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JEPI 56.68
Expected move by Oct 16 ±$0.79 ±1.4% $55.89 – $57.47 90%: $55.00 – $58.36
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Every quote and Greek, one row per strike.
50 contracts 29 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 - - 7.90 11.20 $47.00 0.00 2.60 48% -0.06 3 4
0 13 - - 6.70 10.20 $48.00 0.00 2.60 53% -0.10 20 21
0 0 - - 5.90 9.20 $49.00 0.00 2.60 32% -0.04 1 24
0 2 - - 4.90 8.20 $50.00 0.00 2.60 37% -0.09 1 36
0 0 - - 4.30 7.00 $51.00 0.00 0.10 24% -0.05 1 135
1 1 - - 3.30 6.00 $52.00 0.00 1.10 20% -0.06 1 2,085
11 2 - - 2.30 4.80 $53.00 0.00 0.10 18% -0.08 22 380
10 10 - - 1.35 3.80 $54.00 0.05 0.15 14% -0.10 13 638
3 1 0.81 14% 0.45 3.20 $55.00 0.10 0.20 11% -0.17 47 884
282 99 0.71 8% 0.80 0.85 $56.00 0.25 0.30 8% -0.33 72 836
1,223 625 0.30 6% 0.10 0.20 $57.00 0.70 0.75 7% -0.66 39 539
1,581 12 0.16 10% 0.00 0.05 $58.00 1.50 2.70 20% -0.67 2 113
859 5 0.09 12% 0.00 0.05 $59.00 2.40 2.75 13% -0.89 2 32
160 6 0.07 16% 0.00 0.05 $60.00 2.90 4.90 26% -0.79 1 14
18 1 - - 0.00 0.05 $61.00 3.20 6.10 23% -0.89 1 3
11 3 - - 0.00 1.95 $62.00 4.30 7.10 28% -0.88 0 0
1 1 - - 0.00 1.05 $63.00 5.10 8.10 28% -0.92 1 1
0 0 - - 0.00 0.50 $64.00 6.10 9.10 31% -0.93 0 0
0 0 - - 0.00 2.60 $65.00 7.10 10.10 34% -0.93 0 0
0 0 - - 0.00 1.15 $66.00 8.10 11.10 37% -0.93 0 0
0 0 - - 0.00 2.60 $67.00 9.10 12.10 40% -0.94 0 0
4 4 - - 0.00 0.25 $68.00 10.10 13.10 43% -0.94 0 0
0 0 - - 0.00 2.60 $69.00 11.10 14.10 46% -0.94 0 0
0 0 - - 0.00 0.95 $70.00 12.10 15.10 48% -0.94 0 0
0 0 - - 0.00 2.60 $71.00 13.10 16.10 51% -0.95 2 1