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ARLO 13.33
Expected move by Oct 16 ±$1.22 ±9.2% $12.11 – $14.55 90%: $10.74 – $15.92
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Every quote and Greek, one row per strike.
38 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 2 0.98 281% 8.70 10.20 $4.00 0.00 3.90 - - 0 0
1 2 0.97 232% 7.70 9.20 $5.00 0.00 3.90 - - 0 0
0 0 0.92 293% 6.70 9.00 $6.00 0.00 3.90 - - 0 0
10 2 0.96 159% 5.70 7.20 $7.00 0.00 3.90 233% -0.09 0 0
0 0 0.94 142% 4.90 6.10 $8.00 0.00 3.90 194% -0.10 1 1
0 0 0.93 115% 3.90 5.10 $9.00 0.00 0.75 159% -0.12 0 0
157 1 0.93 80% 3.30 3.60 $10.00 0.00 0.15 129% -0.15 1 1
0 0 0.85 79% 2.00 3.20 $11.00 0.00 3.90 101% -0.19 1 2
11 10 0.79 57% 1.25 2.00 $12.00 0.05 0.75 69% -0.25 210 211
5 1 0.61 49% 0.50 1.25 $13.00 0.10 0.85 46% -0.39 15 39
20 12 0.38 47% 0.10 0.70 $14.00 0.60 1.35 42% -0.65 1 1
91 3 0.20 48% 0.10 0.25 $15.00 1.40 2.15 44% -0.84 1 1
131 2 0.25 89% 0.00 0.20 $16.00 2.00 3.20 - - 2 1
23 22 0.23 103% 0.00 0.75 $17.00 3.10 4.30 58% -0.95 2 0
0 0 0.20 115% 0.00 0.75 $18.00 4.00 5.20 - - 4 0
15 2 0.19 130% 0.00 3.90 $19.00 5.00 6.20 - - 2 1
234 1 0.07 97% 0.00 0.75 $20.00 5.80 7.30 - - 4 0
0 0 0.16 147% 0.00 3.90 $21.00 6.80 8.30 - - 2 0
0 0 - - 0.00 3.90 $25.00 10.40 12.80 - - 2 0