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IIIN 29.83
Expected move by Oct 16 ±$3.91 ±13.1% $25.92 – $33.74 90%: $21.61 – $38.05 Earnings before expiry
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Every quote and Greek, one row per strike.
22 contracts 13 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.93 227% 13.60 17.50 $15.00 0.00 4.80 153% -0.03 0 0
0 0 0.92 177% 10.90 15.00 $17.50 0.00 4.80 144% -0.05 0 0
29 2 0.92 121% 7.90 12.50 $20.00 0.00 4.80 124% -0.08 2 13
1 2 0.89 97% 5.50 10.00 $22.50 0.10 0.85 100% -0.11 1 1
78 2 0.84 74% 3.20 7.50 $25.00 0.00 1.45 87% -0.19 1 555
168 13 0.51 54% 0.10 3.10 $30.00 0.10 4.90 78% -0.47 1 898
48 1 0.22 70% 0.00 2.50 $35.00 3.00 6.40 - - 1 3
0 0 0.13 90% 0.00 4.80 $40.00 8.00 12.40 56% -0.98 0 0
23 1 0.11 114% 0.00 4.80 $45.00 13.00 17.50 86% -0.96 0 0
0 0 0.10 136% 0.00 4.80 $50.00 18.00 22.50 103% -0.97 0 0
0 0 0.09 152% 0.00 4.80 $55.00 23.30 27.40 133% -0.95 0 0