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CPA 137.11
Expected move by Oct 16 ±$8.40 ±6.1% $128.71 – $145.51 90%: $119.29 – $154.93
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Every quote and Greek, one row per strike.
46 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 110% 60.30 64.10 $75.00 0.00 2.15 127% -0.02 0 0
0 0 0.99 103% 55.20 59.30 $80.00 0.00 2.15 114% -0.02 0 0
0 0 0.97 102% 50.40 54.40 $85.00 0.00 2.15 103% -0.03 0 0
0 0 0.97 95% 45.50 49.50 $90.00 0.00 2.65 109% -0.05 0 0
0 0 0.98 70% 40.40 44.00 $95.00 0.00 1.35 97% -0.06 0 0
0 0 0.99 57% 35.30 39.00 $100.00 0.00 0.95 65% -0.02 1 2
0 1 0.95 64% 30.50 34.50 $105.00 0.00 1.15 62% -0.04 0 0
0 0 0.93 61% 26.30 29.20 $110.00 0.00 1.00 56% -0.06 1 6
0 0 0.93 48% 20.90 24.30 $115.00 0.25 0.75 47% -0.06 2 22
5 3 0.87 49% 17.00 19.50 $120.00 0.25 0.80 38% -0.08 3 19
0 1 0.83 38% 12.20 14.40 $125.00 0.10 2.20 37% -0.16 4 31
34 16 0.71 39% 8.20 11.10 $130.00 1.35 2.60 33% -0.26 2 0
23 12 0.58 33% 4.90 6.70 $135.00 2.65 4.30 31% -0.41 1 2
131 49 0.42 34% 2.80 4.30 $140.00 5.10 7.10 31% -0.59 0 0
18 86 0.29 36% 1.25 3.30 $145.00 8.30 11.10 32% -0.74 0 0
46 16 0.14 32% 0.45 1.15 $150.00 12.30 14.80 29% -0.88 0 0
0 2 0.07 31% 0.00 0.75 $155.00 16.60 19.40 23% -0.98 0 0
0 0 0.08 40% 0.00 0.75 $160.00 20.90 24.10 - - 0 0
0 0 0.07 46% 0.00 0.80 $165.00 25.80 29.80 - - 0 0
0 0 0.06 50% 0.00 2.60 $170.00 31.10 34.70 0% -1.00 0 0
0 0 0.05 55% 0.00 0.75 $175.00 35.70 39.80 - - 0 0
0 0 0.05 60% 0.00 2.15 $180.00 41.20 44.80 49% -0.98 0 0
0 0 0.05 65% 0.00 2.15 $185.00 45.80 49.80 - - 0 0