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AUPH 16.68
Expected move by Oct 16 ±$1.13 ±6.8% $15.55 – $17.81 90%: $14.28 – $19.08
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Every quote and Greek, one row per strike.
42 contracts 25 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
6 1 0.96 339% 10.00 14.00 $5.00 0.00 0.75 - - 0 0
4 3 0.99 205% 8.50 13.00 $6.00 0.00 1.00 - - 0 0
0 0 0.98 175% 7.50 12.00 $7.00 0.00 1.25 - - 0 0
1 1 0.98 150% 6.50 11.00 $8.00 0.00 1.00 - - 0 0
1 1 0.98 127% 5.50 10.00 $9.00 0.00 2.70 - - 0 0
26 1 0.88 225% 6.00 9.00 $10.00 0.00 15.00 136% -0.05 5 23
108 1 0.92 129% 3.90 8.00 $11.00 0.00 0.75 190% -0.14 4 10
18 7 0.95 85% 2.60 7.00 $12.00 0.00 0.75 99% -0.08 5 5
39 1 0.90 82% 1.80 6.00 $13.00 0.00 1.50 100% -0.14 135 316
42 2 0.86 68% 0.90 5.00 $14.00 0.00 0.25 60% -0.11 6 325
318 1 - - 0.10 2.65 $15.00 0.05 0.30 44% -0.16 15 439
266 11 0.75 26% 0.45 1.35 $16.00 0.05 0.55 34% -0.30 3 314
1,303 216 0.45 35% 0.45 0.55 $17.00 0.60 0.90 34% -0.56 5 186
267 90 0.27 43% 0.20 0.40 $18.00 0.00 4.80 35% -0.78 3 3
221 41 0.14 43% 0.00 0.20 $19.00 1.65 3.30 49% -0.83 0 0
7,058 22 0.11 54% 0.10 0.15 $20.00 2.40 4.00 - - 0 0
66 10 0.09 61% 0.00 0.55 $21.00 2.50 6.50 74% -0.86 0 0
15 4 0.08 70% 0.00 15.00 $22.00 3.00 7.50 - - 0 0
80 50 0.18 115% 0.00 1.80 $23.00 5.50 7.00 - - 0 0
0 0 0.26 161% 0.00 1.20 $24.00 5.00 8.90 - - 0 0
249 5 0.15 127% 0.00 0.70 $25.00 7.20 9.10 - - 0 0