Pre-market
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CAL 12.03
Expected move by Oct 16 ±$1.36 ±11.3% $10.67 – $13.39 90%: $9.15 – $14.91
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Every quote and Greek, one row per strike.
20 contracts 13 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 10 - - 8.60 10.00 $2.50 0.00 1.05 - - 0 0
0 1 - - 6.10 7.50 $5.00 0.00 1.05 - - 0 0
0 0 - - 3.80 5.00 $7.50 0.00 0.75 160% -0.09 10 11
100 101 - - 1.70 2.35 $10.00 0.05 0.30 71% -0.14 3 159
62 130 0.43 57% 0.45 0.60 $12.50 0.90 1.05 56% -0.57 2 459
123 1 0.12 68% 0.05 0.20 $15.00 2.80 3.60 83% -0.82 1 54
21 4 0.17 130% 0.00 0.75 $17.50 5.10 6.20 110% -0.88 0 0
0 0 - - 0.00 0.75 $20.00 7.60 8.80 145% -0.88 0 0
0 0 - - 0.00 0.75 $22.50 10.10 11.30 169% -0.89 0 0
0 0 - - 0.00 0.75 $25.00 12.60 14.00 203% -0.87 0 0