Pre-market
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CWB 103.02
Expected move by Oct 16 ±$3.90 ±3.8% $99.12 – $106.92 90%: $94.76 – $111.28
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Every quote and Greek, one row per strike.
64 contracts 40 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 31.00 34.50 $70.00 0.00 2.05 86% -0.03 5 10
0 0 - - 25.90 29.40 $75.00 0.00 15.00 77% -0.05 2 5
1 1 - - 20.90 24.40 $80.00 0.00 15.00 64% -0.05 0 0
1 1 - - 15.70 19.10 $85.00 0.00 2.65 49% -0.05 20 90
0 0 - - 15.00 18.20 $86.00 0.00 1.75 49% -0.07 0 0
5 5 - - 13.40 17.10 $87.00 0.00 2.65 47% -0.07 0 0
0 0 - - 12.90 16.30 $88.00 0.00 2.70 44% -0.07 15 30
0 0 - - 11.90 15.30 $89.00 0.00 1.75 42% -0.08 20 50
0 0 - - 11.00 14.10 $90.00 0.10 0.45 36% -0.06 500 2,764
0 0 - - 10.10 13.10 $91.00 0.00 15.00 38% -0.09 30 30
0 0 - - 9.10 12.30 $92.00 0.00 15.00 35% -0.10 0 0
0 0 - - 8.50 11.30 $93.00 0.00 15.00 32% -0.10 10 25
0 0 - - 7.20 10.10 $94.00 0.00 0.95 30% -0.11 4 4
0 0 - - 6.50 9.40 $95.00 0.00 1.65 29% -0.13 40 75
0 0 - - 5.30 8.20 $96.00 0.00 1.05 28% -0.15 20 50
0 0 - - 4.30 7.30 $97.00 0.00 1.20 27% -0.18 40 40
0 0 - - 3.50 6.30 $98.00 0.00 2.35 27% -0.22 10 38
0 0 0.91 12% 3.00 5.60 $99.00 0.00 2.40 26% -0.26 70 70
2 2 0.88 11% 2.10 4.60 $100.00 0.35 1.95 23% -0.29 40 144
1 1 0.75 12% 1.00 4.40 $101.00 0.65 3.00 26% -0.36 15 60
1 1 0.63 14% 1.05 3.30 $102.00 0.80 3.70 26% -0.42 20 75
1 1 0.53 14% 0.70 2.45 $103.00 1.25 4.20 26% -0.48 10 10
1 1 0.44 17% 0.90 2.00 $104.00 2.10 3.30 21% -0.55 1 121
9 5 0.32 14% 0.45 1.10 $105.00 1.90 5.20 23% -0.61 25 25
0 0 0.25 15% 0.00 1.90 $106.00 2.90 6.00 26% -0.65 5 5
0 0 0.19 15% 0.10 0.75 $107.00 3.50 6.70 25% -0.70 1 11
0 0 0.17 18% 0.00 15.00 $108.00 4.40 7.50 26% -0.74 10 28
0 0 0.15 20% 0.00 0.75 $109.00 5.30 7.70 23% -0.82 10 19
27 26 0.16 24% 0.00 1.75 $110.00 6.10 9.40 29% -0.79 10 0
1 1 0.10 32% 0.00 15.00 $115.00 10.80 14.10 35% -0.88 0 0
1 1 0.06 37% 0.00 0.75 $120.00 15.70 19.10 44% -0.90 0 0
0 0 0.08 51% 0.00 1.75 $125.00 20.60 24.10 51% -0.92 0 0