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UFO 44.13
Expected move by Oct 16 ±$3.33 ±7.5% $40.80 – $47.46 90%: $37.07 – $51.19
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Every quote and Greek, one row per strike.
42 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
84 16 - - 5.00 6.90 $38.00 0.00 0.15 47% -0.10 1 2
3 20 0.89 42% 4.10 6.90 $39.00 0.00 0.40 47% -0.14 1 1
3 4 0.90 31% 4.00 4.80 $40.00 0.00 0.80 36% -0.13 1 11
3 2 0.81 34% 2.40 4.90 $41.00 0.10 0.90 37% -0.20 5 4
2 10 0.73 35% 1.50 4.40 $42.00 0.20 1.25 35% -0.27 4 17
8 1 0.64 36% 1.40 3.30 $43.00 0.40 1.85 36% -0.37 1 12
19 2 0.54 43% 1.50 2.70 $44.00 0.80 2.35 37% -0.46 1 9
55 5 0.44 35% 1.20 1.40 $45.00 1.10 2.70 32% -0.57 5 5
18 4 0.37 40% 0.75 1.50 $46.00 2.40 3.00 35% -0.65 1 2
16 19 0.27 36% 0.60 0.75 $47.00 2.10 4.40 30% -0.77 1 1
11 3 0.21 36% 0.35 0.60 $48.00 2.85 6.00 41% -0.77 1 1
232 31 0.13 34% 0.10 0.40 $49.00 3.40 6.90 38% -0.85 1 2
17 28 0.09 35% 0.05 0.30 $50.00 4.40 7.30 - - 1 2
2 3 0.08 38% 0.00 0.45 $51.00 5.20 8.00 - - 0 0
6 6 0.04 36% 0.05 0.10 $52.00 6.30 9.30 - - 0 0
5 3 0.13 58% 0.00 15.00 $53.00 7.00 10.30 - - 0 0
0 0 0.13 62% 0.00 0.75 $54.00 7.90 11.30 - - 0 0
13 10 0.07 53% 0.00 15.00 $55.00 10.10 12.30 66% -0.89 0 0
0 0 0.11 70% 0.00 15.00 $56.00 11.10 13.70 78% -0.86 0 0
5 5 - - 0.00 15.00 $57.00 12.10 14.70 82% -0.86 0 0
2 2 - - 0.00 15.00 $58.00 13.10 15.70 86% -0.87 0 0