Pre-market
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CROX 123.69
Expected move by Oct 16 ±$10.55 ±8.5% $113.14 – $134.24 90%: $101.31 – $146.07
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Every quote and Greek, one row per strike.
46 contracts 36 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 105% 47.30 51.10 $75.00 0.00 1.75 132% -0.05 2 2
0 0 0.96 101% 42.70 46.20 $80.00 0.00 0.80 103% -0.04 20 20
5 4 1.00 0% 37.00 40.50 $85.00 0.00 0.95 71% -0.02 1 9
15 1 0.98 63% 32.70 35.50 $90.00 0.00 0.20 64% -0.02 12 113
4 4 0.96 60% 27.20 31.30 $95.00 0.05 0.40 57% -0.03 16 49
26 2 0.94 55% 23.00 25.80 $100.00 0.15 0.35 48% -0.04 143 68
1 1 0.91 50% 18.30 21.10 $105.00 0.35 0.65 45% -0.07 100 170
74 3 0.87 44% 13.60 16.40 $110.00 0.80 1.25 44% -0.13 64 164
195 1 0.76 45% 10.20 12.20 $115.00 1.85 2.25 43% -0.23 12 404
112 12 0.63 45% 7.40 8.50 $120.00 3.10 4.00 41% -0.36 8 292
135 20 0.50 44% 5.00 5.50 $125.00 5.80 7.00 45% -0.51 11 561
159 44 0.36 44% 2.95 3.70 $130.00 8.70 10.40 46% -0.64 2 615
157 31 0.24 43% 1.50 2.25 $135.00 11.60 14.00 42% -0.77 0 0
351 41 0.15 43% 0.90 1.25 $140.00 15.80 18.50 44% -0.85 0 0
19 2 0.09 44% 0.45 0.75 $145.00 20.20 22.90 41% -0.93 0 0
46 4 0.08 51% 0.25 0.95 $150.00 25.10 27.60 41% -0.98 0 0
0 0 0.12 67% 0.15 2.25 $155.00 29.10 33.20 - - 0 0
4 1 0.07 62% 0.00 1.25 $160.00 34.00 38.30 - - 0 0
0 0 0.03 56% 0.00 1.35 $165.00 39.00 43.30 - - 0 0
0 0 0.02 59% 0.00 1.80 $170.00 44.10 48.30 - - 0 0
0 0 0.02 64% 0.00 1.20 $175.00 49.10 53.30 - - 0 0
0 0 0.02 68% 0.00 1.85 $180.00 54.00 58.30 - - 0 0
3 1 0.06 90% 0.00 0.45 $185.00 59.00 63.30 - - 0 0