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Implied dividend/borrow carry is unavailable or unreliable; valuation uses a zero-carry fallback.
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SLN 12.25
Expected move by Oct 16 ±$1.43 ±11.7% $10.82 – $13.68 90%: $9.22 – $15.28
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Every quote and Greek, one row per strike.
22 contracts 13 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
33 2 1.00 0% 7.50 12.00 $2.50 0.00 0.75 541% -0.03 1 22
3,020 1 0.96 248% 5.40 9.50 $5.00 0.00 0.75 661% -0.08 1 153
24 2 0.99 79% 2.55 7.00 $7.50 0.00 3.80 209% -0.12 1 17
135 2 0.79 121% 0.85 4.80 $10.00 0.00 0.70 108% -0.19 2 12
210 219 0.50 75% 0.30 1.45 $12.50 0.10 1.30 45% -0.54 502 2,020
7,922 76 0.21 84% 0.25 0.35 $15.00 1.05 3.50 - - 1 22
27 65 0.20 134% 0.00 0.30 $17.50 4.20 6.30 0% -1.00 4 4
6,046 10 0.18 165% 0.00 0.30 $20.00 5.50 10.00 0% -1.00 6 3
279 175 0.16 187% 0.00 5.00 $22.50 8.00 12.50 0% -1.00 0 0
0 0 0.15 208% 0.00 0.75 $25.00 10.50 15.00 0% -1.00 0 0
2 2 0.14 243% 0.00 0.75 $30.00 15.50 20.00 0% -1.00 0 0