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PGY 20.90
Expected move by Oct 16 ±$2.45 ±11.7% $18.45 – $23.35 90%: $15.71 – $26.09
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Every quote and Greek, one row per strike.
38 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 5 0.96 131% 8.10 10.00 $12.00 0.00 0.25 - - 1 41
0 0 0.91 165% 7.00 9.80 $13.00 0.00 0.95 - - 0 0
0 0 0.95 99% 6.00 8.10 $14.00 0.00 0.95 96% -0.04 4 28
103 103 0.94 92% 5.20 7.00 $15.00 0.00 0.60 83% -0.05 14 31
8 16 0.91 83% 3.70 6.60 $16.00 0.05 0.15 70% -0.06 179 230
3 4 0.87 78% 2.90 5.60 $17.00 0.10 0.20 62% -0.09 132 377
287 271 0.81 77% 2.50 4.40 $18.00 0.20 0.40 62% -0.15 23 161
34 1 0.73 72% 1.75 3.60 $19.00 0.40 0.65 60% -0.24 1,070 439
1,806 41 0.63 75% 1.65 2.60 $20.00 0.70 1.00 59% -0.35 84 749
155 57 0.52 56% 0.90 1.50 $21.00 1.20 1.80 68% -0.47 43 1,288
295 107 0.42 64% 0.80 1.15 $22.00 1.20 2.40 54% -0.61 1 436
218 227 0.30 59% 0.55 0.60 $23.00 2.05 3.80 74% -0.65 11 67
303 55 0.21 59% 0.30 0.45 $24.00 2.50 4.40 61% -0.78 156 155
450 109 0.15 62% 0.20 0.30 $25.00 3.30 5.30 61% -0.86 24 24
271 34 0.10 61% 0.10 0.20 $26.00 3.60 6.60 - - 2 110
150 257 0.08 66% 0.05 0.20 $27.00 5.40 6.90 61% -0.95 2 2
492 4 0.07 73% 0.00 0.60 $28.00 5.30 8.50 - - 0 0
18 1 0.08 82% 0.00 0.05 $29.00 7.20 10.00 118% -0.82 2 1
17 1 0.08 92% 0.00 0.10 $30.00 7.20 11.00 - - 0 0