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NCNO 20.43
Expected move by Oct 16 ±$1.79 ±8.8% $18.64 – $22.22 90%: $16.64 – $24.22
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Every quote and Greek, one row per strike.
14 contracts 11 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.91 167% 7.80 9.00 $12.50 0.00 0.55 126% -0.05 10 13
0 0 0.98 63% 4.50 6.50 $15.00 0.00 0.25 73% -0.04 2 2
1 1 0.87 58% 2.60 3.80 $17.50 0.05 0.45 60% -0.14 10 11
9 3 0.60 46% 1.10 1.40 $20.00 0.45 1.00 44% -0.40 5 1
9 2 0.27 52% 0.30 0.55 $22.50 1.85 2.95 50% -0.75 1 7
66 3 0.09 55% 0.05 0.20 $25.00 3.80 4.70 - - 0 0
68 4 0.11 107% 0.00 0.55 $30.00 8.50 10.40 - - 0 0