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KMX 57.95
Expected move by Oct 16 ±$7.49 ±12.9% $50.46 – $65.44 90%: $42.20 – $73.70 Earnings before expiry
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Every quote and Greek, one row per strike.
50 contracts 40 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 0.99 214% 36.10 40.30 $20.00 0.00 0.10 198% -0.01 1 21
0 0 0.98 199% 33.80 37.70 $22.50 0.00 1.95 178% -0.01 27 19
0 0 0.98 178% 31.30 35.20 $25.00 0.00 2.15 164% -0.01 3 229
0 0 0.97 178% 29.20 32.70 $27.50 0.00 0.90 148% -0.02 8 43
8 5 0.97 146% 26.30 30.30 $30.00 0.00 0.30 142% -0.02 3 292
1 2 0.97 125% 23.70 27.80 $32.50 0.00 0.05 114% -0.02 1 95
5 4 0.95 134% 21.80 25.30 $35.00 0.00 0.15 106% -0.02 4 457
23 1 0.96 109% 19.80 22.00 $37.50 0.00 0.15 86% -0.02 3 117
11 1 0.94 103% 17.40 19.70 $40.00 0.00 0.15 75% -0.02 10 350
268 1 0.94 82% 15.00 16.80 $42.50 0.10 0.25 71% -0.04 2 1,714
249 10 0.92 73% 12.60 14.40 $45.00 0.25 0.35 68% -0.06 1 551
85 1 0.87 75% 10.60 12.20 $47.50 0.45 0.60 65% -0.10 1 409
432 2 0.80 77% 8.20 10.80 $50.00 0.80 1.35 68% -0.18 49 446
148 50 0.74 68% 6.60 8.10 $52.50 1.40 1.70 64% -0.25 33 245
211 62 0.66 66% 5.20 6.10 $55.00 2.20 2.45 62% -0.34 70 313
118 39 0.56 69% 3.80 5.10 $57.50 3.20 3.60 61% -0.44 65 151
418 118 0.45 60% 2.75 2.95 $60.00 4.60 5.00 61% -0.55 31 197
224 91 0.36 61% 1.75 2.40 $62.50 5.90 6.70 58% -0.66 11 53
830 32 0.26 61% 1.20 1.55 $65.00 7.50 8.60 56% -0.76 10 124
870 13 0.19 60% 0.80 1.05 $67.50 9.40 11.20 60% -0.82 8 15
5,324 27 0.14 61% 0.55 0.70 $70.00 11.70 13.20 58% -0.88 1 47
13 3 0.11 65% 0.35 0.70 $72.50 13.80 15.60 56% -0.94 0 0
1,024 4 0.08 67% 0.20 0.50 $75.00 16.20 18.00 55% -0.97 2 2
9 52 0.03 65% 0.05 0.20 $80.00 20.60 22.80 - - 0 0
3 1 0.03 71% 0.00 0.10 $85.00 25.00 28.10 - - 0 0