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ITOT 168.66
Expected move by Oct 16 ±$4.03 ±2.4% $164.63 – $172.69 90%: $160.11 – $177.21
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Every quote and Greek, one row per strike.
76 contracts 42 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 82.30 85.10 $85.00 0.00 5.00 - - 0 0
0 52 - - 77.50 79.80 $90.00 0.00 2.60 - - 0 0
0 2 1.00 75% 72.50 75.10 $95.00 0.00 2.60 110% -0.02 0 0
1 12 - - 67.00 69.40 $100.00 0.00 3.10 101% -0.02 2 4
0 1 0.99 77% 62.60 65.20 $105.00 0.00 3.30 93% -0.02 0 0
0 1 0.99 69% 57.60 60.20 $110.00 0.00 2.70 90% -0.02 0 0
6 2 0.99 61% 52.60 55.20 $115.00 0.00 2.60 78% -0.02 0 0
3 2 - - 47.40 49.40 $120.00 0.00 2.60 72% -0.03 1 3
113 2 1.00 0% 42.50 45.20 $125.00 0.00 2.60 54% -0.01 1 3
152 6 0.98 48% 37.70 40.30 $130.00 0.00 2.60 56% -0.03 19 12
146 1 0.98 41% 32.70 35.30 $135.00 0.00 2.60 49% -0.03 1 1
136 292 0.99 31% 27.60 30.30 $140.00 0.00 2.65 42% -0.04 10 10
8 1 0.99 29% 26.60 29.30 $141.00 0.00 2.65 42% -0.04 0 0
11 1 0.98 32% 25.80 28.20 $142.00 0.00 2.65 42% -0.05 1 1
7 4 0.94 44% 24.80 28.20 $143.00 0.00 2.70 40% -0.05 0 0
13 1 0.98 29% 23.80 26.20 $144.00 0.00 2.70 40% -0.06 2 1
28 2 1.00 0% 22.80 25.00 $145.00 0.00 2.70 41% -0.07 1 5
67 10 0.98 27% 21.80 24.20 $146.00 0.00 2.70 38% -0.06 2 6
2 2 0.97 28% 21.00 23.10 $147.00 0.00 2.70 38% -0.07 2 0
31 1 0.92 37% 19.90 23.20 $148.00 0.00 2.70 38% -0.08 3 4
23 3 0.97 26% 18.90 21.20 $149.00 0.00 2.75 35% -0.08 2 8
11 1 0.96 26% 17.90 20.30 $150.00 0.10 0.65 31% -0.06 1 9
59 7 0.97 23% 16.90 19.20 $151.00 0.00 2.75 31% -0.08 1 12
31 3 0.96 23% 15.90 18.30 $152.00 0.00 2.75 30% -0.09 0 0
3 7 0.90 30% 15.00 18.20 $153.00 0.00 2.75 29% -0.09 8 8
2 1 0.95 22% 14.00 16.30 $154.00 0.00 2.80 29% -0.10 1 55
10 1 0.91 25% 13.10 15.80 $155.00 0.00 2.15 27% -0.11 1 14
6 1 0.88 27% 12.10 15.30 $156.00 0.00 2.85 28% -0.12 1 15
23 1 0.92 20% 11.10 13.50 $157.00 0.00 0.90 24% -0.12 1 53
3 1 0.86 25% 10.20 13.40 $158.00 0.00 0.90 26% -0.16 3 21
3 1 0.86 22% 9.40 12.00 $159.00 0.00 2.90 23% -0.15 11 50
41 3 0.89 18% 8.30 10.50 $160.00 0.00 2.95 21% -0.16 1 77
32 4 0.74 14% 3.90 6.10 $165.00 0.15 1.25 12% -0.22 1 11
49 32 0.43 11% 1.20 1.95 $170.00 1.95 3.80 13% -0.57 1 3
203 62 0.13 12% 0.25 0.45 $175.00 5.20 7.70 11% -0.91 22 0
1 1 0.11 19% 0.00 2.60 $180.00 10.90 13.30 25% -0.84 2 0
4 1 0.07 23% 0.00 2.60 $185.00 14.30 17.70 - - 2 0
0 0 0.06 29% 0.00 2.60 $190.00 20.90 23.10 36% -0.89 0 0