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IBN 28.32
Expected move by Oct 16 ±$1.27 ±4.5% $27.05 – $29.59 90%: $25.63 – $31.01
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Every quote and Greek, one row per strike.
36 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.95 77% 6.90 8.10 $21.00 0.00 0.35 - - 0 0
0 0 0.94 67% 6.10 6.90 $22.00 0.00 0.35 - - 0 0
1 1 0.93 57% 5.10 5.90 $23.00 0.00 0.35 - - 0 0
0 0 0.90 52% 4.20 4.90 $24.00 0.00 0.35 - - 0 0
0 0 0.89 42% 3.20 3.90 $25.00 0.00 1.35 - - 0 0
8 8 0.86 32% 2.20 2.90 $26.00 0.00 1.35 - - 0 0
0 0 0.68 46% 1.35 2.90 $27.00 0.00 0.40 31% -0.26 1 1
1 5 0.61 21% 0.60 1.05 $28.00 0.30 0.85 25% -0.41 1 3
6 9 0.38 24% 0.20 0.70 $29.00 0.80 1.25 22% -0.64 2 29
199 181 0.14 19% 0.05 0.15 $30.00 1.55 2.00 21% -0.85 1 29
25 23 0.15 32% 0.00 0.50 $31.00 2.25 4.80 62% -0.68 21 0
3,007 3 0.16 45% 0.00 0.25 $32.00 2.70 5.80 61% -0.75 0 0
5 1 0.12 47% 0.00 1.35 $33.00 3.70 6.80 69% -0.78 0 0
0 0 - - 0.00 1.35 $34.00 4.80 6.80 51% -0.91 0 0
0 0 - - 0.00 0.35 $35.00 5.80 8.80 86% -0.80 0 0
0 0 - - 0.00 0.55 $36.00 6.80 9.00 70% -0.89 0 0
0 0 - - 0.00 0.35 $37.00 6.60 10.50 - - 0 0
0 0 - - 0.00 1.30 $38.00 7.80 11.80 73% -0.93 0 0