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NTAP 197.79
Expected move by Oct 16 ±$17.03 ±8.6% $180.76 – $214.82 90%: $161.68 – $233.90
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Every quote and Greek, one row per strike.
70 contracts 48 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 126% 110.90 115.00 $85.00 0.00 1.95 154% -0.01 0 0
0 0 1.00 108% 106.00 109.80 $90.00 0.00 1.50 145% -0.01 1 1
0 0 1.00 96% 101.00 104.80 $95.00 0.00 2.15 136% -0.02 1 1
10 10 0.99 110% 96.00 100.10 $100.00 0.00 1.80 155% -0.03 0 0
5 5 0.99 96% 91.00 95.00 $105.00 0.00 0.75 117% -0.02 1 1
0 0 0.99 87% 86.00 90.00 $110.00 0.00 2.15 103% -0.01 0 0
4 1 0.99 85% 81.00 85.10 $115.00 0.00 1.70 96% -0.01 4 3
4 3 1.00 72% 76.00 80.00 $120.00 0.00 1.70 95% -0.02 1 16
0 0 0.99 71% 71.00 75.10 $125.00 0.00 2.10 78% -0.01 63 78
1 1 0.99 64% 66.00 70.10 $130.00 0.00 0.70 73% -0.01 1 33
0 0 - - 61.50 64.00 $135.00 0.00 0.55 81% -0.03 20 279
4 1 - - 56.10 59.00 $140.00 0.00 0.25 65% -0.02 1 106
11 1 - - 51.20 54.00 $145.00 0.00 0.40 51% -0.01 1 45
6 1 - - 46.20 49.00 $150.00 0.00 0.50 50% -0.02 2 114
22 20 - - 40.90 44.20 $155.00 0.15 0.50 49% -0.03 1 90
3 3 - - 36.40 39.00 $160.00 0.45 0.90 51% -0.05 9 84
39 2 1.00 0% 31.50 34.50 $165.00 0.60 1.20 48% -0.07 3 418
67 60 0.92 41% 27.80 30.10 $170.00 1.25 1.80 48% -0.11 2 284
238 2 0.88 41% 23.00 26.00 $175.00 1.95 2.30 46% -0.15 58 109
269 2 0.81 41% 19.00 22.10 $180.00 2.55 3.40 45% -0.20 230 564
460 1 0.75 41% 15.20 18.40 $185.00 3.10 6.10 46% -0.27 11 192
594 6 0.66 43% 12.60 15.00 $190.00 5.10 7.60 46% -0.35 5 618
233 11 0.58 41% 9.50 11.80 $195.00 7.90 9.70 47% -0.43 75 100
418 142 0.49 41% 7.60 8.90 $200.00 10.00 11.10 43% -0.51 169 59
2,443 897 0.34 43% 4.90 5.10 $210.00 16.00 19.10 47% -0.65 1 88
706 29 0.21 43% 2.25 3.00 $220.00 24.00 26.90 49% -0.76 4 12
165 2 0.12 43% 0.45 2.20 $230.00 32.70 35.60 51% -0.84 0 0
245 2 0.06 43% 0.00 1.45 $240.00 42.20 44.90 55% -0.89 3 3
101 4 0.04 47% 0.00 0.60 $250.00 52.00 54.50 60% -0.91 0 0
24 3 0.02 46% 0.00 0.45 $260.00 61.10 64.30 60% -0.95 0 0
14 1 0.02 51% 0.00 0.55 $270.00 70.50 74.30 60% -0.97 32 0
69 1 0.02 60% 0.00 0.40 $280.00 80.10 84.30 - - 0 0
13 2 0.03 68% 0.00 0.85 $290.00 90.10 94.30 - - 1 0
25 10 0.03 74% 0.00 2.15 $300.00 100.80 104.40 83% -0.96 0 0
44 59 0.02 76% 0.00 2.15 $310.00 110.00 114.90 83% -0.97 0 0