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ERIC 10.23
Expected move by Oct 16 ±$0.93 ±9.1% $9.30 – $11.16 90%: $8.27 – $12.19 Earnings before expiry
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Every quote and Greek, one row per strike.
34 contracts 20 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
3 3 0.97 317% 6.50 8.20 $3.00 0.00 1.25 - - 0 0
0 0 0.96 247% 5.50 7.20 $4.00 0.00 5.00 - - 0 0
1 12 0.94 209% 4.70 6.10 $5.00 0.00 1.75 - - 0 0
101 101 0.93 164% 3.70 5.10 $6.00 0.00 0.10 - - 0 0
53 6 0.88 146% 2.80 4.20 $7.00 0.00 0.10 101% -0.06 15 15
15 1 0.97 53% 2.10 2.40 $8.00 0.00 0.10 71% -0.08 1 25
32 15 0.95 31% 1.15 1.35 $9.00 0.05 0.20 52% -0.16 1 468
924 24 0.61 40% 0.45 0.65 $10.00 0.35 0.50 50% -0.40 7 873
851 62 0.27 41% 0.15 0.20 $11.00 0.90 1.20 53% -0.67 2 937
1,896 1 0.16 58% 0.00 0.10 $12.00 1.80 2.10 66% -0.80 1 126
2,265 8 0.11 71% 0.00 15.00 $13.00 2.75 3.10 83% -0.84 39 436
11,230 1 0.08 81% 0.00 0.05 $14.00 3.70 4.10 93% -0.88 1 149
1,646 10 0.07 93% 0.00 15.00 $15.00 4.70 5.10 108% -0.89 1 154
1,256 2 0.15 139% 0.00 0.40 $16.00 5.70 6.10 121% -0.90 2 2
589 70 0.17 168% 0.00 0.35 $17.00 6.70 7.10 134% -0.90 0 0
150 1 0.37 298% 0.00 0.10 $18.00 6.60 10.00 207% -0.78 0 0
332 10 0.05 134% 0.00 1.75 $19.00 7.60 11.00 219% -0.79 0 0