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USAX 9.71
Expected move by Oct 16 ±$2.63 ±27.1% $7.08 – $12.34 90%: $4.14 – $15.29
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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 0.98 273% 6.20 7.40 $3.00 0.00 0.55 - - 0 0
0 0 0.97 210% 5.20 6.40 $4.00 0.00 0.55 - - 0 0
0 0 0.95 183% 4.20 5.50 $5.00 0.00 0.55 - - 1 1
0 0 0.92 153% 3.30 4.50 $6.00 0.00 0.65 179% -0.10 0 0
0 10 0.85 151% 2.50 3.70 $7.00 0.00 0.75 143% -0.14 9 17
60 5 0.76 144% 1.80 2.95 $8.00 0.50 1.15 168% -0.25 6 14
84 11 0.66 140% 1.25 2.30 $9.00 0.70 1.50 147% -0.35 5 25
47 16 0.54 139% 0.95 1.65 $10.00 1.30 1.90 143% -0.45 1 2
75 16 0.44 142% 0.55 1.40 $11.00 2.00 2.70 153% -0.54 0 0
96 119 0.39 163% 0.55 1.30 $12.00 2.50 3.60 149% -0.63 0 0
0 1 0.31 160% 0.25 1.10 $13.00 3.20 4.40 145% -0.72 0 0
240 1 0.26 163% 0.15 0.95 $14.00 4.00 5.20 137% -0.80 0 0
1 2 0.23 170% 0.10 0.85 $15.00 4.90 6.10 137% -0.85 1 1
0 0 0.18 169% 0.00 0.75 $16.00 5.80 7.10 141% -0.88 0 0
0 0 0.16 172% 0.00 0.75 $17.00 6.80 8.00 144% -0.91 0 0
0 0 0.13 175% 0.00 0.75 $18.00 7.70 9.00 139% -0.94 0 0
0 0 0.14 193% 0.00 0.65 $19.00 8.70 9.90 126% -0.98 0 0
0 0 0.13 199% 0.00 0.65 $20.00 9.70 10.90 134% -0.98 0 0
0 0 0.13 213% 0.00 0.60 $21.00 10.60 11.90 - - 0 0
0 0 0.12 218% 0.00 0.60 $22.00 11.60 12.90 - - 1 1
0 0 0.15 242% 0.00 0.60 $23.00 12.60 13.90 - - 0 0
10 10 0.12 242% 0.00 0.55 $25.00 14.60 15.80 - - 0 0