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TSLQ 17.38
Expected move by Oct 16 ±$2.70 ±15.5% $14.68 – $20.08 90%: $11.67 – $23.09
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Every quote and Greek, one row per strike.
66 contracts 48 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 674% 16.10 16.80 $1.00 0.00 1.05 - - 0 0
0 0 0.99 491% 15.10 15.80 $2.00 0.00 1.05 - - 0 0
0 0 0.99 396% 14.10 14.80 $3.00 0.00 0.30 - - 0 0
0 0 0.98 331% 13.10 13.80 $4.00 0.00 0.30 - - 0 0
0 0 0.98 283% 12.10 12.80 $5.00 0.00 0.30 - - 0 0
0 0 0.97 282% 11.10 12.00 $6.00 0.00 0.30 - - 0 0
0 0 0.96 244% 10.10 11.00 $7.00 0.00 0.30 - - 0 0
0 0 0.95 212% 9.10 10.00 $8.00 0.00 0.30 - - 0 0
0 0 0.94 193% 8.20 9.00 $9.00 0.00 0.30 - - 0 0
1 1 0.93 167% 7.20 8.00 $10.00 0.00 0.35 - - 1 1
6 5 0.92 144% 6.20 7.00 $11.00 0.00 0.35 - - 1 1
1 3 0.90 130% 5.20 6.10 $12.00 0.00 1.75 93% -0.05 1 2
2 1 0.85 122% 4.40 5.20 $13.00 0.00 0.50 87% -0.09 3 4
2 1 0.83 96% 3.50 4.00 $14.00 0.20 0.50 88% -0.15 1 127
16 36 0.75 101% 2.70 3.50 $15.00 0.40 0.60 80% -0.21 4 16
4 1 0.67 89% 2.00 2.55 $16.00 0.75 0.90 79% -0.31 25 75
4 37 0.57 87% 1.55 1.90 $17.00 1.10 1.40 77% -0.42 9 29
109 18 0.47 83% 1.10 1.35 $18.00 1.60 2.00 76% -0.54 8 15
70 71 0.37 82% 0.75 0.95 $19.00 2.20 2.65 74% -0.64 11 33
86 8 0.30 87% 0.60 0.75 $20.00 2.80 3.40 69% -0.76 2 6
84 4 0.23 87% 0.40 0.55 $21.00 3.70 4.20 69% -0.83 2 3
53 29 0.17 86% 0.25 0.40 $22.00 4.60 5.20 75% -0.87 1 2
163 137 0.13 89% 0.20 0.30 $23.00 5.50 6.10 73% -0.92 1 1
27 1 0.09 87% 0.05 0.25 $24.00 6.20 7.00 - - 3 5
29 2 0.12 106% 0.00 0.40 $25.00 7.40 8.00 61% -0.98 0 0
59 4 0.09 106% 0.00 0.20 $26.00 8.40 8.90 0% -0.99 0 0
51 53 0.11 124% 0.00 1.75 $27.00 9.10 9.90 - - 0 0
1 1 0.10 129% 0.00 0.40 $28.00 10.20 10.90 - - 2 1
0 0 0.08 129% 0.05 0.35 $29.00 11.10 11.90 - - 0 0
6 3 0.07 126% 0.05 0.25 $30.00 12.30 12.90 - - 10 10
0 2 0.11 157% 0.00 1.75 $31.00 13.10 13.90 - - 0 0
5 3 0.06 137% 0.05 0.25 $32.00 14.20 14.90 - - 0 0
12 2 0.06 143% 0.05 0.25 $33.00 15.10 15.90 - - 5 11