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UTI 20.72
Expected move by Oct 16 ±$2.31 ±11.1% $18.41 – $23.03 90%: $15.82 – $25.62
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Every quote and Greek, one row per strike.
44 contracts 26 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 7.30 9.20 $12.50 0.00 2.60 - - 0 0
0 0 - - 5.00 6.30 $15.00 0.00 0.10 89% -0.06 10 25
16 3 0.89 58% 3.30 3.60 $17.50 0.15 0.30 62% -0.12 169 7
33 41 0.63 56% 1.55 1.70 $20.00 0.85 1.00 59% -0.38 30 361
368 72 0.34 61% 0.60 0.80 $22.50 2.30 2.45 59% -0.67 20 598
580 6 0.11 54% 0.05 0.25 $25.00 4.30 4.60 60% -0.87 2 20
47 10 0.09 74% 0.00 0.25 $27.50 6.60 7.70 99% -0.84 1 25
20 2 0.07 90% 0.00 0.25 $30.00 8.40 10.20 74% -0.97 1 2
7 3 0.07 104% 0.00 0.25 $32.50 11.10 12.70 107% -0.93 6 0
18 1 0.06 117% 0.00 0.25 $35.00 13.60 15.20 120% -0.94 2 0
1 14 0.06 129% 0.00 0.25 $37.50 16.10 17.70 132% -0.94 2 0
488 10 0.05 140% 0.00 0.75 $40.00 18.60 20.20 144% -0.95 26 0
955 1 0.05 151% 0.00 0.60 $42.50 21.10 22.70 155% -0.95 0 0
155 15 0.07 173% 0.00 0.60 $45.00 23.60 25.20 165% -0.95 1 0
6 2 0.05 168% 0.00 0.60 $47.50 26.10 27.70 174% -0.95 4 0
275 10 0.04 170% 0.00 0.40 $50.00 28.60 30.20 183% -0.95 1 0
8 1 0.04 183% 0.00 0.75 $52.50 31.10 32.70 191% -0.96 0 0
481 8 0.03 178% 0.00 0.05 $55.00 33.60 35.20 198% -0.96 0 0
1 2 0.20 313% 0.00 0.75 $57.50 36.10 37.70 204% -0.96 0 0
140 1 0.18 304% 0.00 1.75 $60.00 38.60 40.20 211% -0.96 0 0
5 1 0.12 288% 0.00 1.75 $65.00 43.60 45.20 223% -0.96 0 0
0 0 0.08 270% 0.00 0.75 $70.00 48.60 50.20 235% -0.96 0 0