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KBE 66.23
Expected move by Oct 16 ±$2.79 ±4.2% $63.45 – $69.03 90%: $60.33 – $72.14
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Every quote and Greek, one row per strike.
50 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.86 44% 7.10 8.60 $59.00 0.00 0.25 33% -0.08 1 1
0 0 0.84 39% 6.10 7.60 $60.00 0.00 0.35 30% -0.10 1 3
0 0 0.82 37% 5.20 6.70 $61.00 0.00 1.75 31% -0.14 2 2
0 0 0.78 36% 4.40 5.80 $62.00 0.05 0.60 25% -0.14 2 2
1 1 0.75 30% 3.50 4.70 $63.00 0.10 0.80 23% -0.19 4 7
0 0 0.71 26% 2.40 3.90 $64.00 0.30 1.00 22% -0.26 2 4
0 0 0.64 22% 1.30 3.20 $65.00 0.55 2.00 27% -0.38 6 2
0 0 0.54 26% 1.00 2.85 $66.00 0.05 2.25 19% -0.46 2 57
0 0 0.43 21% 0.10 2.25 $67.00 0.55 2.35 15% -0.60 3 19
38 2 0.36 25% 0.05 1.95 $68.00 1.10 3.50 18% -0.70 14 46
14 1 0.25 22% 0.30 0.80 $69.00 2.30 3.50 14% -0.87 1 15
1 1 0.21 25% 0.00 0.95 $70.00 3.10 4.30 - - 0 0
3 3 0.17 27% 0.00 0.75 $71.00 4.00 5.20 - - 0 0
0 0 0.17 31% 0.00 1.30 $72.00 4.90 6.10 - - 0 0
1 1 0.10 28% 0.00 0.40 $73.00 5.70 7.20 - - 0 0
0 0 0.14 37% 0.00 1.75 $74.00 6.70 8.60 - - 0 0
41 41 0.13 40% 0.00 1.75 $75.00 7.30 9.80 - - 0 0
0 0 0.12 43% 0.00 1.15 $76.00 8.30 10.80 - - 0 0
0 0 - - 0.00 1.20 $77.00 9.40 11.70 - - 0 0
0 0 - - 0.00 1.75 $78.00 10.40 13.10 - - 0 0
0 0 - - 0.00 1.20 $79.00 11.40 14.10 - - 0 0
0 0 - - 0.00 1.20 $80.00 12.20 14.70 - - 0 0
0 0 - - 0.00 0.75 $81.00 13.40 16.10 - - 0 0
0 0 - - 0.00 0.75 $82.00 14.40 17.10 - - 0 0
0 0 - - 0.00 0.75 $83.00 15.40 17.80 - - 0 0