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NRGV 4.67
Expected move by Oct 16 ±$0.79 ±16.9% $3.88 – $5.46 90%: $2.99 – $6.35
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Every quote and Greek, one row per strike.
24 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 - - 3.20 4.00 $1.00 0.00 2.60 - - 0 0
1 1 - - 2.75 3.50 $1.50 0.00 2.60 - - 20 20
0 0 - - 2.25 3.00 $2.00 0.00 2.60 - - 0 0
0 0 0.97 141% 1.80 2.60 $2.50 0.00 0.75 217% -0.08 2 2
191 191 - - 1.35 1.95 $3.00 0.00 0.75 140% -0.08 4 42
13 1 0.92 88% 1.00 1.45 $3.50 0.05 0.15 111% -0.13 1 269
201 4 0.78 94% 0.75 0.95 $4.00 0.10 0.25 95% -0.23 68 53
9,238 622 0.61 89% 0.45 0.60 $4.50 0.25 0.45 90% -0.39 4 23
563 547 0.45 97% 0.30 0.40 $5.00 0.50 0.85 99% -0.55 2 3
198 190 0.32 101% 0.15 0.30 $5.50 0.90 1.35 119% -0.64 0 0
105 32 0.23 106% 0.10 0.20 $6.00 1.30 1.75 121% -0.74 1 0
4 4 0.12 116% 0.05 0.10 $7.00 2.10 2.65 109% -0.91 1 0