Pre-market
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CAAP 24.26
Expected move by Oct 16 ±$1.13 ±4.7% $23.13 – $25.39 90%: $21.86 – $26.66
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Every quote and Greek, one row per strike.
16 contracts 9 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
140 83 - - 8.20 9.80 $15.00 0.00 2.60 138% -0.07 3 51
0 0 - - 5.70 7.20 $17.50 0.00 0.75 113% -0.10 21 62
150 170 0.92 56% 4.20 4.60 $20.00 0.00 0.40 54% -0.07 1 264
2 2 - - 0.40 2.45 $22.50 0.00 0.85 46% -0.24 2 15
222 4 0.37 31% 0.40 0.55 $25.00 0.10 1.45 10% -0.87 4 11
245 9 0.06 49% 0.00 0.15 $30.00 5.40 6.90 78% -0.83 0 0
39 10 0.11 102% 0.00 0.70 $35.00 10.40 11.90 112% -0.87 3 0
10 10 - - 0.00 0.75 $40.00 14.90 17.30 136% -0.89 0 0