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NTR 74.54
Expected move by Sep 25 ±$2.46 ±3.3% $72.08 – $77.00 90%: $69.30 – $79.78
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Every quote and Greek, one row per strike.
88 contracts 53 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 33.00 36.00 $40.00 0.00 0.25 - - 0 0
2 4 - - 28.00 30.60 $45.00 0.00 0.65 - - 4 4
2 4 - - 23.00 25.60 $50.00 0.00 0.65 - - 2 2
0 0 - - 19.00 22.00 $54.00 0.00 0.65 - - 0 0
0 0 - - 18.00 21.00 $55.00 0.00 0.65 195% -0.06 0 0
0 0 - - 17.00 20.00 $56.00 0.00 0.65 185% -0.06 0 0
0 0 - - 16.00 19.00 $57.00 0.00 0.65 171% -0.06 0 0
0 0 1.00 95% 15.00 18.10 $58.00 0.00 0.85 142% -0.04 2 2
0 0 - - 14.30 16.70 $59.00 0.00 0.65 152% -0.06 5 5
0 1 - - 13.40 15.40 $60.00 0.00 0.85 143% -0.07 0 0
1 1 - - 12.00 14.50 $61.00 0.00 0.65 125% -0.06 2 1
0 0 - - 11.00 13.50 $62.00 0.00 0.65 110% -0.05 0 0
0 1 - - 10.00 12.50 $63.00 0.00 0.65 117% -0.08 0 0
12 3 - - 9.00 11.60 $64.00 0.00 0.65 108% -0.08 1 0
110 50 0.88 119% 9.10 11.20 $65.00 0.00 0.70 78% -0.05 2 3
4 3 - - 7.10 9.60 $66.00 0.00 0.70 80% -0.07 1 2
7 7 - - 6.10 8.50 $67.00 0.00 0.60 65% -0.06 10 30
3 3 - - 5.20 7.50 $68.00 0.00 0.30 51% -0.04 22 44
0 1 - - 4.30 6.60 $69.00 0.00 0.85 91% -0.20 0 0
43 102 - - 3.80 4.90 $70.00 0.00 1.20 43% -0.08 13 1
0 0 0.93 32% 2.85 4.40 $71.00 0.05 0.35 41% -0.12 162 10
11 1 0.82 36% 2.15 3.50 $72.00 0.05 0.70 40% -0.20 175 8
12 11 0.70 38% 1.60 2.65 $73.00 0.35 0.85 39% -0.30 49 25
28 127 0.57 41% 1.15 2.05 $74.00 0.70 1.50 42% -0.43 128 10
32 139 0.45 39% 0.85 1.20 $75.00 1.25 2.10 45% -0.54 102 37
16 26 0.33 39% 0.35 0.95 $76.00 1.85 2.85 47% -0.64 16 87
248 32 0.24 42% 0.25 0.65 $77.00 2.50 3.70 49% -0.73 1 65
39 35 0.19 46% 0.10 0.65 $78.00 3.40 4.60 54% -0.78 21 62
109 12 0.12 46% 0.00 0.30 $79.00 4.10 5.70 58% -0.82 40 43
162 7 0.09 48% 0.05 0.25 $80.00 4.80 6.90 63% -0.85 20 58
222 30 0.07 52% 0.00 0.60 $81.00 5.70 8.00 71% -0.86 5 5
58 10 0.08 63% 0.00 0.35 $82.00 6.60 9.10 77% -0.87 0 0
11 2 0.05 60% 0.00 0.55 $83.00 7.60 10.00 80% -0.89 2 1
56 20 0.05 69% 0.00 0.10 $84.00 8.30 11.00 77% -0.93 1 3
41 1 0.06 77% 0.00 0.45 $85.00 9.10 12.00 70% -0.96 1 0
18 1 0.04 76% 0.00 0.05 $86.00 10.60 13.00 99% -0.90 8 1
0 0 0.09 105% 0.00 0.65 $87.00 11.50 14.00 102% -0.92 0 0
0 0 0.07 103% 0.00 0.65 $88.00 12.50 15.00 108% -0.92 2 0
0 0 0.08 117% 0.00 0.65 $89.00 13.50 16.00 113% -0.92 0 0
4 1 0.06 108% 0.00 0.65 $90.00 14.50 17.00 118% -0.93 0 0
0 0 0.08 127% 0.00 0.65 $91.00 15.50 18.00 123% -0.93 0 0
0 0 - - 0.00 0.65 $92.00 16.10 19.00 104% -0.97 0 0
0 0 - - 0.00 0.65 $93.00 17.10 20.00 108% -0.97 0 0
0 0 - - 0.00 0.65 $95.00 19.10 22.00 116% -0.97 0 0