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WSC 18.11
Expected move by Oct 16 ±$2.17 ±12.0% $15.94 – $20.28 90%: $13.50 – $22.72
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Every quote and Greek, one row per strike.
30 contracts 17 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.96 402% 12.30 14.90 $5.00 0.00 0.75 - - 0 0
0 0 0.94 276% 9.90 12.20 $7.50 0.00 0.75 - - 0 0
8 3 0.90 230% 7.40 10.20 $10.00 0.00 0.75 190% -0.07 1 110
0 0 0.87 158% 5.00 7.50 $12.50 0.00 0.75 133% -0.11 4 4
0 0 0.84 80% 2.75 4.20 $15.00 0.00 0.75 80% -0.16 7 8
31 3 0.62 66% 0.85 2.30 $17.50 0.45 1.20 59% -0.38 3 172
250 11 0.30 60% 0.00 0.90 $20.00 1.65 2.55 43% -0.79 1 312
99 3 0.11 63% 0.05 0.25 $22.50 3.50 5.10 - - 2 86
23 10 0.11 90% 0.00 0.40 $25.00 5.80 7.50 - - 10 5
326 2 0.07 98% 0.00 0.05 $27.50 8.30 10.20 - - 5 0
213 4 0.10 135% 0.00 0.75 $30.00 10.40 12.80 - - 4 0
89 34 0.11 156% 0.00 0.20 $32.50 12.80 15.20 - - 0 0
109 4 0.14 188% 0.00 0.05 $35.00 15.30 17.70 - - 0 0
32 20 0.13 202% 0.00 0.75 $37.50 17.80 20.20 - - 0 0
0 0 0.12 212% 0.00 0.75 $40.00 20.10 23.20 - - 6 0