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URNJ 23.01
Expected move by Oct 16 ±$2.70 ±11.7% $20.31 – $25.71 90%: $17.30 – $28.72
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Every quote and Greek, one row per strike.
44 contracts 30 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 8.30 9.50 $14.00 0.00 3.90 - - 0 0
0 0 - - 7.30 8.60 $15.00 0.00 2.60 - - 0 0
0 0 - - 6.30 7.60 $16.00 0.00 1.00 - - 26 26
0 0 - - 5.30 6.60 $17.00 0.00 0.35 - - 4 4
0 0 0.87 91% 4.40 6.30 $18.00 0.00 0.35 - - 0 0
0 0 0.85 76% 3.30 5.40 $19.00 0.00 0.45 64% -0.11 1 1
0 0 0.78 77% 2.70 4.50 $20.00 0.00 0.55 53% -0.14 1 39
0 0 0.72 71% 2.00 3.60 $21.00 0.10 0.80 51% -0.23 1 14
2 1 0.64 61% 1.35 2.60 $22.00 0.50 1.40 58% -0.36 2 71
23 15 0.53 71% 1.05 2.30 $23.00 1.00 1.60 54% -0.48 11 13
16 93 0.39 50% 0.30 1.25 $24.00 1.55 2.30 55% -0.59 3 10
18 5 0.29 53% 0.45 0.65 $25.00 2.15 3.00 52% -0.71 9 56
4 13 0.20 53% 0.00 0.50 $26.00 2.30 3.80 24% -0.97 5 13
37 18 0.18 62% 0.10 0.60 $27.00 3.70 4.90 58% -0.84 41 23
36 10 0.10 56% 0.10 0.20 $28.00 4.70 5.70 57% -0.89 0 0
13 12 0.09 63% 0.05 0.25 $29.00 5.50 6.80 61% -0.92 0 0
5 2 0.09 72% 0.00 0.30 $30.00 6.50 7.80 67% -0.92 2 2
9 3 0.13 91% 0.00 1.00 $31.00 7.50 8.80 73% -0.93 0 0
0 0 0.12 96% 0.00 2.60 $32.00 8.20 10.00 72% -0.95 0 0
148 10 0.07 87% 0.00 1.00 $33.00 9.20 11.00 78% -0.95 0 0
12 12 0.11 110% 0.00 2.60 $34.00 10.40 12.10 103% -0.91 10 0
0 0 0.10 112% 0.00 2.60 $35.00 11.40 13.10 109% -0.91 0 0