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PBR 20.66
Expected move by Sep 25 ±$0.62 ±3.0% $20.04 – $21.29 90%: $19.34 – $21.99
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Every quote and Greek, one row per strike.
58 contracts 38 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 31 - - 9.45 9.80 $11.00 0.00 0.22 - - 1 6
4 1 0.99 225% 8.50 8.85 $12.00 0.00 0.08 - - 0 0
4 1 - - 7.45 7.85 $13.00 0.00 0.75 - - 0 0
5 8 0.98 211% 7.05 7.35 $13.50 0.00 1.42 - - 0 0
1 3 0.97 211% 6.55 6.90 $14.00 0.00 1.15 - - 1 1
0 4 0.97 195% 6.10 6.35 $14.50 0.00 0.95 230% -0.06 0 0
0 2 0.97 165% 5.50 5.90 $15.00 0.00 0.75 151% -0.02 16 56
0 1 0.96 163% 5.00 5.45 $15.50 0.00 1.35 158% -0.04 42 40
0 8 0.94 161% 4.55 4.95 $16.00 0.00 0.35 133% -0.03 2 111
1 1 0.95 134% 4.10 4.35 $16.50 0.00 0.03 116% -0.03 2 5
18 15 0.93 129% 3.60 3.90 $17.00 0.00 0.03 103% -0.03 5 1,755
58 1 0.94 106% 3.10 3.35 $17.50 0.00 0.03 92% -0.04 2 714
438 5 0.99 62% 2.54 2.80 $18.00 0.00 0.03 79% -0.05 10 336
447 1 0.93 74% 2.10 2.33 $18.50 0.00 0.03 59% -0.04 3 214
2,332 1 0.96 47% 1.57 1.79 $19.00 0.01 0.04 49% -0.05 31 135
633 10 0.86 51% 1.16 1.32 $19.50 0.03 0.05 41% -0.09 25 320
3,558 15 0.78 41% 0.71 0.84 $20.00 0.10 0.12 40% -0.21 60 397
764 48 0.58 38% 0.40 0.45 $20.50 0.25 0.27 38% -0.42 1,077 407
1,532 705 0.36 40% 0.20 0.22 $21.00 0.48 0.61 39% -0.64 23 764
783 67 0.19 41% 0.08 0.11 $21.50 0.77 1.09 40% -0.82 26 204
978 47 0.10 46% 0.04 0.06 $22.00 1.20 1.52 37% -0.94 15 24
938 23 0.06 51% 0.01 0.05 $22.50 1.35 2.10 - - 0 0
149 186 0.05 59% 0.00 0.03 $23.00 1.85 2.60 - - 0 0
33 1 0.03 66% 0.01 0.03 $23.50 2.10 3.30 - - 2 0
81 1 0.04 80% 0.00 0.04 $24.00 2.60 3.80 - - 2 1
38 3 0.04 102% 0.00 0.04 $25.00 3.50 5.00 - - 2 1
10 10 0.02 106% 0.00 0.04 $26.00 5.10 5.70 128% -0.95 2 0
0 0 - - 0.00 0.44 $27.00 6.00 6.75 133% -0.97 0 0
0 0 - - 0.00 0.22 $30.00 8.15 10.35 - - 0 0