Pre-market
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BMRN 64.06
Expected move by Oct 16 ±$4.58 ±7.1% $59.48 – $68.64 90%: $54.36 – $73.76
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Every quote and Greek, one row per strike.
48 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
3 6 0.98 163% 32.40 36.40 $30.00 0.00 1.40 - - 0 0
0 0 0.98 146% 29.90 33.90 $32.50 0.00 1.40 - - 0 0
0 0 0.97 131% 27.40 31.40 $35.00 0.00 5.00 125% -0.02 0 0
0 0 0.97 117% 24.90 28.90 $37.50 0.00 1.75 132% -0.04 10 11
1 1 0.95 120% 22.70 26.50 $40.00 0.00 2.60 123% -0.05 2 2
0 0 0.95 107% 20.20 24.00 $42.50 0.00 0.75 107% -0.05 4 5
2 2 0.94 94% 17.70 21.50 $45.00 0.00 0.95 94% -0.06 1 11
70 70 0.97 63% 14.70 18.90 $47.50 0.00 0.95 73% -0.05 4 40
11 2 0.95 63% 12.40 16.50 $50.00 0.00 0.95 59% -0.05 1 9
80 67 0.89 68% 10.70 14.00 $52.50 0.00 1.15 43% -0.03 1 130
295 20 0.84 65% 8.80 11.60 $55.00 0.00 0.75 42% -0.07 2 331
455 1 0.81 54% 6.20 9.30 $57.50 0.10 0.75 39% -0.13 2 459
533 1 0.71 54% 4.70 7.30 $60.00 0.65 0.90 35% -0.22 81 895
1,300 52 0.63 37% 2.10 4.80 $62.50 1.05 2.00 34% -0.37 10 87
430 32 0.47 38% 0.65 3.80 $65.00 2.45 3.20 35% -0.54 6 623
227 15 0.32 37% 0.75 1.75 $67.50 3.60 5.60 38% -0.68 10 20
709 30 0.15 31% 0.20 0.55 $70.00 4.90 8.20 39% -0.80 10 210
529 2 0.14 40% 0.15 0.75 $72.50 7.10 9.20 - - 0 0
83 18 0.04 34% 0.05 0.15 $75.00 10.20 11.30 - - 6 6
11 1 0.04 40% 0.00 0.15 $77.50 11.30 15.50 - - 0 0
26 26 0.03 45% 0.00 0.30 $80.00 14.50 17.50 49% -0.96 0 0
30 3 0.05 62% 0.00 2.60 $85.00 19.50 21.80 - - 0 0
4 4 0.05 75% 0.00 0.95 $90.00 23.70 28.00 - - 0 0
1 1 0.13 116% 0.00 1.75 $95.00 28.70 33.00 - - 0 0