Pre-market
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EGY 5.96
Expected move by Oct 16 ±$0.45 ±7.6% $5.51 – $6.41 90%: $5.00 – $6.92
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Every quote and Greek, one row per strike.
20 contracts 11 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 - - 4.50 5.30 $1.00 0.00 2.60 - - 0 0
3 3 - - 3.50 4.30 $2.00 0.00 20.00 - - 0 0
310 10 - - 2.55 3.30 $3.00 0.00 0.25 - - 10 10
1,030 150 - - 1.80 2.00 $4.00 0.00 2.60 141% -0.10 44 1,408
350 50 0.94 44% 0.90 1.05 $5.00 0.00 0.10 72% -0.15 1 952
2,304 114 0.49 39% 0.20 0.25 $6.00 0.20 0.35 41% -0.50 28 498
1,521 7 0.16 59% 0.00 0.05 $7.00 0.90 1.35 61% -0.82 20 85
3,693 1 0.14 95% 0.00 0.15 $8.00 1.70 2.35 - - 5 0
77 20 0.16 134% 0.00 20.00 $9.00 2.70 3.50 108% -0.91 2 1
98 30 0.14 155% 0.00 20.00 $10.00 3.70 4.50 127% -0.92 0 0