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AREC 1.98
Expected move by Oct 16 ±$0.43 ±21.8% $1.55 – $2.41 90%: $1.08 – $2.88 Earnings before expiry
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Every quote and Greek, one row per strike.
22 contracts 13 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 1 0.97 358% 1.30 1.70 $0.50 0.00 0.75 - - 1 3
39 1 0.95 187% 0.90 1.10 $1.00 0.00 0.75 312% -0.11 1 24
3,246 10 0.86 113% 0.45 0.60 $1.50 0.00 0.10 154% -0.19 10 126
530 31 0.54 114% 0.20 0.25 $2.00 0.20 0.25 103% -0.46 23 916
1,097 101 0.25 110% 0.05 0.10 $2.50 0.50 0.65 95% -0.79 4 620
1,105 5 0.29 199% 0.00 0.05 $3.00 0.95 1.15 116% -0.89 21 225
539 40 0.18 186% 0.00 0.05 $3.50 1.25 1.75 - - 16 379
1,521 6 0.16 212% 0.00 0.05 $4.00 1.70 2.30 - - 5 1
70 1 0.24 290% 0.00 0.20 $4.50 2.20 2.80 - - 0 0
419 2 0.14 254% 0.00 4.50 $5.00 2.70 3.30 - - 2 0
436 90 0.17 290% 0.00 4.50 $5.50 3.20 3.80 - - 6 0