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ITRN 52.55
Expected move by Oct 16 ±$4.53 ±8.6% $48.02 – $57.08 90%: $42.94 – $62.16
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Every quote and Greek, one row per strike.
20 contracts 11 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 20.00 24.30 $30.00 0.00 4.50 - - 0 0
0 0 - - 15.00 19.30 $35.00 0.00 1.15 - - 0 0
0 0 - - 10.00 14.30 $40.00 0.00 1.15 75% -0.07 1 2
0 0 - - 5.00 9.60 $45.00 0.00 0.50 52% -0.11 10 23
2 1 0.70 39% 1.20 5.90 $50.00 0.00 1.60 39% -0.30 4 28
13 1 0.33 38% 0.40 1.80 $55.00 1.90 5.90 43% -0.64 1 6
0 0 0.16 48% 0.00 0.50 $60.00 6.10 10.50 55% -0.80 0 0
3 2 0.11 62% 0.00 0.80 $65.00 10.90 15.50 72% -0.85 0 0
0 0 - - 0.00 1.15 $70.00 15.90 20.50 87% -0.87 0 0
0 0 - - 0.00 0.75 $75.00 20.90 25.50 102% -0.88 0 0