Pre-market
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ELV 409.31
Expected move by Oct 16 ±$25.41 ±6.2% $383.90 – $434.72 90%: $355.43 – $463.19
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Every quote and Greek, one row per strike.
78 contracts 52 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 120% 195.20 204.50 $210.00 0.00 5.80 127% -0.01 1 2
0 0 0.99 100% 185.30 193.80 $220.00 0.00 8.60 119% -0.02 2 5
0 0 0.99 98% 175.30 184.00 $230.00 0.00 7.20 112% -0.02 1 4
0 0 0.99 91% 165.30 174.00 $240.00 0.00 6.80 105% -0.02 1 3
0 0 0.99 84% 155.40 163.90 $250.00 0.00 1.50 98% -0.02 1 2
0 0 0.98 87% 145.40 154.70 $260.00 0.00 5.70 92% -0.02 1 2
1 1 0.98 81% 135.40 144.80 $270.00 0.00 1.95 85% -0.02 1 1
2 2 0.99 67% 125.50 134.00 $280.00 0.00 5.70 79% -0.02 1 1
0 0 0.98 70% 116.20 124.10 $290.00 0.00 8.10 73% -0.03 1 1
0 1 0.97 64% 106.20 114.20 $300.00 0.05 1.20 63% -0.02 1 14
0 0 0.97 60% 96.40 104.30 $310.00 0.00 2.70 60% -0.03 2 2
0 0 0.96 54% 86.40 94.40 $320.00 0.00 5.20 54% -0.03 2 14
0 0 0.98 40% 76.70 83.00 $330.00 0.00 5.50 56% -0.06 28 39
0 0 0.97 39% 66.90 73.30 $340.00 0.05 1.20 41% -0.03 2 22
1 1 0.95 36% 57.20 63.60 $350.00 0.00 1.65 38% -0.05 11 315
11 1 0.92 36% 47.80 54.30 $360.00 1.15 1.90 37% -0.08 5 162
27 1 0.87 37% 39.80 45.00 $370.00 1.25 5.50 39% -0.15 1 118
49 1 0.81 35% 31.20 36.70 $380.00 3.00 4.80 34% -0.19 1 365
712 9 0.75 29% 21.60 27.70 $390.00 4.60 6.70 31% -0.26 3 139
122 2 0.63 31% 17.10 20.00 $400.00 8.00 10.30 32% -0.37 4 447
186 612 0.52 35% 12.20 17.00 $410.00 12.40 14.50 31% -0.49 29 134
102 1 0.39 31% 7.80 10.00 $420.00 16.70 22.20 32% -0.60 2 30
104 78 0.29 31% 5.10 6.50 $430.00 23.30 28.30 30% -0.72 1 12
144 24 0.18 28% 1.70 4.00 $440.00 30.70 35.70 29% -0.82 1 7
325 25 0.16 34% 1.80 4.10 $450.00 40.10 44.90 31% -0.87 2 2
266 23 0.09 32% 1.25 1.65 $460.00 48.90 55.30 34% -0.90 2 3
103 8 0.08 37% 0.00 2.80 $470.00 58.60 64.90 37% -0.92 2 2
23 1 0.05 37% 0.00 1.70 $480.00 66.90 74.80 33% -0.98 1 1
15 9 0.11 54% 0.00 10.60 $490.00 76.90 84.80 36% -0.98 0 0
36 5 0.06 48% 0.00 9.10 $500.00 86.90 95.50 44% -0.96 0 0
0 0 0.09 60% 0.00 10.40 $510.00 96.90 105.40 47% -0.96 0 0
1 1 0.12 72% 0.00 5.60 $520.00 106.90 115.50 51% -0.96 0 0
1 1 0.10 72% 0.00 5.80 $530.00 116.90 125.40 54% -0.97 0 0
3 1 0.02 51% 0.00 0.60 $540.00 126.90 135.40 57% -0.97 0 0
0 0 0.03 59% 0.00 6.20 $550.00 136.90 145.50 61% -0.97 0 0
2 1 0.03 62% 0.00 10.20 $560.00 146.90 155.50 64% -0.97 0 0
3 1 0.03 65% 0.00 3.50 $570.00 156.90 165.50 67% -0.97 0 0
3 1 0.03 68% 0.00 5.30 $580.00 167.10 174.80 65% -0.98 0 0
1 1 0.03 73% 0.00 5.10 $600.00 186.90 194.80 69% -0.99 0 0