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IDT 68.84
Expected move by Oct 16 ±$6.01 ±8.7% $62.83 – $74.85 90%: $56.20 – $81.48 Earnings before expiry
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Every quote and Greek, one row per strike.
30 contracts 18 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 158% 37.30 40.80 $30.00 0.00 2.60 189% -0.03 1 1
0 0 0.99 121% 32.20 35.80 $35.00 0.00 0.75 158% -0.03 0 0
0 0 0.99 97% 27.20 30.80 $40.00 0.00 2.60 131% -0.04 0 0
0 0 0.95 112% 23.00 25.90 $45.00 0.00 0.95 107% -0.05 0 0
28 48 0.94 84% 17.80 20.90 $50.00 0.00 2.20 85% -0.06 10 10
9 1 0.90 71% 13.00 16.20 $55.00 0.00 1.80 64% -0.08 0 0
1 1 0.82 65% 8.80 11.70 $60.00 0.00 2.35 49% -0.12 0 0
2 1 0.70 50% 4.40 7.30 $65.00 0.60 2.90 48% -0.30 0 0
2 2 0.48 48% 1.90 4.10 $70.00 2.40 4.20 38% -0.54 1 20
0 0 0.25 43% 0.15 2.00 $75.00 5.40 7.80 33% -0.83 10 10
0 0 0.12 46% 0.00 1.75 $80.00 9.60 12.00 - - 0 0
0 0 0.09 57% 0.00 5.00 $85.00 14.30 17.40 - - 0 0
0 0 - - 0.00 2.60 $90.00 19.30 21.90 - - 0 0
0 0 - - 0.00 0.75 $95.00 24.80 28.10 78% -0.93 0 0
0 0 - - 0.00 0.75 $100.00 29.20 33.10 - - 0 0