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MSOS 4.94
Expected move by Sep 25 ±$0.20 ±4.0% $4.74 – $5.14 90%: $4.51 – $5.37
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Every quote and Greek, one row per strike.
36 contracts 20 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
7 4 0.98 1979% 4.35 4.85 $0.50 0.00 0.05 - - 7 1
1 1 0.99 878% 3.90 4.05 $1.00 0.00 0.21 - - 0 0
1 4 0.98 660% 3.40 3.55 $1.50 0.00 0.05 - - 0 0
2 3 0.99 439% 2.81 3.10 $2.00 0.00 0.05 - - 0 0
0 2 - - 2.24 2.63 $2.50 0.00 0.17 - - 2 0
4 3 0.98 237% 1.72 2.18 $3.00 0.00 0.22 - - 2 2
1 2 0.94 226% 1.10 1.85 $3.50 0.00 0.16 - - 2 0
100 4 - - 0.80 1.03 $4.00 0.00 0.03 136% -0.06 1 622
347 157 0.97 48% 0.39 0.50 $4.50 0.00 0.01 72% -0.10 61 464
5,304 2,348 0.42 50% 0.06 0.10 $5.00 0.10 0.18 51% -0.58 790 377
1,833 1,846 0.10 77% 0.01 0.03 $5.50 0.25 0.80 - - 2 4
1,571 1,504 0.06 113% 0.00 0.02 $6.00 0.99 1.14 98% -0.97 2 54
135 14 0.09 179% 0.00 0.01 $6.50 1.49 1.64 128% -0.98 15 6
152 55 0.11 244% 0.00 0.11 $7.00 1.73 2.29 - - 4 13
158 31 0.15 323% 0.00 0.21 $7.50 2.43 2.80 272% -0.91 4 4
40 10 0.15 371% 0.00 0.01 $8.00 2.45 3.65 - - 2 13
0 0 - - 0.00 0.21 $8.50 2.95 4.15 - - 0 0
0 0 - - 0.00 0.05 $9.00 3.50 4.70 330% -0.94 2 2