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IEMG 83.80
Expected move by Oct 16 ±$3.47 ±4.1% $80.33 – $87.27 90%: $76.45 – $91.14
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Every quote and Greek, one row per strike.
42 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 12.50 14.70 $70.00 0.00 2.70 58% -0.10 0 0
0 0 - - 11.50 13.70 $71.00 0.00 2.70 60% -0.13 0 0
5 5 - - 10.50 12.70 $72.00 0.00 2.70 47% -0.10 0 0
0 0 - - 9.80 11.40 $73.00 0.00 2.70 40% -0.09 1 3
0 0 - - 8.80 10.40 $74.00 0.00 2.80 39% -0.10 0 0
0 0 - - 7.90 9.40 $75.00 0.00 2.80 35% -0.10 1 1
0 0 - - 6.90 8.50 $76.00 0.00 4.70 35% -0.13 1 1
5 5 1.00 0% 6.00 7.60 $77.00 0.05 0.75 29% -0.12 1 5
3 3 1.00 0% 5.10 6.60 $78.00 0.15 0.80 27% -0.15 3 4
0 0 0.93 16% 4.40 5.60 $79.00 0.40 0.95 28% -0.19 7 10
4 1 0.85 18% 3.60 4.80 $80.00 0.55 0.95 25% -0.23 1 1
9 5 0.78 18% 2.80 4.00 $81.00 0.65 1.35 25% -0.28 1 6
12 10 0.69 18% 2.10 3.30 $82.00 1.05 1.40 24% -0.34 2 0
2 1 0.59 20% 1.75 2.65 $83.00 1.20 2.10 23% -0.42 1 1
37 3 0.50 20% 1.25 2.15 $84.00 1.65 2.60 24% -0.50 0 0
37 16 0.43 25% 1.25 2.25 $85.00 2.20 3.40 25% -0.57 0 0
12 13 0.34 21% 0.80 1.20 $86.00 2.85 4.10 26% -0.64 0 0
12 3 0.25 20% 0.45 0.85 $87.00 3.50 4.90 26% -0.70 0 0
111 79 0.20 21% 0.40 0.65 $88.00 4.30 5.70 27% -0.75 0 0
0 0 0.16 22% 0.00 1.80 $89.00 5.20 6.70 29% -0.77 0 0
5 5 0.16 26% 0.00 2.75 $90.00 6.20 7.70 32% -0.79 0 0