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UYG 92.06
Expected move by Oct 16 ±$5.55 ±6.0% $86.51 – $97.61 90%: $80.29 – $103.83
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Every quote and Greek, one row per strike.
46 contracts 44 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 0.75 48% 7.30 9.80 $85.00 0.05 1.35 31% -0.17 0 0
70 65 0.68 40% 4.90 6.80 $88.00 0.90 1.85 30% -0.29 1 1
0 0 0.64 39% 4.20 6.10 $89.00 0.85 2.30 28% -0.33 1 1
0 0 0.59 39% 3.50 5.80 $90.00 1.30 2.60 28% -0.39 0 0
3 3 0.55 36% 3.00 4.50 $91.00 1.90 2.80 27% -0.45 3 3
0 0 0.50 37% 2.50 4.20 $92.00 1.85 3.70 27% -0.51 0 0
0 0 0.46 35% 2.10 3.40 $93.00 2.20 4.20 25% -0.57 0 0
0 1 0.42 40% 1.90 3.70 $94.00 2.60 4.80 24% -0.65 0 0
1 1 0.38 38% 1.40 3.10 $95.00 3.10 5.40 22% -0.73 3 3
36 36 0.34 38% 1.15 2.70 $96.00 3.70 6.20 21% -0.80 0 0
0 0 0.29 36% 0.85 2.25 $97.00 4.40 6.90 18% -0.88 0 0
1 1 0.26 37% 0.75 1.85 $98.00 5.60 7.70 20% -0.89 0 0
0 0 0.20 33% 0.50 1.20 $99.00 6.60 8.60 21% -0.91 0 0
40 40 0.19 36% 0.40 1.35 $100.00 7.40 9.50 18% -0.96 0 0
0 0 0.16 36% 0.25 1.15 $101.00 8.20 10.40 0% -0.99 0 0
0 0 0.14 37% 0.15 1.05 $102.00 9.10 11.30 0% -0.99 0 0
1 1 0.12 37% 0.25 0.75 $103.00 10.00 12.00 0% -0.99 0 0
0 0 0.11 37% 0.15 0.75 $104.00 10.90 12.90 - - 0 0
0 0 0.09 37% 0.10 0.60 $105.00 11.90 14.00 0% -0.99 0 0
0 0 0.08 39% 0.10 0.60 $106.00 12.90 14.90 - - 0 0
0 0 0.07 40% 0.05 0.55 $107.00 13.80 15.90 - - 0 0
1 1 0.09 45% 0.00 1.75 $108.00 14.80 16.80 - - 0 0
1 1 0.07 45% 0.00 1.75 $110.00 16.80 19.60 0% -0.99 0 0