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FIGG 17.81
Expected move by Oct 16 ±$4.48 ±25.2% $13.33 – $22.29 90%: $8.30 – $27.32
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Every quote and Greek, one row per strike.
56 contracts 44 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 6.80 8.30 $10.00 0.00 0.65 175% -0.07 0 0
0 0 0.86 96% 3.50 4.90 $14.00 0.40 1.25 136% -0.19 1 0
0 0 0.77 109% 2.95 4.30 $15.00 0.60 1.60 131% -0.25 4 2
0 0 0.68 175% 2.80 5.40 $16.00 1.05 2.05 134% -0.31 2 3
0 0 0.62 117% 2.00 3.20 $17.00 1.65 2.50 136% -0.38 0 0
4 4 0.56 130% 1.90 2.80 $18.00 2.20 3.00 136% -0.44 1 2
2 4 0.49 127% 1.45 2.40 $19.00 2.80 3.70 137% -0.50 0 0
0 0 0.43 130% 1.10 2.15 $20.00 3.50 4.50 142% -0.55 2 2
0 0 0.39 134% 1.00 1.85 $21.00 4.20 5.50 150% -0.59 0 0
0 0 0.35 140% 0.90 1.70 $22.00 5.00 6.30 152% -0.63 1 1
0 0 0.32 145% 0.75 1.55 $23.00 5.80 7.20 156% -0.66 0 0
0 0 0.28 147% 0.60 1.40 $24.00 6.60 7.80 151% -0.71 0 0
1 1 0.25 146% 0.45 1.25 $25.00 7.40 8.70 150% -0.75 1 1
0 0 0.23 152% 0.35 1.25 $26.00 8.40 9.80 163% -0.75 0 0
0 0 0.20 151% 0.25 1.05 $27.00 9.40 10.80 172% -0.76 0 0
0 0 0.18 154% 0.15 1.00 $28.00 10.30 11.70 174% -0.78 0 0
0 0 0.16 155% 0.05 1.00 $29.00 11.20 12.60 176% -0.80 0 0
0 0 0.17 167% 0.00 0.95 $30.00 12.20 13.60 184% -0.81 0 0
0 0 0.15 168% 0.00 0.90 $31.00 13.10 14.50 182% -0.83 0 0
0 0 0.13 165% 0.00 0.85 $32.00 14.10 15.50 188% -0.83 0 0
0 0 0.13 172% 0.00 0.85 $33.00 15.10 16.50 194% -0.83 0 0
0 0 0.11 173% 0.00 0.80 $34.00 16.00 17.50 195% -0.84 0 0
0 1 0.10 173% 0.00 0.75 $35.00 17.00 18.40 196% -0.86 0 0
0 0 0.09 170% 0.00 0.75 $36.00 18.00 19.40 202% -0.86 0 0
0 0 0.09 175% 0.00 0.75 $37.00 19.00 20.40 207% -0.86 0 0
0 0 0.09 183% 0.00 0.75 $38.00 19.70 21.10 178% -0.92 0 0
7 7 0.08 188% 0.00 0.65 $40.00 21.90 23.00 194% -0.91 0 0
0 0 0.10 225% 0.00 0.65 $45.00 26.90 28.30 236% -0.89 0 0