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PSNY 7.81
Expected move by Oct 16 ±$1.34 ±17.2% $6.47 – $9.15 90%: $4.98 – $10.64
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Every quote and Greek, one row per strike.
60 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 575% 6.00 7.90 $1.00 0.00 1.05 - - 0 0
0 0 0.97 376% 4.50 7.40 $2.00 0.00 1.05 - - 0 0
0 0 0.97 242% 4.30 5.50 $3.00 0.00 1.05 - - 0 0
8 4 0.93 207% 2.55 5.40 $4.00 0.00 2.15 - - 0 0
0 0 0.89 170% 1.50 4.60 $5.00 0.00 5.40 217% -0.14 10 10
0 0 0.84 122% 0.65 3.50 $6.00 0.00 1.00 155% -0.19 8 8
19 1 0.72 95% 0.65 1.80 $7.00 0.00 1.00 100% -0.29 1 19
29 4 0.51 85% 0.45 0.80 $8.00 0.65 1.05 92% -0.49 1 107
59 12 0.32 91% 0.25 0.45 $9.00 0.30 2.95 105% -0.64 1 4
108 3 0.24 109% 0.00 0.35 $10.00 1.10 2.80 - - 1 31
0 0 0.13 103% 0.05 0.20 $11.00 2.70 4.10 125% -0.81 1 2
0 0 0.24 175% 0.00 0.20 $12.00 3.60 5.00 122% -0.88 8 8
9 8 0.23 194% 0.00 2.60 $13.00 4.60 7.20 240% -0.69 1 6
1 1 0.22 211% 0.00 1.00 $14.00 5.50 8.30 257% -0.70 1 1
2 1 0.13 181% 0.00 2.55 $15.00 6.50 9.20 265% -0.72 6 13
2 1 0.20 239% 0.00 0.30 $16.00 6.70 10.20 212% -0.85 2 9
41 3 0.20 250% 0.00 2.55 $17.00 7.70 11.20 224% -0.85 2 4
11 8 0.25 300% 0.00 2.55 $18.00 8.70 12.30 245% -0.84 0 0
1 1 0.19 271% 0.00 2.55 $19.00 9.70 13.20 246% -0.86 0 0
2 1 0.34 388% 0.00 2.55 $20.00 10.70 14.20 256% -0.86 0 0
2 1 0.18 289% 0.00 2.55 $21.00 11.80 14.60 175% -0.98 0 0
33 1 0.07 227% 0.00 1.00 $22.00 12.70 16.20 275% -0.87 0 0
0 0 0.17 306% 0.00 1.10 $23.00 13.50 17.30 270% -0.89 1 1
1 1 0.17 314% 0.00 2.55 $24.00 14.50 18.30 277% -0.89 1 1
4 4 0.18 330% 0.00 2.55 $25.00 15.50 19.30 283% -0.89 1 1
5 4 0.18 337% 0.00 2.55 $26.00 16.50 20.30 290% -0.89 1 5
2 1 0.18 344% 0.00 2.55 $27.00 17.90 20.30 - - 4 6
1 1 0.16 343% 0.00 2.55 $28.00 18.90 22.30 348% -0.83 1 8
6 1 0.16 356% 0.00 2.55 $30.00 20.60 24.10 300% -0.91 1 10
4 1 0.16 387% 0.00 2.55 $35.00 25.50 28.80 - - 0 0