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BCC 75.66
Expected move by Oct 16 ±$5.69 ±7.5% $69.97 – $81.35 90%: $63.61 – $87.71
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Every quote and Greek, one row per strike.
60 contracts 39 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 146% 38.80 42.90 $35.00 0.00 1.75 174% -0.03 1 1
0 0 0.97 165% 36.70 40.70 $37.50 0.00 1.75 160% -0.03 1 1
0 0 0.96 155% 34.20 38.30 $40.00 0.00 1.20 147% -0.03 4 9
0 0 0.96 142% 31.70 35.80 $42.50 0.00 1.75 135% -0.03 0 0
0 0 0.96 130% 29.20 33.30 $45.00 0.00 1.55 123% -0.04 0 0
0 0 0.96 116% 26.70 30.70 $47.50 0.00 1.75 113% -0.04 1 2
0 0 0.97 90% 23.90 28.00 $50.00 0.00 1.75 101% -0.04 1 1
0 0 0.98 63% 19.30 22.40 $55.00 0.00 1.75 84% -0.06 1 2
0 0 0.95 57% 14.40 17.60 $60.00 0.10 2.30 86% -0.13 2 70
0 0 0.94 48% 12.40 14.60 $62.50 0.05 0.80 55% -0.08 1 2
1 1 0.88 53% 10.10 12.70 $65.00 0.05 1.30 54% -0.12 2 24
4 1 0.85 45% 7.90 10.10 $67.50 0.35 1.85 52% -0.18 3 6
1 1 0.77 45% 5.80 8.30 $70.00 0.75 1.00 38% -0.20 71 108
5 1 0.68 43% 3.90 6.50 $72.50 0.40 3.40 43% -0.32 1 5
7 2 0.56 41% 3.00 4.30 $75.00 2.05 3.20 38% -0.44 1 21
9 2 0.44 41% 1.30 3.80 $77.50 2.60 5.30 37% -0.57 1 9
40 3 0.31 37% 0.75 2.00 $80.00 4.80 6.50 38% -0.69 1 3
34 1 0.19 35% 0.00 2.60 $82.50 6.50 8.80 39% -0.79 1 2
32 1 0.12 36% 0.00 3.10 $85.00 8.30 10.80 33% -0.91 8 21
102 1 0.12 44% 0.00 2.65 $87.50 10.80 13.10 36% -0.94 5 5
45 1 0.10 48% 0.00 2.45 $90.00 13.40 15.30 34% -0.99 0 0
3 2 0.09 54% 0.00 0.95 $92.50 14.80 18.40 - - 0 0
15 6 0.08 60% 0.00 2.00 $95.00 17.50 20.90 - - 15 0
16 1 0.07 69% 0.00 2.00 $100.00 22.20 25.80 - - 0 0
4 3 0.07 78% 0.00 0.50 $105.00 26.90 30.90 - - 0 0
2 1 0.12 108% 0.00 1.75 $110.00 31.90 35.90 - - 0 0
3 1 0.06 94% 0.00 1.75 $115.00 37.00 40.90 - - 0 0
0 0 0.05 101% 0.00 2.60 $120.00 41.90 45.90 - - 0 0
1 1 - - 0.00 2.25 $125.00 46.90 50.90 - - 0 0
3 1 - - 0.00 2.00 $130.00 51.90 55.90 - - 0 0