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BIV 74.17
Expected move by Oct 16 ±$0.70 ±0.9% $73.47 – $74.87 90%: $72.68 – $75.66
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Every quote and Greek, one row per strike.
38 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 19% 5.10 5.40 $69.00 0.00 0.10 18% -0.06 0 0
0 0 0.93 16% 4.10 4.40 $70.00 0.00 0.10 15% -0.07 0 0
0 0 0.91 12% 3.10 3.40 $71.00 0.00 0.10 12% -0.09 0 0
0 0 0.87 10% 2.15 2.40 $72.00 0.00 0.10 9% -0.09 0 0
0 0 0.82 7% 1.15 1.40 $73.00 0.05 0.15 6% -0.16 1 1
0 0 0.57 5% 0.35 0.55 $74.00 0.25 0.40 5% -0.44 1 1
29 20 0.19 5% 0.00 0.10 $75.00 0.90 1.15 6% -0.76 1 1
10 5 0.13 8% 0.00 0.10 $76.00 1.90 2.15 10% -0.83 2 2
3 1 0.10 11% 0.00 0.10 $77.00 2.90 3.20 14% -0.85 1 0
3 1 0.08 14% 0.00 0.10 $78.00 3.90 4.20 17% -0.87 10 23
23 23 0.07 17% 0.00 0.10 $79.00 4.90 5.20 20% -0.89 0 0
1 1 0.06 19% 0.00 0.10 $80.00 5.90 6.20 22% -0.90 0 0
0 0 - - 0.00 0.10 $81.00 6.90 7.20 25% -0.90 0 0
0 0 - - 0.00 0.10 $82.00 7.90 8.20 28% -0.91 0 0
0 0 - - 0.00 0.10 $83.00 8.90 9.20 30% -0.92 0 0
0 0 - - 0.00 0.10 $84.00 9.90 10.20 33% -0.92 0 0
0 0 - - 0.00 0.10 $85.00 10.80 11.20 33% -0.94 0 0
0 0 - - 0.00 0.10 $86.00 11.80 12.20 35% -0.94 0 0
0 0 - - 0.00 0.10 $87.00 12.80 13.10 35% -0.95 0 0