Pre-market
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BG 112.31
Expected move by Oct 16 ±$8.43 ±7.5% $103.88 – $120.74 90%: $94.44 – $130.18
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Every quote and Greek, one row per strike.
52 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 106% 40.60 44.80 $70.00 0.00 2.55 107% -0.03 3 3
0 0 0.96 94% 35.60 39.90 $75.00 0.00 1.15 94% -0.04 1 16
0 2 0.96 79% 30.60 34.80 $80.00 0.00 2.55 92% -0.06 1 7
0 0 0.92 80% 26.40 29.90 $85.00 0.00 0.75 58% -0.03 1 81
1 1 0.90 73% 22.50 24.40 $90.00 0.05 0.25 46% -0.03 51 289
13 9 0.85 65% 17.70 20.00 $95.00 0.15 0.50 43% -0.06 1 424
3 1 0.85 56% 15.30 17.10 $97.50 0.35 0.50 39% -0.08 2 24
11 3 0.81 54% 12.80 15.30 $100.00 0.55 0.75 38% -0.11 147 90
59 3 0.72 48% 8.80 10.90 $105.00 1.25 1.75 37% -0.23 36 1,079
500 1 0.59 43% 5.30 7.30 $110.00 2.80 3.20 35% -0.39 7 1,046
175 32 0.43 38% 3.00 3.70 $115.00 4.70 5.90 32% -0.59 7 1,308
1,817 112 0.26 36% 1.25 1.95 $120.00 8.10 9.30 30% -0.79 6 1,429
577 45 0.16 39% 0.75 1.10 $125.00 11.40 13.40 - - 2 668
635 33 0.09 40% 0.25 0.70 $130.00 16.30 18.40 - - 1 193
726 375 0.05 42% 0.10 0.45 $135.00 20.70 22.90 - - 19 8
573 1 0.03 44% 0.00 0.20 $140.00 25.50 29.30 - - 11 0
375 10 0.06 59% 0.00 2.60 $145.00 30.50 33.70 - - 0 0
305 1 0.05 63% 0.00 0.30 $150.00 35.50 38.80 - - 0 0
1,529 1 0.04 68% 0.00 2.85 $155.00 40.50 43.80 - - 0 0
31 1 0.05 77% 0.00 0.75 $160.00 45.50 49.70 - - 0 0
59 30 0.05 82% 0.00 2.15 $165.00 50.50 54.60 - - 0 0
15 2 0.05 91% 0.00 2.15 $170.00 55.50 59.70 - - 0 0
65 5 0.03 83% 0.00 0.95 $175.00 60.50 64.70 - - 0 0
91 1 0.04 98% 0.00 2.15 $180.00 65.50 69.70 - - 0 0
3 3 0.04 102% 0.00 2.15 $185.00 70.50 74.30 - - 0 0
106 100 0.04 108% 0.00 2.15 $190.00 75.50 79.70 - - 0 0