Pre-market
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BAC 57.96
Expected move by Sep 25 ±$1.08 ±1.9% $56.88 – $59.04 90%: $55.66 – $60.26
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Every quote and Greek, one row per strike.
68 contracts 43 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
34 30 0.98 255% 22.95 23.25 $35.00 0.00 0.07 - - 0 0
43 12 0.98 179% 17.95 18.15 $40.00 0.00 10.00 - - 1 3
1 9 0.96 144% 12.95 13.30 $45.00 0.00 0.02 - - 0 0
0 19 0.94 132% 10.95 11.40 $47.00 0.00 0.02 - - 0 0
0 17 0.94 118% 9.95 10.35 $48.00 0.00 0.02 - - 0 0
0 12 - - 8.50 9.25 $49.00 0.00 10.00 - - 1 1
12 11 0.95 90% 8.00 8.20 $50.00 0.00 10.00 63% -0.01 1 163
5 8 0.96 72% 6.90 7.20 $51.00 0.00 0.03 59% -0.02 15 17
12 9 0.94 67% 5.95 6.20 $52.00 0.01 0.03 49% -0.02 11 166
2 10 0.93 58% 4.95 5.20 $53.00 0.00 0.02 40% -0.02 24 389
2 11 0.91 50% 4.00 4.20 $54.00 0.02 0.03 36% -0.03 248 303
24 618 0.89 40% 3.00 3.20 $55.00 0.03 0.04 29% -0.05 225 1,919
59 27 0.85 32% 2.03 2.23 $56.00 0.08 0.09 26% -0.11 1,445 1,411
648 870 0.72 28% 1.22 1.34 $57.00 0.21 0.24 24% -0.25 1,398 1,882
3,131 6,747 0.50 26% 0.59 0.64 $58.00 0.53 0.61 23% -0.50 814 3,536
11,641 8,613 0.26 25% 0.23 0.24 $59.00 1.16 1.25 22% -0.78 323 1,736
13,540 4,382 0.09 24% 0.06 0.07 $60.00 1.93 2.15 14% -1.00 844 1,125
2,216 1,428 0.03 25% 0.01 0.02 $61.00 2.89 3.10 - - 16 1,646
4,972 432 0.03 32% 0.00 0.01 $62.00 3.85 4.10 - - 3 65
3,321 7 0.03 40% 0.00 0.01 $63.00 4.85 5.10 - - 42 6
2,096 176 0.02 46% 0.00 0.02 $64.00 5.75 7.00 83% -0.86 2 0
1,381 11 0.02 51% 0.00 0.01 $65.00 6.65 7.85 80% -0.90 2 1
2,734 3 0.02 58% 0.00 10.00 $66.00 6.75 9.30 - - 2 0
1,235 3 0.02 64% 0.00 10.00 $67.00 8.65 9.90 98% -0.91 1 0
380 3 0.02 70% 0.00 0.02 $68.00 9.65 10.80 101% -0.93 1 0
191 151 0.02 76% 0.00 0.51 $69.00 10.65 11.70 100% -0.94 2 0
52 1 0.01 81% 0.00 0.05 $70.00 11.65 13.20 133% -0.90 2 0
2 1 0.02 88% 0.00 0.03 $71.00 10.90 14.20 - - 0 0
90 2 0.01 91% 0.00 0.25 $72.00 12.70 15.50 104% -0.97 0 0
2 1 0.02 100% 0.00 0.08 $73.00 13.75 16.20 - - 0 0
3 4 0.02 106% 0.00 0.08 $74.00 14.75 17.20 - - 4 0
3 7 0.01 111% 0.00 0.08 $75.00 15.75 18.05 - - 2 0
5 5 - - 0.00 0.08 $76.00 16.75 19.20 - - 2 0
6 3 - - 0.00 0.45 $77.00 17.75 20.20 - - 2 0