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LAZ 36.56
Expected move by Oct 16 ±$3.15 ±8.6% $33.41 – $39.71 90%: $29.88 – $43.24
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Every quote and Greek, one row per strike.
48 contracts 39 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 51% 6.40 8.80 $29.00 0.05 0.40 65% -0.07 1 0
0 0 - - 5.50 7.50 $30.00 0.00 0.30 - - 0 0
0 0 0.86 63% 4.60 7.40 $31.00 0.15 0.45 55% -0.11 156 160
0 0 0.81 63% 3.80 6.60 $32.00 0.00 0.85 52% -0.15 0 0
6 3 0.81 48% 2.80 5.30 $33.00 0.30 0.80 49% -0.20 1 1
10 10 0.76 41% 2.50 3.70 $34.00 0.45 1.10 47% -0.26 35 34
12 7 0.65 53% 2.50 3.20 $35.00 0.75 1.20 44% -0.33 1 27
0 24 0.57 68% 1.70 4.00 $36.00 0.10 3.40 52% -0.43 3 7
1 61 0.49 51% 1.55 1.90 $37.00 0.75 2.75 39% -0.53 15 90
4 1 0.37 40% 0.30 1.55 $38.00 1.30 4.10 48% -0.60 4 5
0 0 0.34 52% 0.55 1.55 $39.00 2.25 4.40 46% -0.68 2 45
204 40 0.25 47% 0.45 0.80 $40.00 3.60 4.80 50% -0.73 1 219
16 15 0.23 54% 0.20 1.10 $41.00 3.50 6.00 40% -0.85 1 1
5 11 0.17 52% 0.20 0.65 $42.00 4.40 7.00 43% -0.88 1 2
1 58 0.13 52% 0.10 0.50 $43.00 6.20 7.70 60% -0.83 10 10
0 11 0.11 55% 0.05 0.50 $44.00 7.10 8.90 68% -0.83 0 0
52 2 0.13 67% 0.05 0.75 $45.00 7.50 9.90 58% -0.90 0 0
0 0 0.14 75% 0.00 20.00 $46.00 7.40 10.90 - - 0 0
67 1 0.12 76% 0.00 0.75 $47.00 9.20 12.20 67% -0.91 0 0
17 3 0.12 81% 0.00 20.00 $48.00 9.60 13.40 52% -0.97 0 0
19 1 0.11 85% 0.00 20.00 $49.00 10.60 14.40 56% -0.97 0 0
37 33 0.11 90% 0.00 20.00 $50.00 11.40 15.40 - - 0 0
0 0 0.10 109% 0.00 20.00 $55.00 16.40 20.40 - - 0 0
0 0 - - 0.00 0.95 $60.00 21.30 25.40 - - 0 0