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VIAV 35.51
Expected move by Oct 16 ±$4.71 ±13.3% $30.80 – $40.22 90%: $25.52 – $45.50
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Every quote and Greek, one row per strike.
68 contracts 57 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 0.93 217% 16.80 19.90 $18.00 0.00 0.45 - - 0 0
2 1 0.95 164% 15.80 18.00 $19.00 0.00 0.25 - - 0 0
0 1 0.96 147% 14.60 17.10 $20.00 0.00 0.25 - - 0 0
0 0 0.95 137% 13.50 16.20 $21.00 0.00 0.05 111% -0.02 0 0
0 0 0.93 146% 12.50 15.70 $22.00 0.00 0.05 102% -0.02 0 0
0 0 0.93 127% 11.50 14.50 $23.00 0.00 1.15 123% -0.06 0 0
0 0 0.89 146% 10.90 14.00 $24.00 0.00 0.10 113% -0.07 0 0
2 1 0.95 87% 9.90 11.60 $25.00 0.00 0.15 78% -0.03 16 167
7 2 0.92 91% 9.00 10.80 $26.00 0.05 0.15 70% -0.04 2 207
0 0 0.87 108% 8.10 10.60 $27.00 0.00 0.20 69% -0.05 1 201
0 0 0.85 102% 7.20 9.70 $28.00 0.20 0.40 73% -0.09 1 3
5 3 0.82 104% 6.80 8.60 $29.00 0.20 0.45 66% -0.10 4 3,010
2 1 0.81 87% 5.90 7.20 $30.00 0.40 0.50 64% -0.14 10 52
2 1 0.78 78% 4.80 6.40 $31.00 0.50 0.80 64% -0.18 3 120
2 2 0.74 74% 4.10 5.50 $32.00 0.70 1.20 65% -0.24 14 141
10 20 0.68 85% 3.80 5.20 $33.00 0.95 1.55 65% -0.30 53 123
32 5 0.63 82% 3.20 4.50 $34.00 1.30 1.90 63% -0.36 9 140
150 10 0.57 71% 2.50 3.40 $35.00 1.85 2.00 60% -0.43 6 166
60 19 0.52 77% 2.05 3.30 $36.00 2.15 2.90 62% -0.50 2 59
35 51 0.46 71% 1.85 2.30 $37.00 2.50 3.60 60% -0.57 10 129
73 8 0.40 72% 1.45 2.00 $38.00 3.40 3.80 57% -0.64 5 24
63 20 0.35 72% 1.30 1.55 $39.00 3.60 5.00 56% -0.71 5 23
1,783 192 0.29 70% 1.00 1.20 $40.00 4.10 5.50 45% -0.83 1 62
116 10 0.25 71% 0.80 1.00 $41.00 4.80 6.20 31% -0.97 1 5
128 105 0.22 72% 0.65 0.90 $42.00 5.70 7.20 - - 1 15
45 10 0.18 71% 0.50 0.70 $43.00 6.40 8.50 - - 2 2
1,519 19 0.15 73% 0.40 0.60 $44.00 7.80 9.00 - - 6 7
437 166 0.12 70% 0.30 0.40 $45.00 8.10 9.90 - - 1 16
13 162 0.10 72% 0.20 0.40 $46.00 9.00 10.90 - - 0 0
92 12 0.11 79% 0.10 0.60 $47.00 9.80 12.40 - - 1 1
8 4 0.05 66% 0.00 0.20 $48.00 11.50 13.40 - - 0 0
18 5 0.06 74% 0.05 0.30 $49.00 11.50 14.20 - - 1 1
805 163 0.04 72% 0.05 0.15 $50.00 12.30 15.50 - - 0 0
101 10 0.08 108% 0.00 0.10 $55.00 17.50 20.60 - - 0 0