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GFI 41.99
Expected move by Oct 16 ±$4.39 ±10.5% $37.60 – $46.38 90%: $32.67 – $51.31
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Every quote and Greek, one row per strike.
44 contracts 30 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
3 3 0.96 198% 20.70 24.10 $20.00 0.00 0.95 156% -0.02 10 20
0 0 0.93 155% 16.80 18.30 $25.00 0.00 1.75 141% -0.05 1 2
0 0 0.90 114% 11.90 13.30 $30.00 0.00 1.20 97% -0.07 12 3,228
0 1 0.83 80% 7.10 8.50 $35.00 0.00 0.75 63% -0.12 1 1
632 4 0.66 52% 3.00 3.60 $40.00 0.60 1.55 44% -0.32 10 12
3,739 397 0.31 48% 0.90 1.10 $45.00 3.40 4.20 41% -0.72 2 3,206
5 5 0.15 61% 0.15 0.80 $50.00 7.40 8.50 - - 1 270
2 0 0.15 89% 0.00 0.75 $55.00 11.80 13.40 - - 2 0
98 1 0.09 95% 0.00 0.65 $60.00 16.90 18.40 - - 0 0
26 18 0.08 110% 0.00 0.95 $65.00 21.00 24.10 - - 800 1,289
1 1 0.08 124% 0.00 1.75 $70.00 26.00 29.20 - - 802 0
2 1 0.07 136% 0.00 0.75 $75.00 31.80 33.50 - - 0 0