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DUST 35.23
Expected move by Oct 16 ±$5.16 ±14.6% $30.07 – $40.39 90%: $24.28 – $46.17
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Every quote and Greek, one row per strike.
56 contracts 42 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
4 4 0.97 124% 13.40 17.30 $20.00 0.00 1.95 162% -0.06 10 55
67 1 0.92 103% 9.70 11.50 $25.00 0.00 2.40 116% -0.10 5 15
6 6 0.98 50% 6.40 10.10 $27.00 0.00 2.60 103% -0.13 10 10
0 0 0.96 52% 5.30 9.30 $28.00 0.00 2.75 105% -0.16 12 12
10 10 0.89 65% 4.60 8.50 $29.00 0.00 3.80 103% -0.19 10 14
1,197 6 0.84 68% 4.50 7.10 $30.00 0.05 3.20 107% -0.24 38 23
98 37 0.78 72% 3.10 7.20 $31.00 0.05 3.30 97% -0.26 1 34
45 1 0.73 68% 3.00 5.70 $32.00 0.50 3.90 103% -0.31 13 29
20 2 0.67 72% 2.35 5.30 $33.00 1.80 4.20 112% -0.35 1 70
11 5 0.61 70% 1.85 4.60 $34.00 1.70 4.80 106% -0.39 1 7
55 5 0.55 64% 1.50 3.40 $35.00 3.00 3.50 92% -0.44 6 30
102 4 0.51 86% 2.55 3.10 $36.00 2.70 5.90 105% -0.48 10 37
10 1 0.45 82% 2.05 2.60 $37.00 3.10 6.50 102% -0.52 3 10
27 3 0.41 84% 1.70 2.30 $38.00 4.00 6.90 102% -0.56 16 21
33 33 0.30 65% 0.05 2.10 $39.00 4.60 7.70 104% -0.59 2 0
68 26 0.31 79% 1.05 1.55 $40.00 4.50 8.50 92% -0.66 2 2
2 2 0.26 80% 0.00 3.10 $41.00 5.50 9.40 98% -0.68 0 0
2 2 0.23 80% 0.00 2.95 $42.00 6.20 10.30 100% -0.71 0 0
1 1 0.19 79% 0.00 2.80 $43.00 6.90 11.00 96% -0.75 0 0
0 0 0.19 85% 0.10 1.40 $44.00 7.80 12.00 100% -0.76 0 0
95 26 0.16 86% 0.05 1.20 $45.00 8.70 13.00 104% -0.78 0 0
0 0 0.13 83% 0.00 2.55 $46.00 9.60 13.90 105% -0.79 0 0
1 1 0.12 85% 0.00 2.50 $47.00 10.90 14.80 114% -0.79 1 1
1 1 0.11 89% 0.00 2.65 $48.00 11.50 15.50 107% -0.84 0 0
0 0 0.13 100% 0.00 2.65 $49.00 12.50 16.50 111% -0.84 0 0
5 1 0.12 103% 0.00 4.00 $50.00 13.50 17.50 115% -0.85 2 2
0 0 0.10 102% 0.00 2.40 $51.00 14.70 18.40 122% -0.84 0 0
27 2 0.12 111% 0.05 1.00 $52.00 15.60 19.20 118% -0.87 67 68