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VNQ 93.84
Expected move by Oct 16 ±$2.08 ±2.2% $91.76 – $95.92 90%: $89.42 – $98.26
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Every quote and Greek, one row per strike.
50 contracts 34 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 6.60 8.50 $86.00 0.00 0.80 20% -0.05 1 24
0 0 - - 5.60 7.50 $87.00 0.00 4.50 20% -0.07 0 0
0 0 - - 4.40 6.50 $88.00 0.00 0.35 19% -0.09 22 79
22 22 0.89 16% 3.80 6.30 $89.00 0.00 2.75 34% -0.26 0 0
0 0 0.94 10% 2.80 5.00 $90.00 0.20 0.40 16% -0.15 12 34
1 1 - - 2.00 3.20 $91.00 0.30 1.00 18% -0.24 2 5
2 1 - - 0.90 2.55 $92.00 0.65 0.85 15% -0.30 9 65
3 12 0.66 9% 1.10 1.55 $93.00 0.95 1.20 15% -0.40 16 186
84 5 0.47 7% 0.25 1.00 $94.00 1.40 1.95 16% -0.51 6 660
139 25 0.32 10% 0.40 0.60 $95.00 2.00 3.00 19% -0.59 7 91
166 125 0.18 9% 0.10 0.35 $96.00 2.75 3.50 19% -0.67 47 104
58 17 0.12 11% 0.10 0.20 $97.00 3.70 4.60 22% -0.70 6 30
266 59 0.08 12% 0.05 0.15 $98.00 4.70 5.00 22% -0.77 9 23
26 5 0.08 14% 0.00 0.10 $99.00 5.00 7.40 29% -0.75 1 8
79 1 0.06 16% 0.00 0.05 $100.00 6.10 8.40 33% -0.76 44 44
13 10 0.06 18% 0.00 0.05 $101.00 7.30 9.40 37% -0.76 0 0
45 10 0.09 24% 0.00 0.15 $102.00 8.10 10.20 37% -0.79 0 0
35 1 0.05 22% 0.00 0.10 $103.00 9.10 11.20 39% -0.80 0 0
142 2 0.11 32% 0.00 4.50 $104.00 10.20 12.40 44% -0.80 0 0
2 2 0.13 37% 0.00 1.10 $105.00 11.00 13.40 45% -0.81 0 0
37 37 0.04 26% 0.00 0.05 $106.00 12.00 14.40 47% -0.82 0 0
7 5 0.09 36% 0.00 2.60 $107.00 13.20 15.40 51% -0.82 0 0
31 31 0.04 30% 0.00 4.50 $108.00 14.20 16.40 53% -0.82 0 0
1 1 0.05 33% 0.00 4.50 $109.00 15.20 17.40 56% -0.83 0 0
62 62 0.04 34% 0.00 2.60 $110.00 16.00 18.40 57% -0.84 0 0