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BCI 26.28
Expected move by Oct 16 ±$1.99 ±7.6% $24.29 – $28.27 90%: $22.05 – $30.51
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Every quote and Greek, one row per strike.
38 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 119% 9.00 11.70 $16.00 0.00 1.25 - - 0 0
0 0 0.96 107% 8.00 10.70 $17.00 0.00 0.20 - - 30 30
0 0 0.96 95% 7.00 9.70 $18.00 0.00 1.25 - - 0 0
0 0 0.95 84% 6.00 8.70 $19.00 0.00 1.25 - - 0 0
0 0 0.95 73% 5.00 7.70 $20.00 0.00 0.35 - - 30 30
0 0 0.94 62% 4.00 6.70 $21.00 0.00 1.25 - - 0 0
0 0 0.93 52% 3.00 5.70 $22.00 0.00 1.25 - - 0 0
0 0 0.93 39% 2.05 4.60 $23.00 0.00 1.25 - - 0 0
2 2 0.85 35% 1.10 3.70 $24.00 0.00 1.30 - - 0 0
120 100 0.66 49% 1.20 2.75 $25.00 0.05 0.40 24% -0.23 0 0
4 2 0.57 20% 0.10 1.15 $26.00 0.00 1.60 12% -0.43 20 20
4 4 0.43 49% 0.00 1.55 $27.00 0.00 2.20 32% -0.63 0 0
0 0 0.24 35% 0.00 1.35 $28.00 0.55 3.10 0% -0.99 0 0
0 0 - - 0.00 1.30 $29.00 1.50 4.00 0% -0.99 0 0
50 50 - - 0.00 0.10 $30.00 2.40 5.00 - - 0 0
2 2 - - 0.00 1.25 $31.00 3.40 6.00 - - 0 0
0 0 - - 0.00 1.25 $32.00 4.30 7.00 - - 0 0
0 0 - - 0.00 1.25 $33.00 5.30 8.00 - - 0 0
0 0 - - 0.00 1.25 $34.00 6.30 9.00 - - 0 0