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MSCI 558.97
Expected move by Oct 16 ±$28.49 ±5.1% $530.48 – $587.46 90%: $498.55 – $619.39
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Every quote and Greek, one row per strike.
106 contracts 70 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 112% 236.50 244.60 $320.00 0.00 1.50 104% -0.01 0 0
0 0 0.98 104% 226.20 234.60 $330.00 0.00 0.70 94% -0.01 0 0
0 0 0.98 99% 216.20 224.70 $340.00 0.00 0.70 90% -0.01 0 0
0 0 0.98 97% 206.60 214.70 $350.00 0.00 0.70 84% -0.01 0 0
0 0 0.98 87% 196.30 204.40 $360.00 0.00 0.70 78% -0.01 1 1
0 0 0.98 85% 186.30 194.80 $370.00 0.00 0.70 74% -0.01 0 0
0 0 0.98 80% 176.70 184.40 $380.00 0.00 0.70 70% -0.01 0 0
0 0 0.98 75% 166.40 174.60 $390.00 0.00 0.70 66% -0.01 0 0
0 0 0.97 70% 156.40 164.60 $400.00 0.00 0.70 62% -0.02 2 2
0 0 0.98 64% 146.80 154.00 $410.00 0.00 0.75 57% -0.02 1 1
0 0 0.96 63% 136.90 144.90 $420.00 0.00 0.65 54% -0.02 20 3
0 0 0.98 53% 126.90 133.70 $430.00 0.00 0.80 54% -0.03 1 3
0 0 0.96 55% 117.00 125.00 $440.00 0.00 0.85 46% -0.02 1 16
0 0 0.95 51% 107.10 115.10 $450.00 0.10 0.55 40% -0.01 1 38
0 0 0.95 47% 97.20 105.00 $460.00 0.00 1.05 41% -0.03 8 20
0 0 0.99 31% 87.00 92.80 $470.00 0.00 1.35 36% -0.03 1 54
0 0 0.98 30% 77.10 83.10 $480.00 0.00 1.40 35% -0.04 5 4
0 0 0.94 34% 68.00 74.20 $490.00 0.65 0.90 30% -0.04 3 27
0 0 0.92 32% 58.20 64.90 $500.00 0.90 1.85 30% -0.07 2 69
0 0 0.91 27% 49.00 54.10 $510.00 1.65 2.35 28% -0.10 74 103
0 0 0.85 28% 40.00 46.20 $520.00 3.10 3.80 28% -0.15 19 233
2 2 0.79 28% 32.40 37.20 $530.00 4.40 5.40 27% -0.21 4 236
69 2 0.71 27% 24.10 30.70 $540.00 6.20 8.70 27% -0.29 5 36
5 1 0.61 27% 19.70 22.40 $550.00 9.90 12.00 26% -0.39 10 29
98 6 0.51 28% 14.10 18.20 $560.00 14.20 16.40 26% -0.49 3 14
34 1 0.41 26% 9.90 11.70 $570.00 18.10 23.20 25% -0.60 3 85
110 6 0.31 26% 6.10 8.80 $580.00 25.70 31.00 27% -0.68 1 30
15 2 0.23 25% 4.00 5.50 $590.00 32.30 38.00 26% -0.78 1 1
170 65 0.17 26% 2.65 4.00 $600.00 41.20 47.00 28% -0.83 2 28
28 7 0.10 25% 1.20 2.10 $610.00 49.00 55.50 26% -0.90 4 1
43 16 0.08 27% 0.90 1.95 $620.00 58.50 64.80 26% -0.94 4 0
18 4 0.05 27% 0.15 1.50 $630.00 67.00 74.60 - - 0 0
8 1 0.04 29% 0.20 1.20 $640.00 78.10 84.50 30% -0.97 0 0
4 3 0.04 32% 0.00 1.10 $650.00 87.10 94.50 - - 2 0
1 1 0.06 39% 0.00 0.95 $660.00 97.10 104.50 - - 12 0
1 1 0.04 38% 0.00 0.90 $670.00 106.70 114.50 - - 0 0
0 0 0.03 37% 0.00 0.85 $680.00 116.60 124.50 - - 0 0
49 49 0.02 39% 0.00 0.80 $690.00 126.60 134.50 - - 0 0
49 49 0.03 43% 0.00 0.80 $700.00 136.50 144.50 - - 0 0
0 0 0.02 45% 0.00 0.75 $710.00 146.60 154.50 - - 0 0
0 0 0.02 47% 0.00 0.75 $720.00 156.50 164.50 - - 0 0
0 0 0.02 49% 0.00 0.75 $730.00 166.70 174.50 - - 0 0
21 21 0.05 63% 0.00 0.75 $740.00 176.60 184.50 - - 0 0
0 0 0.02 52% 0.00 0.70 $750.00 187.30 194.50 - - 0 0
0 0 0.02 57% 0.00 0.70 $760.00 197.30 204.50 - - 0 0
0 0 0.02 58% 0.00 0.70 $770.00 206.50 214.50 - - 0 0
13 5 0.02 62% 0.00 0.70 $780.00 216.50 224.50 - - 0 0
0 0 0.02 64% 0.00 0.70 $790.00 226.60 234.50 - - 0 0
0 0 0.02 66% 0.00 0.70 $800.00 236.50 244.50 - - 0 0
0 0 0.03 74% 0.00 0.70 $810.00 246.50 254.50 - - 0 0
0 0 0.02 68% 0.00 0.70 $820.00 257.30 264.50 - - 0 0
0 0 0.02 72% 0.00 0.70 $830.00 266.50 274.50 - - 0 0
0 0 0.08 100% 0.00 0.70 $840.00 276.70 284.50 - - 0 0