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LNSR 7.16
Expected move by Oct 16 ±$0.70 ±9.8% $6.46 – $7.86 90%: $5.67 – $8.65
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Every quote and Greek, one row per strike.
18 contracts 10 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 2.20 7.00 $2.50 0.00 0.75 - - 3 3
6 1 1.00 56% 1.80 2.55 $5.00 0.00 0.05 130% -0.11 149 447
575 1 0.40 51% 0.15 0.35 $7.50 0.45 0.60 44% -0.63 6 119
1,877 103 0.10 91% 0.00 1.75 $10.00 0.70 3.90 - - 1 1
580 120 0.09 142% 0.00 0.75 $12.50 3.00 7.90 151% -0.89 0 0
189 1 0.08 172% 0.00 0.75 $15.00 6.50 9.30 166% -0.94 5 0
4 1 - - 0.00 1.75 $17.50 8.80 11.70 - - 0 0
2 2 - - 0.00 1.75 $20.00 10.50 15.40 234% -0.92 0 0
0 0 - - 0.00 2.15 $22.50 13.00 17.90 254% -0.92 0 0