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GXO 45.40
Expected move by Oct 16 ±$3.31 ±7.3% $42.09 – $48.71 90%: $38.39 – $52.41
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Every quote and Greek, one row per strike.
50 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
4 4 0.98 114% 19.10 22.00 $25.00 0.00 0.75 - - 0 0
0 0 1.00 0% 16.70 19.20 $27.50 0.00 0.55 135% -0.05 0 0
0 4 0.97 89% 14.20 17.00 $30.00 0.00 4.20 111% -0.06 10 71
0 2 0.99 54% 11.70 14.30 $32.50 0.00 0.55 101% -0.08 1 3
0 2 0.95 63% 9.40 11.90 $35.00 0.00 0.60 74% -0.07 1 1
0 2 1.00 24% 7.60 8.40 $37.50 0.00 0.15 42% -0.04 10 163
20 20 0.88 45% 5.30 6.40 $40.00 0.10 0.30 38% -0.09 21 1,179
91 4 0.77 38% 3.40 3.90 $42.50 0.55 0.75 38% -0.23 35 355
3,065 2 0.57 37% 1.75 2.30 $45.00 1.45 1.80 39% -0.44 31 189
28 22 0.35 38% 0.85 1.20 $47.50 2.80 3.20 38% -0.65 1 140
373 252 0.19 38% 0.30 0.60 $50.00 4.60 5.40 40% -0.81 28 47
130 1 0.11 42% 0.10 0.40 $52.50 5.90 7.70 - - 1 15
6,097 2 0.05 42% 0.00 0.15 $55.00 8.00 11.00 - - 10 22
186 5 0.10 64% 0.00 0.65 $57.50 11.10 12.80 - - 0 0
135 4 0.06 65% 0.00 0.80 $60.00 13.40 16.00 64% -0.95 0 0
36 3 0.06 74% 0.00 0.60 $62.50 15.60 18.30 - - 1 0
14 10 0.09 94% 0.00 4.20 $65.00 18.40 20.90 74% -0.97 0 0
16 2 0.09 105% 0.00 0.75 $67.50 20.60 23.30 - - 0 0
48 11 0.09 112% 0.00 2.60 $70.00 23.20 25.90 - - 0 0
11 10 0.09 118% 0.00 1.05 $72.50 25.70 28.40 - - 0 0
7 1 0.06 111% 0.00 2.85 $75.00 28.10 30.90 - - 0 0
0 0 0.04 118% 0.00 0.55 $80.00 33.20 36.00 0% -1.00 0 0
0 0 0.06 141% 0.00 0.75 $85.00 38.10 40.90 - - 0 0
0 0 0.06 149% 0.00 0.75 $90.00 43.10 45.90 - - 0 0
0 0 0.06 160% 0.00 0.55 $95.00 48.10 51.00 - - 0 0