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WS 33.34
Expected move by Oct 16 ±$4.34 ±13.0% $29.00 – $37.68 90%: $24.21 – $42.47 Earnings before expiry
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Every quote and Greek, one row per strike.
10 contracts 8 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.91 89% 7.30 10.10 $25.00 0.05 0.85 96% -0.10 10 6
0 0 0.74 72% 3.20 5.70 $30.00 0.00 1.15 59% -0.22 8 6
1 10 0.40 57% 0.90 1.75 $35.00 2.65 3.80 65% -0.58 1 13
5 1 0.20 74% 0.10 1.25 $40.00 5.90 8.40 68% -0.83 0 0
0 0 0.11 84% 0.00 0.65 $45.00 10.40 13.20 72% -0.94 0 0