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YANG 29.80
Expected move by Oct 16 ±$3.40 ±11.4% $26.40 – $33.20 90%: $22.60 – $37.00
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Every quote and Greek, one row per strike.
68 contracts 46 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.95 209% 15.10 17.30 $14.00 0.00 20.00 215% -0.05 2 3
0 8 0.95 192% 14.10 16.30 $15.00 0.00 20.00 258% -0.09 1 3
0 6 0.94 176% 13.10 15.30 $16.00 0.00 20.00 223% -0.09 1 2
0 2 0.94 162% 12.10 14.30 $17.00 0.00 0.95 163% -0.06 6 2
0 8 0.92 157% 11.10 13.50 $18.00 0.00 2.60 133% -0.05 15 12
0 0 0.93 135% 10.10 12.30 $19.00 0.00 1.45 111% -0.04 2 15
0 1 0.92 123% 9.10 11.30 $20.00 0.00 20.00 167% -0.13 4 1
0 7 0.91 111% 8.10 10.30 $21.00 0.00 0.05 113% -0.09 1 6
3 1 0.90 100% 7.10 9.30 $22.00 0.00 1.00 85% -0.07 1 37
4 5 0.89 89% 6.10 8.30 $23.00 0.00 0.20 66% -0.05 4 4
10 4 0.88 78% 5.10 7.30 $24.00 0.00 0.50 77% -0.12 1 209
247 11 0.94 46% 3.70 6.10 $25.00 0.10 0.70 67% -0.14 4 35
88 10 0.81 66% 3.20 5.60 $26.00 0.25 0.75 62% -0.18 42 18
25 9 0.86 37% 2.25 3.80 $27.00 0.35 1.00 58% -0.23 3 8
162 3 0.70 50% 2.10 3.10 $28.00 1.00 1.30 64% -0.32 71 17
37 10 0.60 65% 1.70 3.20 $29.00 1.20 2.35 70% -0.40 4 79
169 12 0.51 57% 1.20 2.15 $30.00 1.55 2.60 64% -0.48 11 278
55 28 0.44 61% 1.15 1.70 $31.00 1.80 3.20 58% -0.57 4 5
267 1 0.36 63% 0.80 1.45 $32.00 2.40 4.40 66% -0.63 5 27
165 11 0.30 63% 0.65 1.10 $33.00 3.20 5.20 69% -0.68 2 2
82 30 0.27 72% 0.30 1.40 $34.00 3.70 5.60 56% -0.80 5 12
106 2 0.21 69% 0.30 0.90 $35.00 4.60 6.80 65% -0.80 10 16
201 3 0.18 72% 0.15 0.90 $36.00 5.30 7.80 65% -0.85 1 0
14 1 0.21 88% 0.00 1.70 $37.00 6.40 8.60 68% -0.87 0 0
13 5 0.17 88% 0.00 1.60 $38.00 7.20 9.50 64% -0.92 0 0
9 9 0.14 85% 0.00 0.30 $39.00 8.10 10.60 68% -0.92 0 0
78 1 0.11 84% 0.00 0.75 $40.00 9.10 11.40 62% -0.96 15 33
14 10 0.08 80% 0.00 1.55 $41.00 10.10 12.40 66% -0.97 0 0
0 0 0.13 103% 0.00 0.75 $42.00 11.10 13.50 76% -0.95 0 0
22 2 0.12 107% 0.00 0.75 $43.00 12.10 14.40 74% -0.97 0 0
15 2 0.15 126% 0.00 1.40 $44.00 13.00 15.40 0% -1.00 0 0
29 7 0.11 114% 0.00 1.40 $45.00 14.00 16.30 - - 0 0
4 3 0.07 122% 0.00 0.30 $50.00 19.00 21.20 - - 0 0
12 1 0.07 138% 0.00 0.75 $55.00 23.90 26.30 - - 0 0