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RELX 33.39
Expected move by Oct 16 ±$2.51 ±7.5% $30.88 – $35.90 90%: $28.06 – $38.72
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Every quote and Greek, one row per strike.
18 contracts 11 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 153% 14.00 18.20 $17.50 0.00 0.40 179% -0.05 1 43
1 1 0.92 163% 12.30 15.70 $20.00 0.00 20.00 147% -0.06 1,000 1,000
0 2 0.90 134% 9.90 13.10 $22.50 0.00 0.75 119% -0.08 0 0
4 1 0.99 44% 6.90 9.90 $25.00 0.00 0.40 78% -0.06 2 183
34 9 0.83 46% 3.30 4.30 $30.00 0.15 0.30 38% -0.13 3 243
1,763 11 0.32 35% 0.55 0.70 $35.00 2.00 2.30 33% -0.69 3 1,284
756 3 0.07 46% 0.00 0.15 $40.00 5.80 7.30 - - 1 1
509 2 0.06 69% 0.00 0.25 $45.00 10.10 12.80 - - 2 0
29 9 0.12 115% 0.00 0.15 $50.00 14.60 18.60 - - 0 0