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THO 69.80
Expected move by Oct 16 ±$6.92 ±9.9% $62.88 – $76.72 90%: $55.26 – $84.34 Earnings before expiry
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Every quote and Greek, one row per strike.
58 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 122% 28.00 32.10 $40.00 0.00 0.75 119% -0.02 1 2
0 0 0.99 78% 22.90 26.80 $45.00 0.00 0.75 87% -0.02 0 0
0 0 0.96 75% 18.10 21.90 $50.00 0.05 0.10 63% -0.02 120 6
2 2 0.93 66% 14.50 15.90 $55.00 0.25 0.30 61% -0.05 88 27
16 15 0.86 58% 10.00 11.30 $60.00 0.65 0.75 55% -0.13 142 81
13 14 0.71 55% 6.40 7.20 $65.00 1.50 1.85 51% -0.27 197 337
23 104 0.52 51% 3.30 3.90 $70.00 3.50 3.80 49% -0.48 40 388
76 213 0.31 49% 1.60 1.85 $75.00 6.20 7.00 45% -0.71 5 56
34 64 0.16 49% 0.65 0.75 $80.00 10.20 11.70 51% -0.83 1 114
27 22 0.07 48% 0.15 0.35 $85.00 14.70 16.70 58% -0.89 12 15
23 2 0.08 67% 0.00 1.75 $90.00 18.70 22.10 58% -0.95 30 1
3 1 0.08 80% 0.00 1.05 $95.00 23.20 27.20 - - 1 0
20 1 0.06 84% 0.00 1.15 $100.00 28.10 32.20 - - 1 0
49 2 0.07 98% 0.00 6.20 $105.00 33.10 37.20 - - 5 0
19 1 0.05 101% 0.00 6.20 $110.00 38.10 42.20 - - 1 0
8 1 0.05 109% 0.00 0.90 $115.00 43.10 47.20 - - 0 0
14 14 0.04 109% 0.00 0.70 $120.00 48.10 52.20 - - 0 0
2 1 0.05 124% 0.00 0.90 $125.00 53.10 57.20 - - 0 0
0 0 0.03 121% 0.00 6.20 $130.00 58.10 62.20 - - 0 0
20 20 0.03 123% 0.00 20.00 $135.00 63.10 67.20 - - 0 0
0 0 0.05 147% 0.00 0.70 $140.00 68.10 72.20 - - 0 0
0 0 - - 0.00 20.00 $145.00 73.10 77.20 - - 0 0
0 0 - - 0.00 20.00 $150.00 78.10 82.20 - - 0 0
0 0 - - 0.00 0.90 $155.00 83.10 87.20 - - 0 0
1 1 - - 0.00 20.00 $160.00 88.10 92.20 - - 0 0
0 0 - - 0.00 0.90 $165.00 93.10 97.20 - - 0 0
0 0 - - 0.00 20.00 $170.00 98.10 102.20 - - 0 0
0 0 - - 0.00 0.75 $175.00 103.10 107.20 - - 0 0
0 0 - - 0.00 0.75 $180.00 108.10 112.20 - - 0 0