Pre-market
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ABCL 12.66
Expected move by Oct 16 ±$2.17 ±17.1% $10.49 – $14.83 90%: $8.05 – $17.27
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Every quote and Greek, one row per strike.
48 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
237 11 - - 10.80 12.20 $1.00 0.00 0.95 - - 0 0
264 367 0.98 575% 10.10 11.90 $2.00 0.00 0.95 - - 0 0
131 1 0.97 422% 8.90 11.00 $3.00 0.00 0.30 409% -0.03 10 192
626 10 - - 8.50 8.70 $4.00 0.00 3.90 373% -0.05 1 596
2,603 5 0.94 295% 7.00 9.00 $5.00 0.00 3.90 208% -0.02 10 1,133
5,171 1 - - 6.40 6.80 $6.00 0.00 3.90 171% -0.03 5 5,028
1,314 4 - - 3.90 5.80 $7.00 0.00 0.05 150% -0.04 2 330
2,069 88 - - 4.50 4.80 $8.00 0.00 0.05 113% -0.04 16 367
595 44 0.95 87% 3.40 4.10 $9.00 0.05 0.15 95% -0.06 2 441
674 10 0.86 96% 2.80 3.10 $10.00 0.20 0.25 91% -0.13 280 389
740 2 0.84 60% 1.40 2.35 $11.00 0.35 0.45 83% -0.22 152 3,084
1,787 64 0.64 86% 1.35 1.65 $12.00 0.70 0.85 84% -0.36 111 914
2,926 826 0.50 83% 0.95 1.00 $13.00 1.05 1.80 94% -0.49 7 81
1,337 364 0.37 83% 0.55 0.70 $14.00 1.65 2.40 91% -0.62 2 5
1,931 549 0.26 85% 0.35 0.45 $15.00 2.20 3.20 84% -0.75 1 3
436 112 0.18 86% 0.00 0.30 $16.00 3.00 4.10 85% -0.83 2 1
138 10 0.10 82% 0.05 0.20 $17.00 3.90 5.00 84% -0.89 0 0
519 64 0.09 94% 0.10 0.15 $18.00 4.80 5.90 70% -0.98 0 0
19 7 0.09 104% 0.00 0.15 $19.00 5.50 7.00 - - 1 0
134 2 0.07 107% 0.00 0.15 $20.00 7.10 8.00 132% -0.88 0 0
0 0 - - 0.00 0.15 $21.00 7.50 8.90 - - 0 0
0 0 - - 0.00 0.15 $22.00 8.50 9.90 - - 0 0
0 0 - - 0.00 0.15 $23.00 9.40 10.90 - - 0 0
1 1 - - 0.00 1.10 $24.00 10.00 12.40 - - 0 0