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ENR 21.88
Expected move by Oct 16 ±$1.65 ±7.5% $20.23 – $23.53 90%: $18.37 – $25.39
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Every quote and Greek, one row per strike.
14 contracts 10 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 8.10 10.40 $12.50 0.00 2.60 - - 0 0
0 0 - - 5.30 7.50 $15.00 0.00 2.60 90% -0.04 0 0
0 0 - - 3.40 4.90 $17.50 0.00 0.15 65% -0.08 3 104
160 4 0.88 31% 1.30 2.65 $20.00 0.20 0.30 40% -0.19 33 173
355 169 0.41 39% 0.60 0.65 $22.50 1.10 1.30 36% -0.60 2 3
9 14 0.11 41% 0.10 0.15 $25.00 3.00 3.30 26% -0.97 2 4
1 1 - - 0.00 0.75 $30.00 7.00 9.70 88% -0.90 0 0