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VYM 159.49
Expected move by Oct 16 ±$3.28 ±2.1% $156.21 – $162.77 90%: $152.53 – $166.45
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Every quote and Greek, one row per strike.
90 contracts 61 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 0.98 137% 78.30 81.40 $80.00 0.00 1.10 130% -0.01 1 2
0 0 0.98 126% 73.30 76.40 $85.00 0.00 1.15 159% -0.04 1 5
0 0 0.98 121% 68.50 71.40 $90.00 0.00 1.15 120% -0.02 1 2
0 0 0.98 103% 63.20 66.40 $95.00 0.00 0.35 110% -0.02 2 1
0 0 0.97 100% 58.50 61.40 $100.00 0.00 1.15 102% -0.03 1 1
0 130 0.97 88% 53.30 56.40 $105.00 0.00 0.15 89% -0.03 1 1
0 294 0.97 79% 48.30 51.40 $110.00 0.00 0.75 80% -0.03 1 6
0 8 0.96 73% 43.40 46.50 $115.00 0.00 0.20 72% -0.03 1 2
0 805 0.96 67% 38.60 41.50 $120.00 0.00 0.20 64% -0.04 1 15
0 75 0.95 58% 33.50 36.50 $125.00 0.00 0.40 68% -0.07 0 0
0 65 0.95 50% 28.50 31.50 $130.00 0.00 0.20 49% -0.05 1 6
0 260 0.94 44% 23.50 26.60 $135.00 0.00 0.20 41% -0.05 2 16
0 425 0.93 35% 18.80 21.20 $140.00 0.00 0.20 34% -0.06 1 38
0 60 0.90 38% 18.20 20.40 $141.00 0.00 1.75 33% -0.07 1 1
0 1,299 0.90 36% 17.20 19.40 $142.00 0.00 0.25 31% -0.06 1 55
0 125 0.89 35% 16.30 18.40 $143.00 0.00 0.25 29% -0.07 1 2
0 5 0.88 34% 15.30 17.50 $144.00 0.00 0.25 35% -0.12 3 2
0 291 0.88 33% 14.30 16.50 $145.00 0.00 1.75 23% -0.05 2 126
0 1 0.87 31% 13.30 15.50 $146.00 0.00 0.30 25% -0.08 1 9
2 2 0.87 29% 12.30 14.50 $147.00 0.00 0.35 23% -0.09 1 117
4 1 0.86 27% 11.30 13.50 $148.00 0.00 0.35 19% -0.06 2 26
8 4 0.85 26% 10.30 12.60 $149.00 0.00 1.75 18% -0.07 2 7
6 7 0.86 22% 9.30 11.20 $150.00 0.20 0.30 17% -0.08 16 137
97 24 0.84 22% 8.90 9.80 $151.00 0.00 0.70 16% -0.09 3 4
8 21 0.83 20% 7.50 9.20 $152.00 0.05 0.65 15% -0.11 1 4
18 12 0.81 19% 6.60 8.30 $153.00 0.25 0.50 14% -0.12 2 279
7 1 0.78 18% 5.70 7.40 $154.00 0.10 0.75 13% -0.15 1 127
84 1 0.75 17% 5.00 6.30 $155.00 0.40 0.60 12% -0.18 8 243
25 1 0.73 15% 3.80 5.50 $156.00 0.35 1.00 12% -0.23 10 29
19 4 0.68 14% 3.10 4.60 $157.00 0.50 1.00 10% -0.27 1 19
9 1 0.62 13% 2.35 3.90 $158.00 0.80 1.15 10% -0.35 2 17
18 5 0.55 12% 1.90 2.65 $159.00 1.00 1.70 10% -0.44 1 47
201 7 0.47 12% 1.50 2.05 $160.00 1.35 2.30 10% -0.54 2 75
18 4 0.40 12% 1.10 1.75 $161.00 1.90 2.85 9% -0.64 2 7
29 9 0.29 10% 0.65 0.90 $162.00 2.30 3.60 8% -0.76 8 49
39 83 0.23 11% 0.50 0.70 $163.00 3.00 4.50 8% -0.84 6 14
55 74 0.18 11% 0.35 0.60 $164.00 3.80 5.40 8% -0.91 1 5
192 93 0.14 12% 0.15 0.55 $165.00 5.00 6.20 9% -0.93 1 1
50 31 0.07 10% 0.00 0.25 $166.00 5.50 7.80 11% -0.91 1 0
60 7 0.07 12% 0.10 0.20 $167.00 6.50 8.80 13% -0.92 2 0
102 1 0.08 14% 0.00 1.75 $168.00 7.50 9.90 15% -0.91 1 0
29 1 0.08 15% 0.00 0.75 $169.00 8.00 11.00 - - 0 0
253 34 0.06 15% 0.00 0.05 $170.00 9.50 11.20 - - 3 0
10,074 1 0.07 23% 0.00 0.25 $175.00 14.00 16.40 - - 10 0
152 1 0.03 24% 0.00 0.30 $180.00 19.00 21.50 - - 0 0