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IIIV 14.75
Expected move by Oct 16 ±$1.11 ±7.5% $13.64 – $15.86 90%: $12.40 – $17.10
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Every quote and Greek, one row per strike.
18 contracts 10 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 107% 3.50 6.30 $10.00 0.00 0.95 - - 0 0
2 12 0.84 69% 1.05 4.00 $12.50 0.00 0.95 65% -0.14 2 2
1 1 0.46 37% 0.20 0.75 $15.00 0.60 0.90 41% -0.53 46 46
4 4 0.29 96% 0.00 0.95 $17.50 1.40 4.10 0% -1.00 37 37
150 60 0.10 84% 0.00 0.75 $20.00 3.70 6.60 - - 5 25
5 1 0.22 163% 0.00 0.75 $22.50 6.20 9.00 - - 0 0
22 1 0.07 121% 0.00 0.75 $25.00 8.90 11.50 - - 0 0
10 10 0.14 203% 0.00 0.75 $30.00 13.50 17.00 0% -1.00 2 0
0 0 - - 0.00 0.75 $35.00 18.70 21.50 - - 0 0