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COMP 10.13
Expected move by Oct 16 ±$1.20 ±11.8% $8.93 – $11.33 90%: $7.58 – $12.68
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Every quote and Greek, one row per strike.
34 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.95 276% 5.50 7.20 $4.00 0.00 2.60 - - 0 0
1 1 0.95 202% 4.60 6.00 $5.00 0.00 2.60 - - 0 0
0 0 0.91 185% 3.60 5.20 $6.00 0.00 2.60 - - 0 0
0 0 0.92 113% 2.65 3.90 $7.00 0.00 0.05 - - 1 2
0 0 0.85 98% 2.00 2.75 $8.00 0.00 0.20 94% -0.14 1 3
0 0 0.86 46% 0.85 1.65 $9.00 0.15 0.20 58% -0.19 87 151
383 17 0.57 68% 0.65 0.95 $10.00 0.45 0.60 57% -0.43 2 104
566 266 0.28 47% 0.05 0.35 $11.00 1.00 1.45 65% -0.65 102 150
229 5 0.16 60% 0.05 0.20 $12.00 1.50 2.40 56% -0.86 1 56
190 1 0.15 82% 0.00 0.15 $13.00 2.30 3.40 - - 3 3
21 1 0.11 92% 0.00 0.20 $14.00 3.20 4.40 - - 0 0
0 0 0.13 115% 0.00 0.20 $15.00 4.20 5.30 - - 2 1
0 0 0.08 113% 0.00 2.60 $16.00 5.30 6.40 - - 4 1
0 0 0.11 141% 0.00 2.60 $17.00 6.30 7.30 - - 6 2
0 0 0.17 181% 0.00 2.60 $18.00 7.30 8.30 - - 4 2
0 0 - - 0.00 2.60 $19.00 8.30 9.30 - - 0 0
0 0 - - 0.00 2.60 $20.00 9.30 10.10 - - 0 0