Pre-market
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CANE 11.13
Expected move by Oct 16 ±$0.52 ±4.7% $10.61 – $11.65 90%: $10.03 – $12.23
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Every quote and Greek, one row per strike.
36 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 2 1.00 429% 8.80 11.50 $1.00 0.00 15.00 - - 0 0
7 5 1.00 299% 7.80 10.50 $2.00 0.00 15.00 - - 0 0
2 2 1.00 222% 6.80 9.50 $3.00 0.00 15.00 - - 0 0
38 2 0.99 169% 5.80 8.50 $4.00 0.00 15.00 - - 0 0
6 1 1.00 129% 4.80 7.50 $5.00 0.00 15.00 - - 0 0
45 1 1.00 96% 3.80 6.50 $6.00 0.00 15.00 - - 0 0
103 10 - - 2.85 4.80 $7.00 0.00 15.00 - - 0 0
542 1 - - 1.85 3.80 $8.00 0.00 15.00 117% -0.11 3 3
749 1 - - 2.05 2.20 $9.00 0.00 0.05 63% -0.08 1 2,230
9,760 8 - - 1.05 1.20 $10.00 0.00 0.05 39% -0.13 50 1,388
14,654 27 0.60 25% 0.30 0.45 $11.00 0.10 0.30 23% -0.40 2 533
10,542 98 0.20 31% 0.05 0.15 $12.00 0.00 2.25 - - 1 0
4,996 202 0.14 51% 0.00 0.10 $13.00 0.55 3.20 34% -0.97 24 12
1,528 5 0.09 62% 0.00 0.05 $14.00 1.50 4.20 - - 6 0
6,117 1 0.08 76% 0.00 0.05 $15.00 2.50 5.20 - - 1 1
651 1 0.09 94% 0.00 15.00 $16.00 3.50 6.20 - - 0 0
0 0 - - 0.00 15.00 $17.00 4.50 7.20 - - 0 0
21 10 0.07 115% 0.00 15.00 $18.00 5.50 8.20 - - 5 0