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IMNM 25.07
Expected move by Oct 16 ±$4.21 ±16.8% $20.86 – $29.28 90%: $16.14 – $34.00
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Every quote and Greek, one row per strike.
52 contracts 30 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 12.50 17.30 $10.00 0.00 4.90 260% -0.04 0 0
0 0 - - 9.50 14.20 $13.00 0.00 4.90 195% -0.06 1 5
0 0 - - 8.50 13.30 $14.00 0.00 5.00 177% -0.07 2 0
0 0 0.96 122% 8.00 12.50 $15.00 0.00 5.00 313% -0.15 5 128
6 4 0.96 109% 7.00 11.50 $16.00 0.00 5.00 150% -0.09 3 4
3 3 0.95 97% 6.00 10.50 $17.00 0.00 5.00 135% -0.10 1 10
6 5 1.00 0% 5.00 9.20 $18.00 0.00 0.70 113% -0.10 1 11
0 0 0.92 83% 4.00 8.70 $19.00 0.00 4.90 108% -0.13 1 1
8 4 1.00 0% 3.00 7.20 $20.00 0.00 4.90 87% -0.13 2 3
0 0 0.89 60% 2.00 6.70 $21.00 0.00 4.90 180% -0.27 5 15
8 4 0.84 56% 1.05 5.90 $22.00 0.00 2.00 72% -0.21 12 44
18 3 0.76 55% 0.50 4.90 $23.00 0.05 1.60 66% -0.28 111 113
7 6 0.66 50% 0.15 3.70 $24.00 0.55 4.80 125% -0.38 3 6
87 399 0.55 80% 1.30 3.00 $25.00 0.10 4.90 99% -0.44 1 8
37 35 0.51 111% 0.00 4.90 $26.00 1.20 4.90 97% -0.50 5 9
20 13 0.47 120% 0.05 4.80 $27.00 0.65 4.90 61% -0.64 2 4
30 1 0.23 51% 0.00 2.40 $28.00 1.55 6.00 73% -0.68 0 0
8 1 0.28 80% 0.00 4.90 $29.00 2.50 7.00 82% -0.71 0 0
67 1 0.24 84% 0.00 2.85 $30.00 3.50 7.50 79% -0.78 1 11
12 1 0.21 87% 0.00 4.90 $31.00 4.50 8.50 87% -0.79 0 0
5 1 0.19 92% 0.00 4.90 $32.00 5.50 9.50 95% -0.80 1 1
5 1 0.17 97% 0.00 4.90 $33.00 6.50 10.50 103% -0.81 0 0
1 1 0.16 104% 0.00 1.50 $34.00 7.50 11.50 110% -0.82 0 0
26 1 0.15 106% 0.00 1.45 $35.00 8.50 12.50 118% -0.83 1 1
2 2 0.14 112% 0.00 4.90 $36.00 9.50 13.50 124% -0.83 0 0
1 1 0.12 133% 0.00 1.30 $40.00 13.50 17.50 145% -0.85 0 0