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SPXU 33.59
Expected move by Oct 16 ±$2.49 ±7.4% $31.10 – $36.08 90%: $28.31 – $38.87
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Every quote and Greek, one row per strike.
46 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.97 74% 9.40 9.90 $24.00 0.00 1.35 - - 0 0
4 1 0.97 66% 8.40 8.90 $25.00 0.00 15.00 - - 0 0
0 0 0.99 49% 7.30 7.90 $26.00 0.00 1.35 - - 0 0
0 0 0.98 43% 6.10 7.10 $27.00 0.00 0.05 - - 0 0
1 2 - - 5.00 5.90 $28.00 0.00 15.00 - - 0 0
0 0 - - 4.20 4.90 $29.00 0.00 0.10 - - 0 0
7 5 - - 3.20 3.90 $30.00 0.05 0.15 31% -0.08 1 45
5 30 - - 2.20 2.90 $31.00 0.00 0.40 30% -0.14 1 11
5 4 0.80 23% 1.60 2.00 $32.00 0.60 0.65 36% -0.29 48 417
865 1 0.60 32% 1.30 1.50 $33.00 1.00 1.15 38% -0.41 9 1,670
93 115 0.46 33% 0.90 1.05 $34.00 1.50 2.05 43% -0.52 27 39
6,607 124 0.34 35% 0.60 0.75 $35.00 2.05 2.70 43% -0.62 31 149
1,111 77 0.26 38% 0.40 0.60 $36.00 2.90 3.70 50% -0.68 2 136
99 6 0.20 42% 0.35 0.45 $37.00 3.80 4.80 58% -0.71 4 59
105 45 0.17 47% 0.30 0.40 $38.00 4.70 5.60 61% -0.76 3 82
54 31 0.14 51% 0.25 0.35 $39.00 5.50 6.70 65% -0.78 12 478
61 37 0.11 51% 0.20 0.25 $40.00 6.80 7.50 74% -0.79 2 6
75 46 0.08 52% 0.05 0.25 $41.00 7.70 8.60 80% -0.80 2 9
19 18 0.08 59% 0.10 0.25 $42.00 8.60 9.70 86% -0.81 10 10
10 8 0.11 72% 0.00 0.40 $43.00 9.60 10.10 78% -0.87 6 7
736 25 0.09 73% 0.00 0.30 $44.00 10.20 11.20 74% -0.90 31 31
44 3 0.06 69% 0.05 0.25 $45.00 11.50 12.30 90% -0.87 3 3
156 28 0.04 85% 0.05 0.20 $50.00 16.60 17.60 123% -0.86 0 0