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DOCS 26.66
Expected move by Oct 16 ±$2.24 ±8.4% $24.42 – $28.90 90%: $21.91 – $31.41
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Every quote and Greek, one row per strike.
22 contracts 16 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 13.10 15.20 $12.50 0.00 1.40 - - 0 0
0 0 1.00 0% 10.60 12.80 $15.00 0.00 0.40 - - 100 100
2 2 - - 8.10 10.10 $17.50 0.00 1.20 95% -0.03 2 14
1 1 - - 5.60 7.70 $20.00 0.00 0.25 70% -0.05 3 117
3 1 1.00 0% 3.50 4.90 $22.50 0.05 0.15 46% -0.07 39 191
1,063 46 0.74 44% 2.15 2.35 $25.00 0.45 0.55 43% -0.26 81 65
191 551 0.42 43% 0.80 0.95 $27.50 1.55 1.65 41% -0.59 42 53
271 61 0.17 44% 0.25 0.30 $30.00 3.40 3.90 49% -0.80 2 2
151 9 0.08 52% 0.05 0.20 $32.50 5.10 6.90 59% -0.89 10 10
156 66 0.07 68% 0.00 0.10 $35.00 7.50 9.50 74% -0.91 0 0
0 0 0.04 71% 0.00 1.45 $37.50 10.10 12.00 92% -0.91 0 0