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VEU 85.13
Expected move by Oct 16 ±$2.38 ±2.8% $82.75 – $87.50 90%: $80.08 – $90.17
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Every quote and Greek, one row per strike.
38 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 25% 7.70 10.80 $76.00 0.00 1.60 27% -0.05 0 0
0 0 0.96 22% 6.80 9.70 $77.00 0.00 1.25 - - 0 0
0 0 0.93 24% 5.80 8.90 $78.00 0.00 0.85 - - 0 0
0 0 0.92 21% 4.90 7.80 $79.00 0.00 1.65 - - 0 0
0 0 0.87 22% 4.00 7.00 $80.00 0.00 0.80 34% -0.22 1 1
1 1 0.83 20% 3.10 6.10 $81.00 0.00 0.70 20% -0.17 0 0
0 0 0.79 19% 2.20 5.20 $82.00 0.00 1.90 28% -0.29 1 2
0 0 0.72 18% 1.40 4.40 $83.00 0.05 1.20 17% -0.27 3 3
0 0 0.63 17% 0.75 3.60 $84.00 0.05 2.25 19% -0.38 1 21
2 9 0.53 13% 1.00 1.55 $85.00 0.05 2.65 16% -0.47 3 8
21 5 0.40 14% 0.50 1.20 $86.00 0.40 3.10 14% -0.59 4 11
21 20 0.27 13% 0.40 0.55 $87.00 1.05 3.80 15% -0.70 0 0
7 1 0.18 13% 0.00 0.50 $88.00 1.80 4.70 16% -0.78 0 0
0 0 0.29 28% 0.00 1.65 $89.00 2.70 5.60 17% -0.84 0 0
0 0 0.21 25% 0.00 0.85 $90.00 3.50 6.60 18% -0.89 0 0
0 0 - - 0.00 1.55 $91.00 4.50 7.60 20% -0.90 0 0
10 10 0.13 26% 0.00 0.75 $92.00 5.50 8.60 22% -0.91 0 0
0 0 - - 0.00 1.50 $93.00 6.50 9.60 25% -0.91 0 0
0 0 - - 0.00 1.50 $94.00 7.10 10.60 - - 0 0