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OPRA 18.13
Expected move by Oct 16 ±$1.09 ±6.0% $17.04 – $19.22 90%: $15.82 – $20.44
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Every quote and Greek, one row per strike.
54 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 565 0.97 410% 12.70 16.10 $4.00 0.00 1.75 - - 0 0
0 320 0.97 364% 11.80 15.10 $5.00 0.00 1.75 - - 0 0
0 21 0.95 349% 11.00 14.20 $6.00 0.00 1.75 - - 12 12
0 0 0.94 306% 10.10 13.10 $7.00 0.00 1.75 209% -0.02 180 180
0 0 0.95 240% 8.80 12.10 $8.00 0.00 1.75 - - 0 0
27 113 0.94 211% 7.80 11.10 $9.00 0.00 1.75 - - 0 0
0 0 0.93 184% 7.50 9.40 $10.00 0.00 0.75 203% -0.08 1 1
0 0 0.98 96% 5.90 8.40 $11.00 0.00 1.75 131% -0.05 20 27
0 0 - - 4.90 7.20 $12.00 0.00 1.75 115% -0.06 1 4
2 1 0.91 105% 4.60 6.10 $13.00 0.00 0.75 127% -0.12 1 32
9 1 0.85 111% 3.70 5.50 $14.00 0.05 0.25 76% -0.08 10 47
17 1 0.93 51% 2.50 3.90 $15.00 0.00 1.75 61% -0.10 41 47
78 2 0.83 54% 1.05 3.70 $16.00 0.05 0.20 43% -0.12 1 65
89 20 0.70 55% 0.35 3.00 $17.00 0.20 0.30 36% -0.23 149 2,982
37 1 0.55 31% 0.35 0.95 $18.00 0.45 0.65 32% -0.45 41 2,997
3,070 60 0.33 36% 0.30 0.40 $19.00 0.05 2.15 29% -0.72 3 58
1,299 62 0.17 37% 0.10 0.20 $20.00 0.70 2.65 - - 2 40
3,025 41 0.12 46% 0.00 0.20 $21.00 2.30 4.30 70% -0.76 1 14
200 22 0.07 50% 0.00 1.75 $22.00 3.30 4.90 67% -0.85 2 5
108 2 0.11 70% 0.00 1.75 $23.00 4.30 6.30 93% -0.80 0 0
60 5 0.15 95% 0.00 1.75 $24.00 4.70 7.00 - - 0 0
168 5 0.08 81% 0.00 1.75 $25.00 5.70 8.20 74% -0.94 0 0
31 30 0.16 121% 0.00 0.75 $26.00 6.70 9.20 81% -0.94 0 0
355 2 0.12 113% 0.00 1.75 $27.00 7.50 10.20 - - 0 0
2 1 0.15 135% 0.00 1.75 $28.00 8.50 11.20 - - 0 0
0 0 0.14 142% 0.00 1.95 $29.00 9.50 12.20 - - 0 0
0 0 0.14 149% 0.00 1.75 $30.00 10.70 13.40 124% -0.92 0 0