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LSCC 117.24
Expected move by Oct 16 ±$12.87 ±11.0% $104.37 – $130.11 90%: $89.96 – $144.52
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Every quote and Greek, one row per strike.
46 contracts 36 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 101% 45.60 49.70 $70.00 0.00 1.40 113% -0.03 0 0
0 0 0.97 97% 40.80 44.80 $75.00 0.00 1.15 94% -0.02 0 0
0 0 0.97 86% 35.70 40.00 $80.00 0.00 1.60 101% -0.05 1 23
0 0 0.96 78% 31.00 34.90 $85.00 0.00 0.75 76% -0.04 2 97
0 0 0.93 73% 26.20 30.20 $90.00 0.15 0.65 64% -0.05 5 37
6 1 0.89 73% 22.20 25.40 $95.00 0.45 1.35 65% -0.09 11 176
17 1 0.85 63% 17.20 21.00 $100.00 0.95 2.05 62% -0.14 2 20
7 4 0.77 65% 14.70 16.10 $105.00 1.65 2.90 59% -0.21 2 23
34 8 0.69 63% 10.30 13.30 $110.00 2.85 4.40 57% -0.30 22 41
66 23 0.59 59% 7.30 9.90 $115.00 4.70 6.50 55% -0.41 1 31
2,684 37 0.47 56% 5.00 6.70 $120.00 7.50 9.30 57% -0.53 1 24
159 1,483 0.37 59% 4.00 4.60 $125.00 10.00 12.70 55% -0.64 0 0
1,091 392 0.27 56% 2.05 3.30 $130.00 13.30 16.80 56% -0.74 0 0
129 3 0.20 57% 1.50 2.20 $135.00 17.10 21.10 55% -0.82 0 0
2,649 19 0.14 58% 0.70 1.65 $140.00 21.40 25.40 53% -0.89 1 1
1,001 6 0.09 58% 0.45 1.00 $145.00 26.00 30.00 51% -0.94 0 0
54 20 0.06 58% 0.25 0.65 $150.00 30.80 34.70 - - 0 0
0 0 0.09 73% 0.00 1.70 $155.00 35.70 39.60 - - 0 0
10 4 0.05 68% 0.00 0.95 $160.00 40.70 44.70 - - 0 0
0 0 0.05 74% 0.00 1.80 $165.00 45.70 49.70 - - 0 0
1 1 0.04 79% 0.00 0.95 $170.00 50.70 54.70 - - 0 0
30 30 0.05 86% 0.00 1.15 $175.00 55.70 59.70 - - 0 0
0 0 0.04 90% 0.00 1.65 $180.00 60.70 64.70 - - 0 0