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NEXT 7.02
Expected move by Oct 16 ±$0.70 ±10.0% $6.32 – $7.72 90%: $5.53 – $8.51
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Every quote and Greek, one row per strike.
28 contracts 17 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
4 4 - - 5.50 6.30 $1.00 0.00 2.60 - - 0 0
1 2 - - 4.50 5.30 $2.00 0.00 0.10 - - 1 1
6 5 - - 3.50 4.30 $3.00 0.00 0.25 - - 2 10
34 2 - - 2.60 3.30 $4.00 0.00 0.20 174% -0.07 1 329
43 1 0.90 117% 1.85 2.45 $5.00 0.00 0.05 101% -0.08 11 394
130 9 0.91 48% 0.90 1.25 $6.00 0.05 0.15 64% -0.15 112 377
2,812 2,686 0.54 56% 0.25 0.60 $7.00 0.25 0.45 50% -0.46 132 3,046
8,026 278 0.22 57% 0.10 0.15 $8.00 1.00 1.25 64% -0.76 5 1,423
1,203 12 0.14 80% 0.00 0.10 $9.00 1.85 2.35 89% -0.83 4 247
462 2 0.10 96% 0.00 0.05 $10.00 2.55 3.40 - - 3 9
843 6 0.14 134% 0.00 0.15 $11.00 3.60 4.40 97% -0.96 2 0
529 1 0.10 139% 0.00 0.95 $12.00 4.60 5.40 113% -0.96 0 0
384 1 0.13 173% 0.00 0.15 $13.00 5.60 6.40 126% -0.96 0 0
2,103 25 0.12 202% 0.00 0.35 $15.00 7.60 8.40 148% -0.97 0 0