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NTRS 178.95
Expected move by Oct 16 ±$8.88 ±5.0% $170.07 – $187.83 90%: $160.12 – $197.78
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Every quote and Greek, one row per strike.
56 contracts 35 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 155% 97.70 101.00 $80.00 0.00 1.20 156% -0.01 0 0
0 0 1.00 90% 92.00 95.90 $85.00 0.00 1.00 145% -0.02 0 0
0 0 0.99 122% 87.70 90.60 $90.00 0.00 1.00 147% -0.02 0 0
0 30 1.00 68% 82.00 85.90 $95.00 0.00 1.00 137% -0.02 0 0
0 0 1.00 88% 77.00 81.00 $100.00 0.00 1.20 117% -0.02 1 1
0 0 - - 71.80 75.90 $105.00 0.00 1.40 109% -0.02 0 0
0 2 0.99 78% 67.00 71.10 $110.00 0.00 1.00 92% -0.02 0 0
0 80 0.99 71% 62.00 66.10 $115.00 0.00 0.95 93% -0.02 1 1
0 1 0.97 85% 57.80 61.10 $120.00 0.00 0.75 85% -0.03 0 0
21 1 0.99 62% 52.10 56.10 $125.00 0.00 0.95 77% -0.03 30 32
0 0 0.97 70% 47.90 51.00 $130.00 0.00 0.95 69% -0.03 13 13
0 0 0.98 51% 42.20 46.10 $135.00 0.00 0.95 69% -0.05 1 1
0 2 1.00 34% 37.00 41.10 $140.00 0.00 0.75 61% -0.05 0 0
0 0 1.00 0% 32.40 35.50 $145.00 0.00 0.95 46% -0.03 0 0
0 0 0.97 38% 27.50 31.10 $150.00 0.00 1.50 47% -0.07 2 11
10 10 0.97 30% 23.00 25.50 $155.00 0.00 1.55 40% -0.08 2 10
7 2 0.88 38% 18.60 21.70 $160.00 0.00 1.25 32% -0.08 1 19
76 3 0.86 30% 13.90 16.30 $165.00 0.15 2.05 31% -0.14 51 77
90 10 0.78 27% 8.70 12.80 $170.00 0.20 3.80 29% -0.24 2 12
61 11 0.65 26% 6.70 7.60 $175.00 1.45 4.90 27% -0.36 4 12
46 6 0.49 26% 3.70 5.40 $180.00 3.50 7.00 25% -0.52 1 38
117 4 0.31 24% 1.85 2.55 $185.00 6.20 10.10 24% -0.69 80 17
49 35 0.17 23% 0.75 1.20 $190.00 10.00 14.00 24% -0.82 5 39
31 2 0.11 26% 0.10 1.20 $195.00 15.30 17.90 27% -0.89 0 0
67 1 0.06 27% 0.00 0.80 $200.00 19.20 22.50 - - 1 1
9 2 0.06 37% 0.00 0.95 $210.00 29.20 32.50 - - 0 0
8 8 0.05 45% 0.00 0.95 $220.00 39.30 42.50 - - 0 0
0 0 0.08 66% 0.00 0.95 $230.00 49.40 52.50 - - 0 0