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IMOS 65.18
Expected move by Oct 16 ±$6.57 ±10.1% $58.61 – $71.75 90%: $51.25 – $79.11
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Every quote and Greek, one row per strike.
22 contracts 15 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 32.70 37.50 $30.00 0.00 5.00 - - 22 22
0 0 0.98 120% 28.00 32.70 $35.00 0.00 5.00 153% -0.04 0 0
0 0 0.98 102% 23.00 27.80 $40.00 0.00 5.00 125% -0.05 0 0
0 0 0.94 101% 18.50 23.00 $45.00 0.00 5.00 104% -0.07 0 0
0 0 0.91 82% 13.50 18.30 $50.00 0.00 5.00 80% -0.08 0 0
0 0 0.84 73% 9.00 13.90 $55.00 0.00 5.00 71% -0.15 0 0
12 7 0.73 61% 5.00 9.40 $60.00 1.50 5.00 85% -0.31 0 0
1 1 0.54 57% 2.00 6.00 $65.00 2.00 4.50 50% -0.46 2 2
0 29 0.38 66% 0.35 5.00 $70.00 5.00 9.20 61% -0.64 0 0
0 1 0.30 85% 0.10 5.00 $75.00 8.50 13.40 62% -0.78 0 0
0 1 0.14 68% 0.00 1.50 $80.00 13.00 17.80 65% -0.87 0 0