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PPC 29.43
Expected move by Oct 16 ±$2.17 ±7.4% $27.26 – $31.60 90%: $24.82 – $34.04
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Every quote and Greek, one row per strike.
44 contracts 27 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 82% 7.80 11.30 $20.00 0.00 1.75 - - 0 0
0 0 0.97 72% 6.80 10.30 $21.00 0.00 1.75 - - 0 0
0 0 1.00 0% 5.60 9.30 $22.00 0.00 1.95 - - 0 0
0 0 1.00 0% 4.60 8.30 $23.00 0.00 0.35 - - 0 0
0 0 0.94 53% 3.80 7.40 $24.00 0.00 1.75 - - 0 0
0 0 0.89 56% 3.90 5.60 $25.00 0.00 0.25 - - 0 0
0 0 - - 1.70 4.60 $26.00 0.00 2.20 55% -0.17 0 0
0 0 0.82 38% 1.40 4.20 $27.00 0.00 0.30 47% -0.22 1 2
20 20 0.74 33% 0.05 3.80 $28.00 0.10 0.70 32% -0.25 12 19
0 1 0.60 33% 0.95 1.60 $29.00 0.35 1.90 44% -0.42 2 17
4 44 0.46 40% 0.55 1.50 $30.00 1.00 3.30 60% -0.51 9 5
10 1 0.32 37% 0.25 0.90 $31.00 1.00 3.00 34% -0.70 0 0
3 1 0.23 40% 0.05 0.75 $32.00 1.90 3.50 30% -0.85 0 0
0 0 0.21 49% 0.00 0.50 $33.00 1.60 5.40 - - 0 0
1 1 0.19 56% 0.00 0.90 $34.00 2.75 6.30 - - 0 0
4 4 0.17 64% 0.00 0.60 $35.00 3.40 7.30 - - 0 0
0 0 0.16 71% 0.00 2.20 $36.00 4.70 8.30 - - 0 0
0 0 0.15 77% 0.00 1.75 $37.00 5.70 9.30 - - 0 0
0 0 0.14 82% 0.00 2.15 $38.00 6.70 9.90 - - 0 0
1 1 0.14 88% 0.00 1.75 $39.00 7.70 11.20 - - 0 0
0 0 - - 0.00 2.15 $40.00 8.70 12.20 - - 0 0
0 0 - - 0.00 1.75 $45.00 13.70 17.20 - - 0 0