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INCY 124.65
Expected move by Oct 16 ±$7.68 ±6.2% $116.97 – $132.33 90%: $108.37 – $140.93
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Every quote and Greek, one row per strike.
46 contracts 29 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 110% 53.40 56.70 $70.00 0.00 1.40 - - 0 0
0 0 0.99 89% 47.80 52.10 $75.00 0.00 1.35 - - 0 0
0 0 0.98 89% 43.40 46.80 $80.00 0.00 1.95 - - 0 0
0 0 1.00 58% 37.80 42.00 $85.00 0.00 0.95 - - 0 0
0 0 0.97 70% 33.50 36.80 $90.00 0.00 2.15 - - 0 0
0 0 0.97 57% 27.90 32.30 $95.00 0.00 0.75 65% -0.04 0 0
32 2 0.95 56% 23.70 27.00 $100.00 0.00 0.40 53% -0.05 4 6
4 4 0.90 54% 19.30 22.30 $105.00 0.00 0.55 42% -0.05 3 8
9 2 0.87 47% 14.70 17.40 $110.00 0.00 1.40 39% -0.10 11 28
2 1 0.79 43% 10.20 13.20 $115.00 0.45 2.40 39% -0.19 35 45
15 1 0.67 40% 6.30 9.60 $120.00 1.35 4.80 41% -0.33 17 354
26 1 0.52 34% 3.00 5.90 $125.00 2.75 5.30 31% -0.49 22 69
192 28 0.35 36% 1.35 4.00 $130.00 6.80 10.00 41% -0.63 1 12
337 53 0.22 36% 0.85 2.00 $135.00 9.90 13.60 39% -0.77 0 0
156 29 0.14 38% 0.70 1.00 $140.00 13.80 16.60 - - 0 0
502 589 0.08 39% 0.00 0.65 $145.00 18.30 21.30 - - 0 0
21 1 0.13 58% 0.00 1.00 $150.00 23.20 26.90 - - 0 0
121 121 0.09 58% 0.00 0.55 $155.00 28.50 31.90 - - 0 0
0 0 0.06 57% 0.00 0.80 $160.00 33.20 37.20 - - 0 0
0 0 0.05 62% 0.00 0.95 $165.00 38.30 42.40 0% -1.00 0 0
0 0 0.06 70% 0.00 2.75 $170.00 43.20 47.50 55% -1.00 0 0
0 0 - - 0.00 1.20 $175.00 48.40 52.50 68% -0.98 0 0
0 0 - - 0.00 1.75 $180.00 53.20 57.50 64% -1.00 0 0