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IEZ 28
Expected move by Oct 16 ±$1.83 ±6.5% $26.17 – $29.83 90%: $24.11 – $31.89
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Every quote and Greek, one row per strike.
46 contracts 28 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 - - 10.10 11.80 $17.00 0.00 15.00 - - 1 7
0 2 0.99 79% 9.30 10.80 $18.00 0.00 15.00 - - 1 7
1 1 0.99 69% 8.30 9.80 $19.00 0.00 15.00 - - 0 0
0 4 0.99 60% 7.30 8.80 $20.00 0.00 15.00 - - 0 0
0 1 0.99 51% 6.30 7.80 $21.00 0.00 15.00 101% -0.11 0 0
0 2 0.99 43% 5.30 6.80 $22.00 0.00 15.00 88% -0.12 0 0
2 2 0.96 46% 4.50 5.70 $23.00 0.00 15.00 76% -0.14 0 0
3 1 0.93 43% 3.60 4.70 $24.00 0.00 15.00 64% -0.16 79 79
7 1 0.87 41% 2.70 3.80 $25.00 0.00 0.35 53% -0.18 36 92
11 10 0.80 36% 2.05 2.65 $26.00 0.05 0.55 36% -0.20 1 35
44 13 0.69 31% 1.10 1.95 $27.00 0.25 0.85 34% -0.32 1 2
6 1 0.53 35% 0.80 1.30 $28.00 0.65 1.30 34% -0.48 0 0
31 1 0.36 31% 0.20 0.85 $29.00 1.30 2.05 38% -0.62 10 10
92 60 0.28 40% 0.10 0.85 $30.00 2.00 2.70 37% -0.75 16 16
48 1 0.22 47% 0.00 0.75 $31.00 2.60 3.70 35% -0.86 0 0
14 2 0.19 54% 0.00 0.75 $32.00 3.50 4.60 35% -0.93 0 0
0 0 0.18 63% 0.00 0.75 $33.00 4.50 5.60 40% -0.94 0 0
0 0 0.18 72% 0.00 15.00 $34.00 5.30 6.70 0% -1.00 0 0
1 1 0.16 77% 0.00 15.00 $35.00 6.30 7.70 0% -1.00 0 0
0 0 0.15 83% 0.00 15.00 $36.00 7.30 8.70 0% -1.00 0 0
2 1 0.14 89% 0.00 15.00 $37.00 8.30 9.70 0% -1.00 2 0
3 1 0.13 108% 0.00 15.00 $40.00 11.20 13.00 82% -0.95 0 0
0 0 0.11 128% 0.00 15.00 $45.00 16.20 18.00 103% -0.95 0 0