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OR 36.11
Expected move by Oct 16 ±$2.90 ±8.0% $33.21 – $39.01 90%: $29.96 – $42.26
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Every quote and Greek, one row per strike.
24 contracts 15 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 3 0.97 166% 17.10 20.60 $17.50 0.00 0.95 - - 0 0
42 10 0.97 138% 14.60 18.10 $20.00 0.00 0.95 152% -0.04 5 17
2 1 0.94 133% 12.70 15.40 $22.50 0.00 1.10 135% -0.06 1 61
25 8 0.95 92% 9.80 12.90 $25.00 0.00 1.10 84% -0.04 11 1,135
120 2 0.88 65% 5.70 7.40 $30.00 0.00 0.30 46% -0.05 10 1,678
295 1 0.64 44% 1.90 2.70 $35.00 0.70 1.10 38% -0.35 280 1,597
1,514 14 0.21 45% 0.40 0.60 $40.00 3.40 5.20 44% -0.79 20 1,097
987 14 0.04 47% 0.05 0.10 $45.00 7.60 9.40 - - 3 141
1,737 2 0.03 65% 0.00 0.05 $50.00 12.10 14.70 - - 3 5
310 1 0.05 90% 0.00 0.95 $55.00 17.10 20.40 - - 0 0
111 5 0.09 127% 0.00 0.95 $60.00 22.10 25.40 - - 6 0
54 1 0.06 131% 0.00 0.95 $65.00 27.10 30.40 - - 0 0