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JEF 47.85
Expected move by Oct 16 ±$4.53 ±9.5% $43.32 – $52.38 90%: $38.32 – $57.38 Earnings before expiry
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Every quote and Greek, one row per strike.
34 contracts 26 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 82% 14.30 16.60 $32.50 0.00 0.05 81% -0.02 12 12
0 0 0.91 97% 12.40 14.40 $35.00 0.00 0.15 64% -0.02 11 11
0 0 0.89 84% 10.00 11.90 $37.50 0.10 0.25 60% -0.05 37 26
2 1 0.87 67% 7.90 9.00 $40.00 0.10 0.35 50% -0.07 3 24
0 0 0.80 61% 5.80 6.80 $42.50 0.40 0.60 47% -0.15 5 177
10 10 0.69 58% 3.80 5.10 $45.00 1.10 1.35 49% -0.29 235 102
26 3 0.55 48% 2.30 2.90 $47.50 2.05 2.25 47% -0.45 14 94
69 54 0.39 48% 1.40 1.65 $50.00 3.50 3.70 47% -0.62 2 30
15 35 0.24 46% 0.70 0.80 $52.50 4.60 5.70 39% -0.80 93 152
450 37 0.13 46% 0.30 0.45 $55.00 6.80 7.90 39% -0.90 8 82
37 8 0.08 48% 0.15 0.25 $57.50 8.90 10.20 - - 3 11
43 5 0.04 49% 0.00 0.30 $60.00 11.40 12.60 - - 2 19
89 10 0.06 61% 0.00 0.65 $62.50 13.00 15.80 - - 2 2
33 33 0.08 80% 0.00 0.35 $65.00 15.70 18.20 - - 3 0
0 0 0.08 94% 0.00 2.60 $70.00 21.10 23.40 78% -0.97 0 0
0 0 - - 0.00 2.60 $75.00 26.10 28.40 89% -0.97 40 0
0 0 - - 0.00 1.35 $80.00 31.10 33.40 99% -0.97 0 0