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VLY 13.40
Expected move by Oct 16 ±$0.86 ±6.4% $12.54 – $14.26 90%: $11.58 – $15.22
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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 0.95 177% 6.10 7.00 $7.00 0.00 1.75 - - 0 0
0 0 0.94 145% 5.10 6.00 $8.00 0.00 1.75 - - 0 0
0 0 0.93 118% 4.10 5.00 $9.00 0.00 1.75 - - 0 0
0 0 0.91 93% 3.10 4.00 $10.00 0.00 1.75 - - 0 0
0 0 0.87 73% 2.20 2.95 $11.00 0.00 1.75 - - 0 0
0 0 0.80 55% 1.40 1.85 $12.00 0.00 0.25 46% -0.16 10 10
3 3 0.64 36% 0.45 1.00 $13.00 0.05 0.40 28% -0.33 2 52
28 25 0.27 26% 0.10 0.20 $14.00 0.45 0.95 22% -0.77 2 61
180 4 0.15 40% 0.00 0.20 $15.00 1.10 1.75 - - 0 0
0 0 - - 0.00 1.75 $16.00 2.10 2.95 - - 0 0
0 0 - - 0.00 1.75 $17.00 3.10 4.00 - - 0 0
0 0 - - 0.00 1.75 $18.00 4.10 5.00 - - 1 0
0 0 - - 0.00 1.75 $19.00 5.10 6.00 - - 0 0
0 0 - - 0.00 1.75 $20.00 6.10 7.00 - - 0 0
0 0 - - 0.00 1.75 $21.00 7.10 8.00 - - 0 0
0 0 - - 0.00 1.75 $22.00 8.10 9.00 - - 1 0
0 0 - - 0.00 1.75 $23.00 9.10 10.00 - - 1 0