.60 ±8.0% $18.30 – $21.50 90%: $16.54 – $23.26 Earnings before expiry
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Every quote and Greek, one row per strike.
28 contracts 16 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
20 20 0.92 152% 6.30 9.30 $12.50 0.00 0.05 160% -0.09 3 5
0 0 1.00 0% 4.00 5.80 $15.00 0.00 1.10 99% -0.11 1 14
4 4 0.81 62% 2.00 3.60 $17.50 0.00 0.45 43% -0.11 1 486
196 12 0.51 41% 0.75 0.90 $20.00 0.80 0.90 39% -0.49 1 585
645 46 0.14 41% 0.10 0.20 $22.50 2.35 3.30 50% -0.81 9 241
282 5 0.08 58% 0.00 0.05 $25.00 3.90 6.60 68% -0.89 23 394
859 20 0.06 75% 0.00 3.90 $27.50 6.40 8.80 - - 5 0
176 11 0.04 87% 0.00 0.75 $30.00 8.90 11.30 0% -1.00 5 8
353 30 0.04 100% 0.00 3.90 $32.50 11.40 13.80 0% -1.00 0 0
526 2 0.05 121% 0.00 2.60 $35.00 13.90 16.30 0% -1.00 0 0
104 2 0.05 134% 0.00 3.90 $37.50 15.60 19.70 127% -0.97 2 0
126 18 0.22 246% 0.00 3.90 $40.00 18.80 22.20 187% -0.89 2 0
14 4 0.17 229% 0.00 3.90 $42.50 21.30 24.70 200% -0.89 2 0
8 1 0.13 221% 0.00 3.90 $45.00 23.80 27.20 210% -0.89 0 0