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INFY 10.95
Expected move by Oct 16 ±$0.83 ±7.6% $10.12 – $11.78 90%: $9.19 – $12.71 Earnings before expiry
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Every quote and Greek, one row per strike.
40 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 - - 5.10 6.60 $5.00 0.00 20.00 - - 10 10
0 0 - - 3.50 6.20 $6.00 0.00 20.00 - - 0 0
0 2 - - 2.55 5.20 $7.00 0.00 20.00 122% -0.06 0 0
0 0 - - 1.90 3.90 $8.00 0.00 0.10 108% -0.10 10 11
105 100 - - 0.75 2.40 $9.00 0.00 0.05 64% -0.10 5 416
12 3 0.88 31% 0.65 1.35 $10.00 0.10 0.20 44% -0.20 149 553
480 272 0.50 35% 0.30 0.45 $11.00 0.45 0.55 41% -0.50 165 7,999
6,292 230 0.20 40% 0.10 0.15 $12.00 0.75 1.30 - - 569 591
314 24 0.13 55% 0.00 20.00 $13.00 2.05 2.45 69% -0.80 62 240
1,471 4 0.09 66% 0.00 0.25 $14.00 1.80 4.40 60% -0.93 10 83
15,178 10 0.11 89% 0.00 0.10 $15.00 3.90 4.40 85% -0.90 1 11,007
2 1 0.17 132% 0.00 0.40 $16.00 3.80 6.40 85% -0.94 20 0
9 2 0.13 131% 0.00 2.60 $17.00 5.20 7.10 110% -0.92 13 18
4 1 0.16 159% 0.00 20.00 $18.00 5.40 8.70 - - 10 0
0 0 0.09 141% 0.00 20.00 $19.00 6.40 9.70 0% -1.00 0 0
1 1 0.09 149% 0.00 20.00 $20.00 7.40 10.70 0% -1.00 0 0
0 0 0.08 158% 0.00 20.00 $21.00 8.40 11.70 0% -1.00 0 0
0 0 - - 0.00 20.00 $22.00 9.80 12.60 168% -0.91 0 0
10 10 - - 0.00 0.35 $23.00 10.40 13.70 0% -1.00 0 0
3 3 - - 0.00 20.00 $25.00 12.90 15.30 161% -0.96 0 0