Pre-market
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ELE 21.59
Expected move by Oct 16 ±$2.42 ±11.2% $19.17 – $24.01 90%: $16.45 – $26.73
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Every quote and Greek, one row per strike.
14 contracts 10 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 132% 7.50 11.00 $12.50 0.00 1.10 - - 0 0
4 4 0.93 107% 5.40 8.30 $15.00 0.00 0.75 - - 0 0
7 1 - - 3.60 4.30 $17.50 0.00 0.30 83% -0.14 41 69
31 21 0.69 78% 1.35 3.90 $20.00 0.40 0.60 52% -0.26 2 75
46 59 0.41 52% 0.80 0.85 $22.50 1.50 2.20 59% -0.57 1 6
64 15 0.22 64% 0.10 0.75 $25.00 3.10 4.30 58% -0.81 1 1
4 4 0.10 90% 0.00 0.75 $30.00 7.70 9.20 71% -0.96 0 0