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SLDE 24.22
Expected move by Oct 16 ±$1.95 ±8.1% $22.27 – $26.17 90%: $20.09 – $28.35
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Every quote and Greek, one row per strike.
24 contracts 15 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 0.99 583% 20.40 23.60 $2.50 0.00 0.05 - - 0 0
0 0 0.99 354% 17.90 20.90 $5.00 0.00 0.55 - - 0 0
0 0 0.95 388% 16.00 19.00 $7.50 0.00 2.80 - - 0 0
41 40 0.95 266% 12.90 16.60 $10.00 0.00 2.15 - - 2 402
0 7 0.92 237% 11.00 14.00 $12.50 0.00 3.90 149% -0.03 84 84
2 2 0.89 186% 8.60 11.50 $15.00 0.00 3.90 153% -0.08 6 342
47 40 0.85 145% 6.20 9.00 $17.50 0.00 1.55 127% -0.13 3 62
79 2 0.80 104% 3.80 6.40 $20.00 0.05 0.15 52% -0.07 91 12
131 2 0.70 70% 1.45 4.00 $22.50 0.25 0.60 44% -0.24 33 40
126 2 0.41 41% 0.45 1.00 $25.00 1.15 1.70 40% -0.60 146 68
21 1 0.10 60% 0.00 5.00 $30.00 3.60 7.40 - - 1 0
13 1 0.06 83% 0.00 0.75 $35.00 8.60 12.30 - - 2 0