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VTI 381.44
Expected move by Oct 16 ±$8.61 ±2.3% $372.83 – $390.05 90%: $363.19 – $399.69
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Every quote and Greek, one row per strike.
58 contracts 48 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
18 6 - - 70.00 72.50 $310.00 0.05 0.20 36% -0.01 12 60
2 1 - - 65.00 67.80 $315.00 0.00 1.75 41% -0.03 8 9
2 1 - - 59.80 62.50 $320.00 0.05 0.25 31% -0.01 1 6
3 1 - - 55.10 57.40 $325.00 0.05 0.35 30% -0.02 1 23
8 2 1.00 0% 50.10 52.90 $330.00 0.05 0.80 31% -0.03 10 18
23 1 1.00 0% 45.20 47.80 $335.00 0.05 0.75 28% -0.03 1 34
8 4 1.00 0% 40.20 42.70 $340.00 0.30 0.45 25% -0.04 9 48
16 1 1.00 0% 35.50 37.40 $345.00 0.25 0.45 22% -0.04 17 49
11 5 1.00 0% 31.10 32.50 $350.00 0.45 0.60 22% -0.06 14 121
13 1 1.00 0% 26.20 27.90 $355.00 0.55 0.75 20% -0.07 16 66
31 7 0.97 12% 21.50 23.00 $360.00 0.80 0.90 18% -0.10 41 203
59 22 0.92 13% 16.60 18.60 $365.00 1.05 1.20 16% -0.13 38 147
57 17 0.87 11% 12.10 13.60 $370.00 1.40 1.70 14% -0.19 56 150
370 12 0.74 12% 8.70 9.50 $375.00 2.35 2.60 13% -0.29 140 286
198 82 0.58 11% 5.10 6.00 $380.00 3.70 4.20 12% -0.43 3 85
1,240 1,062 0.40 11% 2.85 3.10 $385.00 6.30 6.60 12% -0.60 1 16
429 336 0.24 11% 1.40 1.50 $390.00 9.70 11.30 14% -0.72 0 0
213 121 0.12 11% 0.55 0.80 $395.00 14.10 15.70 16% -0.80 0 0
149 341 0.06 11% 0.20 0.35 $400.00 18.90 20.30 18% -0.85 3 5
7 14 0.03 12% 0.10 0.20 $405.00 22.70 25.10 17% -0.92 0 0
0 0 0.05 16% 0.00 1.75 $410.00 28.10 30.30 21% -0.90 0 0
3 3 0.03 17% 0.00 0.75 $415.00 32.20 36.00 23% -0.92 0 0
1 1 - - 0.00 0.20 $420.00 37.40 41.00 27% -0.92 0 0
0 0 - - 0.00 0.75 $425.00 42.90 46.90 33% -0.89 0 0
0 0 - - 0.00 3.00 $430.00 47.40 50.90 31% -0.93 0 0
0 0 - - 0.00 3.00 $435.00 52.50 55.90 34% -0.93 0 0
0 0 - - 0.00 3.00 $440.00 57.40 60.90 36% -0.94 0 0
0 0 - - 0.00 3.00 $445.00 62.20 65.90 37% -0.95 0 0
0 0 - - 0.00 3.00 $450.00 67.70 70.90 41% -0.94 0 0