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OEF 387.42
Expected move by Oct 16 ±$9.78 ±2.5% $377.64 – $397.20 90%: $366.67 – $408.17
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Every quote and Greek, one row per strike.
46 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 34% 66.70 69.70 $320.00 0.00 0.95 42% -0.03 1 1
0 0 0.99 31% 61.70 64.70 $325.00 0.00 0.95 38% -0.03 0 0
0 0 0.98 32% 56.90 59.80 $330.00 0.00 1.00 35% -0.03 1 1
0 0 1.00 0% 51.20 54.30 $335.00 0.00 1.05 31% -0.03 400 400
0 0 0.99 21% 46.70 49.60 $340.00 0.00 1.10 29% -0.04 0 0
0 0 0.97 25% 41.90 45.00 $345.00 0.00 1.15 28% -0.05 0 0
0 0 0.98 19% 37.00 39.50 $350.00 0.10 1.15 25% -0.05 1 1
0 0 0.95 22% 32.20 35.10 $355.00 0.00 1.30 24% -0.07 1 2
0 0 0.93 20% 27.30 30.20 $360.00 0.10 1.40 21% -0.08 1 1
0 0 0.92 17% 22.50 25.10 $365.00 0.30 1.55 19% -0.10 1 2
0 0 0.87 17% 18.10 20.60 $370.00 1.00 2.10 18% -0.15 0 0
0 0 0.82 15% 13.40 15.90 $375.00 1.10 2.55 16% -0.20 2 2
0 0 0.73 14% 9.50 11.80 $380.00 2.10 3.50 15% -0.29 7 0
6 5 0.61 12% 5.70 7.70 $385.00 3.40 4.80 14% -0.41 7 7
4 2 0.44 11% 2.70 4.80 $390.00 5.10 7.20 13% -0.56 0 0
400 7 0.27 11% 1.00 2.50 $395.00 7.50 10.30 11% -0.74 7 0
7 5 0.13 10% 0.35 1.05 $400.00 12.10 14.40 12% -0.84 0 0
0 0 0.11 13% 0.00 0.90 $405.00 16.50 19.20 13% -0.91 0 0
0 0 0.12 17% 0.00 0.85 $410.00 21.40 24.20 16% -0.93 0 0
0 0 - - 0.00 0.80 $415.00 26.30 29.20 18% -0.95 0 0
0 0 - - 0.00 4.20 $420.00 31.40 34.20 20% -0.95 0 0
0 0 - - 0.00 0.75 $425.00 36.50 39.20 23% -0.95 0 0
0 0 - - 0.00 0.75 $430.00 41.40 44.20 25% -0.96 0 0