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PANG 34.12
Expected move by Oct 16 ±$6.39 ±18.7% $27.73 – $40.51 90%: $20.58 – $47.66
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Every quote and Greek, one row per strike.
50 contracts 49 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 12.90 15.00 $20.00 0.00 0.45 124% -0.03 1 21
3 5 0.95 90% 9.30 11.30 $24.00 0.05 0.45 95% -0.06 30 10
16 1 - - 8.30 9.90 $25.00 0.15 0.75 101% -0.09 20 8
0 2 0.90 87% 7.50 9.50 $26.00 0.60 0.70 102% -0.12 43 9
7 3 0.87 89% 6.70 8.70 $27.00 0.60 1.05 100% -0.15 25 14
5 7 0.83 88% 6.30 7.50 $28.00 0.65 1.30 97% -0.18 118 4
5 1 0.78 94% 5.80 6.80 $29.00 1.10 1.50 98% -0.22 19 5
9 1 0.75 84% 4.60 6.10 $30.00 1.45 1.90 99% -0.27 6 15
0 0 0.70 93% 4.00 5.90 $31.00 1.60 2.65 103% -0.31 0 0
10 10 0.65 92% 3.80 4.90 $32.00 2.10 3.10 103% -0.35 1 11
3 1 0.60 91% 3.20 4.40 $33.00 2.60 3.60 103% -0.40 1 3
1 1 0.55 93% 2.70 4.00 $34.00 3.10 4.30 107% -0.44 1 2
9 1 0.51 95% 2.45 3.60 $35.00 3.60 4.70 102% -0.48 1 9
4 1 0.46 95% 1.95 3.30 $36.00 4.10 5.30 100% -0.53 5 2
0 2 0.42 96% 1.85 2.75 $37.00 4.90 6.10 105% -0.56 0 0
6 4 0.38 95% 1.40 2.55 $38.00 5.60 6.80 106% -0.60 3 3
0 0 0.33 91% 1.10 2.05 $39.00 6.20 7.70 106% -0.63 1 1
17 16 0.31 96% 1.00 2.00 $40.00 6.60 8.40 100% -0.68 1 1
0 1 0.27 95% 0.70 1.75 $41.00 7.90 9.20 109% -0.69 0 0
1 1 0.23 93% 0.50 1.55 $42.00 8.70 10.20 113% -0.71 0 0
0 0 0.21 93% 0.35 1.40 $43.00 9.60 11.00 115% -0.73 0 0
0 0 0.20 101% 0.55 1.30 $44.00 9.90 11.90 105% -0.78 0 0
1 1 0.17 99% 0.25 1.20 $45.00 10.80 12.60 103% -0.81 0 0
10 10 0.13 91% 0.05 0.90 $46.00 12.10 14.70 134% -0.75 0 0
0 1 0.10 102% 0.15 0.60 $50.00 15.90 17.40 125% -0.84 0 0