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JHX 26.66
Expected move by Oct 16 ±$2.20 ±8.3% $24.46 – $28.86 90%: $22.00 – $31.32
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Every quote and Greek, one row per strike.
26 contracts 16 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 9.80 12.80 $15.00 0.00 1.30 - - 0 0
0 0 - - 7.60 10.00 $17.50 0.00 3.90 - - 0 0
1 1 - - 5.00 7.90 $20.00 0.00 1.15 - - 1 1
0 0 - - 2.80 5.10 $22.50 0.00 0.60 59% -0.12 13 27
5 5 0.75 42% 1.30 3.10 $25.00 0.05 1.25 49% -0.28 18 23
8 2 0.39 35% 0.30 1.00 $27.50 1.35 2.20 47% -0.57 2 11
4 2 0.24 57% 0.00 0.40 $30.00 2.80 4.90 59% -0.76 40 12
232 50 0.09 53% 0.05 0.25 $32.50 5.30 7.70 86% -0.78 0 0
0 0 0.15 88% 0.00 3.90 $35.00 7.30 10.10 88% -0.86 0 0
0 0 0.13 102% 0.00 1.50 $37.50 9.80 12.90 113% -0.85 0 0
0 0 - - 0.00 3.90 $40.00 12.30 14.70 99% -0.93 0 0
0 0 - - 0.00 3.90 $42.50 14.80 17.80 135% -0.88 0 0
0 0 - - 0.00 0.75 $45.00 17.30 20.40 150% -0.87 0 0