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MMS 56.18
Expected move by Oct 16 ±$5.44 ±9.7% $50.74 – $61.62 90%: $44.65 – $67.71
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Every quote and Greek, one row per strike.
32 contracts 18 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 86% 19.10 23.40 $35.00 0.00 0.95 115% -0.04 0 0
1 2 - - 14.60 17.70 $40.00 0.00 0.75 83% -0.05 10 10
0 0 0.98 41% 9.70 12.80 $45.00 0.00 2.70 60% -0.07 1 21
3 2 0.98 22% 4.50 8.00 $50.00 0.00 4.80 67% -0.22 5 52
17 1 0.59 49% 2.20 4.90 $55.00 0.90 4.00 52% -0.41 1 4
8 10 0.27 37% 0.05 1.65 $60.00 3.20 5.40 30% -0.79 3 45
91 4 0.07 36% 0.00 0.20 $65.00 6.70 10.70 - - 1 33
8 1 0.10 62% 0.00 3.90 $70.00 11.70 15.90 - - 1 0
4 1 0.15 97% 0.00 3.90 $75.00 16.70 21.00 54% -0.98 1 0
1 1 0.09 93% 0.00 0.75 $80.00 21.60 25.70 - - 2 0
0 0 0.05 91% 0.00 2.60 $85.00 26.40 30.80 - - 0 0
4 4 0.05 101% 0.00 0.95 $90.00 31.50 35.80 - - 72 0
0 0 0.06 117% 0.00 3.60 $95.00 36.60 40.90 - - 0 0
1 1 0.05 124% 0.00 2.60 $100.00 41.60 45.90 - - 0 0
1 1 0.04 129% 0.00 3.60 $105.00 46.50 50.80 - - 0 0
0 0 0.04 133% 0.00 3.40 $110.00 51.50 55.80 - - 0 0