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DRS 37.95
Expected move by Oct 16 ±$2.56 ±6.7% $35.39 – $40.51 90%: $32.52 – $43.38
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Every quote and Greek, one row per strike.
52 contracts 39 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
61 1 - - 11.70 14.10 $25.00 0.00 3.90 130% -0.08 1 1
47 1 0.98 48% 7.00 9.10 $30.00 0.00 0.55 71% -0.08 8 41
2 1 0.96 48% 6.10 8.10 $31.00 0.05 0.45 60% -0.08 1 1
0 0 0.92 49% 5.30 7.10 $32.00 0.05 0.65 59% -0.11 8 8
0 2 0.92 39% 4.70 5.60 $33.00 0.05 0.60 50% -0.12 1 24
11 1 0.84 45% 3.60 5.20 $34.00 0.10 0.75 46% -0.16 1 23
14 1 0.81 38% 2.75 4.10 $35.00 0.10 0.65 36% -0.18 2 213
13 1 0.73 36% 2.45 2.85 $36.00 0.35 1.25 41% -0.29 1 25
28 12 0.64 33% 1.35 2.40 $37.00 0.70 1.40 38% -0.37 11 25
104 77 0.52 40% 1.00 2.15 $38.00 0.80 1.70 32% -0.48 1 141
15 11 0.43 42% 0.80 1.75 $39.00 1.65 2.65 40% -0.58 2 16
53 10 0.32 37% 0.50 1.00 $40.00 2.35 3.50 43% -0.66 10 35
197 4 0.23 36% 0.30 0.60 $41.00 3.10 3.80 37% -0.78 9 20
7 1 0.18 39% 0.05 0.70 $42.00 3.40 5.10 35% -0.86 4 4
8 3 0.15 44% 0.05 0.60 $43.00 4.80 5.90 45% -0.84 1 54
30 6 0.11 43% 0.00 0.35 $44.00 5.60 6.80 43% -0.90 1 108
120 2 0.07 42% 0.00 0.60 $45.00 6.40 8.00 48% -0.91 10 13
68 3 0.11 55% 0.00 0.65 $46.00 7.00 9.10 35% -0.99 5 2
43 1 0.12 64% 0.00 0.65 $47.00 7.90 10.10 - - 1 20
12 1 0.12 69% 0.00 3.90 $48.00 9.00 11.40 61% -0.93 0 0
12 2 0.11 74% 0.00 3.90 $49.00 9.90 12.30 56% -0.96 1 0
223 3 0.05 61% 0.00 3.90 $50.00 10.80 13.00 - - 30 0
89 1 0.09 99% 0.00 0.60 $55.00 15.80 18.20 - - 2 0
1,566 2 0.06 102% 0.00 0.60 $60.00 20.80 23.20 - - 2 0
80 6 0.08 129% 0.00 0.35 $65.00 25.80 28.20 - - 2 0
13 10 0.09 153% 0.00 0.60 $70.00 30.80 33.20 - - 2 0