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RRC 37.82
Expected move by Oct 16 ±$2.38 ±6.3% $35.44 – $40.20 90%: $32.78 – $42.86
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Every quote and Greek, one row per strike.
38 contracts 30 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 44% 5.30 6.70 $32.00 0.00 0.60 - - 1 1
0 0 1.00 0% 4.30 5.40 $33.00 0.00 0.45 45% -0.11 1 0
0 0 0.90 34% 3.50 4.60 $34.00 0.05 0.45 38% -0.13 0 0
0 0 0.88 27% 2.70 3.40 $35.00 0.20 0.35 31% -0.16 11 2
0 0 0.72 36% 1.95 3.10 $36.00 0.25 0.75 31% -0.25 7 16
1 100 0.64 29% 1.35 1.95 $37.00 0.70 1.00 32% -0.37 16 13
1 136 0.50 34% 1.10 1.50 $38.00 1.05 1.60 32% -0.50 6 14
0 3,156 0.38 31% 0.60 0.95 $39.00 1.75 2.20 34% -0.62 1 35
48 304 0.29 35% 0.45 0.75 $40.00 2.40 3.20 37% -0.70 8 22
23 1 0.20 34% 0.15 0.60 $41.00 3.20 4.10 40% -0.76 16 26
252 64 0.14 36% 0.15 0.35 $42.00 4.00 5.00 41% -0.83 1 25
259 1 0.10 37% 0.10 0.25 $43.00 4.90 6.00 45% -0.86 0 0
124 1 0.10 43% 0.05 0.35 $44.00 5.90 7.00 50% -0.87 0 0
255 73 0.05 39% 0.00 0.10 $45.00 6.80 8.10 54% -0.88 0 0
183 3 0.07 49% 0.00 0.50 $46.00 7.70 9.20 59% -0.88 0 0
31 2 0.10 61% 0.00 20.00 $47.00 8.20 10.20 44% -0.98 0 0
15 7 0.10 65% 0.00 5.00 $48.00 9.20 11.10 - - 0 0
0 0 0.09 70% 0.00 20.00 $49.00 10.20 12.10 - - 0 0
1 1 0.05 62% 0.00 0.15 $50.00 11.20 13.10 - - 0 0