Pre-market
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AVL 38.45
Expected move by Oct 16 ±$5.25 ±13.7% $33.20 – $43.70 90%: $27.31 – $49.59
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Every quote and Greek, one row per strike.
52 contracts 49 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
7 2 0.94 128% 13.00 14.20 $25.00 0.00 0.25 94% -0.04 75 73
9 3 0.88 96% 8.10 9.50 $30.00 0.30 0.40 72% -0.09 319 555
11 12 0.84 94% 7.30 8.60 $31.00 0.30 0.95 78% -0.14 209 287
3 10 0.81 93% 6.50 7.80 $32.00 0.45 0.85 70% -0.16 105 62
26 2 0.79 82% 5.70 6.50 $33.00 0.75 0.85 66% -0.19 485 321
27 9 0.73 86% 4.90 6.20 $34.00 1.00 1.05 66% -0.24 325 76
44 7 0.70 78% 4.30 5.00 $35.00 1.30 1.40 64% -0.29 4,145 403
22 11 0.63 85% 3.70 4.90 $36.00 1.70 1.85 66% -0.35 285 197
147 26 0.58 86% 3.30 4.30 $37.00 1.95 2.30 62% -0.41 67 45
119 83 0.53 81% 2.85 3.40 $38.00 2.40 2.95 63% -0.48 25 96
40 32 0.48 78% 2.15 3.00 $39.00 2.90 3.60 63% -0.54 6 11
215 110 0.43 80% 2.05 2.55 $40.00 3.50 4.10 60% -0.60 2 46
188 32 0.39 83% 1.65 2.45 $41.00 4.10 5.00 63% -0.65 5 15
85 42 0.35 82% 1.35 2.05 $42.00 4.70 5.90 62% -0.70 1 1
776 46 0.31 82% 1.05 1.85 $43.00 5.30 6.60 58% -0.77 2 3
44 5 0.25 77% 0.75 1.40 $44.00 6.10 7.40 55% -0.82 0 0
124 150 0.23 80% 0.70 1.20 $45.00 7.20 8.20 59% -0.84 5 10
17 69 0.21 82% 0.50 1.25 $46.00 8.20 10.50 89% -0.75 0 0
5 1 0.17 80% 0.25 1.10 $47.00 8.90 9.90 49% -0.93 3 3
14 11 0.14 80% 0.35 0.75 $48.00 9.50 10.90 1% -0.98 0 0
27 1 0.13 83% 0.15 0.85 $49.00 10.40 11.70 1% -0.98 0 0
85 33 0.12 85% 0.35 0.60 $50.00 11.30 12.70 1% -0.98 3 17
1 8 0.12 89% 0.10 0.85 $51.00 12.20 13.70 1% -0.98 0 0
1 1 0.11 93% 0.00 0.70 $52.00 13.20 14.60 1% -0.98 0 0
7 5 0.08 87% 0.00 0.35 $53.00 14.10 15.50 1% -0.98 0 0
8 2 0.08 94% 0.05 0.55 $55.00 16.00 17.40 1% -0.98 9 10