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CIFU 12.47
Expected move by Oct 16 ±$4.51 ±36.2% $7.96 – $16.98 90%: $2.91 – $22.03
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Every quote and Greek, one row per strike.
38 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 572% 10.90 12.20 $1.00 0.00 0.45 - - 0 0
0 0 0.99 403% 9.90 11.20 $2.00 0.00 0.45 - - 0 0
0 0 0.98 346% 8.90 10.30 $3.00 0.00 1.85 - - 0 0
0 0 0.99 207% 7.90 9.10 $4.00 0.00 5.00 354% -0.04 4 27
0 0 0.96 247% 7.00 8.30 $5.00 0.00 2.00 277% -0.05 7 182
0 0 0.94 228% 6.30 7.20 $6.00 0.05 0.60 243% -0.07 30 128
2 1 0.91 208% 5.40 6.30 $7.00 0.25 0.65 222% -0.10 1 39
3 3 0.86 207% 4.60 5.60 $8.00 0.15 0.95 197% -0.13 3 34
0 0 0.82 197% 3.90 4.80 $9.00 0.85 1.10 209% -0.19 5 15
25 29 0.76 193% 3.30 4.10 $10.00 0.95 1.55 197% -0.24 13 23
4 12 0.69 193% 2.75 3.60 $11.00 1.20 2.00 186% -0.31 13 20
10 2 0.63 197% 2.40 3.10 $12.00 2.10 2.35 194% -0.37 2 4
5 7 0.57 196% 1.95 2.75 $13.00 2.45 3.10 190% -0.43 120 2
6 5 0.51 187% 1.70 2.10 $14.00 2.90 3.70 180% -0.50 0 0
50 15 0.46 201% 1.40 2.10 $15.00 3.70 4.50 189% -0.55 0 0
21 23 0.41 196% 1.05 1.90 $16.00 4.40 5.20 182% -0.61 2 2
1 7 0.37 195% 0.95 1.55 $17.00 5.20 6.40 199% -0.63 0 0
3 3 0.32 196% 0.75 1.35 $18.00 6.00 7.20 200% -0.67 0 0
25 11 0.28 192% 0.75 1.00 $19.00 6.90 7.70 186% -0.73 0 0