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BSM 14.86
Expected move by Oct 16 ±$0.45 ±3.0% $14.41 – $15.31 90%: $13.90 – $15.82
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Every quote and Greek, one row per strike.
22 contracts 12 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 90 0.99 414% 11.00 13.90 $2.50 0.00 20.00 - - 0 0
0 85 0.97 257% 8.50 11.40 $5.00 0.00 20.00 - - 0 0
0 1 0.95 185% 6.10 8.90 $7.50 0.00 1.85 - - 0 0
16 6 - - 4.40 5.10 $10.00 0.00 20.00 - - 1 28
9 1 - - 2.05 2.50 $12.50 0.00 0.40 53% -0.10 1 324
2,106 18 0.41 18% 0.15 0.25 $15.00 0.15 0.45 12% -0.64 50 668
732 240 0.09 46% 0.00 20.00 $17.50 2.10 3.30 36% -0.95 1 2
36 1 - - 0.00 2.60 $20.00 4.60 5.80 61% -0.96 1 0
0 0 - - 0.00 1.85 $22.50 6.90 8.40 0% -0.99 2 0
0 0 - - 0.00 1.85 $25.00 9.50 10.90 100% -0.97 2 0
0 0 - - 0.00 20.00 $30.00 14.00 16.40 131% -0.97 0 0