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LLYX 24.88
Expected move by Oct 16 ±$2.97 ±11.9% $21.91 – $27.85 90%: $18.59 – $31.17
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Every quote and Greek, one row per strike.
44 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
6 3 0.94 88% 6.60 7.50 $18.00 0.00 0.25 98% -0.08 1 3
0 0 0.93 75% 5.60 6.50 $19.00 0.00 0.60 99% -0.12 0 0
3 2 0.89 73% 4.80 5.50 $20.00 0.15 0.25 67% -0.09 14 10
81 20 0.85 67% 3.90 4.60 $21.00 0.30 0.35 65% -0.14 28 29
24 4 0.80 64% 3.00 3.80 $22.00 0.45 0.60 64% -0.20 61 48
2 1 0.71 64% 2.35 3.10 $23.00 0.70 0.85 61% -0.28 111 74
42 6 0.62 62% 1.95 2.20 $24.00 1.10 1.25 61% -0.38 10 21
23 103 0.52 65% 1.45 1.80 $25.00 1.45 1.85 61% -0.48 7 40
39 81 0.43 65% 1.15 1.35 $26.00 2.00 2.50 61% -0.57 3 3
24 43 0.34 62% 0.75 0.95 $27.00 2.60 3.20 60% -0.67 3 9
3 4 0.23 55% 0.15 0.75 $28.00 3.30 4.00 60% -0.75 1 7
20 2 0.23 69% 0.35 0.75 $29.00 4.20 4.90 64% -0.80 1 1
46 2 0.13 60% 0.00 0.40 $30.00 5.00 5.80 64% -0.85 1 0
0 0 0.31 127% 0.00 0.60 $31.00 5.90 6.60 59% -0.91 1 1
0 0 0.17 90% 0.00 0.55 $32.00 6.80 7.60 59% -0.94 0 0
5 5 0.11 82% 0.00 0.55 $33.00 7.80 8.60 65% -0.95 0 0
1 1 0.10 86% 0.00 0.50 $34.00 8.70 9.60 62% -0.97 0 0
1 1 0.14 105% 0.00 2.60 $35.00 9.70 10.60 66% -0.97 0 0
1 1 0.10 100% 0.00 2.60 $36.00 10.70 11.40 - - 0 0
0 0 0.14 123% 0.00 0.50 $37.00 11.70 12.40 - - 0 0
0 0 0.13 123% 0.00 2.60 $38.00 12.40 13.50 - - 0 0
0 0 0.13 130% 0.00 2.60 $39.00 13.50 14.50 - - 0 0