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DIG 66.98
Expected move by Oct 16 ±$6.39 ±9.5% $60.59 – $73.37 90%: $53.44 – $80.52
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Every quote and Greek, one row per strike.
50 contracts 42 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 0.90 64% 11.70 13.60 $55.00 0.00 0.95 58% -0.08 0 0
0 0 0.83 55% 8.10 9.90 $59.00 0.00 1.40 52% -0.16 0 0
0 0 0.80 55% 7.40 9.00 $60.00 0.10 1.95 52% -0.19 3 3
0 0 0.77 53% 6.50 8.30 $61.00 0.05 2.00 48% -0.20 0 0
0 0 0.74 53% 5.80 7.60 $62.00 0.05 2.60 48% -0.25 0 0
0 0 0.70 54% 5.10 7.00 $63.00 0.25 2.85 47% -0.28 3 3
0 0 0.66 54% 4.50 6.40 $64.00 0.50 3.00 45% -0.32 0 0
0 0 0.61 55% 4.00 5.90 $65.00 0.95 3.20 43% -0.37 0 0
0 0 0.57 56% 3.50 5.40 $66.00 1.55 4.00 47% -0.42 1 1
0 0 0.53 57% 3.10 4.90 $67.00 2.00 4.10 44% -0.47 0 0
1,101 315 0.49 56% 2.60 4.40 $68.00 3.30 4.60 49% -0.52 1 3
2 1 0.45 56% 2.00 4.20 $69.00 2.90 5.40 43% -0.58 0 0
5 2 0.42 59% 2.00 3.90 $70.00 4.50 5.90 50% -0.61 3 5
1 1 0.38 59% 1.40 3.70 $71.00 4.50 6.70 45% -0.66 0 0
5 2 0.35 60% 1.05 3.60 $72.00 5.20 7.30 44% -0.71 2 5
0 0 0.32 58% 0.95 3.00 $73.00 5.90 8.00 43% -0.76 0 0
0 0 0.29 59% 0.45 3.00 $74.00 6.70 8.80 43% -0.80 0 0
7 1 0.26 60% 0.15 2.90 $75.00 7.40 9.90 44% -0.82 0 0
0 0 0.24 60% 0.00 3.00 $76.00 9.20 10.80 54% -0.79 0 0
0 0 0.21 58% 0.00 1.70 $77.00 8.90 11.50 38% -0.92 0 0
0 1 0.18 59% 0.00 1.55 $78.00 9.90 12.40 39% -0.94 0 0
0 0 0.16 59% 0.00 2.00 $79.00 10.90 14.50 58% -0.85 0 0
6 2 0.13 56% 0.05 1.20 $80.00 11.60 15.40 55% -0.88 0 0
5 1 0.09 65% 0.00 1.75 $85.00 16.20 18.90 - - 0 0
0 0 - - 0.00 1.75 $90.00 21.20 25.20 67% -0.95 0 0