Pre-market
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BAI 47.01
Expected move by Oct 16 ±$3.17 ±6.7% $43.84 – $50.18 90%: $40.29 – $53.73
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Every quote and Greek, one row per strike.
70 contracts 42 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 20.40 22.50 $25.00 0.00 10.00 172% -0.05 1 1
2 40 - - 19.60 21.50 $26.00 0.00 10.00 180% -0.07 3 62
0 0 - - 18.60 20.50 $27.00 0.00 1.30 - - 0 0
0 0 - - 17.60 19.50 $28.00 0.00 1.30 162% -0.08 1 2
0 0 - - 16.60 18.50 $29.00 0.00 1.30 - - 0 0
0 1 - - 15.60 17.70 $30.00 0.00 1.30 182% -0.12 5 15
0 0 - - 14.40 16.70 $31.00 0.00 1.55 - - 0 0
5 2 - - 13.60 15.70 $32.00 0.00 10.00 172% -0.14 0 0
0 0 - - 12.40 14.70 $33.00 0.00 1.30 168% -0.15 0 0
0 0 - - 11.70 13.70 $34.00 0.00 1.20 72% -0.03 1 1
8 1 - - 10.20 12.70 $35.00 0.00 1.35 79% -0.06 5 2
3 3 - - 9.70 11.60 $36.00 0.00 1.35 155% -0.19 6 6
3 3 - - 8.70 10.80 $37.00 0.00 1.40 139% -0.20 0 0
5 3 - - 7.80 9.80 $38.00 0.00 1.40 122% -0.20 0 0
1 1 - - 6.80 8.70 $39.00 0.00 1.45 93% -0.18 0 0
2 4 - - 5.80 7.90 $40.00 0.00 1.50 83% -0.19 3 3
7 2 - - 4.90 7.00 $41.00 0.00 1.50 75% -0.21 0 0
2 2 0.95 27% 4.10 6.20 $42.00 0.15 0.45 39% -0.12 2 3
35 1 0.88 30% 3.20 5.40 $43.00 0.00 1.85 73% -0.29 0 0
13 2 0.82 29% 2.50 4.40 $44.00 0.40 0.75 36% -0.22 3 16
49 48 0.67 46% 2.50 4.30 $45.00 0.60 2.30 49% -0.34 8 1
2 1 0.62 35% 1.20 3.40 $46.00 0.25 2.70 40% -0.39 5 30
5 2 0.52 29% 0.15 2.80 $47.00 0.75 3.30 42% -0.47 1 1
23 16 0.41 29% 0.75 1.30 $48.00 1.45 3.70 42% -0.55 1 0
0 8 0.33 32% 0.00 2.30 $49.00 2.15 4.50 45% -0.61 0 0
119 5 0.27 35% 0.00 0.60 $50.00 2.90 5.20 45% -0.67 0 0
2 1 0.30 50% 0.20 2.00 $51.00 3.70 6.10 48% -0.72 0 0
53 1 0.27 56% 0.00 1.80 $52.00 4.60 7.10 53% -0.75 0 0
0 1 0.17 45% 0.00 1.70 $53.00 5.50 7.70 50% -0.80 0 0
3 3 0.24 65% 0.00 0.50 $54.00 6.50 8.60 54% -0.82 0 0
15 2 0.15 54% 0.00 1.60 $55.00 7.40 9.50 56% -0.85 0 0
7 1 0.09 66% 0.00 0.35 $60.00 12.40 14.60 76% -0.87 0 0
0 0 0.25 142% 0.00 1.30 $65.00 17.40 19.60 93% -0.89 0 0
15 15 0.17 135% 0.00 0.15 $70.00 22.40 24.60 109% -0.90 0 0
2 2 0.08 114% 0.00 0.50 $75.00 27.40 29.60 123% -0.91 0 0