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GWRE 149.38
Expected move by Oct 16 ±$14.41 ±9.6% $134.97 – $163.79 90%: $118.84 – $179.92
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Every quote and Greek, one row per strike.
76 contracts 56 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 93.00 95.90 $55.00 0.00 1.75 196% -0.01 0 0
0 0 1.00 0% 88.10 90.90 $60.00 0.00 4.60 223% -0.03 5 5
0 0 1.00 0% 82.40 86.40 $65.00 0.00 4.50 170% -0.02 1 7
1 1 1.00 0% 77.50 81.40 $70.00 0.00 5.00 153% -0.02 1 7
0 0 1.00 0% 72.50 76.40 $75.00 0.00 1.15 141% -0.02 1 5
0 0 1.00 0% 67.50 71.50 $80.00 0.00 2.15 129% -0.02 1 7
0 0 1.00 0% 63.20 66.00 $85.00 0.00 5.00 118% -0.02 1 8
0 0 1.00 0% 57.50 61.50 $90.00 0.00 5.00 107% -0.02 2 7
0 0 - - 52.50 56.00 $95.00 0.00 5.00 97% -0.03 1 3
1 1 0.99 65% 47.80 51.60 $100.00 0.00 1.65 74% -0.01 61 170
1 1 - - 42.60 46.10 $105.00 0.00 0.75 79% -0.03 5 9
2 1 0.98 57% 37.90 41.70 $110.00 0.00 0.55 64% -0.02 1 243
10 3 0.96 60% 33.30 36.90 $115.00 0.10 0.80 61% -0.04 1 51
4 2 0.92 64% 29.30 32.10 $120.00 0.45 0.55 55% -0.05 32 1,485
6 2 0.90 57% 24.20 27.50 $125.00 0.50 1.20 53% -0.08 5 83
16 2 0.87 50% 19.80 22.30 $130.00 1.00 1.85 51% -0.13 2 104
54 2 0.80 52% 15.70 18.60 $135.00 2.15 2.80 52% -0.20 2 85
18 3 0.72 50% 12.30 14.50 $140.00 3.50 4.00 50% -0.28 71 92
38 27 0.62 51% 9.70 11.20 $145.00 5.30 5.90 50% -0.38 15 429
42 19 0.52 49% 7.00 8.20 $150.00 7.20 9.40 52% -0.48 23 124
53 40 0.42 51% 5.10 6.40 $155.00 10.40 11.70 51% -0.58 92 28
570 30 0.33 50% 4.00 4.20 $160.00 13.10 15.60 50% -0.67 1 33
378 42 0.23 47% 1.70 3.10 $165.00 16.90 20.00 54% -0.74 1 19
98 2 0.18 49% 1.35 2.20 $170.00 20.70 24.20 53% -0.81 5 21
45 8 0.14 52% 1.15 1.55 $175.00 24.80 28.60 52% -0.87 1 41
75 4 0.10 52% 0.20 1.70 $180.00 29.50 32.80 51% -0.92 1 3
12 1 0.10 60% 0.15 2.05 $185.00 34.40 37.40 51% -0.95 1 5
45 2 0.06 57% 0.40 0.75 $190.00 39.10 42.80 57% -0.95 2 3
21 10 0.04 57% 0.25 0.55 $195.00 44.60 47.10 59% -0.96 1 0
92 3 0.03 58% 0.05 0.50 $200.00 49.50 52.30 65% -0.96 13 8
119 1 0.05 73% 0.00 0.40 $210.00 59.30 62.70 76% -0.95 0 0
79 1 0.01 63% 0.00 0.45 $220.00 69.30 72.10 74% -0.98 0 0
316 11 0.01 72% 0.00 0.05 $230.00 79.30 82.10 81% -0.98 0 0
7 1 0.04 96% 0.00 2.60 $240.00 89.30 92.10 88% -0.98 1 0
3 4 0.04 104% 0.00 2.60 $250.00 99.30 102.10 94% -0.98 0 0
1 1 0.06 123% 0.00 1.80 $260.00 108.70 112.10 - - 0 0
6 6 0.04 123% 0.00 2.60 $270.00 118.70 122.10 - - 1 0
9 6 0.01 105% 0.00 0.55 $280.00 128.70 132.10 - - 0 0