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TTI 6.09
Expected move by Oct 16 ±$0.70 ±11.5% $5.39 – $6.79 90%: $4.60 – $7.58
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Every quote and Greek, one row per strike.
32 contracts 18 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 4.60 5.50 $1.00 0.00 2.60 - - 0 0
0 0 - - 3.60 4.50 $2.00 0.00 2.60 - - 0 0
0 0 0.96 177% 2.60 3.70 $3.00 0.00 2.60 - - 0 0
1 1 0.93 124% 1.85 2.50 $4.00 0.00 0.10 - - 0 0
0 0 0.91 62% 0.90 1.40 $5.00 0.00 0.15 78% -0.14 16 0
11 6 0.57 62% 0.25 0.65 $6.00 0.25 0.40 59% -0.43 4 56
76 4 0.25 69% 0.05 0.25 $7.00 0.80 1.35 75% -0.73 3 38
341 125 0.17 96% 0.00 0.10 $8.00 1.60 2.30 75% -0.91 1 1
0 0 0.17 135% 0.00 0.30 $9.00 2.50 3.40 99% -0.92 0 0
0 0 - - 0.00 0.30 $10.00 3.50 4.20 - - 2 0
0 0 - - 0.00 2.60 $11.00 4.50 5.00 - - 2 0
0 0 - - 0.00 0.15 $12.00 5.50 6.00 - - 4 0
0 0 - - 0.00 2.60 $13.00 6.50 7.00 - - 0 0
0 0 - - 0.00 2.60 $14.00 7.60 8.00 - - 2 0
0 0 - - 0.00 2.60 $15.00 8.50 9.30 - - 6 0
0 0 - - 0.00 2.60 $16.00 9.80 10.00 - - 6 0