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SCHB 29.86
Expected move by Oct 16 ±$0.86 ±2.9% $29.00 – $30.71 90%: $28.04 – $31.68
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Every quote and Greek, one row per strike.
38 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
8 11 - - 10.90 12.40 $18.00 0.00 0.25 - - 2 13
0 0 - - 9.90 11.40 $19.00 0.00 0.25 - - 4 4
1 1 - - 8.90 10.40 $20.00 0.00 0.25 - - 0 0
0 0 - - 7.90 9.40 $21.00 0.00 4.20 84% -0.04 10 10
946 3 - - 6.90 8.40 $22.00 0.00 0.40 - - 1 3
1 4 - - 5.90 7.40 $23.00 0.00 0.40 - - 0 0
5 6 - - 4.90 6.30 $24.00 0.00 0.40 60% -0.07 2 115
19 6 - - 4.40 5.00 $25.00 0.00 4.20 112% -0.22 1 21
315 1 1.00 0% 3.60 4.20 $26.00 0.00 0.05 36% -0.06 17 252
26 10 0.95 25% 2.60 3.30 $27.00 0.00 0.20 39% -0.15 1 15
87 4 0.85 25% 1.60 2.55 $28.00 0.00 0.10 23% -0.13 1 3
210 1 0.89 10% 0.15 1.75 $29.00 0.05 0.30 16% -0.23 3 44
633 34 0.46 11% 0.10 0.50 $30.00 0.05 1.25 19% -0.52 1 33
16 2 0.28 22% 0.00 4.20 $31.00 0.65 2.10 22% -0.73 1 1
6 1 0.15 25% 0.00 15.00 $32.00 1.65 3.20 33% -0.78 0 0
0 0 - - 0.00 4.20 $33.00 2.65 4.20 41% -0.81 0 0
0 0 - - 0.00 0.40 $34.00 3.60 5.20 47% -0.84 0 0
0 0 - - 0.00 0.40 $35.00 4.60 6.20 54% -0.86 0 0
0 0 - - 0.00 0.40 $36.00 5.60 7.20 60% -0.87 0 0