Pre-market
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BCS 25.30
Expected move by Oct 16 ±$1.43 ±5.7% $23.87 – $26.73 90%: $22.27 – $28.33
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Every quote and Greek, one row per strike.
42 contracts 25 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 0.97 116% 10.10 10.70 $15.00 0.00 0.35 158% -0.07 4 109
0 0 0.97 103% 9.10 9.70 $16.00 0.00 0.35 98% -0.03 4 4
0 0 0.96 91% 8.10 8.70 $17.00 0.00 0.40 87% -0.03 6 6
5 3 0.96 79% 7.10 7.70 $18.00 0.00 0.40 80% -0.04 35 35
0 0 0.94 76% 6.20 6.70 $19.00 0.00 0.40 66% -0.04 4 238
0 0 0.97 50% 5.00 5.70 $20.00 0.00 0.20 56% -0.05 99 227
1 1 0.92 53% 4.00 4.90 $21.00 0.00 20.00 50% -0.06 1 55
91 3 0.90 43% 3.20 3.70 $22.00 0.00 0.15 40% -0.08 48 145
141 1 0.83 40% 2.40 2.75 $23.00 0.00 0.20 34% -0.13 1 75
282 5 0.74 34% 1.55 1.85 $24.00 0.15 0.35 28% -0.22 81 1,681
351 4 0.58 31% 0.90 1.10 $25.00 0.50 0.65 27% -0.42 1 277
377 144 0.38 29% 0.40 0.55 $26.00 1.00 1.15 26% -0.64 4 297
533 29 0.17 25% 0.10 0.20 $27.00 1.65 1.95 23% -0.85 6 188
866 3 0.15 36% 0.00 0.15 $28.00 2.50 2.85 - - 1 2,072
2,274 15 0.07 35% 0.00 0.10 $29.00 3.40 3.90 - - 1 1
353 427 0.08 45% 0.00 0.15 $30.00 3.20 5.80 - - 1 0
97 10 0.08 53% 0.00 0.40 $31.00 4.20 6.80 - - 0 0
79 1 0.06 56% 0.00 0.40 $32.00 5.20 7.70 - - 0 0
1 1 0.05 58% 0.00 20.00 $33.00 6.20 8.70 - - 0 0
3 5 0.04 64% 0.00 20.00 $34.00 7.80 9.50 - - 0 0
210 270 0.04 69% 0.00 20.00 $35.00 8.80 10.50 - - 0 0