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IREG 10.40
Expected move by Oct 16 ±$3.19 ±30.7% $7.21 – $13.59 90%: $3.63 – $17.17
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Every quote and Greek, one row per strike.
36 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 570% 9.10 9.90 $1.00 0.00 0.45 - - 0 0
0 0 1.00 0% 7.90 8.90 $2.00 0.00 2.60 - - 0 0
0 0 0.98 294% 7.30 7.70 $3.00 0.00 2.60 408% -0.04 3 7
0 0 0.96 256% 6.10 7.00 $4.00 0.00 0.15 221% -0.03 1 25
1 1 0.95 201% 5.20 5.90 $5.00 0.00 0.30 244% -0.07 1 24
4 2 0.91 197% 4.30 5.10 $6.00 0.15 0.35 189% -0.08 2 9
14 11 0.85 195% 3.60 4.30 $7.00 0.25 0.45 164% -0.13 36 191
6 1 0.79 184% 2.85 3.60 $8.00 0.55 0.65 158% -0.20 54 68
63 2 0.71 171% 2.25 2.80 $9.00 0.90 1.15 164% -0.29 94 41
96 5 0.62 167% 1.70 2.30 $10.00 1.50 1.55 163% -0.38 64 13
36 7 0.54 172% 1.40 1.90 $11.00 1.80 2.35 158% -0.47 1 5
61 11 0.46 169% 1.00 1.55 $12.00 2.40 2.95 154% -0.56 1 1
10 4 0.40 174% 0.85 1.30 $13.00 3.20 3.80 160% -0.62 0 0
2 6 0.34 176% 0.65 1.10 $14.00 3.80 4.60 152% -0.71 0 0
62 7 0.29 176% 0.45 0.95 $15.00 4.70 5.40 151% -0.77 0 0
2 6 0.23 171% 0.25 0.80 $16.00 5.60 6.30 155% -0.81 0 0
0 7 0.19 171% 0.20 0.60 $17.00 6.40 7.20 144% -0.87 1 1
5 10 0.17 174% 0.25 0.45 $18.00 7.50 8.20 163% -0.86 0 0