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SHLS 7.84
Expected move by Oct 16 ±$1.25 ±16.0% $6.59 – $9.09 90%: $5.20 – $10.47
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Every quote and Greek, one row per strike.
48 contracts 28 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
7 2 - - 6.10 7.20 $1.00 0.00 2.60 - - 0 0
2 6 - - 5.10 6.10 $2.00 0.00 2.60 - - 0 0
0 0 - - 4.10 5.10 $3.00 0.00 5.00 266% -0.04 1 3
2 2 - - 3.10 4.10 $4.00 0.00 5.00 226% -0.07 1 35
1 1 - - 2.20 3.10 $5.00 0.00 5.00 124% -0.06 6 264
83 3 1.00 0% 1.50 2.20 $6.00 0.00 0.15 90% -0.10 5 86
249 5 0.74 81% 1.00 1.30 $7.00 0.20 0.30 74% -0.25 30 236
354 71 0.51 81% 0.50 0.70 $8.00 0.65 0.90 84% -0.49 2 179
1,291 119 0.29 80% 0.25 0.30 $9.00 1.15 1.55 70% -0.75 3 223
9,217 45 0.15 83% 0.10 0.15 $10.00 2.15 2.55 96% -0.80 2 285
832 13 0.11 96% 0.00 0.15 $11.00 3.10 3.50 109% -0.85 1 38
538 3 0.12 120% 0.00 0.30 $12.00 4.00 4.80 149% -0.82 1 37
599 11 0.13 147% 0.00 15.00 $13.00 4.90 5.90 165% -0.83 34 34
64 1 0.08 142% 0.00 15.00 $14.00 5.90 6.90 180% -0.84 22 17
338 50 0.09 163% 0.00 1.00 $15.00 6.90 7.90 193% -0.85 0 0
142 50 0.09 173% 0.00 0.95 $16.00 7.90 8.90 206% -0.86 0 0
78 7 0.10 192% 0.00 15.00 $17.00 8.90 9.90 218% -0.86 0 0
59 1 0.08 193% 0.00 15.00 $18.00 9.90 10.90 230% -0.86 0 0
1 1 0.12 232% 0.00 1.00 $19.00 10.90 11.90 240% -0.87 0 0
35 19 0.12 241% 0.00 15.00 $20.00 11.90 12.90 250% -0.87 0 0
57 4 0.12 257% 0.00 0.75 $21.00 12.90 13.90 260% -0.87 0 0
1 1 0.12 264% 0.00 0.75 $22.00 13.90 14.90 269% -0.88 0 0
8 4 0.13 278% 0.00 0.75 $23.00 14.90 15.90 277% -0.88 0 0
2 2 0.13 284% 0.00 0.75 $24.00 15.90 16.90 283% -0.88 0 0