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CHPT 9.42
Expected move by Oct 16 ±$1.54 ±16.3% $7.88 – $10.96 90%: $6.15 – $12.69
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Every quote and Greek, one row per strike.
36 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 0.98 892% 8.10 9.60 $1.00 0.00 1.00 - - 0 0
0 6 0.96 573% 7.10 8.60 $2.00 0.00 1.05 - - 0 0
0 10 0.94 425% 6.10 7.60 $3.00 0.00 1.00 - - 1 2
0 1 0.92 354% 5.30 6.60 $4.00 0.00 1.00 241% -0.05 65 59
51 7 0.89 290% 4.30 5.70 $5.00 0.00 2.60 159% -0.04 1 496
63 1 0.95 116% 3.20 3.80 $6.00 0.00 0.10 127% -0.06 8 2,314
72 5 0.81 174% 2.30 3.70 $7.00 0.00 0.25 85% -0.07 23 220
67 13 0.79 93% 1.55 1.95 $8.00 0.15 0.20 72% -0.17 150 633
346 20 0.63 91% 1.00 1.25 $9.00 0.50 0.65 80% -0.37 228 683
596 124 0.45 88% 0.55 0.75 $10.00 0.95 1.60 95% -0.54 123 382
286 95 0.29 87% 0.25 0.45 $11.00 1.75 2.15 92% -0.70 13 41
1,310 649 0.19 93% 0.10 0.35 $12.00 2.45 2.95 81% -0.85 5 0
62 16 0.12 94% 0.00 0.25 $13.00 2.40 3.80 - - 10 32
17 51 0.09 104% 0.05 0.15 $14.00 3.10 4.70 - - 0 0
200 1 0.12 132% 0.00 0.15 $15.00 3.90 5.70 - - 0 0
0 0 0.13 150% 0.00 0.65 $16.00 4.60 6.70 - - 0 0
0 0 0.10 153% 0.00 1.00 $17.00 5.90 7.50 - - 0 0
112 1 0.08 155% 0.00 0.15 $18.00 7.40 8.90 - - 4 1