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SLVP 38.07
Expected move by Oct 16 ±$3.35 ±8.8% $34.72 – $41.42 90%: $30.96 – $45.18
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Every quote and Greek, one row per strike.
54 contracts 36 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 97% 16.00 18.20 $21.00 0.00 1.15 - - 0 0
0 0 0.99 89% 15.00 17.20 $22.00 0.00 1.15 - - 0 0
0 0 0.99 81% 14.00 16.20 $23.00 0.00 1.15 - - 0 0
0 4 0.99 73% 13.00 15.20 $24.00 0.00 4.20 - - 0 0
0 0 0.99 66% 12.00 14.20 $25.00 0.00 1.15 - - 1 1
0 0 0.96 55% 7.10 9.30 $30.00 0.00 4.80 - - 0 0
0 0 0.97 43% 6.10 8.20 $31.00 0.00 5.00 - - 0 0
0 0 0.93 47% 5.20 7.30 $32.00 0.00 5.00 - - 0 0
0 0 0.90 46% 4.30 6.40 $33.00 0.00 2.90 60% -0.16 1 1
10 10 0.87 41% 3.30 5.50 $34.00 0.00 5.00 62% -0.21 1 1
15 5 0.78 45% 2.70 4.70 $35.00 0.00 4.80 62% -0.27 0 0
1 0 0.71 44% 1.95 4.00 $36.00 0.00 3.10 43% -0.29 1 1
0 0 0.62 46% 1.40 3.50 $37.00 0.25 2.40 46% -0.38 15 15
8 2 0.53 47% 0.85 2.95 $38.00 0.75 2.85 47% -0.47 5 6
18 6 0.45 46% 0.45 2.50 $39.00 1.35 3.50 48% -0.55 1 5
13 7 0.38 49% 0.25 2.15 $40.00 2.00 4.20 50% -0.62 1 1
2 2 0.28 44% 0.10 1.35 $41.00 2.80 4.80 49% -0.69 1 1
31 8 0.23 47% 0.45 0.75 $42.00 3.50 5.50 47% -0.77 8 8
1 1 0.19 48% 0.30 0.65 $43.00 4.30 6.30 46% -0.83 0 0
0 1 0.15 51% 0.25 0.50 $44.00 5.20 7.20 48% -0.87 0 0
14 1 0.14 55% 0.00 3.10 $45.00 6.10 8.10 47% -0.90 1 1
13 5 0.19 73% 0.05 1.35 $46.00 7.10 9.30 57% -0.88 0 0
1 1 0.19 81% 0.00 4.50 $47.00 8.10 10.20 59% -0.90 0 0
17 1 0.15 79% 0.00 4.40 $48.00 9.00 11.20 61% -0.92 8 8
0 0 - - 0.00 1.25 $50.00 10.90 13.10 60% -0.96 2 1
0 0 - - 0.00 1.20 $55.00 15.90 18.10 77% -0.97 0 0
0 0 - - 0.00 1.15 $60.00 20.90 23.10 91% -0.97 0 0