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FRDM 72.78
Expected move by Oct 16 ±$3.51 ±4.8% $69.27 – $76.30 90%: $65.34 – $80.22
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Every quote and Greek, one row per strike.
38 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 13.20 15.50 $58.00 0.00 1.55 - - 0 0
0 0 - - 12.20 14.50 $59.00 0.00 1.55 - - 0 0
0 0 - - 11.20 13.60 $60.00 0.00 1.60 - - 0 0
0 0 - - 10.20 12.60 $61.00 0.00 1.60 - - 0 0
0 0 - - 9.40 11.60 $62.00 0.00 1.65 71% -0.17 2 2
0 0 - - 8.40 10.70 $63.00 0.00 1.70 - - 0 0
0 0 - - 7.40 9.80 $64.00 0.00 1.75 - - 0 0
0 0 - - 6.30 8.90 $65.00 0.00 1.85 67% -0.23 0 0
0 0 - - 5.40 7.90 $66.00 0.00 1.85 59% -0.23 0 0
0 0 1.00 0% 4.60 7.00 $67.00 0.00 2.00 50% -0.24 0 0
0 0 - - 3.30 6.20 $68.00 0.00 2.10 50% -0.28 0 0
1 1 0.86 20% 2.95 5.40 $69.00 0.00 2.40 43% -0.29 0 0
1 1 0.79 20% 2.10 4.60 $70.00 0.00 2.60 45% -0.34 1 1
1 1 0.70 20% 1.40 3.90 $71.00 0.05 2.65 29% -0.35 0 0
1 1 0.60 21% 0.80 3.40 $72.00 0.50 3.30 30% -0.42 0 0
23 2 0.50 21% 0.25 2.85 $73.00 0.95 3.70 30% -0.49 0 0
0 0 0.43 26% 0.00 2.50 $74.00 1.60 4.20 30% -0.56 0 0
0 42 0.38 32% 0.65 2.45 $75.00 2.30 5.00 32% -0.62 0 0
0 0 - - 0.00 2.00 $76.00 3.10 5.60 32% -0.68 0 0