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VT 160.97
Expected move by Oct 16 ±$3.99 ±2.5% $156.98 – $164.96 90%: $152.52 – $169.42
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Every quote and Greek, one row per strike.
42 contracts 39 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
8 1 0.95 16% 10.40 12.20 $150.00 0.15 0.30 19% -0.06 16 108
13 5 0.95 15% 9.30 11.30 $151.00 0.20 0.40 18% -0.08 1 71
1 1 0.86 21% 8.30 11.30 $152.00 0.20 0.55 18% -0.10 2 22
0 0 0.86 19% 8.20 9.30 $153.00 0.15 0.50 16% -0.10 2 29
2 2 0.94 11% 6.40 8.20 $154.00 0.35 0.90 18% -0.16 1 32
3 1 0.86 14% 5.70 7.50 $155.00 0.40 0.55 14% -0.15 33 118
0 0 0.81 15% 5.30 6.40 $156.00 0.40 0.65 13% -0.17 3 29
3 3 0.75 15% 3.70 6.70 $157.00 0.45 0.90 13% -0.21 3 26
3 1 0.72 13% 3.60 4.70 $158.00 0.60 1.00 12% -0.26 27 51
11 4 0.65 14% 2.90 4.30 $159.00 0.80 1.30 12% -0.32 10 6
29 6 0.61 11% 1.90 3.00 $160.00 1.20 1.50 11% -0.40 43 38
15 12 0.52 13% 1.20 3.50 $161.00 1.60 2.50 13% -0.48 1 24
62 72 0.44 12% 1.55 1.85 $162.00 1.85 2.85 11% -0.57 5 5
25 40 0.33 10% 0.45 1.35 $163.00 2.35 3.80 12% -0.64 1 2
69 107 0.29 12% 0.80 1.00 $164.00 3.10 4.00 10% -0.75 0 0
190 169 0.22 12% 0.60 0.65 $165.00 2.70 5.30 - - 0 0
16 8 0.17 11% 0.25 0.60 $166.00 4.70 6.60 15% -0.78 0 0
28 7 0.12 12% 0.20 0.40 $167.00 5.80 7.60 17% -0.79 0 0
7 1 0.11 13% 0.00 0.75 $168.00 5.60 8.50 10% -0.97 0 0
2 1 0.15 17% 0.00 0.35 $169.00 7.40 9.70 18% -0.84 0 0
19 26 0.05 13% 0.00 0.25 $170.00 8.50 10.60 20% -0.85 0 0