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IBEX 40.84
Expected move by Oct 16 ±$3.40 ±8.3% $37.44 – $44.23 90%: $33.63 – $48.04
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Every quote and Greek, one row per strike.
18 contracts 11 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 21.40 25.20 $17.50 0.00 0.20 - - 0 0
0 0 - - 18.80 22.70 $20.00 0.00 2.15 - - 0 0
0 0 1.00 0% 16.50 20.20 $22.50 0.00 2.15 - - 0 0
0 0 - - 13.90 17.70 $25.00 0.00 0.70 - - 0 0
0 0 0.97 66% 9.60 12.40 $30.00 0.00 0.30 98% -0.09 1 3
2 1 - - 4.20 7.30 $35.00 0.00 2.30 57% -0.13 1 4
3 1 0.60 46% 1.95 2.95 $40.00 1.00 1.60 40% -0.39 2 24
1 1 0.32 66% 0.05 2.70 $45.00 3.60 6.50 56% -0.72 0 0
0 0 0.18 75% 0.00 2.25 $50.00 8.00 10.50 50% -0.94 0 0