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ORKA 93.38
Expected move by Oct 16 ±$18.26 ±19.6% $75.12 – $111.64 90%: $54.67 – $132.09
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Every quote and Greek, one row per strike.
46 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 120% 36.50 41.40 $55.00 0.00 4.90 134% -0.04 0 0
0 0 0.95 117% 32.00 36.50 $60.00 0.00 4.90 116% -0.05 0 0
0 0 0.91 117% 27.50 32.30 $65.00 0.00 4.90 110% -0.08 0 0
0 0 0.88 108% 23.00 27.80 $70.00 0.10 4.90 120% -0.14 50 58
0 0 0.81 115% 19.50 24.30 $75.00 1.00 5.40 113% -0.18 1 5
5 5 0.75 112% 16.00 20.80 $80.00 2.50 6.50 108% -0.24 2 3
16 1 0.68 111% 12.90 17.50 $85.00 4.50 7.60 105% -0.31 1 2
9 3 0.61 102% 10.00 13.40 $90.00 7.00 9.40 103% -0.39 12 42
33 13 0.53 102% 7.50 11.20 $95.00 9.00 12.60 102% -0.47 12 69
11 1 0.45 100% 5.50 9.00 $100.00 12.00 15.90 103% -0.54 10 6
3 7 0.39 103% 4.00 7.90 $105.00 15.80 20.00 110% -0.60 2 2
54 52 0.29 93% 2.50 5.00 $110.00 20.00 23.10 108% -0.67 3 5
0 0 0.28 110% 1.65 6.50 $115.00 23.00 27.50 107% -0.73 0 0
11 1 0.21 101% 1.10 4.20 $120.00 27.10 31.90 107% -0.77 0 0
12 1 0.20 112% 0.50 4.90 $125.00 31.50 36.20 109% -0.81 2 2
3 1 0.18 118% 0.10 4.90 $130.00 36.00 40.50 108% -0.85 0 0
0 0 0.17 128% 0.10 4.90 $135.00 40.50 45.30 109% -0.88 0 0
1 1 0.10 110% 0.00 4.90 $140.00 45.10 50.00 109% -0.90 0 0
2 1 0.09 113% 0.00 4.90 $145.00 50.00 54.50 108% -0.93 0 0
0 0 0.07 111% 0.00 4.90 $150.00 54.60 59.50 107% -0.94 0 0
0 0 0.06 112% 0.00 4.90 $155.00 59.60 64.50 113% -0.95 0 0
0 0 0.14 161% 0.00 4.90 $160.00 64.50 69.40 116% -0.96 0 0
1 1 0.06 128% 0.00 5.00 $165.00 69.50 74.30 119% -0.96 0 0