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TSLP 15.37
Expected move by Oct 16 ±$1.22 ±7.9% $14.15 – $16.59 90%: $12.78 – $17.96
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Every quote and Greek, one row per strike.
32 contracts 17 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 3.70 4.90 $11.00 0.00 0.35 - - 0 0
0 0 - - 2.70 3.90 $12.00 0.00 0.40 150% -0.21 0 0
0 0 - - 1.70 2.85 $13.00 0.00 0.45 76% -0.20 0 0
0 1 0.85 42% 0.95 1.90 $14.00 0.00 0.55 51% -0.26 0 0
1 1 0.58 41% 0.30 1.15 $15.00 0.25 1.00 42% -0.45 1 1
15 2 0.34 45% 0.00 0.60 $16.00 0.80 1.70 43% -0.67 0 0
0 0 0.38 106% 0.00 0.45 $17.00 1.65 2.60 50% -0.79 0 0
0 0 0.32 112% 0.00 0.35 $18.00 2.55 3.70 63% -0.82 0 0
0 5 0.23 103% 0.00 0.35 $19.00 3.50 4.70 74% -0.85 1 1
0 0 0.18 104% 0.00 0.15 $20.00 4.70 5.30 70% -0.91 1 1
0 0 0.27 159% 0.00 0.35 $21.00 5.50 6.70 95% -0.87 0 0
0 0 - - 0.00 0.35 $22.00 6.50 7.50 89% -0.92 0 0
0 0 - - 0.00 0.35 $23.00 7.40 8.50 85% -0.95 0 0
0 0 - - 0.00 0.35 $24.00 8.40 9.70 115% -0.90 0 0
0 0 - - 0.00 0.35 $25.00 9.40 10.60 112% -0.92 0 0
0 0 - - 0.00 0.35 $26.00 10.40 11.60 119% -0.92 0 0