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Implied dividend/borrow carry is unavailable or unreliable; valuation uses a zero-carry fallback.
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PESI 17.36
Expected move by Oct 16 ±$2.54 ±14.6% $14.82 – $19.90 90%: $11.98 – $22.74
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Every quote and Greek, one row per strike.
22 contracts 13 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 262% 10.60 14.30 $5.00 0.00 1.10 - - 0 0
0 0 0.99 147% 8.10 11.70 $7.50 0.00 1.35 - - 0 0
0 0 - - 5.60 9.10 $10.00 0.00 0.50 - - 0 0
94 94 0.89 121% 3.50 7.00 $12.50 0.00 0.60 130% -0.13 0 0
538 528 0.74 118% 2.35 4.50 $15.00 0.00 0.65 70% -0.18 1 51
1,505 19 0.52 59% 0.30 1.75 $17.50 0.05 3.50 95% -0.46 0 0
3,526 38 0.28 77% 0.10 1.00 $20.00 1.25 4.50 58% -0.81 0 0
0 2 0.14 83% 0.00 0.60 $22.50 3.90 6.60 72% -0.91 0 0
8 9 0.21 141% 0.00 1.40 $25.00 5.80 9.50 71% -0.98 0 0
0 0 0.22 201% 0.00 1.35 $30.00 11.20 14.50 143% -0.91 0 0
0 0 - - 0.00 1.35 $35.00 15.70 19.50 - - 0 0