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HNRG 15.01
Expected move by Oct 16 ±$1.68 ±11.2% $13.33 – $16.69 90%: $11.46 – $18.56
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Every quote and Greek, one row per strike.
38 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.91 242% 6.50 8.70 $8.00 0.00 0.75 - - 0 0
1 2 0.87 238% 5.50 8.20 $9.00 0.00 2.60 - - 0 0
0 0 0.96 95% 4.00 6.20 $10.00 0.00 2.95 - - 0 0
1 2 0.92 95% 3.00 5.40 $11.00 0.00 0.75 - - 0 0
0 0 0.80 127% 2.80 4.60 $12.00 0.00 3.20 105% -0.17 0 0
0 0 0.79 81% 1.25 3.70 $13.00 0.00 3.50 72% -0.19 1 1
1 1 0.66 93% 1.30 2.70 $14.00 0.00 0.50 67% -0.31 1 11
26 1 0.54 59% 0.80 1.10 $15.00 0.75 1.05 59% -0.46 1 19
19 1 0.41 74% 0.35 1.20 $16.00 0.95 2.10 60% -0.63 5 40
61 2 0.24 59% 0.00 0.50 $17.00 1.80 3.90 101% -0.63 0 0
186 3 0.16 64% 0.15 0.25 $18.00 2.40 3.60 40% -0.97 5 5
102 10 0.15 79% 0.00 0.25 $19.00 3.30 4.50 - - 0 0
86 1 0.19 108% 0.00 0.45 $20.00 4.20 5.30 - - 0 0
0 0 0.18 120% 0.00 0.75 $21.00 5.20 6.40 - - 0 0
0 0 - - 0.00 2.60 $22.00 6.30 7.40 - - 2 1
0 0 - - 0.00 0.75 $23.00 7.70 8.30 81% -0.98 2 0
0 0 - - 0.00 0.75 $24.00 7.00 9.40 - - 2 0
0 0 - - 0.00 0.75 $25.00 8.80 10.50 - - 2 1
0 0 - - 0.00 0.75 $30.00 13.70 15.20 - - 4 0