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SSG 10.77
Expected move by Oct 16 ±$1.25 ±11.6% $9.52 – $12.02 90%: $8.13 – $13.41
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Every quote and Greek, one row per strike.
72 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 587% 9.20 10.50 $1.00 0.00 0.05 - - 0 0
0 0 0.98 405% 8.20 9.50 $2.00 0.00 0.60 - - 0 0
0 0 0.98 309% 7.20 8.50 $3.00 0.00 0.60 - - 0 0
0 0 0.97 244% 6.20 7.50 $4.00 0.00 0.60 - - 0 0
0 0 0.96 195% 5.20 6.50 $5.00 0.00 0.60 - - 0 0
0 0 - - 4.20 5.30 $6.00 0.00 0.60 - - 0 0
0 0 0.94 119% 3.20 4.50 $7.00 0.00 0.00 - - 0 0
0 0 0.90 100% 2.30 3.50 $8.00 0.00 0.60 - - 0 0
0 0 0.93 50% 1.30 2.30 $9.00 0.00 0.50 241% -0.27 5 5
5 2 0.88 26% 0.25 1.35 $10.00 0.00 0.85 104% -0.34 3 3
1 2 0.47 59% 0.05 1.05 $11.00 0.35 1.30 60% -0.53 5 6
6 3 0.37 92% 0.00 0.85 $12.00 1.05 2.45 84% -0.65 10 15
80 10 0.36 134% 0.00 0.60 $13.00 1.95 3.30 95% -0.74 1 1
67 10 0.26 125% 0.00 0.65 $14.00 2.95 4.30 113% -0.77 4 4
4 1 0.16 115% 0.00 0.60 $15.00 3.90 5.30 127% -0.79 5 5
1 1 0.40 261% 0.00 0.60 $16.00 4.90 6.30 143% -0.81 2 1
6 5 0.36 255% 0.00 0.55 $17.00 5.90 7.30 157% -0.82 1 1
52 50 0.32 252% 0.00 0.55 $18.00 6.80 8.20 152% -0.86 0 0
201 147 0.17 185% 0.00 0.55 $19.00 7.80 9.20 163% -0.86 0 0
1 1 0.31 277% 0.00 0.55 $20.00 8.80 10.20 174% -0.87 0 0
0 0 0.34 313% 0.00 0.55 $21.00 9.80 11.20 184% -0.87 0 0
0 0 0.32 310% 0.00 0.55 $22.00 10.80 12.20 193% -0.88 0 0
17 17 0.29 304% 0.00 0.55 $23.00 11.80 13.20 202% -0.88 0 0
0 0 0.38 384% 0.00 0.55 $24.00 12.80 14.20 211% -0.88 0 0
50 10 0.35 374% 0.00 0.55 $25.00 13.80 15.20 219% -0.89 0 0
0 0 - - 0.00 0.55 $26.00 14.80 16.20 225% -0.89 0 0
0 0 - - 0.00 0.55 $27.00 15.80 17.20 231% -0.89 0 0
0 0 - - 0.00 0.55 $28.00 16.80 18.20 237% -0.89 0 0
0 0 - - 0.00 0.55 $29.00 17.80 19.20 243% -0.89 0 0
0 0 - - 0.00 0.55 $30.00 18.80 20.20 249% -0.89 0 0
0 0 - - 0.00 0.55 $31.00 19.80 21.20 254% -0.89 0 0
0 0 - - 0.00 0.55 $32.00 20.80 22.20 260% -0.90 0 0
0 0 - - 0.00 0.55 $33.00 21.80 23.20 265% -0.90 0 0
0 0 - - 0.00 0.55 $34.00 22.80 24.20 270% -0.90 2 0
0 0 - - 0.00 0.55 $35.00 23.80 25.20 275% -0.90 2 1
1 1 - - 0.00 0.55 $36.00 24.80 26.20 279% -0.90 0 0