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PSIL 24.95
Expected move by Oct 16 ±$1.95 ±7.8% $23.00 – $26.90 90%: $20.82 – $29.08
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Every quote and Greek, one row per strike.
42 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 11.20 14.70 $12.00 0.00 1.65 - - 0 0
0 0 1.00 0% 10.20 13.70 $13.00 0.00 1.65 - - 2 1
0 0 1.00 0% 9.20 12.70 $14.00 0.00 1.65 - - 0 0
0 0 1.00 0% 8.20 11.70 $15.00 0.00 1.65 - - 0 0
0 0 1.00 0% 7.20 10.70 $16.00 0.00 1.70 243% -0.15 0 0
3 5 1.00 0% 6.20 9.70 $17.00 0.00 1.70 217% -0.17 0 0
10 8 1.00 0% 6.60 7.30 $18.00 0.00 1.65 169% -0.17 0 0
6 1 0.89 97% 4.90 7.70 $19.00 0.00 1.70 165% -0.20 0 0
35 1 0.89 76% 3.90 6.50 $20.00 0.00 1.00 201% -0.25 3 16
139 2 0.94 45% 3.60 4.40 $21.00 0.00 1.75 101% -0.22 0 0
221 119 0.89 42% 2.65 3.50 $22.00 0.00 1.80 84% -0.25 0 0
0 0 0.81 37% 0.45 3.90 $23.00 0.00 2.05 61% -0.28 0 0
0 0 0.65 44% 0.05 3.20 $24.00 0.00 2.25 70% -0.38 0 0
14 3 0.50 31% 0.20 1.30 $25.00 0.05 2.75 52% -0.48 1 1
4 1 0.36 41% 0.05 1.20 $26.00 0.05 3.50 43% -0.63 0 0
8 1 0.28 48% 0.00 1.95 $27.00 0.80 4.20 43% -0.74 0 0
0 0 0.37 96% 0.00 0.70 $28.00 1.45 5.10 40% -0.85 0 0
73 72 0.34 104% 0.00 1.70 $29.00 2.55 6.00 48% -0.87 0 0
0 0 0.34 122% 0.00 1.65 $30.00 3.50 7.20 61% -0.86 0 0
0 0 0.32 130% 0.00 1.65 $31.00 4.40 7.90 49% -0.95 1 1
0 0 - - 0.00 1.65 $32.00 5.40 8.90 55% -0.95 0 0