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IHE 102.22
Expected move by Oct 16 ±$3.60 ±3.5% $98.62 – $105.82 90%: $94.58 – $109.86
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Every quote and Greek, one row per strike.
58 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 40.30 43.70 $60.00 0.00 1.05 - - 0 0
0 0 0.98 92% 35.00 40.00 $65.00 0.00 0.45 - - 0 0
0 1 0.97 83% 30.50 34.70 $70.00 0.00 2.35 - - 0 0
0 0 0.97 65% 25.50 29.50 $75.00 0.00 0.00 - - 0 0
0 0 0.96 56% 20.50 24.70 $80.00 0.00 0.55 104% -0.15 0 0
0 0 - - 19.50 22.90 $81.00 0.00 0.65 101% -0.15 0 0
0 0 - - 18.50 21.90 $82.00 0.00 0.55 98% -0.16 0 0
0 0 - - 17.50 20.90 $83.00 0.00 0.65 94% -0.16 0 0
0 0 0.94 51% 16.50 20.90 $84.00 0.00 1.35 91% -0.17 0 0
0 0 - - 15.50 18.90 $85.00 0.00 0.55 87% -0.18 0 0
0 0 - - 14.50 17.90 $86.00 0.00 0.55 84% -0.18 0 0
1 1 1.00 0% 13.50 17.20 $87.00 0.00 0.55 81% -0.19 0 0
0 0 - - 12.50 15.80 $88.00 0.00 0.55 77% -0.20 0 0
0 0 - - 11.50 14.90 $89.00 0.00 2.35 74% -0.20 0 0
0 0 - - 10.50 13.80 $90.00 0.00 0.55 70% -0.21 0 0
0 0 - - 9.50 12.70 $91.00 0.00 0.55 28% -0.05 0 0
0 0 - - 8.50 11.70 $92.00 0.00 0.60 63% -0.23 0 0
0 0 1.00 0% 7.50 11.00 $93.00 0.00 0.90 24% -0.06 0 0
0 0 - - 6.50 9.90 $94.00 0.00 0.40 56% -0.26 1 1
9 5 1.00 0% 5.50 9.00 $95.00 0.00 0.70 52% -0.27 0 0
0 0 1.00 0% 4.50 8.00 $96.00 0.00 0.70 49% -0.29 0 0
0 0 1.00 0% 3.50 7.20 $97.00 0.00 1.10 25% -0.20 10 10
0 0 0.86 16% 2.85 6.50 $98.00 0.00 1.40 37% -0.31 0 0
2 2 0.82 14% 2.00 5.50 $99.00 0.00 1.00 16% -0.21 1 1
8 3 0.77 12% 1.35 4.30 $100.00 0.80 1.50 20% -0.32 26 95
2 1 0.37 27% 0.00 3.10 $105.00 2.00 5.50 20% -0.68 0 0
2 1 0.28 43% 0.00 1.20 $110.00 6.30 10.00 26% -0.86 0 0
1 1 0.06 27% 0.05 0.30 $115.00 11.30 15.00 35% -0.89 0 0
2 2 0.07 41% 0.00 0.00 $120.00 15.90 20.00 39% -0.94 0 0