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ORBX 43.81
Expected move by Oct 16 ±$4.35 ±9.9% $39.46 – $48.16 90%: $34.59 – $53.03
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Every quote and Greek, one row per strike.
48 contracts 34 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 7.30 9.80 $35.00 0.00 1.25 76% -0.10 1 1
0 0 - - 5.30 8.20 $37.00 0.00 2.20 82% -0.18 1 1
0 0 - - 4.20 7.00 $38.00 0.05 2.40 80% -0.21 0 0
0 0 - - 3.40 6.20 $39.00 0.05 2.45 71% -0.23 0 0
0 0 0.85 36% 3.30 5.20 $40.00 0.30 2.90 72% -0.28 4 4
0 0 0.77 38% 2.20 4.90 $41.00 0.60 2.10 57% -0.30 0 0
0 0 0.67 46% 2.10 4.20 $42.00 0.80 3.80 70% -0.37 5 5
0 0 0.59 48% 1.35 4.00 $43.00 1.35 2.80 55% -0.41 1 1
0 0 0.52 43% 0.90 3.00 $44.00 2.10 3.60 61% -0.47 1 1
3 1 0.47 58% 0.70 3.70 $45.00 1.95 4.40 55% -0.54 7 7
0 0 0.35 40% 0.15 1.90 $46.00 2.90 5.10 60% -0.59 0 0
0 0 0.33 50% 0.10 2.20 $47.00 3.60 6.20 66% -0.62 0 0
0 0 0.23 43% 0.00 2.00 $48.00 4.30 6.80 64% -0.67 0 0
0 0 0.17 42% 0.00 2.00 $49.00 5.10 6.90 57% -0.75 0 0
0 0 0.17 48% 0.00 1.45 $50.00 5.80 8.10 60% -0.78 0 0
3 2 0.17 55% 0.00 1.10 $51.00 6.40 9.30 62% -0.80 0 0
0 0 0.14 56% 0.00 1.45 $52.00 7.60 9.90 64% -0.83 0 0
0 0 0.13 59% 0.00 1.45 $53.00 8.60 11.20 73% -0.82 0 0
0 0 0.14 68% 0.00 0.95 $54.00 9.40 12.20 75% -0.84 0 0
0 0 0.16 78% 0.00 0.75 $55.00 9.60 13.20 62% -0.91 0 0
0 0 0.12 73% 0.00 0.95 $56.00 11.30 14.20 81% -0.86 0 0
0 0 0.11 75% 0.00 0.95 $57.00 12.40 15.20 87% -0.85 0 0
0 0 - - 0.00 0.95 $60.00 15.70 18.20 104% -0.85 0 0
0 0 - - 0.00 0.55 $65.00 20.50 22.40 97% -0.93 0 0