Pre-market
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BJRI 61.11
Expected move by Oct 16 ±$6.02 ±9.9% $55.09 – $67.13 90%: $48.34 – $73.88
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Every quote and Greek, one row per strike.
58 contracts 36 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.98 284% 42.30 45.90 $17.50 0.00 5.00 282% -0.02 0 0
0 2 0.98 255% 39.80 43.40 $20.00 0.00 1.95 253% -0.02 0 0
1 1 0.98 219% 37.10 40.90 $22.50 0.00 1.75 229% -0.02 0 0
0 0 0.99 167% 34.40 38.20 $25.00 0.00 0.95 207% -0.03 0 0
2 4 0.98 167% 31.90 35.90 $27.50 0.00 5.00 187% -0.03 0 0
0 0 0.98 142% 29.30 33.40 $30.00 0.00 5.00 169% -0.03 1 1
1 1 - - 26.90 30.30 $32.50 0.00 5.00 153% -0.04 1 37
6 4 0.99 97% 24.40 28.10 $35.00 0.00 5.00 138% -0.04 1 2
0 0 0.97 109% 21.90 26.00 $37.50 0.00 5.00 124% -0.05 1 1
4 1 0.96 100% 19.40 23.60 $40.00 0.00 5.00 107% -0.05 2 2
8 30 - - 17.40 19.70 $42.50 0.00 5.00 97% -0.06 1 1
1 1 1.00 0% 14.90 17.50 $45.00 0.00 5.00 84% -0.06 2 3
1 1 1.00 0% 12.50 14.90 $47.50 0.00 5.00 72% -0.07 1 0
144 221 0.89 70% 10.30 13.50 $50.00 0.10 1.05 67% -0.10 16 12
0 0 0.89 51% 7.80 10.60 $52.50 0.40 1.15 60% -0.14 16 12
1 1 0.82 48% 5.80 8.30 $55.00 0.75 1.50 56% -0.21 1 4
0 0 0.70 52% 3.80 7.10 $57.50 0.20 3.70 57% -0.31 1 6
3 1 0.59 50% 2.50 5.20 $60.00 1.20 4.40 53% -0.41 1 8
2 2 0.47 52% 1.65 4.00 $62.50 2.50 5.10 48% -0.54 1 1
7 1 0.32 43% 0.25 2.50 $65.00 4.20 7.00 51% -0.65 5 6
0 0 0.25 50% 0.00 2.20 $67.50 5.80 9.20 53% -0.74 0 0
10 10 0.15 47% 0.00 2.85 $70.00 7.80 10.70 45% -0.87 3 3
2 2 0.11 50% 0.00 0.75 $72.50 10.70 13.20 59% -0.85 0 0
1 1 0.10 57% 0.00 5.00 $75.00 12.70 15.00 - - 1 1
0 0 0.09 64% 0.00 5.00 $77.50 15.30 18.00 63% -0.92 0 0
0 1 0.09 71% 0.00 5.00 $80.00 16.90 20.50 - - 2 2
2 1 0.08 82% 0.00 5.00 $85.00 22.30 25.90 78% -0.94 2 0
1 1 0.07 92% 0.00 5.00 $90.00 27.30 30.40 - - 0 0
0 0 0.06 102% 0.00 5.00 $95.00 32.30 35.90 98% -0.95 0 0