Pre-market
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CAI 30.65
Expected move by Oct 16 ±$3.69 ±12.0% $26.96 – $34.34 90%: $22.82 – $38.48
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Every quote and Greek, one row per strike.
22 contracts 12 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 6 0.99 414% 24.20 27.60 $5.00 0.00 3.90 478% -0.02 0 0
2 2 - - 21.10 25.10 $7.50 0.00 1.00 510% -0.04 0 0
11 2 1.00 181% 18.70 22.70 $10.00 0.00 0.75 298% -0.03 1 1
2 2 - - 16.10 20.00 $12.50 0.00 1.20 281% -0.06 1 106
64 1 1.00 0% 13.60 17.70 $15.00 0.00 3.90 199% -0.05 7 128
119 2 1.00 0% 11.20 15.10 $17.50 0.00 1.25 162% -0.06 52 103
106 5 0.96 101% 10.10 11.60 $20.00 0.00 0.85 135% -0.08 1 6
19 2 1.00 0% 6.30 10.10 $22.50 0.00 1.55 99% -0.09 50 8
249 20 0.90 67% 4.60 7.40 $25.00 0.00 0.40 66% -0.10 1 929
1,005 2 0.59 55% 1.30 3.00 $30.00 0.25 3.60 71% -0.41 50 92
1,071 31 0.19 53% 0.00 0.70 $35.00 3.80 5.90 59% -0.78 1 4