Pre-market
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CX 10.02
Expected move by Oct 16 ±$0.57 ±5.7% $9.45 – $10.59 90%: $8.82 – $11.22
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Every quote and Greek, one row per strike.
34 contracts 18 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.94 206% 3.90 6.50 $5.00 0.00 3.90 - - 0 0
0 1 0.90 195% 3.70 5.00 $6.00 0.00 3.90 - - 0 0
7 3 0.91 116% 1.85 4.50 $7.00 0.00 3.90 - - 0 0
29 19 0.78 147% 1.55 3.70 $8.00 0.00 2.00 79% -0.11 1 13
38 5 0.75 72% 0.05 2.65 $9.00 0.00 0.50 67% -0.24 1 48
72 3 0.53 34% 0.10 0.65 $10.00 0.10 0.40 26% -0.47 17 404
301 1 0.16 34% 0.00 0.10 $11.00 0.45 1.60 32% -0.86 1 77
1,102 2 0.14 58% 0.00 0.05 $12.00 0.70 3.90 91% -0.74 2 6
323 1 0.16 89% 0.00 0.10 $13.00 1.50 4.90 98% -0.81 1 0
536 4 0.16 113% 0.00 0.05 $14.00 3.00 5.20 98% -0.88 1 0
1,166 1 0.13 118% 0.00 0.50 $15.00 3.50 6.90 130% -0.85 0 0
18 1 0.11 127% 0.00 3.90 $16.00 4.50 7.90 143% -0.86 0 0
5 1 0.14 156% 0.00 3.90 $17.00 5.90 8.90 187% -0.80 0 0
3 1 0.18 192% 0.00 3.90 $18.00 6.50 9.90 167% -0.87 0 0
0 0 0.17 202% 0.00 1.15 $19.00 7.50 10.30 - - 0 0
0 0 0.17 212% 0.00 3.90 $20.00 8.50 11.90 188% -0.88 0 0
7 1 0.16 221% 0.00 3.90 $21.00 10.00 12.70 221% -0.84 0 0