Pre-market
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ERX 103.89
Expected move by Oct 16 ±$10.42 ±10.0% $93.47 – $114.31 90%: $81.80 – $125.98
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Every quote and Greek, one row per strike.
88 contracts 58 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.99 154% 57.80 60.40 $45.00 0.00 1.75 178% -0.02 0 0
0 2 0.98 151% 53.00 55.50 $50.00 0.00 0.75 146% -0.02 1 7
13 2 0.98 128% 48.00 50.40 $55.00 0.00 1.75 139% -0.03 1 1
0 2 0.99 102% 42.80 45.40 $60.00 0.00 1.75 122% -0.03 1 4
1 1 0.98 97% 38.00 40.40 $65.00 0.00 1.00 122% -0.05 5 80
0 0 0.98 91% 36.00 38.40 $67.00 0.00 1.75 119% -0.06 0 0
0 2 0.98 88% 35.00 37.40 $68.00 0.00 1.75 116% -0.06 22 11
0 0 0.98 85% 34.00 36.40 $69.00 0.00 0.95 99% -0.04 1 1
2 7 0.98 83% 33.00 35.40 $70.00 0.00 0.75 112% -0.07 4 21
0 6 0.97 80% 32.00 34.40 $71.00 0.00 1.75 89% -0.04 1 35
7 7 0.98 73% 30.90 33.40 $72.00 0.00 1.75 88% -0.04 6 6
1 1 0.98 66% 29.80 32.40 $73.00 0.00 0.95 84% -0.04 1 1
0 2 0.98 64% 28.80 31.40 $74.00 0.00 1.75 87% -0.05 6 6
0 1 0.97 71% 28.00 30.50 $75.00 0.00 1.75 89% -0.06 2 4
0 3 0.97 66% 27.00 29.40 $76.00 0.00 1.75 92% -0.08 0 0
0 2 0.98 57% 25.80 28.40 $77.00 0.00 1.75 73% -0.05 1 5
0 2 0.98 59% 24.90 27.40 $78.00 0.00 0.95 71% -0.05 1 3
0 0 0.96 61% 24.10 26.40 $79.00 0.00 0.95 68% -0.05 0 0
0 7 0.98 50% 22.80 25.40 $80.00 0.05 0.65 63% -0.05 1 2
0 0 0.98 47% 21.80 24.40 $81.00 0.00 1.80 76% -0.09 1 109
102 1 0.98 45% 20.90 23.30 $82.00 0.05 0.80 61% -0.06 0 0
8 2 0.97 49% 20.00 22.40 $83.00 0.00 1.85 60% -0.06 0 0
1 2 0.96 47% 19.10 21.30 $84.00 0.00 1.90 57% -0.06 1 1
36 2 0.94 54% 18.50 20.40 $85.00 0.00 0.95 53% -0.06 1 10
6 5 0.93 51% 17.30 19.60 $86.00 0.00 2.00 52% -0.07 0 0
15 5 0.92 52% 16.40 18.80 $87.00 0.00 2.00 52% -0.08 5 53
27 5 0.90 52% 15.50 17.90 $88.00 0.00 1.30 55% -0.11 5 8
1 2 0.87 57% 14.90 17.30 $89.00 0.10 1.50 52% -0.11 32 57
320 5 0.87 52% 14.10 15.90 $90.00 0.75 1.20 52% -0.13 5 303
29 2 0.84 55% 13.20 15.60 $91.00 0.05 1.80 49% -0.13 42 36
245 3 0.77 53% 9.90 12.40 $95.00 1.00 3.00 51% -0.23 1 103
63 5 0.64 53% 6.90 8.90 $100.00 3.00 4.50 52% -0.36 15 38
100 4 0.50 54% 4.80 6.10 $105.00 5.10 7.00 51% -0.50 1 129
367 207 0.37 53% 2.85 3.90 $110.00 8.20 10.30 52% -0.64 5 272
36 22 0.26 54% 1.65 2.60 $115.00 11.80 14.10 52% -0.75 2 14
21 1 0.18 55% 0.50 2.25 $120.00 16.00 18.50 54% -0.83 3 5
8 1 0.13 59% 0.05 2.00 $125.00 20.50 22.90 54% -0.90 2 1
10 9 0.12 67% 0.00 2.00 $130.00 25.20 28.10 61% -0.91 22 11
0 0 0.07 63% 0.00 1.85 $135.00 30.10 32.00 - - 0 0
6 44 0.06 68% 0.00 15.00 $140.00 35.10 37.10 - - 1 1
0 0 0.07 82% 0.05 1.35 $145.00 39.90 42.60 69% -0.97 0 0
6 3 0.04 76% 0.05 0.55 $150.00 44.80 46.90 - - 0 0
0 0 0.05 86% 0.00 1.75 $155.00 48.80 51.60 - - 0 0
1 1 0.04 92% 0.00 1.75 $160.00 54.70 57.40 - - 0 0