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AVEM 96.34
Expected move by Oct 16 ±$4.51 ±4.7% $91.83 – $100.85 90%: $86.78 – $105.90
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Every quote and Greek, one row per strike.
46 contracts 38 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 48% 15.00 18.40 $80.00 0.00 0.75 65% -0.12 0 0
0 0 0.94 43% 13.00 16.40 $82.00 0.00 0.75 46% -0.08 0 0
0 0 0.93 40% 11.90 15.50 $83.00 0.00 0.75 58% -0.14 0 0
0 0 0.92 40% 11.10 14.50 $84.00 0.00 0.75 50% -0.13 0 0
0 0 0.90 38% 10.40 13.30 $85.00 0.00 0.75 49% -0.15 0 0
0 0 0.89 37% 9.50 12.30 $86.00 0.00 1.75 41% -0.13 0 0
0 0 0.89 33% 8.50 11.20 $87.00 0.00 2.00 40% -0.15 0 0
0 0 0.89 29% 7.60 10.00 $88.00 0.15 1.80 39% -0.17 0 0
0 0 0.88 28% 6.70 9.00 $89.00 0.25 1.90 38% -0.19 0 0
0 0 0.86 25% 5.80 8.00 $90.00 0.40 2.00 36% -0.22 0 0
0 0 0.82 25% 5.10 7.00 $91.00 0.65 2.00 34% -0.24 0 0
0 0 0.73 31% 4.50 7.00 $92.00 0.80 2.00 31% -0.27 0 0
0 0 0.71 26% 3.70 5.60 $93.00 0.05 1.80 22% -0.26 1 0
0 0 0.66 25% 3.00 4.80 $94.00 0.15 2.80 25% -0.34 1 1
1 1 0.61 23% 2.20 4.00 $95.00 0.60 3.00 24% -0.40 1 1
1 1 0.54 25% 1.80 3.60 $96.00 0.95 3.60 25% -0.46 0 0
1 1 0.47 20% 0.60 3.00 $97.00 2.15 4.00 27% -0.52 0 0
4 1 0.41 25% 1.00 2.70 $98.00 1.80 4.60 23% -0.60 0 0
0 0 0.35 24% 0.80 2.00 $99.00 2.30 5.20 22% -0.67 1 1
1 1 0.31 26% 0.55 2.00 $100.00 2.95 5.90 21% -0.74 0 0
0 0 0.28 28% 0.40 2.00 $101.00 3.50 6.80 20% -0.80 0 0
0 0 0.25 30% 0.25 1.90 $102.00 5.80 7.30 29% -0.77 0 0
2 2 0.10 24% 0.00 1.75 $105.00 7.10 10.40 21% -0.94 0 0