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INDA 48.48
Expected move by Oct 16 ±$1.45 ±3.0% $47.03 – $49.93 90%: $45.41 – $51.55
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Every quote and Greek, one row per strike.
42 contracts 27 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 8.70 10.20 $39.00 0.00 2.60 - - 0 0
0 0 - - 7.70 9.20 $40.00 0.00 1.75 - - 0 0
0 0 - - 6.70 8.20 $41.00 0.00 1.75 - - 0 0
0 0 - - 5.70 7.20 $42.00 0.00 0.75 - - 0 0
0 0 1.00 0% 4.90 6.10 $43.00 0.00 0.75 - - 0 0
0 0 1.00 0% 3.90 5.10 $44.00 0.00 0.75 - - 12 13
1 1 1.00 10% 3.00 4.20 $45.00 0.05 0.30 25% -0.11 10 25
0 0 0.90 16% 1.40 4.00 $46.00 0.00 0.35 21% -0.15 14 15
41 1 0.79 16% 1.70 2.00 $47.00 0.20 0.35 17% -0.22 1 80
54 16 0.63 15% 1.05 1.20 $48.00 0.45 0.50 14% -0.37 3 26
54 20 0.42 14% 0.50 0.55 $49.00 0.75 1.10 14% -0.60 1 37
101 28 0.22 14% 0.20 0.25 $50.00 1.55 1.75 14% -0.80 183 292
93 3 0.09 14% 0.05 0.10 $51.00 2.10 3.30 21% -0.82 30 0
82 2 0.12 21% 0.00 0.10 $52.00 2.35 4.60 - - 1 1
21 1 0.18 34% 0.00 2.60 $53.00 3.80 5.10 - - 0 0
24 10 0.09 29% 0.00 2.60 $54.00 4.60 6.70 32% -0.90 0 0
0 0 - - 0.00 2.60 $55.00 5.50 7.80 36% -0.91 0 0
5 5 - - 0.00 1.75 $56.00 6.70 8.80 44% -0.89 0 0
0 0 - - 0.00 1.75 $57.00 7.30 9.80 36% -0.96 0 0
0 0 - - 0.00 1.75 $58.00 8.70 10.80 52% -0.90 0 0
0 0 - - 0.00 2.80 $59.00 9.50 11.80 51% -0.93 0 0