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EWM 27.65
Expected move by Oct 16 ±$0.93 ±3.4% $26.72 – $28.58 90%: $25.68 – $29.62
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Every quote and Greek, one row per strike.
38 contracts 20 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 39% 5.20 8.10 $21.00 0.00 0.20 70% -0.05 2 2
40 40 - - 4.60 6.20 $22.00 0.00 2.60 - - 2 2
0 0 0.96 42% 3.30 6.10 $23.00 0.00 0.75 75% -0.15 0 0
10 10 0.97 30% 2.25 5.10 $24.00 0.00 2.60 54% -0.14 2 2
2 2 0.90 30% 2.55 2.95 $25.00 0.00 0.75 48% -0.19 0 0
0 0 0.82 27% 0.50 3.20 $26.00 0.00 0.75 37% -0.25 0 0
10 10 0.74 15% 0.45 1.20 $27.00 0.00 2.80 19% -0.30 2 0
1 1 0.38 15% 0.10 0.45 $28.00 0.50 1.00 19% -0.59 2 15
4 1 0.29 31% 0.00 0.40 $29.00 0.15 2.85 20% -0.81 0 0
264 3 0.11 25% 0.00 2.60 $30.00 1.00 3.80 22% -0.92 9 0
0 0 0.21 51% 0.00 0.75 $31.00 2.00 4.90 33% -0.90 0 0
25 10 0.20 61% 0.00 2.60 $32.00 3.00 5.90 40% -0.91 0 0
0 0 0.17 66% 0.00 2.60 $33.00 4.00 6.90 46% -0.92 0 0
40 40 - - 0.00 1.75 $34.00 5.00 8.00 56% -0.91 2 0
21 1 - - 0.00 2.60 $35.00 6.00 9.00 62% -0.92 3 0
0 0 - - 0.00 1.75 $36.00 7.00 10.00 68% -0.92 0 0
0 0 - - 0.00 2.60 $37.00 8.00 11.00 73% -0.93 0 0
0 0 - - 0.00 1.75 $38.00 9.00 11.80 66% -0.97 0 0
0 0 - - 0.00 1.75 $39.00 10.00 12.80 70% -0.97 2 0