Pre-market
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BW 7.35
Expected move by Sep 25 ±$0.59 ±8.0% $6.76 – $7.94 90%: $6.09 – $8.61
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Every quote and Greek, one row per strike.
54 contracts 30 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
8 4 0.94 422% 3.00 3.90 $4.00 0.00 2.60 - - 0 0
0 7 0.96 300% 2.50 3.30 $4.50 0.00 1.05 - - 0 0
0 26 0.95 247% 2.15 2.65 $5.00 0.00 2.60 395% -0.13 0 0
0 12 0.89 254% 1.50 2.45 $5.50 0.00 0.35 284% -0.13 2 2
1 1 0.84 222% 1.15 1.90 $6.00 0.00 0.10 197% -0.14 2 13
2 3 0.81 142% 0.70 1.25 $6.50 0.00 0.10 117% -0.15 14 128
260 8 0.67 123% 0.45 0.70 $7.00 0.05 0.15 77% -0.26 13 107
54 146 0.45 100% 0.20 0.30 $7.50 0.15 0.65 101% -0.55 32 7,808
245 425 0.23 100% 0.05 0.15 $8.00 0.45 0.90 64% -0.89 28 121
72 82 0.15 126% 0.00 0.10 $8.50 0.85 1.55 113% -0.88 4 5
131 6 0.17 184% 0.00 0.15 $9.00 1.30 2.15 159% -0.87 2 20
22 20 0.11 184% 0.00 0.20 $9.50 1.85 2.60 186% -0.88 2 4
112 1 0.12 226% 0.00 0.15 $10.00 2.45 3.20 271% -0.82 2 3
2 1 0.16 296% 0.00 0.25 $10.50 2.60 3.70 0% -1.00 2 1
5 2 0.15 319% 0.00 0.10 $11.00 3.40 4.20 306% -0.86 2 2
7 1 0.15 340% 0.00 0.30 $11.50 3.80 4.80 328% -0.87 0 0
1,030 11 0.14 361% 0.00 0.30 $12.00 4.10 5.20 0% -1.00 1 0
20 2 0.15 395% 0.00 0.30 $12.50 4.90 5.70 369% -0.88 1 0
0 0 0.14 414% 0.00 0.30 $13.00 5.10 6.10 - - 1 0
0 0 0.14 432% 0.00 0.30 $13.50 5.60 6.80 325% -0.95 0 0
0 0 0.15 463% 0.00 0.50 $14.00 6.10 7.30 341% -0.95 0 0
0 0 0.13 466% 0.00 0.50 $14.50 6.60 7.80 356% -0.95 0 0
0 0 0.14 496% 0.00 0.30 $15.00 7.10 8.10 - - 2 0
0 2 0.13 527% 0.00 0.45 $16.00 8.20 9.20 398% -0.95 4 0
0 0 0.13 556% 0.00 0.30 $17.00 9.20 11.70 807% -0.71 0 0
0 0 0.13 584% 0.00 0.50 $18.00 10.10 11.30 440% -0.96 0 0
1 1 0.13 622% 0.00 0.25 $19.00 11.30 12.10 459% -0.96 0 0