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SPYG 124.08
Expected move by Oct 16 ±$4.30 ±3.5% $119.78 – $128.38 90%: $114.96 – $133.20
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Every quote and Greek, one row per strike.
60 contracts 48 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 18.00 19.90 $105.00 0.00 0.20 - - 0 0
1 1 - - 16.20 17.80 $107.00 0.00 0.20 42% -0.08 1 17
0 0 - - 15.10 16.90 $108.00 0.00 3.90 35% -0.05 6 2
2 1 1.00 0% 14.20 16.00 $109.00 0.05 0.70 35% -0.07 38 11
4 4 - - 13.10 15.00 $110.00 0.00 0.35 34% -0.08 4 3
0 0 - - 12.30 13.80 $111.00 0.00 3.90 32% -0.08 1 8
0 0 0.97 21% 11.20 13.60 $112.00 0.00 3.90 30% -0.09 1 9
3 1 1.00 0% 10.20 12.10 $113.00 0.00 3.90 28% -0.09 2 5
4 2 1.00 0% 9.30 11.00 $114.00 0.10 0.70 26% -0.10 5 18
2 2 0.90 24% 9.30 10.10 $115.00 0.05 0.40 21% -0.07 42 30
1 1 0.88 23% 7.90 9.70 $116.00 0.10 0.50 20% -0.09 43 86
2 2 0.86 22% 7.60 8.20 $117.00 0.20 0.50 20% -0.11 60 17
3 2 0.84 21% 6.60 7.30 $118.00 0.25 0.60 19% -0.14 43 33
11 8 0.84 17% 5.30 6.40 $119.00 0.50 0.90 20% -0.19 49 45
9 2 0.74 22% 4.40 6.70 $120.00 0.50 0.95 18% -0.22 68 28
38 30 0.74 17% 3.60 4.90 $121.00 0.75 1.05 17% -0.26 12 20
26 21 0.66 19% 3.10 4.50 $122.00 0.55 1.55 16% -0.32 12 15
30 38 0.61 16% 2.35 3.30 $123.00 1.40 1.65 16% -0.40 19 2
14 14 0.53 20% 2.25 3.40 $124.00 1.80 2.05 16% -0.47 17 0
487 101 0.47 19% 1.75 2.70 $125.00 2.20 2.55 15% -0.55 2 2
8 32 0.36 13% 0.50 1.60 $126.00 2.75 3.20 15% -0.63 1 0
12 16 0.30 14% 0.60 1.15 $127.00 3.30 4.80 19% -0.67 0 0
5 1 0.23 15% 0.45 0.85 $128.00 4.00 5.60 19% -0.72 0 0
2 2 0.18 15% 0.30 0.65 $129.00 4.80 6.50 20% -0.76 0 0
15 199 0.11 14% 0.10 0.40 $130.00 5.50 7.30 19% -0.81 0 0
1 1 0.17 20% 0.00 0.40 $131.00 6.20 8.00 17% -0.89 0 0
0 0 0.20 26% 0.00 3.90 $132.00 7.20 9.40 22% -0.86 0 0
0 0 - - 0.00 3.90 $133.00 7.50 10.40 17% -0.96 0 0
0 0 - - 0.00 3.90 $134.00 8.80 11.40 22% -0.91 0 0
0 0 - - 0.00 3.90 $135.00 10.50 12.40 30% -0.86 1 1