Pre-market
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ERAS 15.04
Expected move by Oct 16 ±$2.72 ±18.1% $12.32 – $17.76 90%: $9.28 – $20.80
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Every quote and Greek, one row per strike.
24 contracts 17 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 2 - - 10.50 14.20 $2.50 0.00 5.00 - - 0 0
0 0 - - 8.00 11.70 $5.00 0.00 5.00 360% -0.05 40 40
16 1 - - 5.50 9.20 $7.50 0.00 5.00 209% -0.06 3 17
251 1 0.91 140% 5.00 5.70 $10.00 0.00 0.55 145% -0.10 1 1,584
438 5 0.76 140% 2.80 4.30 $12.50 0.35 0.80 107% -0.21 26 551
14,978 1,165 0.56 95% 1.35 1.70 $15.00 1.00 1.95 97% -0.44 17 1,337
1,698 176 0.33 97% 0.60 0.85 $17.50 2.65 3.40 89% -0.70 1 320
8,996 36 0.14 89% 0.15 0.30 $20.00 4.80 5.50 89% -0.87 50 1,341
14,231 11 0.09 104% 0.05 0.25 $22.50 7.20 7.80 88% -0.96 25 26
798 4 0.09 132% 0.00 0.25 $25.00 9.50 10.40 - - 1 5
32 18 0.11 183% 0.00 0.60 $30.00 14.20 16.00 160% -0.93 0 0
23 10 0.14 233% 0.00 0.75 $35.00 19.30 21.10 204% -0.91 0 0