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BBAI 2.89
Expected move by Sep 25 ±$0.14 ±4.8% $2.75 – $3.03 90%: $2.59 – $3.19
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Every quote and Greek, one row per strike.
24 contracts 13 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
37 355 0.99 1001% 2.36 2.47 $0.50 0.00 0.21 - - 0 0
75 1 - - 1.80 1.95 $1.00 0.00 0.21 - - 1 2
78 4 0.97 359% 1.33 1.48 $1.50 0.00 0.21 - - 10 10
17 11 0.92 271% 0.82 1.03 $2.00 0.00 0.02 251% -0.06 2 40
202 186 - - 0.37 0.41 $2.50 0.00 0.01 107% -0.09 14 340
6,993 4,296 0.26 52% 0.02 0.03 $3.00 0.12 0.14 49% -0.76 233 1,632
3,012 464 0.09 126% 0.00 0.01 $3.50 0.53 0.65 - - 41 358
902 10 0.06 187% 0.00 0.22 $4.00 1.07 1.14 - - 3 6
371 10 0.06 251% 0.00 0.01 $4.50 1.54 1.64 - - 1 18
122 5 0.05 284% 0.00 0.21 $5.00 2.07 2.15 197% -1.00 120 137
120 2 0.04 321% 0.00 0.21 $5.50 2.53 2.67 - - 5 1
252 5 0.04 353% 0.00 0.21 $6.00 2.99 3.15 - - 3 0