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VAC 103.03
Expected move by Oct 16 ±$8.97 ±8.7% $94.06 – $112.00 90%: $84.01 – $122.05
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Every quote and Greek, one row per strike.
62 contracts 41 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.98 267% 71.60 75.40 $30.00 0.00 0.75 256% -0.01 2 2
0 1 0.98 228% 66.30 70.50 $35.00 0.00 1.05 226% -0.02 0 0
0 5 0.99 186% 61.80 64.70 $40.00 0.00 1.65 200% -0.02 1 1
0 4 0.97 203% 56.80 60.90 $45.00 0.00 0.75 173% -0.02 1 7
0 2 0.96 183% 51.80 56.00 $50.00 0.00 0.75 153% -0.02 1 13
0 5 0.97 143% 46.50 50.50 $55.00 0.00 20.00 165% -0.05 1 5
0 10 0.96 130% 41.70 45.50 $60.00 0.00 0.75 146% -0.05 5 8
0 10 0.97 102% 36.90 39.80 $65.00 0.00 0.75 108% -0.04 1 1
0 10 0.98 80% 31.50 34.90 $70.00 0.00 1.95 89% -0.04 1 28
0 1 0.95 78% 27.00 29.90 $75.00 0.05 0.55 71% -0.04 5 7
69 50 0.93 70% 22.30 25.00 $80.00 0.05 0.55 59% -0.04 1 35
45 1 0.89 65% 17.70 20.30 $85.00 0.10 1.50 60% -0.10 1 76
14 1 0.83 60% 13.40 15.90 $90.00 0.40 2.10 54% -0.15 1 72
63 25 0.74 53% 9.30 11.50 $95.00 1.40 2.05 45% -0.23 1 93
87 1 0.62 49% 5.70 8.10 $100.00 2.60 4.50 46% -0.38 2 88
587 9 0.46 46% 3.40 4.90 $105.00 4.60 6.90 43% -0.54 2 18
674 60 0.32 47% 1.70 3.30 $110.00 7.80 10.10 42% -0.71 1 5
144 1 0.19 46% 0.25 2.30 $115.00 11.70 14.10 41% -0.83 1 2
149 4 0.12 47% 0.05 1.40 $120.00 15.80 18.60 37% -0.94 0 0
476 3 0.10 55% 0.00 1.35 $125.00 20.30 23.30 - - 10 0
23 3 0.05 52% 0.00 1.50 $130.00 24.90 28.40 - - 0 0
375 1 0.06 63% 0.00 1.30 $135.00 30.40 33.60 46% -0.99 0 0
380 475 0.03 63% 0.00 5.00 $140.00 35.40 38.40 - - 0 0
0 0 0.08 86% 0.00 0.95 $145.00 40.40 43.30 - - 0 0
376 1 0.04 80% 0.00 0.75 $150.00 45.30 48.20 - - 0 0
0 0 0.07 100% 0.00 0.95 $155.00 50.40 53.40 - - 0 0
0 0 0.04 93% 0.00 0.95 $160.00 54.20 58.20 - - 0 0
0 0 0.10 126% 0.00 0.75 $165.00 59.50 63.20 - - 0 0
0 0 0.05 106% 0.00 0.75 $170.00 65.30 68.20 - - 0 0
0 0 0.04 106% 0.00 0.95 $175.00 70.40 73.30 - - 0 0
0 0 0.08 136% 0.00 0.75 $180.00 75.40 78.30 - - 0 0