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VYGR 3.08
Expected move by Oct 16 ±$0.45 ±14.6% $2.63 – $3.53 90%: $2.12 – $4.04
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Every quote and Greek, one row per strike.
20 contracts 9 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
6 1 0.94 740% 0.10 5.00 $1.00 0.00 15.00 - - 1 1
3 12 0.89 166% 0.00 4.90 $2.00 0.00 0.90 338% -0.18 1 3
1,059 22 0.60 71% 0.15 0.40 $3.00 0.05 0.40 83% -0.41 13 195
901 117 0.19 98% 0.00 15.00 $4.00 0.00 4.90 93% -0.83 1 43
1,566 1 0.38 279% 0.00 0.05 $5.00 0.20 5.00 361% -0.51 100 36
104 60 0.81 896% 0.00 15.00 $6.00 0.70 5.50 239% -0.78 0 0
220 5 0.34 354% 0.00 15.00 $7.00 1.50 6.40 184% -0.93 0 0
456 5 0.41 449% 0.00 0.05 $8.00 2.50 7.40 207% -0.94 0 0
3 3 0.32 406% 0.00 4.90 $9.00 3.50 8.30 - - 0 0
84 1 0.09 269% 0.00 15.00 $10.00 4.50 9.40 246% -0.94 0 0