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MSGS 400.09
Expected move by Oct 16 ±$19.43 ±4.9% $380.66 – $419.52 90%: $358.88 – $441.30
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Every quote and Greek, one row per strike.
58 contracts 40 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 76% 139.30 142.90 $260.00 0.00 2.15 79% -0.01 0 0
0 0 0.99 71% 129.40 132.90 $270.00 0.00 2.15 73% -0.01 0 0
0 0 0.99 62% 119.20 122.90 $280.00 0.00 2.15 67% -0.02 0 0
0 0 0.99 55% 109.30 112.80 $290.00 0.00 2.15 61% -0.02 2 2
2 2 0.98 58% 99.50 103.30 $300.00 0.00 2.15 56% -0.02 0 0
0 0 0.98 49% 89.70 92.90 $310.00 0.00 2.15 50% -0.02 0 0
0 0 0.98 45% 79.60 83.10 $320.00 0.00 1.80 45% -0.02 0 0
0 0 0.98 37% 69.50 73.00 $330.00 0.00 0.30 40% -0.03 1 1
0 0 0.95 39% 60.40 63.20 $340.00 0.00 2.25 35% -0.03 3 3
14 6 0.93 36% 50.80 53.50 $350.00 0.05 1.80 34% -0.06 5 36
0 0 0.91 32% 41.20 44.00 $360.00 0.50 2.45 32% -0.09 3 16
6 3 0.86 30% 32.00 34.90 $370.00 1.45 2.65 29% -0.13 1 16
7 1 0.79 27% 23.00 26.40 $380.00 2.60 3.70 26% -0.20 48 101
71 4 0.67 27% 16.50 18.70 $390.00 5.00 6.70 25% -0.33 27 52
68 24 0.53 27% 10.50 12.70 $400.00 8.60 11.10 25% -0.47 1 209
191 6 0.39 26% 6.00 8.20 $410.00 13.90 16.80 24% -0.63 6 66
423 41 0.26 26% 3.40 5.00 $420.00 21.10 23.90 24% -0.77 92 0
147 54 0.16 26% 1.70 2.70 $430.00 29.40 32.10 23% -0.89 0 0
33 11 0.09 26% 0.65 1.50 $440.00 38.40 41.20 - - 0 0
24 24 0.09 32% 0.20 2.75 $450.00 47.50 50.90 - - 0 0
1 1 0.04 29% 0.00 2.45 $460.00 57.90 61.40 - - 1 0
2 2 0.03 32% 0.00 2.30 $470.00 67.50 71.40 - - 1 0
1 1 0.03 36% 0.00 2.20 $480.00 77.90 81.40 - - 0 0
0 0 0.03 39% 0.00 2.15 $490.00 87.90 91.40 - - 0 0
0 0 0.03 44% 0.00 2.15 $500.00 97.90 101.40 - - 0 0
23 23 0.02 43% 0.00 0.25 $510.00 107.50 111.60 - - 0 0
0 0 0.02 49% 0.00 2.15 $520.00 117.90 121.90 - - 0 0
0 0 0.02 51% 0.00 2.15 $530.00 127.90 131.40 - - 0 0
0 0 0.02 54% 0.00 2.15 $540.00 137.90 141.40 - - 0 0