Pre-market
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DEO 86.82
Expected move by Oct 16 ±$4.78 ±5.5% $82.04 – $91.60 90%: $76.69 – $96.95
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Every quote and Greek, one row per strike.
46 contracts 28 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 144% 44.80 49.00 $40.00 0.00 0.10 - - 1 1
0 0 0.98 130% 39.90 44.00 $45.00 0.00 1.95 - - 1 4
12 2 0.98 112% 34.90 39.00 $50.00 0.00 0.75 99% -0.01 3 201
3 1 0.97 98% 30.00 34.00 $55.00 0.00 1.00 84% -0.01 1 62
8 1 0.97 81% 24.90 29.10 $60.00 0.00 0.10 72% -0.02 3 797
42 3 0.96 68% 20.10 24.00 $65.00 0.00 1.15 56% -0.02 1 417
31 1 0.94 56% 16.30 17.90 $70.00 0.00 0.15 61% -0.08 15 321
75 1 0.91 44% 11.80 12.60 $75.00 0.10 0.20 34% -0.04 1 164
451 2 0.84 33% 6.90 8.00 $80.00 0.40 0.70 31% -0.15 63 322
463 52 0.63 27% 3.20 3.60 $85.00 1.75 2.00 29% -0.38 57 662
835 47 0.30 26% 1.00 1.20 $90.00 4.50 5.20 32% -0.65 1 524
787 64 0.10 26% 0.15 0.40 $95.00 8.90 9.80 41% -0.78 2 425
754 2 0.04 31% 0.00 0.20 $100.00 13.70 14.80 53% -0.83 2 47
474 7 0.04 40% 0.00 0.10 $105.00 18.30 19.70 59% -0.87 4 13
245 2 0.03 46% 0.00 0.10 $110.00 23.40 24.70 70% -0.88 1 3
57 4 0.03 56% 0.00 0.30 $115.00 28.30 29.70 78% -0.90 1 0
73 2 0.02 61% 0.00 0.00 $120.00 33.30 34.80 89% -0.90 1 1
84 13 0.03 71% 0.00 15.00 $125.00 38.20 39.60 93% -0.92 1 0
17 1 0.02 73% 0.00 2.60 $130.00 43.20 44.60 100% -0.92 3 0
13 12 0.02 79% 0.00 0.75 $135.00 48.20 49.60 107% -0.92 0 0
5 6 0.03 92% 0.00 0.95 $140.00 53.20 54.60 114% -0.93 1 0
0 0 0.03 97% 0.00 15.00 $145.00 58.10 59.60 118% -0.93 0 0
29 29 - - 0.00 15.00 $150.00 63.10 64.60 124% -0.94 12 0