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NXT 82.29
Expected move by Oct 16 ±$9.74 ±11.8% $72.55 – $92.03 90%: $61.64 – $102.94
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Every quote and Greek, one row per strike.
36 contracts 27 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 126% 31.30 34.70 $50.00 0.00 0.20 105% -0.02 1 1
0 0 0.95 106% 26.30 29.70 $55.00 0.00 0.20 97% -0.04 1 5
0 0 0.93 89% 21.40 24.80 $60.00 0.00 0.25 71% -0.03 2 41
31 7 0.93 64% 17.30 18.50 $65.00 0.20 0.55 63% -0.06 2 69
3 3 0.83 74% 12.90 15.30 $70.00 0.80 0.95 59% -0.13 47 1,130
36 9 0.73 67% 9.20 11.00 $75.00 1.70 2.20 58% -0.24 27 178
26 27 0.60 67% 6.00 8.20 $80.00 3.40 3.90 56% -0.39 20 140
83 109 0.46 65% 3.90 5.20 $85.00 5.90 7.20 59% -0.55 2 194
297 64 0.33 63% 2.50 3.00 $90.00 8.40 10.40 52% -0.72 1 58
337 112 0.20 58% 1.15 1.50 $95.00 12.80 15.00 59% -0.80 3 23
1,415 39 0.11 57% 0.30 0.95 $100.00 17.10 19.50 60% -0.88 3 48
54 45 0.07 58% 0.25 0.45 $105.00 20.60 24.20 - - 1 5
20 26 0.05 63% 0.00 0.40 $110.00 25.50 29.00 - - 1 1
13 3 0.05 73% 0.00 0.35 $115.00 30.20 33.90 - - 1 1
13 1 0.06 84% 0.00 0.25 $120.00 35.10 38.90 - - 10 0
7 3 0.05 91% 0.00 0.90 $125.00 40.20 43.90 - - 1 0
44 3 0.05 98% 0.00 0.20 $130.00 45.20 48.90 - - 10 0
4 4 0.05 105% 0.00 0.50 $135.00 50.10 53.90 - - 0 0