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SCHE 37.53
Expected move by Oct 16 ±$1.27 ±3.4% $36.26 – $38.80 90%: $34.84 – $40.22
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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
0 0 - - 10.10 12.70 $26.00 0.00 1.30 - - 2 2
0 0 - - 9.20 11.80 $27.00 0.00 1.30 - - 0 0
0 0 - - 8.20 10.80 $28.00 0.00 1.30 - - 0 0
0 0 - - 7.20 9.80 $29.00 0.00 1.30 - - 0 0
0 0 - - 6.20 8.80 $30.00 0.00 1.30 - - 0 0
0 0 - - 5.20 7.80 $31.00 0.00 1.30 - - 0 0
0 0 - - 4.20 6.80 $32.00 0.00 1.30 - - 1 2
0 0 - - 3.20 5.80 $33.00 0.00 1.30 94% -0.26 0 0
0 0 0.97 20% 2.35 4.80 $34.00 0.00 1.35 75% -0.27 0 0
6 4 0.92 19% 1.35 3.90 $35.00 0.05 0.20 23% -0.11 1 8
11 6 0.84 17% 0.45 2.95 $36.00 0.00 1.50 44% -0.33 1 3
2 1 0.61 23% 0.25 2.15 $37.00 0.00 1.65 32% -0.41 1 1
27 21 0.36 12% 0.05 0.50 $38.00 0.05 2.20 22% -0.57 4 4
2 1 0.40 46% 0.00 0.50 $39.00 0.45 2.90 19% -0.78 0 0
60 40 0.27 36% 0.00 1.30 $40.00 1.45 3.90 25% -0.82 0 0
0 0 - - 0.00 1.30 $41.00 2.35 4.90 29% -0.87 0 0
0 0 - - 0.00 1.30 $42.00 3.30 5.90 33% -0.90 0 0
1 1 - - 0.00 1.30 $43.00 4.30 6.90 38% -0.91 0 0
0 0 0.14 53% 0.00 0.05 $44.00 5.30 7.90 43% -0.92 0 0