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GBX 41.96
Expected move by Oct 16 ±$2.38 ±5.7% $39.58 – $44.34 90%: $36.92 – $47.00
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Every quote and Greek, one row per strike.
26 contracts 17 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 100% 13.20 16.10 $27.50 0.00 15.00 - - 0 0
0 0 0.97 72% 10.90 13.20 $30.00 0.00 15.00 - - 0 0
0 0 0.95 61% 9.00 10.20 $32.50 0.00 15.00 - - 0 0
0 0 0.92 53% 6.60 7.80 $35.00 0.00 0.55 - - 0 0
0 0 0.87 40% 4.20 5.30 $37.50 0.05 0.50 39% -0.12 1 1
0 0 0.72 34% 2.10 3.20 $40.00 0.45 0.65 30% -0.26 3 18
11 3 0.45 31% 0.90 1.35 $42.50 1.20 1.80 27% -0.55 2 11
7 3 0.18 28% 0.05 0.55 $45.00 2.75 3.90 28% -0.82 10 10
2 3 0.13 40% 0.00 0.45 $47.50 5.00 6.20 29% -0.94 1 1
5 1 0.12 53% 0.00 0.60 $50.00 6.30 9.40 - - 0 0
0 0 0.12 68% 0.00 15.00 $52.50 9.20 11.90 40% -0.99 0 0
0 0 - - 0.00 15.00 $55.00 11.00 15.20 56% -0.97 0 0
0 0 - - 0.00 15.00 $60.00 16.70 19.40 61% -0.99 0 0