Pre-market
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AZN 168.10
Expected move by Oct 16 ±$9.24 ±5.5% $158.86 – $177.34 90%: $148.51 – $187.69
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Every quote and Greek, one row per strike.
60 contracts 42 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
6 22 0.98 86% 56.50 60.60 $110.00 0.00 0.45 83% -0.02 1 8
0 0 0.97 80% 51.60 55.60 $115.00 0.00 0.25 74% -0.02 7 43
1 2 0.97 71% 46.50 50.70 $120.00 0.00 0.25 67% -0.02 1 80
0 0 0.97 65% 41.60 45.70 $125.00 0.00 0.25 57% -0.02 1 29
42 1 0.96 60% 37.30 40.20 $130.00 0.00 0.20 46% -0.01 2 177
0 0 0.97 48% 32.20 35.00 $135.00 0.00 0.30 40% -0.01 1 206
15 15 0.93 49% 27.90 30.00 $140.00 0.05 0.40 39% -0.03 5 327
5 5 0.91 45% 23.60 24.80 $145.00 0.10 0.50 35% -0.05 30 241
55 17 0.91 34% 17.80 20.20 $150.00 0.40 0.65 32% -0.08 36 313
135 1 0.83 34% 13.80 15.70 $155.00 0.70 1.00 29% -0.13 31 591
838 3 0.75 31% 9.70 11.30 $160.00 1.50 1.95 28% -0.23 33 3,527
2,647 29 0.62 29% 6.50 7.30 $165.00 2.90 3.30 26% -0.37 1,294 1,920
18,718 1,078 0.46 29% 4.00 4.80 $170.00 5.30 6.30 28% -0.54 435 456
1,887 237 0.31 28% 2.15 2.65 $175.00 8.20 9.10 25% -0.71 1 314
742 108 0.19 28% 1.05 1.45 $180.00 11.70 13.50 25% -0.85 1 129
525 169 0.11 28% 0.50 0.75 $185.00 16.10 17.80 21% -0.97 30 375
386 3 0.06 29% 0.20 0.45 $190.00 20.60 22.60 - - 1 4
1,637 3 0.04 32% 0.15 0.35 $195.00 25.50 28.10 - - 3 0
261 1 0.03 35% 0.00 0.20 $200.00 30.50 32.70 - - 1 0
516 1 0.03 44% 0.00 0.20 $210.00 39.80 43.30 - - 1 0
303 2 0.02 48% 0.00 0.25 $220.00 49.80 53.70 - - 1 0
38 1 0.04 67% 0.00 0.25 $230.00 59.80 63.90 - - 2 0
35 1 0.03 68% 0.00 0.20 $240.00 69.80 73.90 - - 22 0
13 1 0.02 70% 0.00 0.25 $250.00 79.80 83.90 - - 0 0
28 1 0.01 73% 0.00 0.45 $260.00 89.80 93.80 - - 0 0
2 1 0.03 88% 0.00 0.90 $270.00 99.80 103.90 - - 0 0
9 9 0.02 92% 0.00 1.85 $280.00 109.80 113.70 - - 0 0
2 2 0.02 94% 0.00 2.15 $290.00 119.80 123.90 - - 0 0
15 15 0.01 97% 0.00 2.10 $300.00 129.80 133.70 - - 0 0
5 5 - - 0.00 2.15 $310.00 139.80 143.90 - - 0 0