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AVGG 23.59
Expected move by Oct 16 ±$3.37 ±14.3% $20.22 – $26.96 90%: $16.43 – $30.75
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Every quote and Greek, one row per strike.
46 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 2 0.96 105% 8.10 9.30 $15.00 0.00 0.50 - - 1 4
1 1 0.96 93% 7.10 8.30 $16.00 0.00 0.30 141% -0.11 1 3
1 1 0.93 93% 6.20 7.40 $17.00 0.00 0.60 125% -0.12 0 0
4 2 0.90 91% 5.30 6.50 $18.00 0.00 0.70 115% -0.15 3 3
0 0 0.86 84% 4.40 5.60 $19.00 0.05 0.50 75% -0.11 13 83
4 1 0.78 99% 3.70 5.30 $20.00 0.45 0.60 78% -0.18 15 163
12 3 0.75 78% 2.85 4.00 $21.00 0.70 0.85 76% -0.25 26 255
79 62 0.86 26% 0.65 2.80 $22.00 0.90 1.25 75% -0.32 10 26
27 18 0.59 72% 1.70 2.45 $23.00 1.00 1.75 68% -0.41 1 24
34 19 0.50 73% 1.45 1.80 $24.00 1.70 2.50 76% -0.49 5 30
67 32 0.42 75% 1.10 1.50 $25.00 2.35 3.10 77% -0.57 1 18
10 14 0.37 83% 0.85 1.50 $26.00 2.80 3.90 74% -0.65 20 43
93 96 0.29 78% 0.50 1.10 $27.00 3.50 4.60 72% -0.73 1 1
119 176 0.22 75% 0.50 0.60 $28.00 4.30 5.50 73% -0.79 6 8
8 2 0.24 94% 0.00 0.60 $29.00 5.20 6.30 74% -0.84 50 130
40 5 0.40 184% 0.00 0.80 $30.00 6.10 7.20 73% -0.88 1 3
0 4 0.17 96% 0.00 0.75 $31.00 7.00 8.20 76% -0.90 0 0
8 6 0.16 103% 0.00 5.00 $32.00 7.90 9.10 72% -0.94 0 0
0 30 0.17 115% 0.00 0.40 $33.00 8.90 10.10 77% -0.94 5 15
2 1 0.14 114% 0.00 0.55 $34.00 9.90 11.10 83% -0.95 0 0
0 0 0.17 135% 0.00 0.55 $35.00 10.80 12.00 - - 0 0
0 20 0.16 140% 0.00 0.35 $36.00 11.80 13.00 - - 0 0
6 6 0.15 142% 0.00 0.50 $37.00 12.80 14.00 - - 0 0