Pre-market
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EG 369.17
Expected move by Oct 16 ±$15.13 ±4.1% $354.04 – $384.30 90%: $337.09 – $401.25
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Every quote and Greek, one row per strike.
58 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 92% 157.30 161.50 $210.00 0.00 3.90 102% -0.01 1 2
0 0 0.98 101% 148.20 151.60 $220.00 0.00 2.15 94% -0.01 1 6
0 0 0.99 82% 137.30 141.70 $230.00 0.00 2.15 87% -0.01 1 3
2 50 0.99 77% 127.50 131.70 $240.00 0.00 2.15 80% -0.01 1 1
0 0 0.98 71% 117.60 121.70 $250.00 0.00 2.15 73% -0.02 4 5
0 0 0.98 64% 107.60 111.70 $260.00 0.00 2.15 66% -0.02 0 1
0 1 0.99 56% 97.50 101.70 $270.00 0.00 1.35 60% -0.02 0 1
0 1 0.98 52% 87.60 91.80 $280.00 0.00 4.30 54% -0.02 2 7
0 0 0.97 49% 77.80 81.90 $290.00 0.00 2.15 48% -0.02 3 3
0 1 0.97 44% 67.80 72.00 $300.00 0.00 3.90 43% -0.03 1 5
0 2 0.97 38% 57.80 62.10 $310.00 0.00 3.90 37% -0.03 3 48
0 2 0.96 31% 48.50 51.30 $320.00 0.00 0.95 31% -0.03 1 18
0 0 0.94 29% 39.20 41.40 $330.00 0.10 0.75 25% -0.04 1 20
4 1 0.89 27% 29.50 32.50 $340.00 0.40 1.70 24% -0.09 1 15
8 1 0.80 25% 21.00 23.70 $350.00 1.40 2.35 22% -0.16 1 8
16 4 0.67 24% 13.30 16.00 $360.00 2.85 5.30 21% -0.31 1 8
10 1 0.50 23% 7.70 9.30 $370.00 7.10 9.30 21% -0.50 2 11
49 4 0.33 22% 3.90 5.30 $380.00 13.40 15.80 21% -0.68 150 150
149 2 0.19 22% 1.50 2.95 $390.00 20.80 23.70 21% -0.84 1 1
244 6 0.13 26% 0.25 3.00 $400.00 30.10 33.10 23% -0.90 49 49
34 1 0.06 26% 0.00 2.70 $410.00 39.00 43.30 25% -0.95 0 0
9 10 0.04 28% 0.00 1.00 $420.00 49.20 53.20 30% -0.95 0 0
2 1 0.04 32% 0.00 2.25 $430.00 59.20 63.20 34% -0.96 0 0
1,000 1,000 0.03 36% 0.00 0.75 $440.00 69.20 73.30 39% -0.96 0 0
0 0 0.03 39% 0.00 3.90 $450.00 79.20 83.30 43% -0.96 1 0
0 0 0.03 43% 0.00 0.75 $460.00 89.10 93.30 47% -0.97 0 0
0 0 0.03 49% 0.00 1.75 $470.00 99.20 103.40 52% -0.96 0 0
0 0 0.02 49% 0.00 4.30 $480.00 109.10 113.30 54% -0.97 2 0
0 0 0.02 52% 0.00 4.30 $490.00 119.20 123.30 58% -0.97 2 0