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BWA 63.32
Expected move by Oct 16 ±$4.17 ±6.6% $59.15 – $67.49 90%: $54.48 – $72.16
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Every quote and Greek, one row per strike.
56 contracts 36 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
6 12 - - 31.80 34.80 $30.00 0.00 2.60 173% -0.03 8 10
0 0 0.99 122% 29.30 32.60 $32.50 0.00 2.60 127% -0.01 2 13
5 1 1.00 0% 26.80 29.90 $35.00 0.00 2.60 123% -0.02 1 22
7 4 0.97 118% 24.30 28.00 $37.50 0.00 2.60 137% -0.05 2 18
46 3 0.96 105% 21.80 25.50 $40.00 0.00 2.60 100% -0.03 3 34
108 1 0.95 100% 19.60 22.90 $42.50 0.00 2.60 86% -0.03 5 10
11 4 0.98 70% 16.90 20.10 $45.00 0.00 2.60 79% -0.04 2 6
6 2 0.97 64% 14.20 17.90 $47.50 0.00 2.60 78% -0.06 2 80
66 1 0.92 69% 12.60 15.10 $50.00 0.00 0.15 48% -0.02 5 30
58 1 0.91 56% 10.30 12.30 $52.50 0.00 0.35 43% -0.04 5 49
51 6 0.87 51% 8.10 9.90 $55.00 0.15 0.30 39% -0.07 2 85
80 2 0.81 47% 6.00 7.60 $57.50 0.35 0.60 37% -0.14 26 216
212 2 0.74 36% 4.00 4.90 $60.00 0.80 1.10 35% -0.26 5 1,749
167 99 0.58 35% 2.50 3.10 $62.50 1.60 2.00 34% -0.42 11 481
1,586 3 0.41 35% 1.45 1.80 $65.00 2.70 3.50 33% -0.60 1 320
210 18 0.25 33% 0.55 1.00 $67.50 4.30 5.30 32% -0.77 16 407
4,706 31 0.14 33% 0.20 0.55 $70.00 6.60 7.40 35% -0.86 2 264
306 1 0.10 38% 0.10 0.45 $72.50 8.10 10.00 - - 4 100
234 1 0.11 49% 0.00 0.75 $75.00 10.20 12.50 - - 9 157
108 1 0.05 45% 0.00 2.65 $77.50 12.30 15.60 - - 3 3
1,507 1 0.11 68% 0.00 2.60 $80.00 15.50 18.30 59% -0.93 1 0
48 4 0.08 68% 0.00 2.60 $82.50 18.00 20.80 65% -0.94 0 0
689 8 0.07 73% 0.00 2.60 $85.00 20.50 23.30 70% -0.94 4 0
1,108 60 0.05 77% 0.00 2.60 $90.00 25.50 28.10 75% -0.96 0 0
56 2 0.04 85% 0.00 2.60 $95.00 30.50 33.30 90% -0.95 0 0
40 2 0.06 102% 0.00 2.60 $100.00 35.50 38.10 93% -0.97 0 0
60 2 0.06 111% 0.00 2.60 $105.00 40.50 43.10 101% -0.97 0 0
8 3 0.05 119% 0.00 2.60 $110.00 45.50 48.40 119% -0.95 0 0