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SSO 71.61
Expected move by Sep 25 ±$1.18 ±1.6% $70.43 – $72.79 90%: $69.09 – $74.13
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Every quote and Greek, one row per strike.
78 contracts 47 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 - - 31.00 31.90 $40.00 0.00 1.90 - - 1 1
0 0 - - 25.10 26.90 $45.00 0.00 2.10 - - 1 1
0 0 - - 19.70 23.50 $50.00 0.00 2.15 - - 0 0
1 2 - - 14.70 16.90 $55.00 0.00 1.05 138% -0.03 1 1
0 0 - - 12.40 14.20 $58.00 0.00 1.05 - - 0 0
0 0 - - 10.70 12.90 $59.00 0.00 1.75 116% -0.05 0 0
1 2 - - 9.70 11.90 $60.00 0.00 0.10 112% -0.06 1 1
0 0 - - 8.70 11.00 $61.00 0.00 1.75 118% -0.09 0 0
0 0 - - 7.70 10.00 $62.00 0.00 1.75 103% -0.08 2 2
10 30 - - 7.40 9.40 $63.00 0.00 1.15 145% -0.18 1 2
0 0 - - 5.70 8.00 $64.00 0.00 0.50 68% -0.05 2 7
0 0 - - 5.20 7.90 $64.50 0.00 1.75 135% -0.21 1 1
1 1 - - 4.70 6.90 $65.00 0.00 0.25 67% -0.08 1 40
0 0 - - 4.70 6.40 $65.50 0.00 2.60 73% -0.11 2 12
0 0 - - 4.40 5.90 $66.00 0.00 1.75 118% -0.24 1 4
3 2 - - 3.60 5.40 $66.50 0.00 0.10 47% -0.06 1 2
11 8 - - 3.00 5.00 $67.00 0.05 0.15 43% -0.07 2 26
0 0 - - 2.80 4.40 $67.50 0.00 0.15 39% -0.07 4 19
12 1 - - 2.20 3.90 $68.00 0.00 0.15 35% -0.08 1 51
11 3 - - 2.70 3.40 $68.50 0.05 0.15 31% -0.09 31 24
29 5 0.97 18% 2.35 2.95 $69.00 0.00 0.25 31% -0.12 47 52
56 11 0.90 23% 1.80 2.65 $69.50 0.10 0.30 29% -0.16 12 52
164 14 0.82 24% 1.30 2.35 $70.00 0.00 0.50 26% -0.20 17 41
27 70 0.74 24% 1.10 1.75 $70.50 0.05 0.90 31% -0.31 4 20
15 51 0.66 22% 0.55 1.50 $71.00 0.05 0.80 23% -0.35 32 3
5 29 0.54 21% 0.60 0.80 $71.50 0.05 1.15 22% -0.46 1 5
32 25 0.41 20% 0.40 0.50 $72.00 0.05 2.65 38% -0.54 1 1
8 18 0.27 18% 0.05 0.40 $72.50 0.75 3.10 47% -0.59 3 3
27 13 0.21 22% 0.00 0.50 $73.00 1.30 3.20 48% -0.64 0 0
13 1 0.27 38% 0.00 1.50 $73.50 1.85 3.60 52% -0.67 0 0
45 36 0.27 47% 0.00 0.20 $74.00 2.30 3.80 51% -0.72 1 0
4 1 0.21 44% 0.00 0.15 $74.50 2.80 5.00 69% -0.69 0 0
2 6 0.20 50% 0.00 0.15 $75.00 3.10 4.80 57% -0.77 0 0
7 3 0.19 54% 0.00 1.95 $75.50 3.20 5.30 52% -0.82 0 0
4 5 0.12 46% 0.00 1.95 $76.00 3.70 6.40 71% -0.77 1 0
2 12 0.17 62% 0.00 1.75 $76.50 4.70 6.90 86% -0.75 0 0
0 0 0.16 66% 0.00 1.75 $77.00 5.00 7.40 86% -0.77 0 0
0 0 0.18 78% 0.00 1.75 $77.50 5.80 7.90 97% -0.76 0 0
0 0 0.13 88% 0.00 1.75 $80.00 7.90 9.60 86% -0.88 0 0