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DFTX 39.28
Expected move by Oct 16 ±$4.55 ±11.6% $34.73 – $43.83 90%: $29.63 – $48.93
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Every quote and Greek, one row per strike.
68 contracts 50 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 16.80 21.20 $20.00 0.00 0.75 255% -0.09 0 0
5 5 - - 14.50 19.10 $22.00 0.00 0.75 161% -0.06 0 0
3 3 - - 14.00 18.00 $23.00 0.00 1.75 147% -0.06 15 15
0 0 - - 13.00 16.90 $24.00 0.00 0.75 141% -0.06 0 0
13 2 - - 12.40 15.60 $25.00 0.00 0.75 140% -0.08 2 2
0 0 - - 11.00 15.10 $26.00 0.00 0.75 119% -0.07 2 2
0 0 - - 10.00 13.90 $27.00 0.00 0.70 115% -0.08 0 0
5 2 0.91 106% 9.90 13.80 $28.00 0.05 0.85 103% -0.08 10 2
6 5 - - 8.40 11.40 $29.00 0.00 0.80 94% -0.09 2 87
29 5 0.97 60% 8.10 10.80 $30.00 0.00 0.80 87% -0.10 3 57
5 5 0.89 82% 7.40 10.30 $31.00 0.00 0.45 78% -0.10 2 1,132
6 5 0.86 82% 6.50 9.60 $32.00 0.00 1.00 76% -0.13 1 4
0 0 0.83 77% 5.30 9.00 $33.00 0.00 0.80 66% -0.13 17 1,770
11 1 0.88 51% 3.70 7.70 $34.00 0.05 1.65 72% -0.19 1 6
35 3 0.74 84% 4.60 7.20 $35.00 0.40 0.80 54% -0.18 28 780
0 2 0.71 74% 3.30 6.50 $36.00 0.50 1.25 54% -0.24 59 857
3 3 0.66 79% 3.20 5.80 $37.00 0.85 2.15 63% -0.32 4,608 6,750
54 2 0.63 53% 1.45 4.40 $38.00 1.20 1.75 51% -0.37 37 80
29 242 0.56 58% 2.10 3.00 $39.00 1.65 3.30 65% -0.45 4 740
355 176 0.49 57% 1.80 2.40 $40.00 2.15 3.60 61% -0.51 1 841
14 35 0.42 56% 1.25 2.00 $41.00 2.20 4.90 63% -0.57 21 71
29 27 0.35 53% 0.90 1.45 $42.00 3.30 6.00 75% -0.59 3 37
23 16 0.27 50% 0.65 0.95 $43.00 3.70 7.00 75% -0.64 1 49
661 77 0.24 54% 0.60 0.85 $44.00 4.60 7.50 74% -0.69 2 10
2,475 236 0.19 53% 0.45 0.60 $45.00 5.60 7.50 66% -0.76 1 14
46 3 0.14 53% 0.15 0.60 $46.00 6.40 9.50 85% -0.73 2 2
19 5 0.17 66% 0.00 1.05 $47.00 7.40 10.50 91% -0.74 0 0
219 1 0.13 61% 0.05 0.70 $48.00 7.50 11.00 72% -0.84 1 1
1,301 379 0.15 73% 0.00 0.55 $49.00 8.50 12.00 78% -0.84 0 0
4,388 68 0.08 63% 0.00 0.40 $50.00 9.20 12.70 67% -0.91 5 5
157 4 0.04 72% 0.10 0.15 $55.00 14.50 18.00 102% -0.87 0 0
452 37 0.04 86% 0.00 0.40 $60.00 19.30 23.00 115% -0.90 0 0
45 2 0.12 142% 0.00 1.10 $65.00 24.30 28.00 132% -0.91 0 0
4,245 2 0.03 106% 0.00 0.05 $70.00 29.10 33.00 137% -0.93 0 0