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RLAY 18.19
Expected move by Oct 16 ±$2.13 ±11.7% $16.06 – $20.32 90%: $13.68 – $22.70
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Every quote and Greek, one row per strike.
34 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.90 151% 4.80 8.50 $12.00 0.00 15.00 234% -0.16 0 0
0 0 0.88 128% 3.80 7.50 $13.00 0.00 0.40 128% -0.12 0 0
0 0 0.82 135% 2.90 7.00 $14.00 0.00 0.30 210% -0.23 0 0
0 0 0.79 111% 1.90 6.00 $15.00 0.00 0.75 115% -0.21 0 0
0 0 0.71 125% 2.10 4.90 $16.00 0.00 4.10 174% -0.30 36 0
0 0 0.65 112% 0.50 5.00 $17.00 0.50 1.00 70% -0.32 565 2
0 0 0.56 68% 0.00 2.70 $18.00 0.70 4.90 156% -0.41 17 0
9 400 0.44 64% 0.80 1.00 $19.00 0.75 2.15 53% -0.59 8 15
24 45 0.32 63% 0.45 0.70 $20.00 1.75 3.10 68% -0.67 48 50
41 2 0.25 72% 0.05 0.90 $21.00 0.50 5.00 - - 14 1
24 4 0.19 74% 0.00 0.70 $22.00 1.50 5.90 - - 46 6
0 0 0.21 94% 0.00 0.70 $23.00 2.50 6.50 - - 0 0
0 270 0.15 90% 0.00 0.50 $24.00 3.50 7.50 - - 0 0
0 0 0.17 111% 0.00 3.10 $25.00 4.50 8.50 - - 0 0
0 0 0.16 119% 0.00 2.20 $26.00 5.50 9.50 - - 0 0
0 0 0.15 127% 0.00 2.90 $27.00 6.50 10.50 - - 0 0
4 2 0.33 224% 0.00 2.80 $28.00 7.50 11.50 - - 0 0