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CODI 11.03
Expected move by Oct 16 ±$1.09 ±9.9% $9.94 – $12.12 90%: $8.72 – $13.34
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Every quote and Greek, one row per strike.
34 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 275% 6.30 8.20 $4.00 0.00 0.75 - - 0 0
0 0 1.00 117% 5.30 6.80 $5.00 0.00 15.00 - - 0 0
0 0 1.00 85% 4.50 5.60 $6.00 0.00 0.35 - - 0 0
0 0 0.94 117% 3.50 4.80 $7.00 0.00 0.75 - - 35 35
0 0 0.95 74% 2.50 3.70 $8.00 0.00 0.35 109% -0.11 1 1
5 5 0.86 77% 1.80 2.70 $9.00 0.00 0.30 75% -0.14 3 17
6 1 0.78 52% 1.10 1.45 $10.00 0.05 0.55 60% -0.25 30 38
52 50 0.54 45% 0.45 0.70 $11.00 0.45 0.80 54% -0.46 31 46
159 1 0.32 54% 0.10 0.55 $12.00 0.85 1.55 48% -0.71 0 0
32 1 0.19 60% 0.05 0.30 $13.00 1.75 2.40 55% -0.85 0 0
43 2 0.17 80% 0.00 0.75 $14.00 2.50 3.60 66% -0.89 0 0
2 1 0.12 86% 0.00 1.00 $15.00 3.50 4.60 80% -0.91 0 0
0 0 0.14 106% 0.00 15.00 $16.00 4.50 5.60 92% -0.92 2 1
0 0 - - 0.00 15.00 $17.00 5.30 6.70 89% -0.96 0 0
0 0 - - 0.00 0.75 $18.00 6.30 7.70 99% -0.96 0 0
0 0 - - 0.00 15.00 $19.00 7.30 8.70 108% -0.96 0 0
0 0 - - 0.00 15.00 $20.00 8.30 9.70 116% -0.96 0 0