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BABX 18.99
Expected move by Oct 16 ±$3.40 ±17.9% $15.59 – $22.39 90%: $11.79 – $26.19
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Every quote and Greek, one row per strike.
42 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 1 1.00 0% 4.70 5.30 $14.00 0.00 0.45 93% -0.08 1 36
153 2 0.93 67% 3.80 4.50 $15.00 0.25 0.50 94% -0.14 2 32
7 1 0.84 76% 3.20 3.60 $16.00 0.45 0.75 94% -0.20 62 46
34 4 0.74 82% 2.60 2.95 $17.00 0.75 1.00 90% -0.28 12 15
37 15 0.64 86% 2.10 2.40 $18.00 1.10 1.50 91% -0.36 33 49
20 23 0.55 93% 1.65 2.05 $19.00 1.70 2.10 97% -0.45 1 37
82 22 0.46 87% 1.20 1.50 $20.00 2.30 2.75 98% -0.53 2 33
38 22 0.39 92% 0.90 1.30 $21.00 2.90 3.40 97% -0.60 1 8
95 84 0.32 94% 0.80 0.95 $22.00 3.70 4.20 100% -0.66 1 8
5 5 0.25 92% 0.50 0.75 $23.00 4.50 5.10 105% -0.71 20 20
9 10 0.20 92% 0.25 0.70 $24.00 5.30 6.00 107% -0.76 0 0
31 2 0.16 94% 0.15 0.55 $25.00 6.20 6.80 107% -0.80 1 3
0 2 0.14 99% 0.05 0.60 $26.00 7.10 7.70 110% -0.83 0 0
1 2 0.11 97% 0.00 0.75 $27.00 8.00 8.80 118% -0.84 0 0
4 1 0.09 102% 0.00 0.50 $28.00 9.00 9.70 120% -0.86 1 1
0 0 0.12 121% 0.00 0.85 $29.00 10.00 10.70 128% -0.87 0 0
13 6 0.13 133% 0.00 5.00 $30.00 10.90 11.50 120% -0.91 0 0
0 0 0.11 135% 0.00 0.95 $31.00 11.90 12.50 127% -0.91 0 0
2 2 0.10 139% 0.00 0.20 $32.00 13.00 13.60 143% -0.89 41 41
2 2 0.11 150% 0.00 0.95 $33.00 13.80 14.60 138% -0.92 0 0
0 0 0.10 154% 0.00 0.95 $34.00 14.80 15.60 143% -0.92 0 0