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SBSW 11.34
Expected move by Oct 16 ±$1.09 ±9.6% $10.25 – $12.43 90%: $9.03 – $13.65
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Every quote and Greek, one row per strike.
44 contracts 29 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
312 1,800 0.95 232% 5.30 7.70 $5.00 0.00 0.75 221% -0.04 60 81
21 1,200 0.96 154% 4.10 6.70 $6.00 0.00 1.00 163% -0.04 1 122
155 7 - - 3.10 4.80 $7.00 0.00 0.40 129% -0.05 1 661
65 9 - - 2.65 3.30 $8.00 0.00 0.10 98% -0.07 59 5,044
557 3,600 - - 1.90 2.70 $9.00 0.05 0.15 71% -0.09 12 1,829
264 135 0.80 64% 1.10 2.00 $10.00 0.15 0.25 59% -0.19 91 7,516
2,178 148 0.61 49% 0.65 0.85 $11.00 0.30 0.60 51% -0.39 181 7,339
7,639 929 0.35 50% 0.30 0.35 $12.00 1.10 1.30 67% -0.60 18 3,031
4,930 714 0.18 54% 0.10 0.20 $13.00 1.65 2.40 76% -0.72 4 1,774
3,075 31 0.10 59% 0.05 0.10 $14.00 2.40 3.40 81% -0.81 10 349
1,829 63 0.13 86% 0.05 0.25 $15.00 2.40 4.70 - - 2 82
710 24 0.07 85% 0.00 0.10 $16.00 3.40 5.70 - - 600 53
1,278 34 0.08 102% 0.00 0.25 $17.00 4.30 6.70 - - 1 70
807 2 0.07 112% 0.00 0.75 $18.00 5.40 7.70 - - 5 8
28 1 0.07 121% 0.00 0.75 $19.00 6.30 8.70 - - 1 0
1,049 4 0.07 130% 0.00 0.10 $20.00 7.30 9.70 - - 5 0
222 4 0.07 145% 0.00 0.75 $21.00 8.30 11.00 - - 1 0
423 4 0.16 200% 0.00 0.75 $22.00 9.60 11.70 - - 0 0
35 4 0.16 216% 0.00 0.75 $23.00 10.30 12.70 - - 0 0
41 4 0.08 179% 0.00 0.25 $24.00 11.30 13.70 - - 0 0
305 2 0.13 214% 0.00 1.10 $25.00 12.30 14.70 - - 0 0
119 4 0.07 216% 0.00 1.10 $30.00 17.10 20.00 - - 10 0