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TDY 609.08
Expected move by Oct 16 ±$30.17 ±5.0% $578.91 – $639.25 90%: $545.11 – $673.05
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Every quote and Greek, one row per strike.
62 contracts 44 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.95 44% 98.00 106.00 $510.00 0.00 10.00 39% -0.03 0 0
0 0 0.94 41% 88.00 96.50 $520.00 0.05 0.85 32% -0.02 0 0
1 1 0.93 38% 78.00 87.00 $530.00 0.00 10.00 31% -0.04 0 0
0 0 0.91 37% 69.00 77.60 $540.00 0.00 10.00 45% -0.13 0 0
0 0 0.88 36% 60.00 68.00 $550.00 1.00 8.50 39% -0.14 1 4
0 0 0.86 31% 51.00 57.30 $560.00 1.50 5.40 31% -0.13 3 2
0 0 0.82 30% 42.00 48.70 $570.00 0.50 10.00 31% -0.19 2 3
0 0 0.76 30% 35.00 40.30 $580.00 2.60 11.20 29% -0.24 3 0
6 6 0.69 29% 27.00 34.00 $590.00 5.00 13.00 28% -0.31 1 3
7 1 0.61 27% 20.00 26.00 $600.00 9.10 15.10 26% -0.39 1 7
2 1 0.52 26% 14.00 20.00 $610.00 12.00 20.60 26% -0.48 1 1
0 0 0.42 25% 9.00 15.40 $620.00 18.80 25.00 26% -0.58 1 1
0 0 0.33 24% 4.00 12.20 $630.00 23.00 30.00 22% -0.70 1 1
1 70 0.24 25% 1.00 10.00 $640.00 31.30 37.00 23% -0.79 1 1
2 1 0.21 28% 0.10 10.00 $650.00 39.00 45.00 21% -0.89 0 0
2 1 0.19 32% 0.10 10.00 $660.00 46.60 56.00 21% -0.94 0 0
0 0 0.12 29% 0.00 3.90 $670.00 56.00 65.00 - - 0 0
0 0 0.07 27% 0.00 5.00 $680.00 65.90 75.50 - - 0 0
0 0 0.05 28% 0.00 10.00 $690.00 76.00 85.50 - - 0 0
0 0 0.04 30% 0.00 10.00 $700.00 85.70 95.40 - - 0 0
0 0 0.05 34% 0.00 10.00 $710.00 95.20 105.00 - - 0 0
4 3 0.04 35% 0.00 10.00 $720.00 105.50 115.50 - - 0 0
0 0 0.04 38% 0.00 10.00 $730.00 115.50 125.50 - - 0 0
0 0 0.03 39% 0.00 10.00 $740.00 125.50 135.50 - - 0 0
0 0 0.03 41% 0.00 10.00 $750.00 135.40 145.40 - - 0 0
0 0 0.03 44% 0.00 10.00 $760.00 145.60 155.00 - - 0 0
0 0 0.03 46% 0.00 10.00 $770.00 155.50 165.50 - - 0 0
0 0 0.03 48% 0.00 10.00 $780.00 165.20 175.00 - - 0 0
0 0 0.03 53% 0.00 10.00 $790.00 175.50 185.00 - - 0 0
0 0 - - 0.00 10.00 $800.00 185.50 195.00 - - 0 0
0 0 - - 0.00 2.25 $810.00 195.50 205.00 - - 0 0