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OLLI 79.71
Expected move by Oct 16 ±$7.16 ±9.0% $72.55 – $86.87 90%: $64.53 – $94.89
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Every quote and Greek, one row per strike.
52 contracts 35 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 150% 38.20 42.10 $40.00 0.00 4.20 156% -0.03 2 3
0 0 1.00 0% 32.70 36.90 $45.00 0.00 0.90 132% -0.03 3 5
1 3 0.96 108% 28.10 32.30 $50.00 0.00 0.40 87% -0.01 10 254
51 50 1.00 0% 22.80 26.90 $55.00 0.00 0.75 74% -0.02 1 132
31 1 - - 17.90 20.90 $60.00 0.10 0.35 65% -0.04 3 320
28 3 - - 13.10 16.20 $65.00 0.10 0.65 56% -0.07 38 175
197 6 0.86 50% 9.90 11.50 $70.00 0.55 0.85 48% -0.13 22 1,868
192 3 0.72 46% 5.30 8.10 $75.00 1.00 2.05 42% -0.27 23 116
786 17 0.52 47% 3.50 4.30 $80.00 3.60 4.40 47% -0.48 1 389
411 40 0.32 44% 1.40 2.20 $85.00 5.50 8.50 45% -0.68 16 143
180 36 0.18 46% 0.05 1.70 $90.00 9.10 12.80 45% -0.84 2 71
134 11 0.13 55% 0.30 1.10 $95.00 13.80 17.70 53% -0.89 1 0
59 1 0.10 62% 0.05 1.05 $100.00 18.70 21.90 44% -0.99 2 0
66 1 0.05 61% 0.00 2.80 $105.00 23.30 27.40 58% -0.97 1 0
114 1 0.09 84% 0.00 0.95 $110.00 28.30 32.40 65% -0.98 1 0
118 1 0.07 87% 0.00 4.20 $115.00 33.30 37.40 72% -0.98 1 0
1,714 5 0.04 86% 0.00 0.95 $120.00 37.90 42.40 - - 6 0
38 5 0.04 95% 0.00 0.95 $125.00 43.10 46.90 - - 5 0
27 2 0.03 92% 0.00 4.10 $130.00 47.90 52.40 - - 0 0
1 1 0.08 127% 0.00 0.95 $135.00 52.90 57.40 - - 0 0
22 22 0.08 135% 0.00 4.10 $140.00 57.90 62.40 - - 0 0
20 20 0.03 114% 0.00 1.75 $145.00 62.90 67.40 - - 0 0
0 0 0.03 123% 0.00 4.20 $150.00 68.10 71.90 - - 0 0
0 0 0.02 113% 0.00 1.95 $155.00 72.90 77.10 - - 0 0
3 1 0.04 139% 0.00 4.20 $160.00 77.90 82.10 - - 0 0
0 0 0.04 144% 0.00 0.95 $165.00 83.10 87.40 - - 0 0