Pre-market
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ESNT 66.79
Expected move by Oct 16 ±$3.56 ±5.3% $63.23 – $70.35 90%: $59.25 – $74.33
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Every quote and Greek, one row per strike.
26 contracts 14 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 8 0.97 183% 35.40 39.00 $30.00 0.00 4.80 188% -0.03 0 0
0 0 0.95 172% 30.50 34.50 $35.00 0.00 0.75 152% -0.03 1 1
0 0 0.94 141% 25.50 29.50 $40.00 0.00 0.75 126% -0.04 1 2
0 0 0.95 103% 20.50 24.00 $45.00 0.00 0.75 102% -0.05 1 2
0 0 0.91 92% 15.70 19.50 $50.00 0.00 0.75 79% -0.06 1 2
0 0 0.88 70% 10.80 14.50 $55.00 0.00 1.15 57% -0.08 2 2
0 1 0.80 53% 6.20 9.70 $60.00 0.00 1.20 38% -0.12 1 1
2 5 0.63 38% 1.80 5.50 $65.00 0.00 1.10 19% -0.27 2 2
322 4 0.21 21% 0.25 0.60 $70.00 3.00 4.00 19% -0.81 6 22
1 1 0.13 38% 0.00 1.45 $75.00 5.50 9.30 - - 0 0
0 0 0.10 51% 0.00 0.75 $80.00 11.00 14.80 - - 0 0
3 1 0.09 64% 0.00 0.75 $85.00 16.00 19.80 - - 0 0
1 1 0.08 75% 0.00 1.35 $90.00 21.00 24.80 - - 0 0