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NI 40.52
Expected move by Oct 16 ±$1.59 ±3.9% $38.93 – $42.11 90%: $37.16 – $43.88
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Every quote and Greek, one row per strike.
20 contracts 11 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 100% 13.50 17.70 $25.00 0.00 0.95 - - 0 0
0 0 - - 10.30 10.70 $30.00 0.00 0.75 69% -0.04 12 12
0 0 0.95 35% 4.60 6.60 $35.00 0.00 0.75 40% -0.07 1 21
47 5 0.60 21% 1.05 1.30 $40.00 0.40 0.75 19% -0.39 1 150
212 735 0.09 29% 0.00 0.15 $45.00 2.60 6.60 29% -0.91 2 88
164 2 0.07 51% 0.00 1.10 $50.00 7.30 11.60 - - 2 6
45 9 0.12 90% 0.00 4.00 $55.00 12.40 16.60 54% -0.98 0 0
9 3 - - 0.00 4.00 $60.00 17.40 21.60 69% -0.99 0 0
2 2 - - 0.00 0.75 $65.00 22.40 26.60 81% -0.99 0 0
0 0 - - 0.00 0.75 $70.00 27.40 31.60 92% -0.99 1 0