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OMDA 20.64
Expected move by Oct 16 ±$2.24 ±10.9% $18.40 – $22.88 90%: $15.89 – $25.39
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Every quote and Greek, one row per strike.
22 contracts 15 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 450% 16.60 19.90 $2.50 0.00 0.05 - - 0 0
0 0 - - 13.70 17.20 $5.00 0.00 1.25 - - 0 0
0 0 - - 11.50 14.70 $7.50 0.00 3.90 - - 0 0
0 0 - - 9.00 12.20 $10.00 0.00 0.75 313% -0.10 50 55
6 1 0.97 111% 6.90 9.60 $12.50 0.00 1.25 171% -0.09 3 46
18 4 - - 4.40 6.10 $15.00 0.00 1.95 85% -0.06 1 14
13 2 0.82 79% 2.20 5.10 $17.50 0.10 0.50 66% -0.15 2 62
73 4 0.62 58% 0.45 2.80 $20.00 0.40 1.30 54% -0.38 26 57
344 4 0.29 51% 0.25 0.70 $22.50 1.45 3.20 53% -0.71 1 110
909 16 0.11 55% 0.10 0.20 $25.00 3.70 6.10 87% -0.77 2 69
192 2 0.14 115% 0.00 0.10 $30.00 7.90 11.10 96% -0.92 0 0