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VTIP 49.34
Expected move by Oct 16 ±$1.49 ±3.0% $47.85 – $50.84 90%: $46.17 – $52.52
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Every quote and Greek, one row per strike.
38 contracts 20 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 40% 8.30 8.50 $41.00 0.00 5.00 - - 0 0
0 0 0.96 35% 7.30 7.50 $42.00 0.00 5.00 - - 0 0
0 0 0.96 31% 6.30 6.50 $43.00 0.00 5.00 - - 0 0
0 0 0.95 27% 5.30 5.50 $44.00 0.00 5.00 - - 0 0
0 0 0.95 22% 4.30 4.50 $45.00 0.00 5.00 - - 0 0
0 0 0.94 18% 3.30 3.50 $46.00 0.00 5.00 - - 0 0
0 0 0.94 12% 2.30 2.45 $47.00 0.00 5.00 - - 0 0
0 0 0.92 8% 1.30 1.45 $48.00 0.00 0.05 - - 0 0
0 0 0.82 3% 0.30 0.45 $49.00 0.05 2.50 28% -0.45 1 0
101 2 0.21 6% 0.00 0.05 $50.00 0.85 1.05 11% -0.68 1 7
0 0 - - 0.00 0.05 $51.00 1.85 2.05 17% -0.77 0 0
0 0 - - 0.00 0.05 $52.00 2.85 3.10 23% -0.80 0 0
0 0 - - 0.00 0.05 $53.00 3.80 4.10 27% -0.84 0 0
0 0 - - 0.00 0.05 $54.00 4.80 5.10 32% -0.85 0 0
0 0 - - 0.00 0.05 $55.00 5.80 6.10 36% -0.87 0 0
0 0 - - 0.00 0.05 $56.00 6.80 7.10 40% -0.88 0 0
0 0 - - 0.00 2.10 $57.00 7.80 8.10 43% -0.89 0 0
0 0 - - 0.00 0.05 $58.00 8.80 9.10 47% -0.89 0 0
0 0 - - 0.00 0.05 $59.00 9.80 10.10 51% -0.90 0 0