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VCLT 71.59
Expected move by Oct 16 ±$1.25 ±1.7% $70.34 – $72.84 90%: $68.95 – $74.23
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Every quote and Greek, one row per strike.
44 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 36% 10.50 10.80 $61.00 0.00 1.75 - - 0 0
0 0 0.96 33% 9.50 9.80 $62.00 0.00 1.75 32% -0.04 0 0
0 0 0.96 30% 8.50 8.80 $63.00 0.00 1.75 29% -0.04 0 0
0 0 0.96 27% 7.50 7.80 $64.00 0.00 0.10 25% -0.04 0 0
0 0 0.95 24% 6.50 6.80 $65.00 0.00 0.75 22% -0.04 0 0
0 0 0.95 21% 5.50 5.80 $66.00 0.00 0.25 20% -0.06 0 0
0 0 - - 2.55 5.20 $67.00 0.00 2.20 16% -0.06 0 0
0 0 0.93 14% 3.50 3.80 $68.00 0.00 2.20 25% -0.21 2 12
1 1 - - 1.10 2.75 $69.00 0.00 0.20 12% -0.12 1 2
0 0 - - 0.10 1.90 $70.00 0.25 0.35 12% -0.23 3 18
71 68 0.64 9% 0.00 2.05 $71.00 0.00 0.70 10% -0.39 24 129
389 42 0.38 8% 0.30 0.45 $72.00 0.90 1.10 10% -0.60 18 45
39 2 0.14 7% 0.05 0.15 $73.00 1.65 1.85 10% -0.77 5 7
5 5 0.11 10% 0.00 3.90 $74.00 2.55 2.80 13% -0.85 1 1
2 4 - - 0.00 0.75 $75.00 3.50 3.80 15% -0.88 2 1
0 0 - - 0.00 0.75 $76.00 4.50 4.80 18% -0.89 0 0
0 0 - - 0.00 0.75 $77.00 5.50 5.80 21% -0.90 0 0
0 0 - - 0.00 1.75 $78.00 6.50 6.80 24% -0.91 0 0
0 0 - - 0.00 0.75 $79.00 7.50 7.80 26% -0.92 0 0
0 0 - - 0.00 0.75 $80.00 8.50 8.80 29% -0.92 0 0
0 0 - - 0.00 0.75 $81.00 9.50 9.80 32% -0.93 0 0
0 0 - - 0.00 0.75 $82.00 10.50 10.80 34% -0.93 0 0