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USAS 5.04
Expected move by Oct 16 ±$0.72 ±14.3% $4.32 – $5.76 90%: $3.50 – $6.58
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Every quote and Greek, one row per strike.
42 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
25 2 1.00 286% 3.70 4.40 $1.00 0.00 5.00 - - 4 1
7 7 0.96 257% 2.75 3.50 $2.00 0.00 0.25 325% -0.06 1 17
42 2 0.93 157% 1.85 2.40 $3.00 0.00 0.25 202% -0.11 6 43
338 106 0.90 75% 1.00 1.20 $4.00 0.05 0.15 93% -0.14 1 725
1,521 286 0.56 81% 0.40 0.50 $5.00 0.30 0.40 72% -0.44 217 2,585
11,267 217 0.23 77% 0.10 0.15 $6.00 1.00 1.20 85% -0.75 51 795
425 47 0.13 98% 0.00 0.10 $7.00 1.85 2.25 108% -0.85 1 13
804 3 0.13 134% 0.00 0.05 $8.00 2.70 3.20 - - 1 25
87 2 0.11 158% 0.00 0.15 $9.00 3.60 4.30 - - 3 0
175 2 0.14 194% 0.00 0.80 $10.00 4.60 5.30 - - 50 50
179 30 0.14 221% 0.00 5.00 $11.00 5.50 6.30 - - 0 0
54 3 0.14 238% 0.00 5.00 $12.00 6.50 7.30 - - 0 0
206 10 0.13 253% 0.00 5.00 $13.00 7.60 8.30 - - 0 0
5 12 0.14 275% 0.00 0.80 $14.00 8.60 9.30 - - 0 0
78 10 0.14 288% 0.00 0.05 $15.00 9.60 10.30 - - 0 0
35 4 0.13 300% 0.00 0.80 $16.00 10.60 11.30 - - 0 0
17 10 0.14 319% 0.00 0.80 $17.00 11.60 12.30 - - 0 0
1 2 0.14 328% 0.00 0.80 $18.00 12.60 13.30 - - 0 0
2 2 0.14 336% 0.00 0.80 $19.00 13.60 14.30 - - 0 0
0 2 0.15 354% 0.00 3.90 $20.00 14.60 15.30 - - 0 0
8 10 0.15 360% 0.00 0.80 $21.00 15.60 16.30 - - 0 0