Pre-market
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BN 37.98
Expected move by Oct 16 ±$1.81 ±4.8% $36.17 – $39.79 90%: $34.14 – $41.82
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Every quote and Greek, one row per strike.
56 contracts 35 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
3 2 - - 16.60 19.30 $20.00 0.00 1.10 - - 1 2
3 3 - - 13.70 16.20 $23.00 0.00 1.10 - - 50 80
4 1 0.98 86% 11.70 14.50 $25.00 0.00 1.05 92% -0.03 3 153
145 1 - - 6.60 9.20 $30.00 0.00 0.05 55% -0.04 4 4,763
1 1 0.97 44% 6.00 8.20 $31.00 0.00 1.10 51% -0.05 3 81
1 1 0.88 62% 5.60 7.30 $32.00 0.00 0.55 43% -0.05 6 67
3 1 0.88 49% 4.70 6.00 $33.00 0.00 1.30 41% -0.09 10 56
23 1 0.86 41% 3.70 5.00 $34.00 0.00 0.35 36% -0.11 17 29
215 87 0.83 35% 2.95 3.80 $35.00 0.10 0.40 32% -0.15 64 8,745
21 8 0.75 34% 2.00 3.20 $36.00 0.05 0.50 25% -0.19 10 298
4 1 0.67 26% 1.35 1.90 $37.00 0.50 0.70 27% -0.33 46 1,993
52 3 0.52 26% 0.85 1.25 $38.00 0.80 1.10 25% -0.48 30 854
240 31 0.37 26% 0.55 0.70 $39.00 1.25 1.95 26% -0.63 4 557
1,226 128 0.22 24% 0.25 0.35 $40.00 2.00 2.40 22% -0.81 20 733
395 230 0.10 22% 0.05 0.15 $41.00 2.30 3.60 - - 8 125
44 17 0.08 27% 0.00 0.10 $42.00 3.30 5.30 38% -0.83 3 125
147 1 0.08 33% 0.00 0.25 $43.00 3.90 6.20 29% -0.95 2 0
129 2 0.18 55% 0.00 0.10 $44.00 4.70 7.20 - - 5 0
1,717 5 0.06 40% 0.00 0.05 $45.00 5.80 8.20 - - 1 2
66 1 0.09 51% 0.00 0.20 $46.00 7.00 9.20 47% -0.94 4 4
221 1 0.07 52% 0.00 4.20 $47.00 7.80 10.20 - - 4 0
947 1 0.12 71% 0.00 4.20 $48.00 8.90 11.20 49% -0.97 1 0
395 10 0.10 71% 0.00 2.00 $49.00 9.90 12.60 70% -0.91 1 0
305 1 0.06 63% 0.00 4.20 $50.00 10.90 13.50 71% -0.92 6 0
425 1 0.09 99% 0.00 4.20 $55.00 15.90 18.60 92% -0.93 1 0
347 1 0.08 115% 0.00 1.35 $60.00 20.90 23.20 86% -0.98 1 0
3 3 - - 0.00 4.20 $65.00 25.90 28.60 122% -0.94 2 0
32 2 - - 0.00 0.95 $70.00 30.40 33.60 - - 2 0