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NXE 9.80
Expected move by Oct 16 ±$1.02 ±10.4% $8.78 – $10.82 90%: $7.64 – $11.96
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Every quote and Greek, one row per strike.
38 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 10 0.99 333% 7.50 8.20 $2.00 0.00 0.10 - - 0 0
9 1 - - 6.40 7.10 $3.00 0.00 0.10 - - 0 0
0 0 0.98 189% 5.40 6.30 $4.00 0.00 0.10 - - 0 0
0 0 0.98 144% 4.40 5.30 $5.00 0.00 0.10 177% -0.04 0 0
0 0 - - 3.40 4.20 $6.00 0.00 0.10 157% -0.08 5 7
1 1 0.95 88% 2.65 3.10 $7.00 0.00 0.15 100% -0.08 2 93
139 1 0.99 36% 1.60 2.05 $8.00 0.00 0.10 63% -0.09 43 2,079
246 19 0.74 58% 0.95 1.20 $9.00 0.20 0.25 55% -0.25 360 951
979 779 0.49 58% 0.45 0.60 $10.00 0.50 0.70 49% -0.53 85 2,763
2,489 472 0.26 60% 0.20 0.25 $11.00 1.20 1.50 53% -0.78 26 436
1,307 76 0.11 58% 0.05 0.10 $12.00 2.05 2.45 57% -0.90 34 122
2,525 4 0.11 80% 0.00 0.05 $13.00 3.00 3.60 84% -0.88 5 9
442 10 0.10 95% 0.00 0.05 $14.00 3.90 4.60 88% -0.93 0 0
61 1 0.09 109% 0.00 0.10 $15.00 4.90 5.60 100% -0.94 1 1
10 8 0.08 120% 0.00 0.10 $16.00 5.90 6.60 112% -0.94 15 0
728 5 0.07 130% 0.00 0.10 $17.00 6.90 7.60 123% -0.95 0 0
41 28 0.07 140% 0.00 0.10 $18.00 7.90 8.60 133% -0.95 0 0
19 5 0.07 149% 0.00 0.10 $19.00 8.90 9.60 143% -0.95 0 0
16 15 0.06 158% 0.00 0.10 $20.00 9.90 10.60 152% -0.95 0 0