Pre-market
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EDZ 13.46
Expected move by Oct 16 ±$1.79 ±13.3% $11.67 – $15.25 90%: $9.67 – $17.25
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Every quote and Greek, one row per strike.
68 contracts 39 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 273% 8.10 9.20 $5.00 0.00 0.75 - - 0 0
0 0 0.95 227% 7.10 8.20 $6.00 0.00 1.75 - - 0 0
0 0 0.94 189% 6.10 7.20 $7.00 0.00 1.75 243% -0.09 0 0
0 0 0.94 146% 5.10 6.10 $8.00 0.00 0.75 195% -0.10 0 0
0 0 0.91 128% 4.10 5.20 $9.00 0.00 0.75 161% -0.12 0 0
0 0 0.89 103% 3.10 4.20 $10.00 0.00 1.75 130% -0.15 0 0
29 4 0.85 83% 2.20 3.20 $11.00 0.00 1.75 103% -0.19 0 0
2 1 0.74 78% 1.55 2.30 $12.00 0.05 0.80 74% -0.25 0 0
122 10 0.61 71% 0.85 1.60 $13.00 0.30 1.20 69% -0.39 1 10
11 10 0.46 75% 0.45 1.20 $14.00 1.05 1.75 76% -0.54 1 3
157 2 0.33 76% 0.15 0.90 $15.00 1.60 3.10 98% -0.62 1 7
19 5 0.26 87% 0.05 0.80 $16.00 2.40 3.70 94% -0.72 1 5
10 1 0.23 102% 0.00 1.75 $17.00 3.20 4.60 95% -0.79 1 5
10 1 0.21 116% 0.00 1.75 $18.00 4.20 5.60 109% -0.81 2 12
50 2 0.19 129% 0.00 1.75 $19.00 5.10 6.60 117% -0.84 1 304
304 2 0.18 141% 0.00 1.75 $20.00 6.20 7.40 121% -0.86 1 48
0 0 0.17 152% 0.00 1.75 $21.00 6.80 8.30 74% -0.99 2 6
2 2 0.15 154% 0.00 0.75 $22.00 8.10 9.30 126% -0.91 10 7
0 0 0.15 163% 0.00 1.75 $23.00 9.10 10.20 123% -0.93 1 1
0 0 0.14 171% 0.00 1.75 $24.00 10.00 11.20 120% -0.96 0 0
2 10 0.13 176% 0.00 1.75 $25.00 11.00 12.30 138% -0.94 0 0
1 1 0.15 193% 0.00 0.75 $26.00 12.00 13.30 145% -0.94 4 29
0 0 0.13 191% 0.00 0.75 $27.00 13.00 14.30 152% -0.94 0 0
2 1 0.12 196% 0.00 1.75 $28.00 14.00 15.30 159% -0.94 0 0
1 1 0.11 203% 0.00 1.75 $29.00 15.00 16.30 165% -0.94 4 300
9 2 0.05 166% 0.00 1.75 $30.00 16.00 17.30 171% -0.94 1 1
301 50 0.13 227% 0.00 1.75 $31.00 17.00 18.30 177% -0.95 0 0
11 12 0.13 233% 0.00 1.75 $32.00 17.90 19.30 165% -0.96 21 10
10 10 0.13 239% 0.00 0.65 $33.00 19.00 20.30 188% -0.95 108 54
13 1 0.14 251% 0.00 0.65 $34.00 19.70 21.20 - - 2 524
176 2 0.13 256% 0.00 1.75 $35.00 20.90 22.30 180% -0.97 2 189
3 2 0.13 262% 0.00 1.75 $36.00 21.90 23.20 156% -0.99 4 182
12 1 0.35 434% 0.00 0.65 $40.00 25.90 27.20 172% -0.99 10 146
3 2 0.34 454% 0.00 0.65 $45.00 30.90 32.60 261% -0.93 30 778