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IONS 45.18
Expected move by Oct 16 ±$3.62 ±8.0% $41.56 – $48.80 90%: $37.50 – $52.86
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Every quote and Greek, one row per strike.
62 contracts 40 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
6 6 0.92 74% 8.90 12.30 $35.00 0.00 0.35 68% -0.06 3 0
0 0 1.00 0% 6.70 8.70 $37.50 0.20 0.40 57% -0.09 4 34
212 81 0.85 48% 5.20 6.30 $40.00 0.05 0.80 47% -0.14 78 3,430
1 1 0.71 51% 2.90 5.10 $42.50 0.10 1.45 40% -0.26 38 544
59 52 0.55 38% 1.30 2.55 $45.00 1.25 2.90 47% -0.46 6 838
8 49 0.35 42% 0.60 1.65 $47.50 2.60 4.50 47% -0.63 72 145
1,395 273 0.24 48% 0.55 0.95 $50.00 4.80 6.70 56% -0.73 5 888
829 3 0.13 48% 0.25 0.50 $52.50 6.50 8.90 53% -0.85 2 3,325
1,462 345 0.08 52% 0.15 0.30 $55.00 8.00 12.00 54% -0.91 2 865
1,687 11 0.11 69% 0.05 0.75 $57.50 11.10 14.50 76% -0.87 1 299
2,449 102 0.04 59% 0.00 0.25 $60.00 13.00 17.10 75% -0.92 1 543
566 2 0.07 79% 0.00 0.75 $62.50 15.50 19.60 82% -0.93 5 93
517 14 0.03 71% 0.00 0.75 $65.00 18.00 22.10 89% -0.93 12 0
106 20 0.08 102% 0.00 0.75 $67.50 20.50 24.60 96% -0.93 4 200
1,602 10 0.07 105% 0.00 0.75 $70.00 23.00 27.10 102% -0.94 4 0
168 50 0.12 132% 0.00 0.75 $72.50 25.40 29.60 105% -0.95 0 0
453 1 0.09 128% 0.00 2.60 $75.00 28.00 32.10 115% -0.94 10 0
28 2 0.08 129% 0.00 0.75 $77.50 30.50 34.60 121% -0.94 3 0
1,582 2 0.07 131% 0.00 0.65 $80.00 33.00 37.10 126% -0.95 200 0
518 1 0.05 131% 0.00 0.70 $82.50 35.50 39.60 132% -0.95 2 0
96 43 0.04 128% 0.00 0.35 $85.00 38.00 42.10 137% -0.95 0 0
34 2 0.07 148% 0.00 0.75 $87.50 40.40 44.60 139% -0.96 0 0
28 10 0.06 150% 0.00 0.40 $90.00 42.90 47.10 144% -0.96 0 0
18 3 0.05 152% 0.00 0.75 $92.50 45.50 49.60 152% -0.95 0 0
227 1 0.04 150% 0.00 0.75 $95.00 48.00 52.10 157% -0.95 0 0
7 4 0.10 197% 0.00 0.75 $100.00 52.90 57.10 160% -0.96 0 0
2 1 0.16 242% 0.00 0.75 $105.00 57.90 62.10 168% -0.96 0 0
4 1 0.14 246% 0.00 0.75 $110.00 63.00 67.10 181% -0.96 0 0
3 1 0.08 209% 0.00 0.75 $115.00 68.00 72.10 188% -0.96 0 0
3 1 0.07 211% 0.00 0.75 $120.00 73.00 77.10 194% -0.96 0 0
3 1 0.05 210% 0.00 0.75 $125.00 77.90 82.10 195% -0.97 0 0