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VOE 202.02
Expected move by Oct 16 ±$6.18 ±3.1% $195.84 – $208.20 90%: $188.91 – $215.13
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Every quote and Greek, one row per strike.
74 contracts 46 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 124% 90.70 94.50 $110.00 0.00 0.35 - - 0 0
0 0 0.98 116% 85.70 89.50 $115.00 0.00 4.80 - - 0 0
0 0 0.98 110% 80.80 84.50 $120.00 0.00 4.80 - - 0 0
0 0 0.97 102% 75.80 79.50 $125.00 0.00 4.80 - - 0 0
0 0 0.97 94% 70.80 74.50 $130.00 0.00 0.95 - - 0 0
0 0 0.97 86% 65.80 69.50 $135.00 0.00 1.95 - - 0 0
0 0 0.97 81% 61.00 64.50 $140.00 0.00 2.60 77% -0.03 0 0
0 0 0.96 74% 56.00 59.50 $145.00 0.00 1.60 71% -0.03 0 0
0 0 0.96 68% 51.00 54.50 $150.00 0.00 0.95 64% -0.03 0 0
0 0 0.96 61% 46.00 49.50 $155.00 0.00 0.95 58% -0.03 0 0
0 0 0.96 55% 41.00 44.50 $160.00 0.00 0.95 52% -0.04 2 41
7 14 0.95 49% 36.00 39.50 $165.00 0.00 1.45 46% -0.04 0 0
1 2 0.95 43% 31.00 34.50 $170.00 0.00 0.95 41% -0.05 0 0
2 1 0.94 37% 26.00 29.50 $175.00 0.00 0.25 35% -0.05 0 0
1 1 0.93 31% 21.00 24.50 $180.00 0.00 0.30 30% -0.06 2 2
1 1 0.92 26% 17.00 20.50 $184.00 0.00 0.95 25% -0.07 0 0
1 1 0.92 25% 16.00 19.50 $185.00 0.00 0.65 23% -0.07 0 0
0 0 0.92 24% 15.00 18.50 $186.00 0.00 1.50 23% -0.08 0 0
2 2 0.93 21% 14.00 17.20 $187.00 0.00 0.60 22% -0.08 2 1
15 34 0.91 21% 13.00 16.50 $188.00 0.00 0.65 26% -0.13 0 0
2 1 0.91 20% 12.00 15.50 $189.00 0.00 0.75 25% -0.14 2 1
1 18 0.90 19% 11.00 14.50 $190.00 0.15 1.05 20% -0.11 2 197
1 2 0.90 18% 10.00 13.50 $191.00 0.05 4.80 32% -0.23 2 1
0 0 0.89 17% 9.00 12.50 $192.00 0.00 4.80 17% -0.11 0 0
46 102 0.88 16% 8.10 11.50 $193.00 0.10 5.00 29% -0.26 72 67
0 1 0.86 15% 7.20 10.50 $194.00 0.00 1.40 15% -0.14 2 64
1 2 0.82 16% 6.30 10.00 $195.00 0.20 4.90 26% -0.28 20 7
0 0 0.80 15% 5.30 9.00 $196.00 0.25 2.30 17% -0.23 2 47
0 0 0.77 14% 4.50 8.00 $197.00 0.40 4.90 23% -0.32 0 0
1 2 0.72 14% 3.70 7.50 $198.00 0.00 4.80 13% -0.26 2 0
2 4 0.69 13% 2.90 6.50 $199.00 0.10 4.90 19% -0.36 0 0
5 5 0.64 13% 2.10 6.00 $200.00 0.65 4.90 18% -0.40 0 0
1 1 0.39 17% 0.10 4.90 $205.00 2.00 6.40 12% -0.66 2 0
1 1 0.30 25% 0.00 4.80 $210.00 6.50 10.30 14% -0.85 1 0
0 0 0.25 33% 0.00 2.00 $215.00 11.50 15.30 20% -0.89 0 0
0 0 0.10 25% 0.00 4.80 $220.00 16.50 20.00 23% -0.93 0 0
0 0 0.07 28% 0.00 4.80 $225.00 21.50 25.30 29% -0.92 20 0