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YPF 53.18
Expected move by Oct 16 ±$4.24 ±8.0% $48.94 – $57.42 90%: $44.20 – $62.16
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Every quote and Greek, one row per strike.
54 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 212% 31.50 35.50 $20.00 0.00 0.95 231% -0.03 1 1
1 1 0.98 166% 26.50 30.50 $25.00 0.00 2.60 184% -0.03 0 0
0 0 0.97 135% 22.50 26.50 $29.00 0.00 2.60 153% -0.04 1 3
0 0 0.96 138% 21.70 25.50 $30.00 0.00 2.60 146% -0.04 10 48
70 40 0.96 127% 20.60 24.50 $31.00 0.00 2.60 140% -0.05 1 1
2 2 0.97 115% 19.50 23.50 $32.00 0.00 2.60 133% -0.05 4 6
0 1 0.96 114% 18.60 22.50 $33.00 0.00 2.60 126% -0.05 0 0
0 0 0.96 108% 17.60 21.50 $34.00 0.00 2.60 100% -0.03 1 400
653 1 0.93 120% 17.20 20.50 $35.00 0.00 2.60 111% -0.05 11 210
57 7 0.96 96% 15.60 19.50 $36.00 0.00 0.75 94% -0.04 2 0
0 0 0.95 90% 14.60 18.50 $37.00 0.00 2.60 84% -0.04 2 46
20 1 0.95 85% 13.60 17.50 $38.00 0.00 2.60 70% -0.02 2,871 4,651
0 20 0.95 80% 12.60 16.50 $39.00 0.00 2.60 87% -0.07 1 289
71 10 0.93 82% 12.00 15.40 $40.00 0.00 0.30 63% -0.03 1 3,536
75 19 0.91 81% 11.20 14.40 $41.00 0.00 2.60 75% -0.08 10 96
419 1 0.95 61% 10.50 12.50 $42.00 0.00 2.60 71% -0.08 120 770
171 2 0.93 58% 9.60 11.50 $43.00 0.00 0.15 63% -0.08 5 540
50 50 0.92 55% 8.70 10.50 $44.00 0.05 0.20 45% -0.05 20 56
2,309 2 0.96 39% 7.80 9.00 $45.00 0.05 0.40 47% -0.07 11 2,239
1,027 2 0.87 53% 6.70 8.90 $46.00 0.15 0.60 48% -0.11 165 299
6,049 13 0.73 44% 4.10 4.70 $50.00 0.80 1.10 41% -0.26 1,235 2,077
14,534 108 0.41 43% 1.55 1.80 $55.00 2.60 3.40 36% -0.62 20 795
5,868 93 0.14 41% 0.35 0.45 $60.00 5.80 7.60 - - 46 53
1,951 5 0.05 44% 0.00 0.15 $65.00 11.20 12.80 53% -0.92 1 0
390 11 0.03 53% 0.00 0.20 $70.00 15.30 18.00 - - 0 0
12 1 0.06 79% 0.00 2.60 $75.00 20.30 23.40 67% -0.98 0 0
27 19 0.08 102% 0.00 2.60 $80.00 25.30 28.60 88% -0.96 0 0