Pre-market
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EWZ 38.08
Expected move by Sep 25 ±$0.95 ±2.5% $37.13 – $39.03 90%: $36.05 – $40.11
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Every quote and Greek, one row per strike.
72 contracts 48 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 3 1.00 0% 16.60 19.55 $20.00 0.00 0.02 - - 0 0
6 3 - - 11.80 14.35 $25.00 0.00 0.05 - - 0 0
0 1 0.99 150% 10.35 11.85 $27.00 0.00 0.15 - - 1 19
0 1 0.99 136% 10.00 10.20 $28.00 0.00 0.57 272% -0.11 0 0
1 2 - - 8.85 9.30 $29.00 0.00 0.22 118% -0.01 182 182
0 2 0.97 129% 7.90 8.40 $30.00 0.00 0.24 107% -0.02 1 4
0 3 - - 7.35 7.80 $30.50 0.00 0.26 98% -0.01 2 540
0 3 - - 6.90 7.20 $31.00 0.00 0.01 132% -0.06 168 575
0 4 - - 6.45 6.70 $31.50 0.00 0.01 85% -0.02 1 1,087
0 2 0.98 82% 6.00 6.20 $32.00 0.00 0.02 79% -0.02 2 1,033
0 0 - - 5.45 5.70 $32.50 0.00 0.02 75% -0.02 2 360
411 1 - - 4.90 5.25 $33.00 0.00 0.02 66% -0.02 1 14
502 101 0.97 64% 4.45 4.75 $33.50 0.00 0.02 60% -0.02 8 33
412 1 - - 3.90 4.25 $34.00 0.00 0.02 55% -0.02 1 23
412 5 0.92 67% 3.50 3.85 $34.50 0.00 0.01 46% -0.02 1 399
713 6 0.94 51% 3.05 3.20 $35.00 0.01 0.02 41% -0.02 85 3,828
10 6 0.90 52% 2.55 2.80 $35.50 0.01 0.04 38% -0.04 6 2,821
245 8 0.90 42% 2.05 2.27 $36.00 0.02 0.06 35% -0.06 30 418
19 3 0.87 36% 1.57 1.77 $36.50 0.07 0.10 35% -0.12 890 299
641 1 0.80 32% 1.13 1.32 $37.00 0.14 0.17 33% -0.20 243 1,063
906 3 0.67 34% 0.80 0.95 $37.50 0.27 0.30 32% -0.32 328 759
756 5,723 0.53 33% 0.55 0.59 $38.00 0.46 0.49 32% -0.47 543 550
2,230 269 0.38 32% 0.32 0.35 $38.50 0.68 0.96 36% -0.61 1 66
4,286 2,060 0.25 33% 0.18 0.22 $39.00 1.07 1.14 32% -0.76 1 330
1,096 27 0.15 33% 0.09 0.12 $39.50 1.34 2.01 46% -0.77 50 69
370 39 0.09 34% 0.04 0.08 $40.00 1.46 2.20 - - 12 10
653 23 0.06 36% 0.02 0.05 $40.50 2.20 2.62 - - 4 2
446 1 0.04 40% 0.00 0.04 $41.00 2.88 3.75 82% -0.79 4 2
10 4 0.04 46% 0.00 0.03 $41.50 3.35 3.60 51% -0.94 1 1
9 3 0.03 50% 0.00 0.02 $42.00 3.85 4.00 30% -1.00 1 1
10 10 0.03 57% 0.00 0.03 $42.50 4.25 4.50 - - 1 0
0 0 0.03 59% 0.00 0.02 $43.00 4.20 5.65 37% -1.00 2 0
1 1 0.02 68% 0.00 0.02 $44.00 5.65 6.05 - - 2 0
0 0 0.02 77% 0.00 0.24 $45.00 6.75 7.10 51% -1.00 3 0
0 0 - - 0.00 0.44 $46.00 7.85 8.05 86% -0.98 1 0
0 0 - - 0.00 5.00 $50.00 11.20 12.65 82% -1.00 0 0