Pre-market
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ERO 34.85
Expected move by Oct 16 ±$3.92 ±11.2% $30.93 – $38.77 90%: $26.54 – $43.16
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Every quote and Greek, one row per strike.
22 contracts 15 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 208% 20.90 24.10 $12.50 0.00 1.10 255% -0.03 30 41
1 1 - - 17.80 21.60 $15.00 0.00 1.10 206% -0.03 1 14
2 1 0.97 159% 16.10 19.10 $17.50 0.00 1.10 203% -0.06 10 24
21 3 - - 12.80 16.10 $20.00 0.00 0.65 120% -0.03 1 194
7 1 - - 11.00 13.60 $22.50 0.00 0.65 122% -0.06 4 302
77 42 - - 8.70 10.70 $25.00 0.00 0.10 81% -0.04 15 204
1,049 516 0.86 58% 5.10 5.60 $30.00 0.45 0.60 63% -0.16 94 1,362
1,135 1,281 0.53 59% 2.00 2.20 $35.00 1.95 2.50 60% -0.47 60 1,139
5,673 820 0.21 58% 0.50 0.70 $40.00 5.40 6.20 63% -0.77 20 272
5,586 11 0.06 61% 0.10 0.20 $45.00 10.10 11.60 95% -0.82 4 5
176 2 0.05 80% 0.00 0.10 $50.00 14.30 17.10 111% -0.87 10 0