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OMC 75.59
Expected move by Oct 16 ±$4.67 ±6.2% $70.92 – $80.26 90%: $65.70 – $85.48
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Every quote and Greek, one row per strike.
56 contracts 36 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 33 0.96 151% 34.00 38.00 $40.00 0.00 2.60 146% -0.03 1 2
0 0 0.96 142% 31.60 35.50 $42.50 0.00 2.60 134% -0.03 1 2
0 0 0.97 117% 29.10 32.60 $45.00 0.00 2.60 123% -0.04 1 2
0 0 0.95 119% 26.60 30.50 $47.50 0.00 0.95 112% -0.04 7 35
0 0 0.95 108% 24.10 28.00 $50.00 0.00 2.60 100% -0.04 1 8
0 0 0.94 87% 19.10 23.00 $55.00 0.00 2.60 71% -0.04 1 34
0 0 0.92 69% 14.20 18.00 $60.00 0.00 0.75 48% -0.03 5 17
0 2 0.89 66% 12.60 15.00 $62.50 0.00 2.65 43% -0.04 26 141
0 5 0.86 57% 10.20 12.60 $65.00 0.00 0.30 44% -0.09 1 198
0 1 0.86 43% 8.10 9.30 $67.50 0.25 0.45 35% -0.10 21 59
0 4 0.78 40% 5.80 7.30 $70.00 0.45 0.75 32% -0.17 39 80
30 9 0.66 45% 4.10 6.20 $72.50 1.05 1.45 32% -0.30 16 111
65 4 0.55 35% 2.70 3.40 $75.00 1.95 2.25 30% -0.45 5 117
20 10 0.41 35% 1.65 2.25 $77.50 3.10 3.60 28% -0.62 9 139
155 35 0.27 33% 0.90 1.15 $80.00 4.10 5.80 24% -0.81 5 241
118 21 0.15 32% 0.40 0.55 $82.50 5.60 7.90 - - 2 91
189 57 0.06 29% 0.05 0.25 $85.00 8.10 10.30 - - 3 38
708 15 0.10 42% 0.00 0.25 $87.50 10.20 13.60 - - 90 101
612 8 0.04 38% 0.00 0.35 $90.00 12.90 15.60 - - 1 0
427 2 0.05 45% 0.00 0.75 $92.50 15.70 18.20 32% -0.99 0 0
29 1 0.05 52% 0.00 0.75 $95.00 17.80 20.70 - - 1 7
0 0 0.08 66% 0.00 0.95 $97.50 20.40 23.70 52% -0.97 0 0
119 7 0.07 70% 0.00 20.00 $100.00 22.50 26.20 - - 0 0
1 1 0.06 78% 0.00 5.00 $105.00 27.80 31.20 60% -0.98 0 0
2 1 0.06 87% 0.00 0.95 $110.00 32.30 36.20 - - 0 0
1 1 0.06 95% 0.00 2.15 $115.00 37.50 41.20 - - 0 0
1 1 - - 0.00 0.95 $120.00 42.30 46.20 - - 0 0
0 0 - - 0.00 1.55 $125.00 47.80 51.20 89% -0.98 0 0