Pre-market
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ENB 48.20
Expected move by Oct 16 ±$1.77 ±3.7% $46.43 – $49.97 90%: $44.45 – $51.95
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Every quote and Greek, one row per strike.
36 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
3 2 0.97 106% 17.40 19.20 $30.00 0.00 1.05 - - 0 0
5 6 0.96 95% 15.00 16.70 $32.50 0.00 1.05 - - 0 0
5 8 0.92 96% 12.60 14.60 $35.00 0.00 1.05 - - 1 5
1 1 0.94 66% 10.00 11.70 $37.50 0.00 1.10 - - 1 9
2 1 0.92 55% 7.50 9.30 $40.00 0.00 1.10 57% -0.10 1 17
4 1 0.84 52% 5.60 6.80 $42.50 0.00 0.10 39% -0.10 4 40
110 5 0.77 37% 3.40 4.10 $45.00 0.05 0.15 19% -0.09 17 406
514 6 0.59 23% 1.30 1.65 $47.50 0.35 0.60 15% -0.37 103 2,376
1,225 265 0.20 18% 0.15 0.35 $50.00 1.80 2.00 0% -0.99 6 2,313
1,552 157 0.06 22% 0.05 0.10 $52.50 3.60 5.10 0% -0.99 4 467
2,872 39 0.05 30% 0.00 0.05 $55.00 5.80 7.60 - - 2 4
615 1 0.04 38% 0.00 1.10 $57.50 8.30 10.10 - - 1 0
2,038 30 0.03 46% 0.00 0.10 $60.00 10.90 12.60 - - 2 0
3,164 10 0.04 57% 0.00 1.05 $62.50 13.40 15.20 0% -0.99 2 0
23 4 0.05 65% 0.00 1.05 $65.00 15.90 17.70 0% -0.99 1 0
5 1 0.08 94% 0.00 1.05 $70.00 20.90 22.70 0% -0.99 1 0
1 1 - - 0.00 1.05 $75.00 25.90 27.70 0% -0.99 1 0
64 13 - - 0.00 1.05 $80.00 30.90 32.70 0% -0.99 1 0