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GOLD 43.80
Expected move by Oct 16 ±$4.01 ±9.2% $39.79 – $47.81 90%: $35.37 – $52.23 Earnings before expiry
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Every quote and Greek, one row per strike.
30 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.95 192% 21.10 24.50 $21.50 0.00 0.75 - - 0 0
0 0 0.95 166% 18.60 22.00 $24.00 0.00 1.15 - - 0 0
0 0 0.93 118% 13.60 16.90 $29.00 0.00 0.25 - - 0 3
7 0 0.88 93% 9.00 12.00 $34.00 0.00 0.35 61% -0.05 3 104
43 2 0.80 57% 4.40 6.70 $39.00 0.25 1.10 54% -0.18 36 262
0 1 0.77 50% 4.20 5.00 $40.00 0.00 0.75 42% -0.19 26 7
79 12 0.51 51% 1.80 2.70 $44.00 1.10 2.80 40% -0.49 9 35
4 6 0.43 44% 0.55 2.50 $45.00 2.15 4.30 55% -0.54 11 25
354 146 0.22 50% 0.45 0.90 $49.00 3.80 7.00 34% -0.89 4 58
22 1,273 0.16 48% 0.25 0.60 $50.00 5.20 7.80 43% -0.87 1 0
348 1 0.08 54% 0.10 0.30 $54.00 8.30 11.70 - - 0 1
0 150 0.06 53% 0.10 0.20 $55.00 10.00 12.50 46% -0.97 1 0
105 3 0.12 88% 0.00 0.40 $59.00 13.20 16.40 - - 0 0
0 1 0.16 107% 0.00 1.25 $60.00 14.10 17.80 - - 0 0
2 0 0.09 99% 0.00 2.00 $64.00 17.80 21.00 - - 0 0