Pre-market
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BCRX 8.82
Expected move by Oct 16 ±$0.72 ±8.2% $8.10 – $9.54 90%: $7.28 – $10.36
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Every quote and Greek, one row per strike.
34 contracts 20 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 4.70 8.80 $2.00 0.00 1.00 - - 0 0
0 0 - - 4.40 7.10 $3.00 0.00 1.00 - - 0 0
0 0 - - 3.40 6.10 $4.00 0.00 1.00 - - 0 0
0 0 - - 2.50 5.10 $5.00 0.00 0.10 - - 0 0
38 20 1.00 0% 2.55 3.10 $6.00 0.00 0.75 - - 10 10
11 1 0.78 154% 1.70 3.10 $7.00 0.00 0.75 88% -0.13 60 201
654 1 0.72 82% 0.80 1.65 $8.00 0.05 0.35 58% -0.23 5 315
1,126 700 0.46 39% 0.25 0.35 $9.00 0.30 0.70 44% -0.54 1 272
1,592 32 0.18 47% 0.05 0.15 $10.00 0.05 3.30 101% -0.63 40 50
156 3 0.11 64% 0.00 0.75 $11.00 1.00 3.70 86% -0.81 0 0
43 34 0.11 87% 0.00 0.10 $12.00 2.00 4.70 107% -0.84 0 0
2,637 6 0.08 97% 0.00 0.75 $13.00 3.40 5.70 155% -0.77 2 1
3 1 0.12 129% 0.00 0.75 $14.00 4.00 6.70 139% -0.86 0 0
0 0 - - 0.00 0.75 $15.00 4.20 8.30 129% -0.92 2 1
0 0 - - 0.00 0.20 $16.00 6.00 8.70 166% -0.88 0 0
1 1 - - 0.00 0.15 $17.00 7.00 9.70 178% -0.88 0 0
0 0 - - 0.00 0.75 $18.00 8.40 10.30 190% -0.89 0 0