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ECPG 99.37
Expected move by Oct 16 ±$7.72 ±7.8% $91.65 – $107.09 90%: $82.99 – $115.75
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Every quote and Greek, one row per strike.
40 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 105% 33.10 37.10 $65.00 0.00 0.95 98% -0.04 0 0
0 0 0.97 76% 27.80 31.80 $70.00 0.00 2.20 84% -0.04 0 0
0 0 0.95 71% 23.10 26.90 $75.00 0.00 2.25 71% -0.05 0 0
0 0 0.92 62% 18.30 22.10 $80.00 0.00 1.20 58% -0.06 2 8
0 0 0.89 53% 13.50 17.30 $85.00 0.00 2.55 44% -0.08 2 2
0 0 0.81 48% 9.20 12.80 $90.00 0.00 2.45 37% -0.14 2 14
26 26 0.69 42% 5.00 9.00 $95.00 0.80 3.40 39% -0.30 1 9
0 0 0.60 43% 3.90 7.40 $97.50 1.45 4.70 39% -0.40 1 2
1 1 0.51 43% 2.60 6.00 $100.00 2.65 5.80 39% -0.50 1 4
1 1 0.33 40% 0.50 3.70 $105.00 4.70 8.30 29% -0.76 1 1
0 0 0.20 41% 0.00 2.90 $110.00 8.90 13.00 32% -0.89 0 0
1 1 0.12 45% 0.00 2.60 $115.00 13.60 17.70 31% -0.98 0 0
0 0 0.08 50% 0.00 1.20 $120.00 18.50 22.20 - - 0 0
0 0 0.07 56% 0.00 2.20 $125.00 23.50 27.20 - - 0 0
0 0 0.06 64% 0.00 2.20 $130.00 28.40 32.20 - - 0 0
0 0 0.06 70% 0.00 2.15 $135.00 33.40 37.20 - - 0 0
0 0 0.05 76% 0.00 2.15 $140.00 38.40 42.20 - - 0 0
0 0 - - 0.00 2.15 $145.00 43.40 47.20 - - 0 0
0 0 - - 0.00 2.15 $150.00 48.40 52.20 - - 0 0
0 0 - - 0.00 2.15 $155.00 53.40 57.20 - - 0 0