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PARR 83.92
Expected move by Oct 16 ±$10.46 ±12.5% $73.46 – $94.38 90%: $61.73 – $106.11
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Every quote and Greek, one row per strike.
42 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
3 5 - - 57.60 61.80 $22.50 0.00 1.15 281% -0.01 2 2
6 1 - - 55.30 59.00 $25.00 0.00 1.15 259% -0.02 5 13
9 1 - - 50.40 53.90 $30.00 0.00 1.95 203% -0.01 1 68
67 9 - - 45.30 49.10 $35.00 0.00 0.95 172% -0.01 1 75
97 1 - - 40.40 43.60 $40.00 0.00 1.75 163% -0.02 2 277
120 1 - - 35.90 38.30 $45.00 0.00 0.75 121% -0.02 3 55
3,405 371 - - 31.50 33.00 $50.00 0.00 0.65 137% -0.05 9 136
42 1 - - 25.80 28.30 $55.00 0.00 0.30 87% -0.02 3 27
75 2 - - 20.90 23.20 $60.00 0.30 0.35 79% -0.04 6 40
145 10 - - 16.90 18.80 $65.00 0.35 0.85 73% -0.08 2 164
128 1 - - 13.20 13.90 $70.00 1.05 1.45 71% -0.14 15 181
971 30 0.93 31% 8.60 10.10 $75.00 1.95 2.70 69% -0.23 24 104
287 23 0.68 47% 6.00 6.80 $80.00 3.70 4.90 71% -0.36 42 107
146 48 0.50 56% 3.80 5.20 $85.00 6.60 7.50 75% -0.48 2 40
228 64 0.36 58% 2.40 3.30 $90.00 9.80 11.60 82% -0.59 1 1
859 31 0.24 59% 1.45 1.95 $95.00 14.00 15.80 89% -0.66 0 0
813 6 0.16 62% 0.70 1.45 $100.00 17.40 19.60 86% -0.75 0 0
31 40 0.11 64% 0.40 1.00 $105.00 21.90 25.10 98% -0.77 0 0
6 6 0.09 71% 0.10 1.05 $110.00 27.30 29.40 107% -0.79 0 0
0 3 0.06 73% 0.05 0.75 $115.00 31.30 34.60 112% -0.83 0 0
2 2 0.06 80% 0.00 0.75 $120.00 36.90 39.80 129% -0.82 0 0