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VERX 12.08
Expected move by Oct 16 ±$1.31 ±10.8% $10.77 – $13.39 90%: $9.29 – $14.87
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Every quote and Greek, one row per strike.
34 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 216% 6.20 8.20 $5.00 0.00 1.00 - - 0 0
0 0 0.95 192% 5.30 7.20 $6.00 0.00 1.00 - - 0 0
0 0 0.95 143% 4.40 6.00 $7.00 0.00 1.00 - - 0 0
0 0 0.89 160% 3.40 5.50 $8.00 0.00 1.00 - - 0 0
0 0 0.87 118% 2.50 4.30 $9.00 0.00 0.95 - - 0 0
0 0 0.80 106% 1.80 3.30 $10.00 0.00 0.45 73% -0.14 19 19
0 0 0.71 81% 1.05 2.20 $11.00 0.00 0.40 57% -0.24 19 27
18 25 0.55 59% 0.60 1.00 $12.00 0.30 1.00 56% -0.45 21 26
2 2 0.36 60% 0.10 0.75 $13.00 0.20 2.80 76% -0.60 7 9
22 20 0.19 57% 0.00 0.35 $14.00 1.30 2.60 40% -0.92 4 24
50 2 0.24 99% 0.00 1.75 $15.00 2.50 3.60 72% -0.86 0 0
10 10 0.24 122% 0.00 1.70 $16.00 3.50 4.60 85% -0.88 2 1
0 0 0.21 131% 0.00 1.00 $17.00 4.40 5.60 90% -0.92 2 0
9 1 0.19 143% 0.00 1.00 $18.00 5.30 6.80 110% -0.90 0 0
0 0 - - 0.00 1.00 $19.00 6.30 7.80 121% -0.90 0 0
0 0 - - 0.00 1.00 $20.00 7.30 8.80 131% -0.91 0 0
0 0 - - 0.00 0.95 $21.00 8.30 9.80 140% -0.91 0 0