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RCAT 6.98
Expected move by Sep 25 ±$0.44 ±6.3% $6.54 – $7.42 90%: $6.05 – $7.91
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Every quote and Greek, one row per strike.
56 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
5 4 - - 3.70 4.15 $3.00 0.00 0.21 - - 0 0
9 8 - - 3.20 3.65 $3.50 0.00 0.51 - - 0 0
5 6 - - 2.74 3.20 $4.00 0.00 0.31 - - 0 0
4 4 0.96 255% 1.98 3.05 $4.50 0.00 0.31 - - 0 0
11 2 0.91 258% 1.63 2.51 $5.00 0.00 5.00 273% -0.10 4 2
2 3 - - 1.27 1.65 $5.50 0.00 5.00 213% -0.12 21 23
23 28 0.93 100% 0.68 1.33 $6.00 0.00 0.02 90% -0.05 144 330
88 75 0.81 82% 0.43 0.67 $6.50 0.07 0.11 93% -0.22 228 2,892
2,596 1,012 0.50 79% 0.20 0.25 $7.00 0.23 0.28 83% -0.49 304 644
716 1,783 0.21 78% 0.05 0.08 $7.50 0.50 0.78 102% -0.73 153 804
661 528 0.08 90% 0.01 0.04 $8.00 1.04 1.17 128% -0.82 72 709
878 169 0.05 107% 0.01 0.02 $8.50 1.51 1.64 144% -0.89 9 243
1,400 43 0.04 132% 0.00 0.01 $9.00 1.91 2.25 177% -0.90 5 274
800 33 0.04 162% 0.00 0.01 $9.50 2.55 2.94 297% -0.79 5 43
490 18 0.04 185% 0.00 0.02 $10.00 2.89 3.30 241% -0.90 22 157
191 15 0.03 192% 0.00 0.02 $10.50 3.30 3.75 171% -0.99 16 59
993 6 0.08 280% 0.00 0.01 $11.00 3.55 4.55 240% -0.95 1 41
113 16 0.05 262% 0.00 0.08 $11.50 4.20 4.85 202% -0.99 2 6
130 1 0.03 253% 0.00 5.00 $12.00 4.80 5.55 381% -0.87 3 2
219 1 0.03 268% 0.00 0.31 $12.50 5.15 6.00 321% -0.94 3 6
190 5 0.03 283% 0.00 2.72 $13.00 5.85 6.50 421% -0.88 19 2
0 1 - - 0.00 5.00 $13.50 6.15 6.85 - - 2 0
124 9 0.02 301% 0.00 2.77 $14.00 6.80 7.20 - - 19 9
99 2 0.05 396% 0.00 0.10 $15.00 7.75 8.15 - - 1 9
307 9 0.02 361% 0.00 0.01 $16.00 8.70 9.20 - - 3 2
3 2 0.03 401% 0.00 0.26 $17.00 9.80 10.15 - - 2 3
32 1 0.11 590% 0.00 0.25 $18.00 10.65 11.40 354% -0.99 8 0
20 1 0.10 594% 0.00 0.06 $19.00 11.85 12.35 522% -0.94 5 0