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HESM 39.64
Expected move by Oct 16 ±$1.56 ±3.9% $38.08 – $41.20 90%: $36.33 – $42.95
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Every quote and Greek, one row per strike.
34 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
4 4 0.91 67% 7.00 8.80 $32.00 0.00 1.50 - - 0 0
0 0 0.87 67% 6.30 7.80 $33.00 0.00 1.15 - - 0 0
0 0 0.84 63% 5.50 6.80 $34.00 0.00 0.50 47% -0.10 0 0
0 0 0.82 55% 4.50 5.80 $35.00 0.00 1.15 32% -0.07 1 8
22 10 0.81 43% 3.50 4.60 $36.00 0.00 0.35 32% -0.12 0 0
0 0 0.77 37% 2.70 3.50 $37.00 0.05 0.35 25% -0.14 1 4
7 3 0.70 32% 1.75 2.70 $38.00 0.20 0.40 21% -0.23 1 46
26 3 0.59 29% 1.05 1.95 $39.00 0.30 0.65 17% -0.37 108 67
321 12 0.45 26% 0.50 1.25 $40.00 0.60 1.10 14% -0.61 6 42
95 46 0.30 25% 0.40 0.55 $41.00 1.10 2.05 13% -0.84 1 0
665 1,001 0.16 23% 0.10 0.30 $42.00 1.80 2.90 - - 0 0
72 2 0.10 25% 0.05 0.20 $43.00 2.60 3.70 - - 0 0
7 3 0.12 34% 0.00 0.15 $44.00 3.40 5.00 - - 0 0
0 0 0.12 40% 0.00 0.45 $45.00 4.40 6.00 - - 0 0
0 0 - - 0.00 1.45 $46.00 5.60 7.30 0% -0.99 0 0
0 0 - - 0.00 1.50 $47.00 6.30 8.30 - - 0 0
0 0 - - 0.00 1.45 $48.00 7.60 9.30 29% -0.99 0 0