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KBR 35.65
Expected move by Oct 16 ±$2.22 ±6.2% $33.43 – $37.87 90%: $30.94 – $40.36
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Every quote and Greek, one row per strike.
28 contracts 17 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 135% 13.80 17.90 $20.00 0.00 0.95 - - 0 0
0 0 0.93 138% 11.90 15.40 $22.50 0.00 0.95 - - 0 0
0 0 0.91 113% 9.40 12.90 $25.00 0.00 1.75 108% -0.08 0 0
5 5 0.89 90% 7.10 10.20 $27.50 0.00 1.00 89% -0.11 0 0
0 0 0.88 59% 4.70 7.30 $30.00 0.00 1.75 97% -0.21 1 2
11 1 0.79 49% 2.35 5.20 $32.50 0.10 0.40 35% -0.14 2 76
1,011 5 0.60 33% 1.45 1.75 $35.00 0.65 1.05 31% -0.39 13 90
91 10 0.28 30% 0.35 0.60 $37.50 1.70 2.90 31% -0.72 1 28
371 13 0.13 38% 0.00 0.35 $40.00 2.95 5.70 - - 0 0
69 1 0.09 48% 0.00 3.90 $42.50 5.10 8.10 - - 0 0
4 5 0.06 54% 0.00 1.65 $45.00 7.60 11.30 55% -0.94 0 0
0 0 0.12 84% 0.00 1.75 $47.50 10.10 13.80 65% -0.95 0 0
0 0 0.11 95% 0.00 1.75 $50.00 12.60 15.80 - - 0 0
0 0 - - 0.00 1.75 $55.00 17.60 21.30 92% -0.96 0 0