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SOLZ 11.76
Expected move by Oct 16 ±$1.45 ±12.3% $10.31 – $13.21 90%: $8.69 – $14.83
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Every quote and Greek, one row per strike.
42 contracts 26 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.99 513% 9.60 12.00 $1.00 0.00 2.60 - - 0 0
0 4 0.99 359% 8.60 11.00 $2.00 0.00 0.95 - - 0 0
1 2 0.99 276% 7.60 10.00 $3.00 0.00 0.70 - - 0 0
1 1 0.99 220% 6.60 9.00 $4.00 0.00 1.00 - - 0 0
6 1 0.98 178% 5.60 8.00 $5.00 0.00 2.60 266% -0.06 4 4
69 5 0.98 142% 4.60 7.00 $6.00 0.00 0.70 246% -0.08 1 26
54 2 - - 3.40 6.00 $7.00 0.00 0.25 167% -0.08 3 758
404 6 - - 3.40 3.90 $8.00 0.00 0.70 112% -0.07 1 917
1,154 6 0.98 49% 2.55 3.00 $9.00 0.00 2.60 130% -0.17 1 327
820 59 0.83 73% 1.90 2.10 $10.00 0.00 2.70 69% -0.16 368 870
404 114 0.79 34% 0.50 1.30 $11.00 0.10 0.60 56% -0.30 10 85
3,749 162 0.49 63% 0.60 0.75 $12.00 0.80 1.05 65% -0.51 6 63
154 70 0.30 63% 0.30 0.40 $13.00 1.55 1.75 70% -0.67 73 0
100 48 0.20 70% 0.20 0.25 $14.00 1.20 2.85 - - 0 0
477 101 0.12 73% 0.05 0.20 $15.00 2.70 3.90 64% -0.92 1 0
0 1 0.14 98% 0.00 0.35 $16.00 3.00 5.50 60% -0.98 1 0
7 4 - - 0.00 0.75 $17.00 4.80 6.00 107% -0.88 0 0
5 5 0.12 122% 0.00 0.75 $18.00 5.00 7.50 79% -0.98 0 0
0 0 - - 0.00 0.75 $19.00 6.00 8.50 88% -0.98 0 0
0 0 - - 0.00 5.00 $20.00 7.00 9.50 96% -0.98 0 0
0 0 - - 0.00 5.00 $21.00 8.60 10.30 158% -0.89 0 0