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TESL 14.33
Expected move by Oct 16 ±$1.11 ±7.7% $13.22 – $15.44 90%: $11.98 – $16.68
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Every quote and Greek, one row per strike.
38 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 7.60 8.90 $6.00 0.00 0.45 - - 0 0
0 1 - - 6.60 7.90 $7.00 0.00 0.45 - - 0 0
0 1 - - 5.60 6.90 $8.00 0.00 0.45 - - 0 0
0 0 - - 4.60 5.90 $9.00 0.00 0.45 - - 0 0
2 2 - - 3.60 4.90 $10.00 0.00 0.45 103% -0.09 0 0
2 1 - - 2.60 3.90 $11.00 0.00 0.50 114% -0.17 0 0
4 3 - - 1.80 2.75 $12.00 0.00 0.55 85% -0.22 0 0
7 4 0.84 50% 0.85 1.90 $13.00 0.00 0.65 72% -0.32 1 0
4 1 0.55 46% 0.25 1.10 $14.00 0.10 1.00 32% -0.51 1 5
1 5 0.34 57% 0.10 0.75 $15.00 0.65 1.70 20% -0.90 0 0
1 2 0.29 82% 0.00 0.60 $16.00 1.50 2.60 2% -0.96 0 0
9 2 0.20 84% 0.00 0.50 $17.00 2.40 3.60 2% -0.96 0 0
19 3 0.29 136% 0.00 0.40 $18.00 3.30 4.60 2% -0.96 0 0
2 1 0.37 202% 0.00 0.40 $19.00 4.30 5.60 2% -0.96 0 0
23 20 0.36 220% 0.00 0.40 $20.00 5.10 6.50 2% -0.96 0 0
7 2 0.34 226% 0.00 0.40 $21.00 6.20 7.50 2% -0.96 0 0
0 0 0.33 242% 0.00 0.40 $22.00 7.20 8.50 2% -0.96 0 0
0 0 0.32 250% 0.00 0.40 $23.00 8.20 9.50 2% -0.96 0 0
0 0 0.32 265% 0.00 0.40 $24.00 9.20 10.50 2% -0.96 0 0