Pre-market
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BATRA 57.34
Expected move by Oct 16 ±$2.88 ±5.0% $54.46 – $60.22 90%: $51.24 – $63.44
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Every quote and Greek, one row per strike.
22 contracts 13 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 25.20 29.40 $30.00 0.00 2.60 - - 0 0
0 0 - - 20.20 24.40 $35.00 0.00 2.60 - - 0 0
0 0 1.00 0% 15.30 19.50 $40.00 0.00 2.60 - - 0 0
0 0 - - 10.30 14.20 $45.00 0.00 2.60 - - 0 0
0 0 - - 5.30 9.20 $50.00 0.00 0.50 37% -0.07 2 2
26 1 0.80 21% 1.00 4.70 $55.00 0.20 0.45 20% -0.19 1 407
25 1 0.22 21% 0.30 0.50 $60.00 2.70 3.00 19% -0.82 7 72
0 0 - - 0.00 2.60 $65.00 5.50 9.20 - - 0 0
0 0 - - 0.00 2.60 $70.00 10.70 14.70 44% -0.97 0 0
0 0 - - 0.00 2.60 $75.00 16.10 19.70 69% -0.93 0 0
0 0 - - 0.00 2.60 $80.00 21.10 24.70 81% -0.94 0 0