Pre-market
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CP 86.81
Expected move by Oct 16 ±$3.62 ±4.2% $83.19 – $90.43 90%: $79.13 – $94.49
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Every quote and Greek, one row per strike.
50 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 118% 39.90 44.00 $45.00 0.00 3.90 - - 0 0
0 0 0.99 108% 37.50 41.40 $47.50 0.00 3.90 - - 0 0
0 0 0.99 99% 35.00 38.90 $50.00 0.00 3.90 - - 0 0
0 0 0.97 99% 30.00 34.30 $55.00 0.00 2.55 - - 0 0
0 0 0.98 76% 25.00 29.10 $60.00 0.00 2.55 - - 0 0
0 0 0.97 61% 20.00 24.10 $65.00 0.00 1.15 - - 0 0
0 0 0.95 54% 15.30 19.10 $70.00 0.00 1.40 46% -0.03 0 0
10 10 0.91 45% 11.20 13.60 $75.00 0.00 0.15 38% -0.06 10 10
0 0 0.87 30% 6.60 8.20 $80.00 0.20 0.30 25% -0.09 2 6
0 0 0.78 27% 4.20 6.30 $82.50 0.10 0.80 21% -0.17 5 6
224 111 0.68 19% 2.45 3.30 $85.00 0.90 1.30 21% -0.33 1 42
20 2 0.47 21% 1.35 2.00 $87.50 1.90 2.75 22% -0.53 1 32
92 1 0.28 21% 0.60 1.05 $90.00 2.40 4.60 16% -0.80 2 43
132 9 0.15 22% 0.25 0.50 $92.50 4.20 6.60 - - 2 93
186 109 0.09 25% 0.05 0.40 $95.00 6.80 8.90 - - 1 73
162 6 0.03 24% 0.00 0.30 $97.50 9.20 12.70 34% -0.90 22 22
51 4 0.16 50% 0.00 0.15 $100.00 12.10 15.20 44% -0.88 0 0
0 0 0.08 51% 0.00 2.55 $105.00 16.10 20.20 - - 0 0
4 1 0.04 51% 0.00 0.25 $110.00 21.10 25.20 - - 0 0
0 0 0.07 69% 0.00 2.60 $115.00 26.10 30.20 - - 0 0
0 0 - - 0.00 1.35 $120.00 31.10 35.20 - - 0 0
0 0 - - 0.00 1.35 $125.00 36.10 40.20 - - 0 0
0 0 - - 0.00 2.60 $130.00 41.10 45.20 - - 0 0
0 0 - - 0.00 2.60 $135.00 46.10 50.20 - - 0 0
0 0 - - 0.00 2.60 $140.00 51.10 55.10 - - 0 0