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NOVT 134.31
Expected move by Oct 16 ±$12.23 ±9.1% $122.08 – $146.54 90%: $108.38 – $160.24
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Every quote and Greek, one row per strike.
40 contracts 28 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 59% 28.00 32.00 $105.00 0.00 2.65 74% -0.08 0 0
0 0 0.94 52% 23.00 27.20 $110.00 0.00 1.10 57% -0.07 0 0
0 0 0.90 49% 18.60 22.30 $115.00 0.00 3.00 54% -0.11 1 5
0 0 0.83 49% 14.30 18.30 $120.00 0.15 3.90 53% -0.18 1 0
0 0 0.74 48% 11.00 13.90 $125.00 1.30 4.00 46% -0.25 0 0
1 1 0.64 45% 7.00 10.60 $130.00 2.95 5.90 47% -0.36 0 0
0 0 0.52 49% 5.00 8.50 $135.00 5.20 8.30 47% -0.49 5 6
8 1 0.39 44% 2.05 5.80 $140.00 8.00 11.10 46% -0.61 10 10
0 1 0.28 45% 1.15 4.10 $145.00 11.50 14.40 44% -0.73 0 0
0 3 0.19 45% 1.25 2.00 $150.00 14.90 18.90 43% -0.82 0 0
1 1 0.16 52% 0.00 2.95 $155.00 19.40 23.40 45% -0.88 0 0
15 15 0.15 60% 0.00 2.75 $160.00 24.10 27.90 45% -0.93 0 0
1 1 0.07 50% 0.00 2.45 $165.00 29.00 32.70 47% -0.96 0 0
0 0 0.05 53% 0.00 2.70 $170.00 33.80 37.60 45% -0.99 0 0
0 0 0.06 62% 0.00 2.20 $175.00 39.00 42.80 59% -0.96 0 0
11 11 0.09 78% 0.05 2.15 $180.00 44.00 47.50 58% -0.98 0 0
0 0 0.04 69% 0.00 2.15 $185.00 49.00 52.50 62% -0.98 0 0
0 0 0.04 73% 0.00 1.75 $190.00 54.00 57.50 67% -0.98 0 0
0 0 0.04 79% 0.00 1.15 $195.00 59.00 62.50 71% -0.98 0 0
0 0 0.04 84% 0.00 0.95 $200.00 64.00 67.50 75% -0.98 0 0