Pre-market
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BIDU 92.21
Expected move by Sep 25 ±$3.66 ±4.0% $88.55 – $95.87 90%: $84.42 – $100.00
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Every quote and Greek, one row per strike.
126 contracts 87 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 12 0.98 300% 40.55 44.35 $50.00 0.00 2.13 - - 0 0
0 12 0.98 259% 35.55 39.35 $55.00 0.00 2.13 - - 0 0
0 0 0.98 221% 30.55 34.35 $60.00 0.00 2.03 - - 0 0
2 2 0.97 184% 25.55 29.35 $65.00 0.00 0.60 - - 0 0
8 1 0.96 152% 20.60 24.35 $70.00 0.00 0.75 124% -0.02 2 93
1 1 - - 15.60 17.75 $75.00 0.00 0.95 92% -0.01 2 79
0 0 0.94 113% 13.60 17.45 $77.00 0.00 0.93 - - 0 0
0 0 - - 12.65 15.70 $78.00 0.00 0.08 - - 0 0
0 0 - - 11.60 14.75 $79.00 0.00 0.22 - - 204 0
49 41 - - 11.10 13.00 $80.00 0.00 0.02 66% -0.02 257 197
7 1 - - 9.60 11.70 $81.00 0.00 0.10 62% -0.02 11 17
3 2 0.85 113% 10.00 12.35 $82.00 0.02 0.05 54% -0.02 207 40
29 27 0.87 94% 9.00 10.80 $83.00 0.00 0.12 50% -0.02 64 98
12 2 0.95 56% 7.85 8.90 $84.00 0.00 0.16 50% -0.03 6 124
18 9 0.83 85% 7.30 8.80 $85.00 0.03 0.11 44% -0.04 62 531
4 4 0.97 37% 5.95 6.65 $86.00 0.13 0.25 49% -0.08 131 282
123 8 0.88 49% 4.70 6.40 $87.00 0.19 0.30 46% -0.11 44 326
1 2 0.89 42% 3.40 6.55 $87.50 0.24 0.33 45% -0.13 6 87
128 7 0.83 48% 4.50 4.90 $88.00 0.32 0.46 45% -0.16 182 332
4 4 0.74 65% 3.70 5.95 $88.50 0.45 0.64 48% -0.20 108 288
79 12 0.76 49% 2.37 5.50 $89.00 0.54 0.65 46% -0.22 91 267
348 69 0.68 55% 3.05 3.80 $90.00 0.80 1.17 49% -0.31 404 933
638 105 0.61 53% 2.26 3.25 $91.00 1.12 1.70 50% -0.39 56 2,308
580 1,187 0.53 49% 1.92 2.14 $92.00 1.50 2.47 54% -0.47 180 80
512 713 0.45 48% 1.43 1.70 $93.00 2.04 2.39 46% -0.56 85 103
497 828 0.37 50% 1.11 1.31 $94.00 2.69 3.10 48% -0.64 21 121
1,998 2,073 0.30 50% 0.87 0.97 $95.00 3.10 5.35 66% -0.65 32 990
724 364 0.24 52% 0.63 0.77 $96.00 4.00 4.70 48% -0.78 9 2,121
705 262 0.19 53% 0.54 0.57 $97.00 4.55 5.60 44% -0.86 13 818
266 1,181 0.15 54% 0.33 0.51 $98.00 4.90 6.35 - - 35 119
809 376 0.12 55% 0.28 0.35 $99.00 5.55 7.45 - - 10 29
1,991 2,900 0.09 56% 0.22 0.25 $100.00 7.65 8.15 50% -0.94 10 84
295 94 0.07 58% 0.16 0.21 $101.00 7.35 10.00 - - 1 15
327 15 0.08 66% 0.06 0.40 $102.00 8.35 11.55 63% -0.93 2 6
50 13 0.07 69% 0.08 0.33 $103.00 9.90 11.95 65% -0.94 12 15
93 70 0.07 73% 0.07 0.34 $104.00 10.65 12.90 - - 1 1
3,586 276 0.03 62% 0.04 0.08 $105.00 11.80 14.50 90% -0.91 2 0
37 1 0.04 72% 0.00 0.20 $106.00 12.55 14.90 - - 19 0
43 208 0.07 93% 0.00 0.15 $107.00 13.35 15.90 - - 1 0
14 2 0.04 83% 0.00 1.01 $108.00 15.05 17.45 110% -0.90 16 0
23 6 0.10 117% 0.00 1.01 $109.00 15.85 18.45 110% -0.92 2 0
1,158 17 0.02 83% 0.00 0.04 $110.00 16.45 18.00 - - 5 0
68 6 0.04 99% 0.00 0.73 $111.00 18.25 19.90 113% -0.93 2 0
20 1 0.04 101% 0.00 0.21 $112.00 17.90 21.50 - - 1 0
35 1 0.04 105% 0.00 0.81 $113.00 18.90 21.90 - - 0 0
26 20 0.08 138% 0.00 1.01 $114.00 20.70 22.90 85% -0.99 0 0
307 10 0.03 109% 0.00 0.07 $115.00 21.65 23.90 - - 2 0
6 6 0.07 143% 0.00 0.95 $116.00 22.25 25.45 105% -0.98 0 0
6 1 0.07 142% 0.00 0.75 $117.00 22.90 26.50 - - 0 0
3 1 0.05 135% 0.00 0.75 $118.00 24.60 27.50 137% -0.95 5 0
13 1 0.07 153% 0.00 0.75 $119.00 26.10 28.50 163% -0.92 1 0
237 7 0.06 149% 0.00 0.11 $120.00 26.30 29.50 127% -0.97 2 0
34 5 0.06 160% 0.00 0.75 $121.00 26.85 30.50 - - 0 0
11 8 0.06 163% 0.00 0.75 $122.00 28.45 31.45 143% -0.97 0 0
20 8 0.06 165% 0.00 0.75 $123.00 29.50 32.45 149% -0.96 2 0
17 1 0.06 171% 0.00 0.75 $124.00 29.85 33.45 - - 0 0
23 1 0.04 157% 0.00 0.95 $125.00 32.15 33.90 161% -0.96 2 0
4 3 0.05 188% 0.00 1.35 $130.00 36.55 38.90 - - 57 0
11 2 0.03 183% 0.00 2.13 $135.00 41.55 44.50 194% -0.96 0 0
6 1 0.04 219% 0.00 0.51 $140.00 46.65 48.90 - - 0 0
339 218 0.05 239% 0.00 2.13 $145.00 51.00 54.50 - - 0 0
0 0 0.03 234% 0.00 0.06 $150.00 55.85 59.50 - - 3 0
1,257 40 0.02 231% 0.00 0.05 $155.00 60.85 64.50 - - 0 0