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SMU 4.99
Expected move by Oct 16 ±$1.61 ±32.3% $3.38 – $6.60 90%: $1.58 – $8.40
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Every quote and Greek, one row per strike.
32 contracts 20 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 4 1.00 282% 3.50 4.50 $1.00 0.00 15.00 - - 0 0
2 4 0.98 205% 2.55 3.50 $2.00 0.00 15.00 - - 29 40
0 0 0.93 154% 1.60 2.55 $3.00 0.00 0.20 190% -0.10 2 30
652 651 0.80 128% 0.85 1.60 $4.00 0.05 0.75 172% -0.24 100 146
31 27 0.59 175% 0.60 1.20 $5.00 0.60 1.15 170% -0.41 15 29
611 3 0.42 165% 0.10 0.95 $6.00 1.20 1.85 166% -0.58 2 27
1 8 0.25 149% 0.10 0.40 $7.00 1.80 2.70 150% -0.75 3 20
6 1 0.27 204% 0.00 0.45 $8.00 2.70 3.60 155% -0.83 1 20
4 4 0.30 258% 0.00 0.60 $9.00 3.60 4.60 162% -0.89 0 0
10 2 0.50 450% 0.00 2.25 $10.00 4.60 5.50 157% -0.94 1 0
19 3 0.15 223% 0.00 15.00 $11.00 5.50 6.50 - - 0 0
6 1 0.25 311% 0.00 15.00 $12.00 6.50 7.50 - - 0 0
0 0 0.26 339% 0.00 15.00 $13.00 7.50 8.50 - - 0 0
0 0 0.25 354% 0.00 15.00 $14.00 8.50 9.50 - - 0 0
0 0 0.25 366% 0.00 15.00 $15.00 9.50 10.50 - - 0 0
0 0 - - 0.00 15.00 $16.00 10.50 11.50 - - 0 0