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VGT 125.57
Expected move by Oct 16 ±$5.19 ±4.1% $120.38 – $130.76 90%: $114.57 – $136.57
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Every quote and Greek, one row per strike.
64 contracts 60 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
152 20 - - 24.30 26.10 $100.00 0.00 0.20 47% -0.02 1 187
8 8 0.93 49% 20.00 22.40 $105.00 0.05 0.35 40% -0.04 44 29
2 1 - - 17.90 20.40 $106.00 0.00 0.55 40% -0.05 2 14
0 0 0.99 25% 17.00 20.40 $107.00 0.00 0.25 34% -0.03 1 37
1 1 - - 15.90 18.60 $108.00 0.05 0.70 40% -0.06 2 17
9 1 0.95 33% 15.40 18.40 $109.00 0.05 0.55 36% -0.06 12 27
12 2 - - 14.30 16.70 $110.00 0.05 0.30 30% -0.04 29 554
1 1 1.00 18% 13.70 15.70 $111.00 0.20 0.65 35% -0.08 2 39
1 1 0.98 22% 13.20 14.30 $112.00 0.20 0.35 30% -0.06 19 273
18 14 0.98 20% 11.40 14.10 $113.00 0.20 0.85 33% -0.10 1 56
11 1 1.00 0% 10.40 13.00 $114.00 0.00 0.65 28% -0.08 4 31
173 29 0.84 36% 10.40 13.10 $115.00 0.35 0.55 27% -0.10 50 607
25 1 0.95 19% 8.70 11.00 $116.00 0.40 0.95 29% -0.13 5 85
14 8 0.92 20% 7.40 10.50 $117.00 0.50 0.85 27% -0.14 10 77
89 50 0.82 28% 7.80 9.50 $118.00 0.70 0.80 25% -0.16 37 131
29 12 0.79 27% 7.10 8.50 $119.00 0.75 0.95 24% -0.19 35 37
301 12 0.77 25% 5.80 7.90 $120.00 0.90 1.10 24% -0.22 119 535
322 4 0.74 24% 5.60 6.50 $121.00 1.00 1.60 24% -0.26 12 21
400 608 0.71 21% 4.60 5.40 $122.00 1.35 1.80 24% -0.30 8 69
107 43 0.65 24% 4.20 5.00 $123.00 1.65 1.95 23% -0.35 46 15
137 20 0.61 21% 3.50 4.00 $124.00 1.90 2.60 23% -0.40 12 10
1,907 323 0.55 22% 3.10 3.40 $125.00 2.35 2.60 21% -0.45 8 22
286 157 0.50 21% 2.60 2.75 $126.00 2.80 3.30 22% -0.51 2 0
459 137 0.44 22% 1.85 2.95 $127.00 3.10 4.30 23% -0.56 0 0
389 132 0.38 21% 1.65 1.90 $128.00 3.10 4.90 21% -0.63 0 0
1,399 1,143 0.32 20% 1.25 1.55 $129.00 4.40 4.90 20% -0.68 0 0
1,117 1,558 0.27 20% 1.05 1.15 $130.00 4.40 5.70 17% -0.77 0 0
26 1,071 0.23 20% 0.70 1.05 $131.00 5.20 8.00 25% -0.73 2 0
140 1,890 0.18 20% 0.55 0.75 $132.00 6.80 7.40 22% -0.80 1 0
8 1,178 0.15 21% 0.50 0.55 $133.00 7.50 9.40 28% -0.78 4 0
52 1,031 0.12 20% 0.30 0.45 $134.00 8.40 10.10 27% -0.81 0 0
1,185 1,366 0.10 20% 0.25 0.35 $135.00 9.40 10.10 23% -0.89 1 0