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SYRE 91.99
Expected move by Oct 16 ±$10.24 ±11.1% $81.75 – $102.23 90%: $70.28 – $113.70
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Every quote and Greek, one row per strike.
44 contracts 28 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 94% 35.00 39.50 $55.00 0.00 5.00 118% -0.03 3 0
0 0 0.97 92% 30.10 34.70 $60.00 0.00 5.00 101% -0.04 0 0
0 0 0.97 78% 25.20 29.70 $65.00 0.00 5.00 85% -0.05 3 2
0 0 0.96 61% 20.40 24.40 $70.00 0.00 4.80 116% -0.14 6 161
2 1 0.90 65% 16.00 19.90 $75.00 0.00 4.90 97% -0.17 1 4
0 0 0.83 62% 11.70 15.70 $80.00 0.00 1.85 57% -0.15 0 0
5 8 0.73 57% 8.30 11.10 $85.00 1.80 3.00 56% -0.27 1 27
25 11 0.59 59% 5.20 8.40 $90.00 3.60 5.40 58% -0.41 1 11
11 3 0.45 59% 2.70 6.30 $95.00 5.60 9.50 61% -0.54 1 55
1 2 0.35 64% 2.00 4.60 $100.00 9.80 12.40 64% -0.66 10 10
2 1 0.19 52% 0.55 2.00 $105.00 13.70 16.10 65% -0.76 0 0
3 1 0.17 65% 0.10 2.55 $110.00 17.70 20.60 65% -0.83 0 0
1 0 0.13 70% 0.00 5.00 $115.00 21.10 25.50 57% -0.93 0 0
3 1 0.10 74% 0.00 1.75 $120.00 25.70 30.20 - - 0 0
0 0 0.19 113% 0.00 5.00 $125.00 30.70 35.00 - - 0 0
1 1 0.07 84% 0.00 5.00 $130.00 35.70 40.00 - - 0 0
0 0 0.06 86% 0.00 5.00 $135.00 40.80 45.00 - - 0 0
0 0 0.05 91% 0.00 5.00 $140.00 45.80 50.00 - - 0 0
1 1 0.05 97% 0.00 5.00 $145.00 50.80 55.00 - - 0 0
0 0 0.05 103% 0.00 5.00 $150.00 55.80 60.00 - - 0 0
0 0 0.04 109% 0.00 5.00 $155.00 60.80 65.00 - - 0 0
0 0 0.14 163% 0.00 5.00 $160.00 65.80 70.00 - - 0 0