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SRE 81.21
Expected move by Oct 16 ±$3.53 ±4.3% $77.68 – $84.74 90%: $73.72 – $88.70
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Every quote and Greek, one row per strike.
38 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 86% 29.10 33.40 $50.00 0.00 0.75 114% -0.04 0 0
0 0 0.99 70% 24.10 28.40 $55.00 0.00 0.75 96% -0.05 1 3
0 0 0.99 55% 19.10 23.40 $60.00 0.00 0.75 70% -0.04 2 2
2 2 0.95 55% 14.70 18.20 $65.00 0.00 2.60 50% -0.04 1 13
2 2 0.98 29% 9.10 13.40 $70.00 0.00 0.75 47% -0.10 3 15
19 5 0.93 22% 5.70 7.00 $75.00 0.25 0.40 26% -0.11 54 208
67 1 0.62 20% 2.15 2.50 $80.00 1.50 1.65 25% -0.40 7 2,445
1,112 101 0.22 21% 0.50 0.60 $85.00 4.40 5.10 27% -0.72 7 204
1,125 1 0.08 27% 0.05 0.35 $90.00 8.30 10.40 36% -0.85 1 72
273 2 0.05 36% 0.00 0.35 $95.00 12.30 15.70 38% -0.94 11 49
131 2 0.06 50% 0.00 0.90 $100.00 17.30 21.50 60% -0.89 5 6
440 2 0.05 57% 0.00 2.60 $105.00 22.40 26.40 71% -0.90 0 0
22 1 0.07 75% 0.00 2.60 $110.00 27.50 31.40 82% -0.91 0 0
1 1 0.07 82% 0.00 2.60 $115.00 32.50 36.40 91% -0.91 0 0
1 1 0.06 90% 0.00 2.25 $120.00 37.40 41.40 97% -0.92 0 0
1 1 0.05 93% 0.00 2.60 $125.00 42.40 46.40 104% -0.93 0 0
0 0 0.05 101% 0.00 2.60 $130.00 47.40 51.40 111% -0.93 0 0
3 3 - - 0.00 2.60 $135.00 52.40 56.40 118% -0.93 0 0
1 1 - - 0.00 2.15 $140.00 57.40 61.40 125% -0.93 0 0