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TSMY 15.53
Expected move by Oct 16 ±$0.93 ±6.0% $14.60 – $16.46 90%: $13.56 – $17.50
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Every quote and Greek, one row per strike.
38 contracts 20 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 6.50 8.30 $8.00 0.00 5.00 - - 0 0
0 0 - - 5.70 7.30 $9.00 0.00 5.00 - - 0 0
0 0 - - 4.50 6.30 $10.00 0.00 5.00 - - 0 0
0 0 - - 3.70 5.30 $11.00 0.00 5.00 - - 0 0
0 0 - - 2.75 4.30 $12.00 0.00 5.00 - - 0 0
0 1 - - 1.75 3.30 $13.00 0.00 5.00 53% -0.13 1 3
1 1 - - 0.75 2.20 $14.00 0.00 0.15 69% -0.31 5 6
7 5 0.64 38% 0.05 1.35 $15.00 0.20 0.45 21% -0.46 2 59
68 1 0.18 22% 0.00 0.45 $16.00 0.25 1.00 2% -0.97 1 6
139 1 0.13 39% 0.00 0.05 $17.00 1.65 2.40 32% -0.90 1 52
2 2 0.34 123% 0.00 5.00 $18.00 2.10 3.70 2% -0.97 20 20
28 4 0.15 78% 0.00 0.75 $19.00 3.10 4.70 2% -0.97 0 0
2 2 - - 0.00 5.00 $20.00 4.10 5.70 2% -0.97 15 5
0 0 - - 0.00 5.00 $21.00 5.10 6.70 2% -0.97 0 0
0 0 - - 0.00 5.00 $22.00 6.10 7.90 73% -0.94 0 0
0 0 - - 0.00 5.00 $23.00 7.10 8.90 81% -0.94 0 0
0 0 - - 0.00 5.00 $24.00 8.10 9.90 88% -0.94 0 0
0 0 - - 0.00 5.00 $25.00 9.10 10.90 95% -0.94 0 0
0 0 - - 0.00 5.00 $26.00 10.10 11.90 102% -0.94 2 0