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NAVN 21.53
Expected move by Oct 16 ±$3.04 ±14.1% $18.49 – $24.57 90%: $15.09 – $27.97
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Every quote and Greek, one row per strike.
28 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
25 2 - - 17.10 20.40 $2.50 0.00 4.50 - - 0 0
36 6 - - 14.50 17.90 $5.00 0.00 1.05 291% -0.01 1 103
63 6 - - 12.20 15.40 $7.50 0.00 3.80 233% -0.02 100 1,263
40 2 - - 9.70 12.90 $10.00 0.00 1.75 181% -0.03 20 163
80 1 0.93 163% 7.80 11.00 $12.50 0.00 1.10 141% -0.05 1 64
123 8 0.90 129% 5.60 8.40 $15.00 0.05 0.10 83% -0.04 3 259
391 10 - - 3.20 4.50 $17.50 0.10 0.40 73% -0.11 13 354
3,520 12 0.71 60% 2.05 2.45 $20.00 0.70 0.80 64% -0.30 12 405
211 47 0.46 79% 0.90 1.90 $22.50 1.00 2.90 62% -0.57 2 167
678 40 0.18 57% 0.10 0.50 $25.00 3.60 4.20 68% -0.77 10 575
1,897 2 0.12 97% 0.00 0.50 $30.00 6.70 10.40 79% -0.94 3 75
416 3 0.05 103% 0.00 0.75 $35.00 12.10 15.50 136% -0.89 20 0
1,630 20 0.04 124% 0.00 0.95 $40.00 16.80 20.50 145% -0.93 10 0
0 0 0.09 181% 0.00 0.95 $45.00 22.10 25.50 184% -0.91 0 0