Pre-market
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CIFG 5.11
Expected move by Oct 16 ±$1.93 ±37.8% $3.18 – $7.04 90%: $1.03 – $9.19
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Every quote and Greek, one row per strike.
50 contracts 30 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 568% 3.70 4.90 $1.00 0.00 0.75 - - 0 0
4 4 0.94 318% 2.85 3.70 $2.00 0.00 0.75 458% -0.08 0 0
188 177 0.88 227% 2.00 2.70 $3.00 0.00 5.00 312% -0.14 1 3
254 1 0.76 224% 1.30 2.10 $4.00 0.30 0.80 216% -0.24 1 177
1,003 21 0.62 199% 0.75 1.45 $5.00 0.75 1.30 208% -0.38 1 119
17 5 0.48 193% 0.45 1.00 $6.00 1.25 1.90 189% -0.53 1 1
5 19 0.37 199% 0.10 0.95 $7.00 2.05 2.70 194% -0.64 0 0
4 1 0.30 214% 0.00 0.75 $8.00 2.80 3.60 191% -0.74 7 7
47 10 0.25 223% 0.05 0.65 $9.00 3.70 4.50 196% -0.81 3 3
25 25 0.28 274% 0.00 5.00 $10.00 4.50 5.40 163% -0.92 0 0
23 13 0.25 279% 0.00 0.55 $11.00 5.60 6.40 203% -0.89 1 1
41 1 0.22 285% 0.00 0.25 $12.00 6.60 7.20 158% -0.98 1 1
34 20 0.26 332% 0.00 0.75 $13.00 7.50 8.30 170% -0.98 0 0
1 2 0.23 333% 0.00 0.50 $14.00 8.50 9.30 182% -0.98 1 1
0 0 0.25 358% 0.00 0.50 $15.00 9.50 10.30 193% -0.98 0 0
0 0 0.22 356% 0.00 0.45 $16.00 10.50 11.30 203% -0.98 0 0
0 1 0.22 366% 0.00 0.45 $17.00 11.50 12.30 213% -0.98 0 0
0 0 0.22 376% 0.00 0.45 $18.00 12.50 13.30 222% -0.98 0 0
1 1 0.21 386% 0.00 0.40 $19.00 13.30 14.30 - - 0 0
9 1 0.21 395% 0.00 0.75 $20.00 14.30 15.30 - - 0 0
0 0 0.21 403% 0.00 0.75 $21.00 15.30 16.30 - - 0 0
0 0 0.21 411% 0.00 0.75 $22.00 16.30 17.30 - - 0 0
0 0 0.21 419% 0.00 5.00 $23.00 17.30 18.30 - - 0 0
1 1 0.22 446% 0.00 0.75 $25.00 19.30 20.20 - - 0 0
1 1 0.20 467% 0.00 0.75 $30.00 24.50 25.30 298% -0.98 0 0