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WHD 67.45
Expected move by Oct 16 ±$4.92 ±7.3% $62.53 – $72.37 90%: $57.03 – $77.87
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Every quote and Greek, one row per strike.
30 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 117% 25.70 29.90 $40.00 0.00 2.15 - - 0 0
0 0 0.94 108% 21.00 25.10 $45.00 0.00 1.45 85% -0.02 0 0
0 0 0.92 88% 16.10 20.20 $50.00 0.00 5.00 65% -0.03 0 0
0 0 0.90 66% 11.80 14.50 $55.00 0.10 0.25 49% -0.05 1 2
2 1 0.86 44% 8.00 8.30 $60.00 0.15 0.45 36% -0.10 1 3
3 2 0.67 38% 3.90 4.30 $65.00 1.20 1.45 35% -0.32 10 12
5 12 0.37 35% 1.30 1.65 $70.00 3.60 5.00 41% -0.61 30 21
53 10 0.14 35% 0.35 0.50 $75.00 7.50 7.90 30% -0.91 2 1
1 1 0.05 39% 0.05 0.25 $80.00 11.20 13.60 - - 0 0
0 0 0.04 50% 0.00 0.25 $85.00 15.20 18.80 - - 0 0
0 0 - - 0.00 0.25 $90.00 20.50 24.20 - - 0 0
0 0 - - 0.00 1.45 $95.00 25.20 29.20 - - 0 0
0 0 - - 0.00 2.15 $100.00 30.80 34.30 0% -1.00 0 0
0 0 - - 0.00 2.60 $105.00 35.50 39.30 - - 0 0
0 0 - - 0.00 2.15 $110.00 40.60 44.20 - - 0 0