Pre-market
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BSP 38.78
Expected move by Oct 16 ±$4.98 ±12.8% $33.80 – $43.77 90%: $28.21 – $49.35
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Every quote and Greek, one row per strike.
28 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 19.20 23.20 $17.50 0.00 1.80 209% -0.04 0 0
0 20 - - 16.70 20.70 $20.00 0.00 1.20 156% -0.03 350 481
0 0 - - 14.30 18.20 $22.50 0.00 2.00 133% -0.04 5 5
0 0 0.95 111% 12.40 15.80 $25.00 0.00 1.30 136% -0.08 1 21
1 1 - - 6.90 9.50 $30.00 0.00 0.35 70% -0.07 9 4,913
6 2 0.79 55% 3.30 5.90 $35.00 0.85 1.55 70% -0.25 52 1,374
83 106 0.47 64% 1.80 2.50 $40.00 2.90 3.80 66% -0.53 28 780
106 44 0.23 68% 0.75 1.00 $45.00 6.20 9.20 89% -0.70 6 27
96 17 0.13 78% 0.25 0.70 $50.00 9.90 13.80 90% -0.84 100 99
39 3 0.12 101% 0.10 1.00 $55.00 15.80 18.60 125% -0.82 1 8
10 1 0.06 97% 0.00 0.60 $60.00 20.60 23.40 134% -0.86 0 0
720 1 0.07 119% 0.00 0.85 $65.00 24.80 28.50 135% -0.91 0 0
1 1 0.09 146% 0.00 0.75 $70.00 29.80 33.30 140% -0.93 4 4
180 170 0.08 154% 0.00 1.15 $75.00 34.80 38.40 156% -0.92 0 0