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BRCC 9.07
Expected move by Oct 16 ±$1.68 ±18.5% $7.39 – $10.75 90%: $5.52 – $12.62
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Every quote and Greek, one row per strike.
44 contracts 26 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
104 1 - - 0.20 0.70 $0.50 0.00 0.75 - - 0 21
1,729 20 - - 0.00 0.40 $1.00 0.00 0.75 639% -0.02 200 1,483
135 20 - - 0.00 0.10 $1.50 0.30 0.80 761% -0.03 1 406
13,407 21 - - 0.00 0.05 $2.00 0.80 1.30 876% -0.04 0 210
0 19 0.97 293% 5.40 7.00 $3.00 1.80 2.30 1001% -0.04 0 0
0 0 0.96 222% 4.40 6.00 $4.00 0.00 0.50 334% -0.08 0 0
1,669 0 - - 0.00 0.05 $5.00 3.70 4.40 1117% -0.05 0 0
0 0 0.88 170% 2.70 4.10 $6.00 0.00 0.65 193% -0.14 0 0
0 0 0.81 149% 1.90 3.20 $7.00 0.00 0.70 132% -0.17 4 4
5 5 0.71 124% 1.20 2.25 $8.00 0.25 0.75 106% -0.27 22 0
5 8 0.57 96% 0.65 1.25 $9.00 0.70 1.10 101% -0.43 17 117
46 154 0.38 88% 0.30 0.70 $10.00 0.85 1.85 82% -0.63 28 53
4 5 0.24 89% 0.05 0.50 $11.00 1.55 2.65 77% -0.80 0 0
0 0 0.26 131% 0.00 2.30 $12.00 2.20 3.70 64% -0.95 0 0
0 0 0.24 150% 0.00 2.20 $13.00 3.00 4.60 - - 0 0
2 2 0.22 164% 0.05 0.75 $14.00 4.00 5.60 - - 0 0
0 0 0.21 184% 0.00 0.75 $15.00 5.00 6.50 - - 0 0