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IYF 132.39
Expected move by Oct 16 ±$4.78 ±3.6% $127.61 – $137.17 90%: $122.26 – $142.52
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Every quote and Greek, one row per strike.
46 contracts 26 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.86 22% 6.80 9.50 $125.00 0.00 0.80 21% -0.13 0 0
0 0 0.78 22% 5.00 8.10 $127.00 0.00 1.20 17% -0.16 0 0
0 0 0.76 20% 4.10 7.20 $128.00 0.00 1.45 17% -0.20 0 0
0 0 0.72 19% 3.30 6.30 $129.00 0.00 4.80 16% -0.25 0 0
0 0 0.67 18% 2.55 5.50 $130.00 0.00 4.80 15% -0.30 0 0
0 0 0.61 18% 1.85 4.90 $131.00 0.00 4.80 14% -0.37 0 0
0 0 0.55 17% 1.25 4.20 $132.00 0.10 5.00 20% -0.46 0 0
4 4 0.48 17% 0.70 3.70 $133.00 0.60 3.70 14% -0.53 0 0
2 2 0.41 16% 0.25 3.10 $134.00 1.10 4.30 14% -0.62 3 7
0 0 0.35 17% 0.00 2.65 $135.00 1.75 4.90 13% -0.70 0 0
0 0 0.28 16% 0.00 2.55 $136.00 2.40 5.60 13% -0.79 0 0
2 2 0.22 16% 0.00 2.35 $137.00 3.20 6.40 12% -0.86 0 0
1 1 0.17 15% 0.00 4.80 $138.00 5.30 6.60 16% -0.84 0 0
0 0 0.15 17% 0.00 1.95 $139.00 5.40 7.30 - - 0 0
2 2 0.13 18% 0.00 1.85 $140.00 6.30 8.40 - - 0 0
0 0 0.12 20% 0.00 1.85 $141.00 7.30 9.30 - - 0 0
0 0 0.12 21% 0.00 1.80 $142.00 8.30 10.90 - - 0 0
0 0 0.12 24% 0.00 1.65 $143.00 9.30 11.70 - - 0 0
0 0 0.11 24% 0.00 0.75 $144.00 9.70 13.10 - - 0 0
0 0 0.11 27% 0.00 1.75 $145.00 10.60 14.10 - - 0 0
0 0 0.10 27% 0.00 0.95 $146.00 11.70 15.10 - - 0 0
0 0 0.09 29% 0.00 4.50 $147.00 12.60 16.10 - - 0 0
0 0 - - 0.00 4.50 $150.00 15.80 19.10 - - 0 0