Pre-market
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CRNC 8.15
Expected move by Oct 16 ±$1.04 ±12.8% $7.11 – $9.19 90%: $5.94 – $10.36
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Every quote and Greek, one row per strike.
32 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 4 - - 5.80 8.00 $1.00 0.00 1.05 - - 0 0
1 2 - - 4.80 7.00 $2.00 0.00 0.75 - - 0 0
1 2 - - 4.10 5.70 $3.00 0.00 1.75 - - 0 0
1 6 - - 3.10 4.80 $4.00 0.00 1.75 - - 0 0
0 2 - - 2.10 3.70 $5.00 0.00 1.00 - - 1 1
0 2 - - 1.15 2.85 $6.00 0.00 0.40 122% -0.13 1 23
22 20 0.81 75% 1.25 1.45 $7.00 0.05 0.45 86% -0.21 35 107
25 85 0.58 69% 0.60 0.75 $8.00 0.40 0.55 65% -0.42 10 171
1,267 103 0.33 70% 0.25 0.35 $9.00 0.95 2.20 124% -0.55 2 56
84 97 0.16 73% 0.00 0.15 $10.00 1.40 2.95 108% -0.72 3 1
118 58 0.26 139% 0.00 0.20 $11.00 2.30 4.00 127% -0.77 1 1
0 0 0.25 166% 0.00 0.10 $12.00 3.20 4.80 121% -0.86 0 0
0 0 - - 0.00 1.75 $13.00 4.20 5.80 137% -0.87 0 0
0 0 - - 0.00 1.75 $14.00 5.20 6.80 152% -0.88 0 0
6 6 - - 0.00 0.95 $15.00 6.20 7.80 167% -0.89 0 0
0 0 - - 0.00 1.75 $16.00 7.20 8.80 180% -0.89 0 0