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TSMU 74.55
Expected move by Oct 16 ±$9.11 ±12.2% $65.44 – $83.66 90%: $55.24 – $93.86
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Every quote and Greek, one row per strike.
40 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.93 77% 16.60 19.90 $57.00 0.00 1.25 86% -0.09 2 23
0 10 0.99 46% 14.60 18.90 $58.00 0.00 1.25 74% -0.08 1 1
0 0 0.99 43% 13.50 18.00 $59.00 0.00 1.35 72% -0.09 1 16
3 1 0.94 58% 12.80 17.30 $60.00 0.50 1.20 75% -0.11 2 16
0 0 0.93 56% 11.80 16.40 $61.00 0.05 1.35 67% -0.10 2 3
0 0 0.92 54% 10.80 15.50 $62.00 0.70 1.80 75% -0.15 5 24
5 5 0.90 54% 10.20 14.30 $63.00 0.30 1.90 68% -0.15 3 8
6 1 0.87 57% 9.30 13.70 $64.00 0.45 2.05 66% -0.16 1 6
1 2 0.84 59% 8.40 13.20 $65.00 0.75 2.30 68% -0.19 5 9
2 3 0.81 60% 7.80 12.30 $66.00 1.00 2.10 64% -0.20 4 7
2 2 0.79 59% 7.00 11.50 $67.00 1.25 2.80 67% -0.24 8 1
3 2 0.76 59% 6.30 10.80 $68.00 1.60 3.10 67% -0.27 0 0
0 0 0.73 58% 5.60 10.10 $69.00 1.95 3.50 68% -0.30 1 0
17 7 0.69 58% 4.90 9.40 $70.00 2.30 3.70 67% -0.32 30 32
0 1 0.66 58% 4.30 8.80 $71.00 2.70 4.10 66% -0.35 1 5
1 2 0.63 58% 3.70 8.20 $72.00 3.10 4.60 66% -0.38 1 1
8 12 0.59 61% 5.00 6.30 $73.00 3.60 5.00 66% -0.41 2 1
8 2 0.56 63% 4.40 6.10 $74.00 4.10 5.50 67% -0.44 0 0
41 4 0.52 63% 4.00 5.50 $75.00 4.50 6.10 66% -0.47 1 1
6 18 0.49 61% 3.70 4.80 $76.00 5.10 6.70 66% -0.50 0 0