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CALY 14.73
Expected move by Oct 16 ±$1.13 ±7.7% $13.60 – $15.86 90%: $12.33 – $17.13
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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 0 - - 11.40 12.80 $2.50 0.00 3.90 - - 0 0
0 0 0.99 224% 9.10 10.50 $5.00 0.00 3.90 - - 0 0
1 1 0.98 143% 6.60 8.00 $7.50 0.00 3.90 - - 0 0
2 1 0.97 85% 4.30 5.30 $10.00 0.00 1.30 - - 0 0
0 0 0.93 46% 2.00 2.65 $12.50 0.00 3.90 52% -0.10 1 41
104 181 0.46 37% 0.40 0.55 $15.00 0.70 0.85 41% -0.54 20 177
157 2 0.11 50% 0.00 0.10 $17.50 2.35 3.20 37% -0.98 1 27
16 10 0.08 77% 0.00 0.10 $20.00 4.70 5.80 - - 2 1
0 0 - - 0.00 1.35 $22.50 7.20 8.50 101% -0.93 0 1
0 0 - - 0.00 1.35 $25.00 9.70 11.00 120% -0.94 0 0
0 0 - - 0.00 3.90 $30.00 14.70 16.00 152% -0.95 0 0