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FOXA 64.79
Expected move by Oct 16 ±$3.94 ±6.1% $60.85 – $68.73 90%: $56.43 – $73.15
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Every quote and Greek, one row per strike.
30 contracts 17 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 0.99 147% 33.00 36.90 $30.00 0.00 1.80 192% -0.04 1 13
0 10 0.98 118% 27.90 32.00 $35.00 0.00 1.15 147% -0.04 3 55
0 30 0.97 105% 23.10 27.00 $40.00 0.00 1.35 121% -0.04 15 21
24 2 0.97 81% 18.00 22.10 $45.00 0.00 1.20 96% -0.05 8 6
1,438 5 0.92 75% 13.60 17.10 $50.00 0.00 1.00 72% -0.07 10 886
310 2 0.87 60% 9.40 11.80 $55.00 0.00 0.20 51% -0.10 3,000 174
250 1 0.78 42% 4.80 6.90 $60.00 0.15 0.90 33% -0.17 16 46
3,670 66 0.51 32% 1.90 2.40 $65.00 2.00 2.40 32% -0.49 30 481
226 26 0.21 34% 0.00 1.05 $70.00 4.30 6.40 23% -0.90 2 22
301 5 0.07 36% 0.00 0.25 $75.00 8.20 11.10 - - 5 5
132 5 0.08 56% 0.00 0.75 $80.00 13.20 17.30 44% -0.97 0 0
1 1 0.03 56% 0.00 2.15 $85.00 18.20 22.00 - - 0 0
1 1 0.07 80% 0.00 2.15 $90.00 23.20 27.00 - - 0 0
1 1 0.12 112% 0.00 1.20 $95.00 28.20 32.30 72% -0.98 0 0
0 0 0.06 99% 0.00 1.15 $100.00 33.20 37.00 - - 0 0