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CHEF 110.70
Expected move by Oct 16 ±$7.66 ±6.9% $103.04 – $118.36 90%: $94.47 – $126.93
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Every quote and Greek, one row per strike.
44 contracts 26 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 0.99 229% 74.40 77.90 $35.00 0.00 2.15 237% -0.01 0 0
0 0 0.99 203% 69.10 73.20 $40.00 0.00 1.75 212% -0.02 0 0
5 1 0.99 180% 64.20 68.10 $45.00 0.00 1.90 189% -0.02 1 1
0 0 0.98 160% 59.20 63.10 $50.00 0.00 1.95 168% -0.02 3 9
0 0 0.98 151% 54.30 58.30 $55.00 0.00 1.75 152% -0.02 0 0
0 0 0.98 129% 49.20 53.20 $60.00 0.00 1.75 140% -0.03 0 0
0 0 0.97 120% 44.30 48.40 $65.00 0.00 1.35 117% -0.03 1 1
4 2 0.96 111% 39.60 43.40 $70.00 0.00 1.35 103% -0.03 1 1
4 3 0.96 95% 34.50 38.40 $75.00 0.00 0.55 90% -0.04 0 0
28 15 0.95 82% 29.50 33.40 $80.00 0.00 1.15 77% -0.04 12 90
1 1 0.92 76% 24.80 28.70 $85.00 0.00 0.95 68% -0.05 6 4
20 1 0.89 72% 20.50 23.80 $90.00 0.05 0.45 48% -0.04 1 1
2 2 0.88 55% 15.20 18.80 $95.00 0.00 0.95 46% -0.09 1 31
31 5 0.83 45% 10.30 14.20 $100.00 0.00 1.80 38% -0.14 72 44
688 1 0.71 42% 6.40 10.20 $105.00 0.30 3.50 37% -0.27 1 11
81 2 0.56 38% 3.00 6.70 $110.00 1.70 5.50 35% -0.45 5 118
9 1 0.38 38% 0.75 4.70 $115.00 4.10 8.00 31% -0.66 10 38
37 3 0.23 37% 0.00 3.10 $120.00 7.60 11.60 26% -0.88 7 22
5 1 0.11 35% 0.00 1.45 $125.00 12.30 15.50 - - 0 0
4 3 0.08 42% 0.00 1.95 $130.00 17.00 20.70 - - 2 2
1 1 0.08 52% 0.00 0.85 $135.00 22.00 25.70 - - 0 0
0 0 0.06 55% 0.00 5.00 $140.00 27.00 30.90 - - 1 1