Pre-market
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EXC 41.98
Expected move by Oct 16 ±$1.49 ±3.5% $40.49 – $43.47 90%: $38.81 – $45.15
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Every quote and Greek, one row per strike.
34 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.99 61% 11.20 12.80 $30.00 0.00 0.75 72% -0.03 1 1
0 2 - - 6.20 7.50 $35.00 0.00 0.75 43% -0.05 1 23
11 2 0.80 23% 1.80 2.75 $40.00 0.20 0.30 21% -0.19 14 63
20 20 0.66 24% 1.35 1.80 $41.00 0.25 0.55 18% -0.30 8 99
46 42 0.51 21% 0.70 1.10 $42.00 0.55 0.95 17% -0.50 1 296
420 796 0.32 19% 0.35 0.50 $43.00 1.20 1.60 18% -0.69 20 5,192
880 130 0.20 21% 0.20 0.30 $44.00 2.00 2.30 17% -0.86 2 232
2,626 92 0.11 21% 0.10 0.15 $45.00 2.75 3.80 27% -0.83 13 255
589 442 0.07 23% 0.05 0.10 $46.00 3.20 5.00 24% -0.93 1 44
310 3 0.07 29% 0.00 0.35 $47.00 4.20 5.90 24% -0.97 1 19
724 8 0.05 31% 0.00 0.75 $48.00 5.20 6.90 27% -0.97 10 0
67 1 0.05 35% 0.00 0.15 $49.00 6.30 7.90 36% -0.95 13 0
295 1 0.05 40% 0.00 0.35 $50.00 7.30 8.90 39% -0.95 0 0
178 4 0.05 59% 0.00 0.35 $55.00 12.30 13.90 57% -0.96 0 0
1 1 - - 0.00 0.35 $60.00 17.30 18.90 72% -0.97 0 0
0 0 - - 0.00 0.75 $65.00 22.30 23.90 85% -0.97 0 0
0 0 - - 0.00 0.75 $70.00 27.30 28.90 97% -0.97 0 0