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VSXY 82.08
Expected move by Oct 16 ±$8.20 ±10.0% $73.88 – $90.28 90%: $64.69 – $99.47
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Every quote and Greek, one row per strike.
38 contracts 29 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
6 6 - - 35.10 39.00 $45.00 0.00 0.15 - - 0 0
0 0 - - 30.10 34.00 $50.00 0.00 1.05 94% -0.02 135 73
2 1 1.00 0% 25.10 29.20 $55.00 0.00 1.15 72% -0.01 3 35
17 1 1.00 0% 20.40 24.00 $60.00 0.05 0.15 61% -0.02 21 227
14 11 1.00 0% 16.40 18.10 $65.00 0.20 0.30 56% -0.05 27 354
27 3 0.91 49% 12.10 13.40 $70.00 0.65 0.75 55% -0.11 75 224
78 5 0.77 53% 8.30 9.50 $75.00 1.60 1.85 54% -0.23 24 177
132 133 0.61 52% 5.40 5.90 $80.00 3.10 3.70 52% -0.39 15 70
130 146 0.44 53% 3.20 3.70 $85.00 5.70 6.40 52% -0.57 9 36
81 270 0.28 53% 1.70 2.00 $90.00 9.10 10.20 54% -0.72 1 12
204 14 0.17 53% 0.85 1.10 $95.00 13.10 14.40 54% -0.83 2 1
160 10 0.09 54% 0.40 0.55 $100.00 17.50 18.80 51% -0.93 1 1
42 1 0.05 55% 0.15 0.35 $105.00 22.30 23.80 56% -0.96 0 0
16 3 0.06 66% 0.00 2.15 $110.00 26.00 30.20 66% -0.95 0 0
10 10 0.07 81% 0.00 2.10 $115.00 31.10 34.90 69% -0.97 0 0
31 45 0.13 113% 0.00 0.75 $120.00 36.00 39.90 71% -0.99 0 0
20 45 0.11 115% 0.00 2.00 $125.00 41.00 45.20 90% -0.96 0 0
4 4 0.06 104% 0.00 2.00 $130.00 46.10 49.90 89% -0.98 0 0
0 0 0.08 123% 0.00 2.00 $135.00 51.10 54.90 95% -0.98 0 0