Pre-market
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BEX 36.44
Expected move by Oct 16 ±$10.42 ±28.6% $26.02 – $46.86 90%: $14.35 – $58.53
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Every quote and Greek, one row per strike.
98 contracts 93 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
10 41 - - 23.70 25.00 $12.00 0.00 0.60 224% -0.01 8 55
0 0 - - 22.70 24.10 $13.00 0.00 0.50 253% -0.03 1 23
0 0 - - 21.70 23.10 $14.00 0.00 0.60 206% -0.02 7 13
1 1 - - 20.60 22.00 $15.00 0.05 0.45 205% -0.03 32 79
0 0 - - 19.60 21.20 $16.00 0.00 0.65 204% -0.03 4 166
0 0 1.00 118% 18.80 20.20 $17.00 0.00 0.70 203% -0.04 8 60
4 6 1.00 0% 17.70 19.20 $18.00 0.05 0.30 156% -0.03 2 55
14 1 0.98 136% 16.90 18.30 $19.00 0.15 0.85 183% -0.05 1 14
11 4 0.97 140% 16.00 17.40 $20.00 0.30 0.55 165% -0.05 29 177
10 10 0.95 144% 15.10 16.50 $21.00 0.25 0.60 153% -0.06 6 145
7 7 0.95 133% 14.10 15.50 $22.00 0.35 0.65 148% -0.07 14 60
34 8 0.93 138% 13.40 14.60 $23.00 0.55 1.05 161% -0.09 26 102
17 1 0.91 139% 12.40 13.90 $24.00 0.80 1.20 159% -0.11 6 42
32 15 0.88 144% 11.80 13.10 $25.00 1.05 1.25 154% -0.13 91 379
9 10 0.86 143% 10.90 12.40 $26.00 1.00 1.70 152% -0.15 14 50
11 1 0.84 143% 10.20 11.60 $27.00 1.15 2.20 157% -0.17 28 24
66 2 0.81 146% 9.50 11.00 $28.00 1.50 2.20 150% -0.19 27 178
1 3 0.79 146% 8.90 10.30 $29.00 1.85 2.65 151% -0.22 11 101
79 10 0.76 147% 8.30 9.70 $30.00 2.10 2.90 147% -0.24 121 360
36 7 0.73 148% 7.80 9.00 $31.00 2.65 3.50 155% -0.27 8 46
28 6 0.70 148% 7.10 8.50 $32.00 3.00 4.10 156% -0.30 28 94
10 2 0.68 149% 6.70 8.00 $33.00 3.70 4.50 157% -0.33 5 23
20 5 0.65 147% 6.10 7.50 $34.00 4.00 5.00 154% -0.35 2 24
94 44 0.62 156% 6.10 7.10 $35.00 4.60 5.60 156% -0.38 16 126
59 18 0.59 150% 5.40 6.40 $36.00 5.10 6.10 156% -0.41 6 22
88 3 0.57 152% 5.10 6.00 $37.00 5.80 6.50 155% -0.43 1 7
99 26 0.54 154% 4.70 5.90 $38.00 6.30 7.40 157% -0.46 1 11
20 23 0.51 148% 4.20 5.20 $39.00 7.00 8.00 157% -0.48 2 10
205 183 0.49 153% 4.00 5.10 $40.00 7.50 8.60 154% -0.51 10 26
2 15 0.46 151% 3.60 4.60 $41.00 8.40 9.30 158% -0.53 1 1
87 9 0.44 151% 3.40 4.10 $42.00 8.90 10.10 158% -0.55 2 2
9 10 0.42 153% 3.10 4.10 $43.00 9.70 10.80 159% -0.58 2 2
39 5 0.40 154% 2.90 3.90 $44.00 10.40 11.60 158% -0.60 1 1
146 61 0.37 151% 2.60 3.50 $45.00 11.20 12.60 162% -0.61 16 27
14 36 0.36 153% 2.40 3.40 $46.00 12.00 13.40 162% -0.63 1 1
2 7 0.34 154% 2.25 3.20 $47.00 12.80 14.20 163% -0.65 1 1
8 3 0.32 156% 2.00 3.10 $48.00 13.60 15.00 164% -0.66 0 0
4 2 0.30 157% 1.90 2.85 $49.00 14.40 15.80 164% -0.68 4 4
84 66 0.27 149% 1.70 2.25 $50.00 15.20 16.70 166% -0.70 3 9
3 9 0.27 157% 1.60 2.55 $51.00 16.10 17.50 166% -0.71 0 0
7 70 0.27 163% 1.80 2.45 $52.00 17.00 18.40 167% -0.72 0 0
200 43 0.25 158% 1.40 2.30 $53.00 17.80 19.30 167% -0.74 0 0
0 1 0.23 158% 1.20 2.25 $54.00 18.70 20.20 168% -0.75 0 0
54 50 0.22 160% 1.15 2.10 $55.00 19.60 20.90 165% -0.77 2 2
213 3 0.21 161% 1.05 2.05 $56.00 20.50 21.80 166% -0.78 0 0
2 1 0.19 159% 0.80 1.90 $57.00 21.40 22.70 167% -0.79 0 0
0 0 0.18 162% 0.80 1.80 $58.00 22.30 23.80 172% -0.79 0 0
8 3 0.18 164% 0.75 1.80 $59.00 23.20 24.70 172% -0.80 0 0
38 27 0.17 161% 0.85 1.45 $60.00 24.10 25.60 173% -0.81 0 0