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SHAZ 59.90
Expected move by Oct 16 ±$11.96 ±20.0% $47.94 – $71.86 90%: $34.54 – $85.25
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Every quote and Greek, one row per strike.
48 contracts 38 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 35.30 39.50 $22.50 0.00 0.40 225% -0.02 0 0
0 0 1.00 0% 32.80 37.00 $25.00 0.00 1.35 240% -0.04 0 0
8 1 1.00 0% 27.80 32.00 $30.00 0.00 0.50 152% -0.03 1 8
1 1 1.00 80% 23.00 27.00 $35.00 0.00 1.20 120% -0.03 5 449
2 1 - - 18.40 21.10 $40.00 0.30 0.60 108% -0.06 61 2,128
14 2 0.91 91% 14.40 17.00 $45.00 0.65 1.55 106% -0.12 111 497
580 3 0.80 97% 10.60 13.20 $50.00 1.75 2.65 103% -0.21 48 172
199 12 0.68 99% 7.60 9.90 $55.00 3.50 5.20 109% -0.33 11 280
6,896 38 0.55 101% 5.20 7.40 $60.00 6.00 7.80 111% -0.44 1 168
2,204 1,081 0.44 102% 4.00 5.00 $65.00 9.00 11.00 111% -0.55 27 253
6,916 347 0.34 107% 2.90 3.90 $70.00 12.70 14.50 112% -0.65 1 47
1,086 262 0.25 104% 1.85 2.45 $75.00 16.60 18.50 114% -0.73 1 5
159 33 0.18 106% 1.20 1.80 $80.00 21.00 23.20 120% -0.78 100 300
95 60 0.13 105% 0.15 1.80 $85.00 25.50 27.20 118% -0.84 2 284
260 257 0.11 114% 0.35 1.40 $90.00 30.30 32.90 137% -0.83 0 0
38 251 0.09 117% 0.15 1.15 $95.00 35.10 37.90 145% -0.85 0 0
19 3,474 0.08 123% 0.20 1.00 $100.00 39.60 42.00 135% -0.91 1 0
77 15 0.07 130% 0.00 1.10 $105.00 44.10 47.60 146% -0.91 0 0
170 2 0.04 127% 0.00 1.40 $110.00 48.50 52.50 137% -0.94 1 0
11 1 0.05 138% 0.05 0.75 $115.00 53.30 57.40 138% -0.96 0 0
9 1 0.04 135% 0.00 2.45 $120.00 58.20 62.20 130% -0.98 0 0
5 4 0.06 158% 0.00 1.95 $125.00 63.20 67.30 142% -0.97 0 0
1 1 0.05 160% 0.00 0.00 $130.00 68.20 72.20 143% -0.98 0 0
3 3 0.05 165% 0.00 0.75 $135.00 73.10 77.30 149% -0.98 0 0