Pre-market
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ESTC 89.71
Expected move by Oct 16 ±$8.61 ±9.6% $81.10 – $98.32 90%: $71.46 – $107.96
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Every quote and Greek, one row per strike.
46 contracts 34 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
6 4 1.00 0% 42.70 46.80 $45.00 0.00 1.05 181% -0.04 1 2
0 0 - - 37.70 41.70 $50.00 0.00 2.15 159% -0.05 3 4
0 0 - - 32.70 36.70 $55.00 0.00 2.15 150% -0.07 1 1
2 1 - - 27.70 31.70 $60.00 0.00 2.20 113% -0.07 3 3
1 1 1.00 0% 22.80 26.70 $65.00 0.00 0.35 71% -0.03 0 0
0 0 - - 18.40 20.70 $70.00 0.10 0.35 57% -0.04 3 65
6 1 1.00 0% 13.70 16.00 $75.00 0.40 0.60 52% -0.08 24 320
98 32 0.85 46% 9.50 12.20 $80.00 1.10 1.30 51% -0.17 14 455
73 5 0.69 49% 6.90 7.90 $85.00 2.25 2.75 50% -0.31 23 430
341 32 0.52 50% 4.30 5.00 $90.00 4.50 5.20 51% -0.48 14 232
306 10 0.36 50% 2.55 2.95 $95.00 7.50 9.10 56% -0.62 11 82
2,060 102 0.23 50% 1.25 1.75 $100.00 11.20 12.70 56% -0.75 1 21
98 2 0.15 54% 0.65 1.25 $105.00 15.30 17.30 58% -0.83 1 3
49 4 0.09 55% 0.35 0.70 $110.00 20.30 22.30 70% -0.85 0 0
39 5 0.07 62% 0.05 0.85 $115.00 25.10 26.90 73% -0.89 1 1
38 2 0.04 60% 0.05 0.35 $120.00 29.10 32.40 76% -0.92 0 0
59 2 0.07 78% 0.00 0.90 $125.00 33.60 37.50 76% -0.95 38 36
0 0 0.09 97% 0.00 2.20 $130.00 38.60 42.50 83% -0.95 0 0
0 0 0.05 88% 0.00 2.15 $135.00 43.70 47.50 92% -0.95 0 0
0 0 0.05 96% 0.00 2.60 $140.00 48.70 52.50 98% -0.95 0 0
0 0 0.05 102% 0.00 2.00 $145.00 53.70 57.50 105% -0.95 0 0
0 2 0.05 110% 0.00 0.90 $150.00 58.70 62.50 111% -0.96 0 0
0 0 0.05 115% 0.00 2.00 $155.00 64.30 67.50 127% -0.93 0 0