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NLR 110.75
Expected move by Oct 16 ±$7.97 ±7.2% $102.78 – $118.72 90%: $93.85 – $127.65
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Every quote and Greek, one row per strike.
54 contracts 48 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.77 42% 8.30 10.80 $103.00 0.90 1.85 38% -0.21 4 2
0 0 0.75 39% 7.30 9.90 $104.00 0.55 3.20 40% -0.25 0 0
1 1 0.72 38% 6.40 9.30 $105.00 0.95 2.15 33% -0.25 3 16
0 0 0.68 40% 6.10 8.60 $106.00 1.15 3.80 40% -0.31 2 2
0 0 0.66 38% 5.20 7.80 $107.00 1.50 4.00 39% -0.34 1 35
12 2 0.62 39% 5.30 6.80 $108.00 2.10 4.30 39% -0.38 2 12
5 5 0.59 36% 3.70 6.60 $109.00 2.30 4.90 38% -0.41 1 3
21 5 0.55 34% 3.60 5.10 $110.00 2.75 5.30 38% -0.45 5 20
2 2 0.51 38% 3.00 5.50 $111.00 3.30 5.80 39% -0.49 0 0
29 2 0.47 37% 2.95 4.50 $112.00 3.70 6.20 37% -0.52 0 0
0 0 0.44 36% 1.90 4.70 $113.00 4.30 6.80 37% -0.56 1 2
2 2 0.40 37% 1.60 4.30 $114.00 4.80 7.40 37% -0.60 1 1
14 13 0.37 38% 1.45 4.00 $115.00 5.40 8.00 37% -0.63 1 10
3 2 0.34 37% 0.75 3.80 $116.00 6.00 8.70 36% -0.67 0 0
17 1 0.30 36% 1.25 2.50 $117.00 6.70 9.00 34% -0.72 0 0
1 10 0.26 36% 1.00 2.20 $118.00 7.40 9.80 34% -0.75 2 2
0 1 0.25 38% 0.10 3.00 $119.00 8.20 10.70 35% -0.77 1 1
66 39 0.19 33% 0.85 1.15 $120.00 8.90 11.50 34% -0.81 3 21
2 2 0.22 42% 0.00 1.90 $121.00 9.90 12.20 34% -0.83 0 0
6 1 0.20 40% 0.00 2.50 $122.00 10.50 13.00 31% -0.87 1 1
1 1 0.18 40% 0.00 3.10 $123.00 11.40 14.20 34% -0.87 0 0
12 1 0.16 41% 0.00 2.40 $124.00 12.30 14.70 30% -0.92 0 0
85 5 0.09 33% 0.20 0.55 $125.00 13.20 15.70 31% -0.93 21 2,287
2 2 0.12 39% 0.15 1.10 $126.00 14.10 16.70 30% -0.95 0 0
0 0 0.21 58% 0.00 1.50 $127.00 15.10 17.70 32% -0.95 1 1
5 1 0.11 42% 0.05 1.15 $128.00 16.00 18.70 32% -0.96 0 0
13 1 0.10 43% 0.00 0.55 $129.00 17.00 19.70 33% -0.96 1 0