Pre-market
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AU 103.22
Expected move by Oct 16 ±$10.10 ±9.8% $93.12 – $113.32 90%: $81.80 – $124.64
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Every quote and Greek, one row per strike.
56 contracts 41 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
7 4 - - 54.90 59.00 $45.00 0.00 2.15 216% -0.04 46 46
1 1 - - 49.90 54.10 $50.00 0.00 2.15 158% -0.02 22 9
1 1 - - 45.00 49.00 $55.00 0.00 1.10 132% -0.02 2 27
34 1 - - 39.90 43.80 $60.00 0.00 0.10 96% -0.01 1 1,688
1 1 - - 35.20 39.10 $65.00 0.00 2.15 121% -0.05 3 678
110 76 - - 30.00 34.10 $70.00 0.00 0.30 85% -0.03 1 600
331 3 - - 25.00 28.30 $75.00 0.00 0.15 68% -0.03 15 730
313 1 - - 20.90 22.80 $80.00 0.10 0.25 54% -0.03 2 836
302 1 - - 15.70 18.50 $85.00 0.35 1.15 59% -0.09 32 1,629
1,548 1 - - 12.40 13.80 $90.00 0.85 1.20 51% -0.14 331 880
164 7 0.82 36% 8.50 9.90 $95.00 1.95 2.25 50% -0.24 85 860
516 92 0.63 42% 6.00 6.40 $100.00 4.00 4.40 53% -0.38 45 585
507 299 0.46 44% 3.70 4.20 $105.00 6.30 8.10 57% -0.51 83 838
1,217 134 0.32 45% 2.20 2.60 $110.00 9.80 11.40 60% -0.63 14 141
1,215 45 0.21 48% 1.25 1.80 $115.00 13.10 15.30 59% -0.73 1 210
3,763 31 0.14 51% 0.80 1.10 $120.00 18.00 20.40 71% -0.76 1 666
388 38 0.09 52% 0.50 0.60 $125.00 22.80 25.40 80% -0.79 1 18
1,842 5 0.06 55% 0.05 0.70 $130.00 27.80 29.70 85% -0.82 2 23
332 5 0.03 56% 0.15 0.25 $135.00 32.70 34.60 93% -0.84 10 18
255 1 0.05 66% 0.00 0.60 $140.00 36.30 40.30 94% -0.87 2 1
246 1 0.02 63% 0.05 0.25 $145.00 41.20 45.30 101% -0.88 0 0
168 3 0.05 82% 0.00 0.90 $150.00 46.10 50.30 107% -0.88 8 8
43 3 0.04 85% 0.00 2.25 $155.00 51.20 55.20 113% -0.89 0 0
42 3 0.03 88% 0.00 2.25 $160.00 56.20 60.30 121% -0.89 10 0
28 2 0.07 112% 0.00 1.40 $165.00 61.00 65.30 126% -0.90 0 0
30 1 0.04 100% 0.00 0.85 $170.00 66.40 70.30 135% -0.89 0 0
29 5 0.03 101% 0.00 1.25 $175.00 71.20 75.30 140% -0.90 0 0
27 1 0.05 121% 0.00 0.30 $180.00 76.20 80.30 145% -0.90 0 0