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BKCH 79.41
Expected move by Oct 16 ±$11.37 ±14.3% $68.04 – $90.78 90%: $55.30 – $103.52
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Every quote and Greek, one row per strike.
68 contracts 47 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 0.98 206% 47.50 52.00 $30.00 0.00 3.60 - - 0 0
0 0 0.98 171% 42.50 46.90 $35.00 0.00 3.60 - - 0 0
0 0 0.98 148% 37.50 42.00 $40.00 0.00 3.60 157% -0.03 21 21
0 0 0.95 146% 33.00 37.20 $45.00 0.00 3.60 207% -0.09 0 0
0 0 0.95 118% 28.00 32.00 $50.00 0.00 3.60 177% -0.11 2 3
3 1 0.94 100% 23.20 27.00 $55.00 0.00 3.70 142% -0.12 1 2
0 0 0.96 83% 22.10 25.50 $56.00 0.00 3.70 138% -0.12 1 1
1 1 0.93 94% 21.30 25.00 $57.00 0.00 3.80 135% -0.13 0 0
1 1 0.93 90% 20.30 24.00 $58.00 0.00 3.80 130% -0.14 0 0
0 0 0.94 81% 19.00 23.00 $59.00 0.00 3.90 127% -0.14 1 1
9 1 0.90 93% 18.50 22.50 $60.00 0.00 4.00 122% -0.15 1 2
0 0 0.89 93% 17.50 21.80 $61.00 0.00 4.10 120% -0.16 0 0
0 0 0.89 88% 16.70 20.50 $62.00 0.00 4.20 115% -0.16 1 1
0 0 0.88 85% 15.90 19.50 $63.00 0.00 4.30 110% -0.17 1 1
0 0 0.88 77% 14.50 18.50 $64.00 0.05 4.40 102% -0.17 0 0
1 1 0.85 83% 14.00 18.00 $65.00 0.05 5.00 103% -0.19 2 11
0 0 0.84 80% 13.20 17.00 $66.00 0.05 4.80 97% -0.19 1 1
0 0 0.82 82% 12.30 16.50 $67.00 0.05 5.00 93% -0.20 1 11
1 1 0.80 80% 11.50 15.50 $68.00 0.05 4.80 87% -0.21 1 1
1 1 0.78 83% 11.00 15.00 $69.00 0.05 4.80 82% -0.22 1 1
1 1 0.77 78% 10.00 14.00 $70.00 1.15 4.80 85% -0.25 1 9
5 1 0.65 78% 7.40 10.30 $75.00 2.45 5.80 76% -0.35 1 1
12 3 0.53 79% 4.20 8.50 $80.00 4.20 8.20 72% -0.48 1 1
28 4 0.40 74% 2.10 5.80 $85.00 7.20 11.00 70% -0.61 0 0
23 2 0.29 72% 1.70 3.30 $90.00 10.60 14.50 67% -0.74 40 40
2 1 0.25 88% 0.05 5.00 $95.00 15.00 18.70 69% -0.81 0 0
13 1 0.09 62% 0.05 1.00 $100.00 19.00 23.40 67% -0.89 20 20
0 0 0.20 108% 0.00 4.00 $105.00 24.00 27.80 68% -0.93 0 0
0 0 0.20 122% 0.00 3.80 $110.00 28.50 32.50 - - 0 0
1 2 0.19 133% 0.00 3.80 $115.00 33.00 37.50 - - 0 0
0 0 0.18 143% 0.00 3.70 $120.00 38.00 42.50 - - 0 0
0 0 0.09 117% 0.00 3.60 $125.00 43.00 47.00 - - 0 0
1 1 0.16 157% 0.00 3.60 $130.00 48.00 52.30 - - 0 0
1 1 0.08 129% 0.00 3.60 $135.00 53.00 57.30 - - 0 0