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NVTS 12.14
Expected move by Sep 25 ±$0.77 ±6.3% $11.37 – $12.91 90%: $10.51 – $13.77
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Every quote and Greek, one row per strike.
74 contracts 48 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
25 3 0.99 655% 8.85 9.50 $3.00 0.00 0.35 - - 0 0
7 28 - - 7.85 8.25 $4.00 0.00 0.21 - - 0 0
1 1 - - 7.00 7.25 $5.00 0.00 20.00 559% -0.04 0 0
1 1 - - 6.00 6.25 $6.00 0.00 0.07 457% -0.04 1 2
0 0 - - 5.35 5.75 $6.50 0.00 0.35 - - 1 1
1 2 - - 4.95 5.25 $7.00 0.00 0.35 386% -0.06 1 2
1 4 0.98 248% 4.35 5.00 $7.50 0.00 0.35 343% -0.07 2 15
10 1 0.94 280% 4.00 4.50 $8.00 0.00 0.03 226% -0.03 1 24
2 2 0.92 259% 3.40 4.15 $8.50 0.00 0.09 229% -0.05 5 37
36 13 0.96 167% 2.86 3.50 $9.00 0.00 0.07 202% -0.07 16 355
14 2 - - 2.52 2.75 $9.50 0.00 0.02 132% -0.03 21 125
57 19 - - 1.90 2.35 $10.00 0.01 0.02 100% -0.03 581 1,227
118 49 - - 1.48 1.79 $10.50 0.02 0.03 86% -0.05 908 2,315
1,116 159 0.90 73% 1.08 1.30 $11.00 0.06 0.07 83% -0.12 663 1,188
880 442 0.74 85% 0.76 0.90 $11.50 0.15 0.17 80% -0.25 1,059 708
2,990 1,581 0.57 82% 0.48 0.52 $12.00 0.32 0.36 79% -0.43 502 473
3,187 4,662 0.39 83% 0.26 0.30 $12.50 0.59 0.67 82% -0.61 224 207
744 6,389 0.24 86% 0.14 0.16 $13.00 0.92 1.09 86% -0.76 52 175
439 1,460 0.14 87% 0.06 0.09 $13.50 1.26 1.59 85% -0.87 34 56
715 2,437 0.08 92% 0.03 0.05 $14.00 1.73 2.09 98% -0.91 3 72
677 947 0.05 97% 0.01 0.04 $14.50 2.06 2.62 - - 1 9
3,936 190 0.03 103% 0.01 0.02 $15.00 2.65 3.20 140% -0.91 4 20
170 5 0.04 127% 0.00 0.03 $15.50 3.15 3.65 140% -0.94 2 6
343 3 0.08 174% 0.00 0.04 $16.00 3.70 4.15 170% -0.93 4 1
221 2 0.03 146% 0.00 0.18 $16.50 4.15 4.65 167% -0.95 5 1
206 13 0.10 223% 0.00 0.10 $17.00 4.50 5.15 - - 2 2
155 3 0.03 168% 0.00 0.01 $17.50 5.00 5.65 - - 4 2
2,620 1 0.11 269% 0.00 0.28 $18.00 5.50 6.15 - - 5 4
76 3 0.02 200% 0.00 0.04 $19.00 6.65 7.15 229% -0.96 1 4
133 3 0.02 219% 0.00 0.10 $20.00 7.60 8.15 218% -0.98 2 4
99 19 0.09 340% 0.00 0.35 $21.00 8.65 9.15 267% -0.97 2 1
19 4 0.10 377% 0.00 0.35 $22.00 9.60 10.15 255% -0.98 4 1
1 2 0.05 330% 0.00 0.23 $23.00 10.70 11.15 328% -0.96 9 1
2 2 0.06 368% 0.00 0.12 $24.00 11.55 12.15 - - 2 3
1 1 0.04 347% 0.00 0.35 $25.00 12.55 13.15 - - 5 2
2 3 0.03 350% 0.00 0.55 $26.00 13.70 14.15 373% -0.96 2 4
1 1 0.05 406% 0.00 0.40 $27.00 14.65 15.35 437% -0.93 3 3