Pre-market
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ELS 60.44
Expected move by Oct 16 ±$2.65 ±4.4% $57.79 – $63.09 90%: $54.82 – $66.06
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Every quote and Greek, one row per strike.
26 contracts 14 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 112% 23.60 27.50 $35.00 0.00 2.60 - - 0 0
0 0 0.96 95% 18.60 22.70 $40.00 0.00 2.60 - - 0 0
0 0 0.97 64% 13.60 17.50 $45.00 0.00 2.60 - - 0 0
0 0 0.94 50% 8.60 12.70 $50.00 0.00 2.60 - - 0 0
0 0 0.85 37% 4.10 7.70 $55.00 0.00 0.60 - - 0 0
1 1 0.55 27% 0.20 3.60 $60.00 0.05 2.00 19% -0.43 1 4
0 0 0.18 29% 0.00 0.80 $65.00 3.70 6.80 35% -0.77 2 2
2 2 0.12 45% 0.00 2.60 $70.00 8.50 12.00 54% -0.84 0 0
0 0 - - 0.00 2.60 $75.00 13.20 16.90 63% -0.89 0 0
0 0 - - 0.00 2.60 $80.00 18.20 21.90 76% -0.90 0 0
0 0 - - 0.00 2.60 $85.00 23.20 26.30 74% -0.95 0 0
0 0 - - 0.00 2.60 $90.00 28.20 32.00 102% -0.91 0 0
0 0 - - 0.00 2.60 $95.00 33.20 37.00 112% -0.92 0 0