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PTRN 20.24
Expected move by Oct 16 ±$2.70 ±13.3% $17.54 – $22.94 90%: $14.53 – $25.95
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Every quote and Greek, one row per strike.
14 contracts 9 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.92 150% 6.60 9.60 $12.50 0.00 1.80 - - 0 0
0 0 - - 4.30 5.70 $15.00 0.00 0.25 87% -0.08 0 0
2 1 0.82 70% 2.10 4.30 $17.50 0.00 0.55 63% -0.17 8 6
4 15 0.57 71% 1.00 2.30 $20.00 0.75 1.90 70% -0.43 8 9
8 21 0.27 58% 0.20 0.75 $22.50 2.50 5.20 117% -0.58 1 13
6 5 0.19 82% 0.00 1.70 $25.00 4.70 6.30 105% -0.74 1 1
2 2 0.14 120% 0.00 1.75 $30.00 9.30 11.90 155% -0.78 0 0