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EC 17.13
Expected move by Oct 16 ±$1.34 ±7.8% $15.79 – $18.47 90%: $14.30 – $19.96
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Every quote and Greek, one row per strike.
34 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 102% 5.40 8.90 $10.00 0.00 0.25 - - 0 0
0 0 0.95 116% 4.60 7.90 $11.00 0.00 1.20 - - 0 0
0 0 0.98 70% 4.10 6.20 $12.00 0.00 1.15 - - 0 0
0 0 0.89 99% 3.30 5.50 $13.00 0.00 2.60 120% -0.15 0 0
0 2 0.92 58% 1.85 4.60 $14.00 0.00 0.05 95% -0.17 1 52
3 3 - - 1.10 2.10 $15.00 0.10 0.20 48% -0.13 1 76
6 5 0.70 58% 0.60 2.75 $16.00 0.25 0.35 42% -0.25 125 87
480 63 0.55 34% 0.55 0.80 $17.00 0.60 1.00 48% -0.45 18 69
626 382 0.30 33% 0.15 0.40 $18.00 1.10 1.85 54% -0.61 4 12
374 70 0.13 34% 0.05 0.15 $19.00 1.20 3.00 46% -0.79 0 1
369 3 0.09 42% 0.00 0.10 $20.00 1.10 4.20 - - 0 0
31 10 0.13 64% 0.00 0.75 $21.00 2.15 5.40 - - 0 0
11 2 0.09 68% 0.00 2.60 $22.00 3.10 7.10 81% -0.86 0 0
0 0 - - 0.00 2.60 $23.00 4.70 8.10 116% -0.79 0 0
0 0 - - 0.00 0.95 $24.00 5.10 9.10 99% -0.88 0 0
0 1 - - 0.00 0.20 $25.00 6.10 10.10 107% -0.89 0 0
0 0 - - 0.00 2.60 $26.00 7.10 11.10 116% -0.89 0 0