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GEO 30.25
Expected move by Oct 16 ±$2.76 ±9.1% $27.49 – $33.01 90%: $24.39 – $36.11
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Every quote and Greek, one row per strike.
42 contracts 34 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
10 10 0.98 81% 9.20 11.50 $20.00 0.00 0.30 110% -0.05 0 0
0 0 0.98 72% 8.20 10.50 $21.00 0.00 0.05 - - 0 0
12 12 1.00 0% 7.10 9.50 $22.00 0.00 0.15 95% -0.08 0 0
15 15 0.96 64% 6.30 8.50 $23.00 0.00 0.15 85% -0.09 0 0
2 2 0.94 61% 5.40 7.50 $24.00 0.00 0.25 75% -0.10 4 5
12 1 0.93 52% 4.50 6.40 $25.00 0.05 0.15 49% -0.06 2 36
5 1 0.92 43% 3.70 5.20 $26.00 0.15 0.30 51% -0.11 2 12
44 7 0.84 48% 2.95 4.40 $27.00 0.25 0.55 50% -0.17 14 29
29 6 0.76 47% 2.40 3.40 $28.00 0.45 0.75 48% -0.24 18 190
51 2 0.66 48% 1.90 2.55 $29.00 0.70 1.05 47% -0.33 41 1,051
20,805 622 0.56 49% 1.40 2.00 $30.00 1.15 1.55 48% -0.44 79 168
546 1,431 0.46 48% 1.15 1.30 $31.00 1.65 1.95 44% -0.55 9 63
1,070 1,348 0.36 48% 0.80 0.95 $32.00 2.00 2.95 45% -0.66 10 31
1,375 853 0.25 45% 0.35 0.65 $33.00 2.70 3.90 49% -0.73 1 62
393 395 0.18 46% 0.30 0.40 $34.00 3.70 4.70 53% -0.78 142 2
21,013 241 0.13 46% 0.15 0.30 $35.00 4.20 5.40 38% -0.94 106 291
57 2 0.09 47% 0.05 0.25 $36.00 5.00 6.60 43% -0.94 6 2
4 1 0.09 54% 0.05 0.30 $37.00 5.80 7.90 53% -0.92 12 1
28 17 0.07 55% 0.00 0.35 $38.00 6.90 8.90 63% -0.91 0 0
15 3 0.09 67% 0.00 1.40 $39.00 7.70 9.60 - - 0 0
24 2 0.07 70% 0.00 1.35 $40.00 8.60 10.90 0% -1.00 9 9