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NG 7.36
Expected move by Oct 16 ±$1.05 ±14.3% $6.31 – $8.41 90%: $5.15 – $9.57 Earnings before expiry
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Every quote and Greek, one row per strike.
30 contracts 20 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 1 0.99 509% 5.80 7.10 $1.00 0.00 1.05 - - 1 1
0 0 - - 4.80 5.90 $2.00 0.00 1.05 - - 2 5
0 0 - - 3.80 4.80 $3.00 0.00 1.05 - - 2 2
2 2 - - 2.85 3.70 $4.00 0.00 1.05 - - 0 0
1 1 1.00 60% 2.05 2.70 $5.00 0.00 0.30 - - 0 0
17 70 0.88 75% 1.35 1.60 $6.00 0.05 0.15 75% -0.13 57 85
256 21 0.65 68% 0.60 0.85 $7.00 0.35 0.40 72% -0.35 172 250
1,193 200 0.36 69% 0.25 0.35 $8.00 0.90 1.05 77% -0.62 13 1,140
354 87 0.18 74% 0.10 0.15 $9.00 1.50 2.15 88% -0.78 5 121
461 70 0.10 85% 0.05 0.10 $10.00 2.55 3.10 114% -0.81 2 56
365 4 0.11 111% 0.00 0.15 $11.00 3.40 4.20 130% -0.85 4 4
417 2 0.10 129% 0.00 0.20 $12.00 4.40 5.20 148% -0.86 0 0
22 23 0.09 143% 0.00 1.10 $13.00 5.30 6.20 152% -0.90 2 2
132 1 0.13 182% 0.00 0.10 $14.00 6.30 7.20 167% -0.90 0 0
33 7 0.09 176% 0.00 1.10 $15.00 7.30 8.20 179% -0.91 0 0