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NEO 19.49
Expected move by Oct 16 ±$2.11 ±10.8% $17.38 – $21.60 90%: $15.02 – $23.96
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Every quote and Greek, one row per strike.
38 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.95 263% 10.30 13.50 $8.00 0.00 0.95 - - 0 0
0 0 0.95 224% 9.20 12.50 $9.00 0.00 0.95 - - 0 0
4 4 0.98 146% 8.40 10.80 $10.00 0.00 2.60 - - 0 0
0 0 0.95 151% 6.90 10.50 $11.00 0.00 0.95 - - 0 0
0 0 0.91 167% 6.40 9.50 $12.00 0.00 0.05 - - 0 0
0 0 0.90 145% 5.40 8.50 $13.00 0.00 1.15 145% -0.10 0 0
1 1 0.89 119% 4.40 7.40 $14.00 0.00 1.15 124% -0.12 0 0
2 2 0.92 79% 3.50 5.90 $15.00 0.00 0.95 96% -0.12 0 0
15 1 0.94 51% 2.40 4.80 $16.00 0.05 0.10 52% -0.06 6 8
26 1 0.85 55% 1.85 3.70 $17.00 0.00 0.80 73% -0.20 0 0
139 106 0.82 36% 1.05 2.40 $18.00 0.30 0.50 50% -0.24 5 8
78 1 0.61 53% 0.45 2.30 $19.00 0.45 1.45 59% -0.40 2 0
36 23 0.45 46% 0.00 0.90 $20.00 0.75 2.05 55% -0.54 27 2
22 2 0.32 50% 0.25 0.75 $21.00 0.65 3.50 57% -0.66 0 0
0 0 0.26 62% 0.00 0.65 $22.00 1.85 4.00 63% -0.75 3 3
0 0 0.22 71% 0.00 0.95 $23.00 2.50 4.60 43% -0.93 0 0
0 13 - - 0.00 0.95 $24.00 3.10 5.40 - - 0 0
0 0 - - 0.00 0.95 $30.00 8.60 11.70 - - 0 0
0 0 - - 0.00 1.15 $35.00 13.80 17.20 - - 0 0