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HE 9.57
Expected move by Oct 16 ±$0.75 ±7.8% $8.82 – $10.32 90%: $7.99 – $11.15
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Every quote and Greek, one row per strike.
18 contracts 10 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 345% 6.80 7.60 $2.50 0.00 1.75 - - 0 0
0 0 0.95 177% 4.30 5.10 $5.00 0.00 0.10 - - 0 0
1 1 0.88 91% 2.00 2.50 $7.50 0.00 0.05 - - 1 2
137 242 0.36 38% 0.20 0.25 $10.00 0.55 0.65 35% -0.66 13 510
483 30 0.09 72% 0.00 0.05 $12.50 2.50 3.20 - - 5 2
43 3 - - 0.00 1.10 $15.00 4.90 5.70 - - 0 0
0 0 - - 0.00 0.25 $17.50 7.40 8.20 - - 0 0
0 0 - - 0.00 0.75 $20.00 9.90 10.70 - - 0 0
0 0 - - 0.00 0.75 $22.50 12.40 13.20 - - 0 0