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BOTZ 35.90
Expected move by Oct 16 ±$2.04 ±5.7% $33.86 – $37.94 90%: $31.58 – $40.22
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Every quote and Greek, one row per strike.
38 contracts 25 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 7.40 9.90 $27.00 0.00 0.95 - - 0 0
0 0 - - 6.40 8.90 $28.00 0.00 0.95 - - 0 0
0 0 - - 5.30 8.00 $29.00 0.00 0.95 67% -0.09 1 1
1 1 - - 4.40 7.00 $30.00 0.00 0.70 47% -0.06 2 2
0 0 - - 3.30 6.10 $31.00 0.00 0.75 - - 0 0
0 4 - - 3.20 4.20 $32.00 0.00 0.25 52% -0.18 1 3
0 0 1.00 0% 1.65 4.20 $33.00 0.10 0.25 30% -0.12 3 31
0 0 0.74 36% 1.65 3.40 $34.00 0.05 0.55 27% -0.20 2 12
18 8 0.65 32% 0.85 2.60 $35.00 0.40 0.60 24% -0.32 3 27
52 22 0.51 20% 0.50 1.00 $36.00 0.65 2.35 40% -0.48 2 1
8 31 0.33 23% 0.35 0.55 $37.00 0.45 3.00 30% -0.63 1 1
10 18 0.17 21% 0.15 0.20 $38.00 1.30 3.90 35% -0.72 1 1
2 2 0.23 39% 0.00 2.60 $39.00 2.15 4.80 38% -0.78 0 0
39 3 0.14 37% 0.00 0.05 $40.00 3.10 5.60 40% -0.84 0 0
0 0 - - 0.00 0.05 $41.00 4.70 6.60 57% -0.79 0 0
1 1 - - 0.00 0.25 $42.00 5.10 7.60 51% -0.87 0 0
0 0 - - 0.00 0.95 $43.00 6.50 8.40 61% -0.86 0 0
0 0 - - 0.00 0.95 $44.00 7.70 9.20 66% -0.86 0 0
0 0 - - 0.00 0.95 $45.00 8.70 10.20 71% -0.87 0 0