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IREX 18.09
Expected move by Oct 16 ±$5.46 ±30.2% $12.63 – $23.55 90%: $6.52 – $29.66
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Every quote and Greek, one row per strike.
74 contracts 63 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 16.20 17.60 $1.00 0.00 2.60 - - 0 0
0 0 - - 15.20 16.60 $2.00 0.00 3.60 - - 0 0
0 0 - - 14.20 15.60 $3.00 0.00 3.40 - - 0 0
0 0 - - 13.20 14.60 $4.00 0.00 2.35 - - 0 0
2 2 - - 12.20 13.60 $5.00 0.00 1.35 352% -0.03 58 61
0 0 - - 11.20 12.60 $6.00 0.00 0.60 269% -0.03 2 22
0 0 - - 10.40 11.60 $7.00 0.00 1.45 354% -0.07 3 42
7 3 - - 9.40 10.70 $8.00 0.00 1.35 228% -0.05 4 52
0 0 - - 8.40 9.70 $9.00 0.00 1.40 221% -0.07 10 36
7 10 0.99 111% 7.50 8.80 $10.00 0.05 0.35 161% -0.05 7 44
28 1 0.94 143% 6.70 8.00 $11.00 0.10 0.65 167% -0.08 3 76
3 5 0.91 138% 5.80 7.10 $12.00 0.40 1.40 197% -0.14 61 67
28 1 0.86 141% 5.00 6.40 $13.00 0.55 0.85 153% -0.15 42 656
2 1 0.80 151% 4.50 5.70 $14.00 1.10 1.30 167% -0.21 44 72
56 2 0.75 147% 3.80 5.00 $15.00 1.40 1.75 168% -0.26 49 93
10 30 0.70 158% 3.50 4.50 $16.00 1.60 2.15 159% -0.30 27 39
154 3 0.64 163% 3.10 4.10 $17.00 2.10 2.70 160% -0.36 38 11
84 5 0.59 160% 2.70 3.40 $18.00 2.55 3.40 163% -0.41 7 546
101 24 0.54 161% 2.40 3.00 $19.00 3.10 4.10 163% -0.46 1 55
94 22 0.50 166% 2.05 2.85 $20.00 3.70 5.60 183% -0.48 22 78
105 97 0.46 170% 1.85 2.55 $21.00 4.60 6.30 190% -0.52 2 3
39 1 0.42 169% 1.50 2.35 $22.00 5.30 7.00 190% -0.56 1 2
72 47 0.38 168% 1.40 1.95 $23.00 6.20 7.90 197% -0.58 1 1
14 3 0.33 164% 1.20 1.55 $24.00 6.80 8.70 192% -0.62 2 2
80 126 0.31 173% 0.90 1.75 $25.00 7.80 9.00 185% -0.67 3 4
5 4 0.29 176% 0.85 1.60 $26.00 8.50 10.30 196% -0.68 2 2
11 7 0.26 175% 0.70 1.45 $27.00 9.40 11.20 200% -0.69 0 0
28 3 0.24 176% 0.55 1.40 $28.00 10.30 12.10 201% -0.71 1 1
9 2 0.22 178% 0.55 1.20 $29.00 11.30 13.00 206% -0.73 0 0
122 6 0.19 175% 0.40 1.00 $30.00 12.20 13.50 194% -0.77 1 1
0 0 0.19 185% 0.30 1.20 $31.00 13.00 14.80 205% -0.77 0 0
0 0 0.16 178% 0.15 1.05 $32.00 14.10 15.90 219% -0.76 0 0
0 2 0.14 172% 0.25 0.70 $33.00 15.00 16.20 198% -0.82 0 0
0 1 0.14 183% 0.05 1.00 $34.00 16.00 18.00 233% -0.77 0 0
0 0 0.14 188% 0.05 1.00 $35.00 16.90 19.00 237% -0.78 0 0
0 0 0.12 185% 0.00 2.85 $36.00 17.90 20.00 243% -0.78 0 0
0 0 0.11 186% 0.00 1.60 $37.00 18.80 20.90 241% -0.80 0 0