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VYMI 104.07
Expected move by Oct 16 ±$1.81 ±1.7% $102.26 – $105.88 90%: $100.23 – $107.91
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Every quote and Greek, one row per strike.
38 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 21% 7.30 11.00 $95.00 0.00 1.65 - - 0 0
0 0 0.94 21% 6.30 10.10 $96.00 0.00 1.65 - - 0 0
0 0 0.93 19% 5.30 9.10 $97.00 0.00 1.70 - - 0 0
0 0 0.91 17% 4.40 8.10 $98.00 0.00 1.75 22% -0.14 0 0
0 0 0.87 17% 3.50 7.20 $99.00 0.00 1.80 20% -0.17 0 0
0 0 0.84 15% 2.60 6.20 $100.00 0.00 1.00 16% -0.17 0 0
0 0 0.79 14% 1.75 5.30 $101.00 0.00 1.95 17% -0.24 0 0
0 0 0.72 13% 0.95 4.40 $102.00 0.00 2.10 17% -0.32 2 2
0 0 0.63 13% 0.40 3.50 $103.00 0.00 2.35 17% -0.40 2 2
1 1 0.51 10% 0.35 1.85 $104.00 0.35 1.45 9% -0.49 3 25
1 8 0.37 10% 0.45 0.90 $105.00 0.10 3.30 11% -0.62 2 3
1 1 0.31 14% 0.00 2.00 $106.00 0.60 3.90 9% -0.78 1 1
2 9 0.18 11% 0.10 0.50 $107.00 1.40 4.80 9% -0.88 0 0
0 1 0.21 17% 0.00 0.35 $108.00 2.30 5.80 10% -0.92 0 0
0 0 0.18 19% 0.00 0.40 $109.00 3.20 6.80 10% -0.95 0 0
1 1 0.12 18% 0.00 1.50 $110.00 4.20 7.80 12% -0.96 0 0
0 0 - - 0.00 1.60 $111.00 5.20 8.80 14% -0.96 0 0
0 0 - - 0.00 1.60 $112.00 6.20 9.80 16% -0.96 0 0
0 0 - - 0.00 0.50 $113.00 7.20 10.80 17% -0.96 0 0