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SNAP 5.70
Expected move by Sep 25 ±$0.30 ±5.3% $5.40 – $6.00 90%: $5.07 – $6.33
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Every quote and Greek, one row per strike.
38 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
418 18 0.99 1262% 5.15 5.30 $0.50 0.00 10.00 - - 3 11
290 12 0.99 889% 4.65 4.80 $1.00 0.00 10.00 - - 0 0
166 3 0.97 907% 4.15 4.45 $1.50 0.00 1.78 - - 0 0
129 3 - - 3.55 3.80 $2.00 0.00 10.00 - - 0 0
153 4 0.94 620% 3.15 3.50 $2.50 0.00 1.12 - - 0 0
106 2 0.92 545% 2.66 3.05 $3.00 0.00 2.13 370% -0.03 1 1
87 11 0.92 385% 2.15 2.46 $3.50 0.00 2.13 - - 1 1
10 2 0.88 334% 1.64 2.05 $4.00 0.00 0.06 189% -0.03 5 26
53 1 - - 1.01 1.32 $4.50 0.00 10.00 157% -0.07 2 335
1,157 143 0.89 108% 0.68 0.80 $5.00 0.00 0.02 85% -0.06 22 6,211
2,729 819 0.73 59% 0.25 0.28 $5.50 0.05 0.07 58% -0.27 2,776 2,550
8,861 11,988 0.24 66% 0.05 0.06 $6.00 0.29 0.38 55% -0.80 155 1,386
8,010 3,531 0.07 82% 0.01 0.02 $6.50 0.70 0.84 - - 24 250
8,474 39 0.06 122% 0.00 0.01 $7.00 1.14 1.57 157% -0.87 22 295
2,694 2 0.07 166% 0.00 10.00 $7.50 1.62 1.88 - - 32 26
4,633 1 0.04 174% 0.00 0.01 $8.00 2.12 2.36 - - 1 19
4 3 0.19 353% 0.00 0.04 $8.50 2.77 2.85 188% -0.97 3 4
36 22 0.05 245% 0.00 0.02 $9.00 3.10 3.40 - - 3 3
0 0 - - 0.00 0.07 $9.50 3.65 4.05 297% -0.93 1 0