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DLX 23.52
Expected move by Oct 16 ±$1.74 ±7.4% $21.78 – $25.26 90%: $19.82 – $27.22
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Every quote and Greek, one row per strike.
20 contracts 12 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 9.60 12.40 $12.50 0.00 0.95 191% -0.07 0 0
5 1 0.92 145% 7.10 10.70 $15.00 0.00 2.60 147% -0.09 2 3
0 2 0.87 117% 5.30 7.80 $17.50 0.00 0.75 107% -0.12 0 0
13 4 0.89 55% 3.00 4.40 $20.00 0.00 0.75 65% -0.15 1 103
146 7 0.68 42% 1.25 1.90 $22.50 0.10 0.60 31% -0.28 24 120
221 18 0.22 30% 0.15 0.30 $25.00 1.20 2.20 28% -0.79 1 298
240 4 0.08 63% 0.00 0.05 $30.00 4.70 8.00 - - 1 9
17 1 0.13 119% 0.00 0.75 $35.00 10.40 12.80 89% -0.94 0 0
2 2 - - 0.00 2.15 $40.00 15.40 17.80 114% -0.95 0 0
2 1 - - 0.00 2.60 $45.00 20.20 22.80 108% -0.99 0 0