Pre-market
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CGAU 22.95
Expected move by Oct 16 ±$2.45 ±10.7% $20.50 – $25.40 90%: $17.76 – $28.14
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Every quote and Greek, one row per strike.
24 contracts 16 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 0.99 588% 18.90 22.60 $2.50 0.00 0.05 - - 0 0
0 0 0.98 357% 16.40 19.90 $5.00 0.00 0.75 - - 0 0
101 100 0.97 265% 13.90 17.40 $7.50 0.00 20.00 - - 0 0
200 100 0.94 253% 11.90 15.00 $10.00 0.00 20.00 210% -0.04 5 5
14 15 0.93 189% 9.30 12.50 $12.50 0.00 20.00 146% -0.04 5 56
498 1 0.90 149% 7.00 9.90 $15.00 0.00 0.05 134% -0.08 20 423
1,459 2 0.98 52% 5.20 5.80 $17.50 0.05 0.25 75% -0.07 2 1,009
891 2 0.97 28% 2.30 3.70 $20.00 0.25 0.45 60% -0.17 4 507
1,738 4 0.59 55% 1.50 1.65 $22.50 1.00 1.25 57% -0.41 11 185
306 25 0.30 53% 0.50 0.65 $25.00 1.00 3.80 45% -0.75 5 6
144 1 0.14 84% 0.00 0.20 $30.00 5.50 8.00 - - 0 0
87 50 0.08 104% 0.00 0.95 $35.00 10.20 14.20 103% -0.93 2 0