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SAIC 133.35
Expected move by Oct 16 ±$7.81 ±5.9% $125.54 – $141.16 90%: $116.78 – $149.92
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Every quote and Greek, one row per strike.
46 contracts 27 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 107% 61.40 65.60 $70.00 0.00 2.15 - - 0 0
0 0 0.99 95% 56.60 60.40 $75.00 0.00 2.20 - - 0 0
0 0 1.00 0% 51.40 55.40 $80.00 0.00 1.75 - - 0 0
0 0 0.99 72% 46.40 50.60 $85.00 0.00 2.15 98% -0.03 0 0
0 0 0.98 72% 41.50 45.70 $90.00 0.00 1.95 89% -0.03 0 0
0 0 0.99 52% 36.50 40.50 $95.00 0.00 1.75 77% -0.04 0 0
0 0 0.97 62% 32.00 35.50 $100.00 0.00 1.75 67% -0.04 3 10
0 0 0.99 41% 26.60 30.50 $105.00 0.00 1.95 52% -0.03 2 9
10 20 0.96 43% 21.90 25.60 $110.00 0.00 1.80 43% -0.04 2 8
0 0 0.92 43% 17.70 20.60 $115.00 0.00 2.40 49% -0.11 10 18
8 8 0.86 39% 13.00 16.10 $120.00 0.00 2.20 37% -0.12 4 9
9 6 0.78 35% 8.60 11.80 $125.00 1.20 1.90 34% -0.22 10 33
69 1 0.64 31% 4.50 8.20 $130.00 2.40 3.50 33% -0.36 4 206
16 10 0.46 30% 2.25 4.90 $135.00 3.70 6.40 30% -0.54 30 30
4 1 0.30 32% 0.45 3.70 $140.00 7.60 10.20 35% -0.68 0 0
2 3 0.15 30% 0.00 1.75 $145.00 10.60 14.70 34% -0.82 0 0
37 15 0.10 34% 0.00 1.05 $150.00 15.30 18.60 32% -0.92 0 0
0 0 0.08 40% 0.00 1.80 $155.00 19.80 23.90 37% -0.94 0 0
1 1 0.06 44% 0.00 1.75 $160.00 25.10 28.90 46% -0.93 0 0
0 0 0.06 50% 0.00 1.75 $165.00 29.90 33.90 49% -0.95 0 0
0 0 0.05 55% 0.00 1.75 $170.00 34.90 38.80 53% -0.96 0 0
0 0 0.05 60% 0.00 1.75 $175.00 39.90 43.60 55% -0.97 0 0
0 0 0.09 80% 0.00 1.75 $180.00 44.60 48.90 59% -0.98 0 0