Pre-market
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FANG 189.27
Expected move by Oct 16 ±$12.64 ±6.7% $176.63 – $201.91 90%: $162.47 – $216.07
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Every quote and Greek, one row per strike.
50 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 52.60 55.90 $135.00 0.00 0.95 - - 0 0
0 0 1.00 36% 47.70 51.00 $140.00 0.00 0.95 - - 0 0
0 0 0.98 51% 42.70 46.40 $145.00 0.00 1.30 59% -0.03 0 0
0 0 0.97 49% 37.80 41.50 $150.00 0.00 1.00 55% -0.04 5 5
0 0 0.96 46% 33.00 36.60 $155.00 0.00 1.20 46% -0.04 1 12
1 1 0.94 43% 28.10 31.80 $160.00 0.05 0.50 37% -0.04 17 274
2 1 0.90 43% 24.00 27.00 $165.00 0.50 0.90 38% -0.08 6 148
6 4 0.88 36% 18.80 22.20 $170.00 1.00 1.45 38% -0.12 21 135
4 4 0.81 37% 14.60 18.30 $175.00 1.75 2.05 36% -0.19 25 343
4 2 0.72 37% 11.50 14.20 $180.00 2.80 3.60 36% -0.28 519 328
27 42 0.62 36% 8.20 10.90 $185.00 4.30 6.30 37% -0.38 27 102
92 33 0.51 36% 6.40 7.50 $190.00 6.50 7.50 34% -0.50 66 284
1,300 84 0.41 39% 4.40 6.20 $195.00 8.60 11.90 36% -0.61 3 221
414 205 0.30 35% 2.95 3.40 $200.00 12.20 15.40 36% -0.70 3 364
1,261 135 0.15 36% 1.15 1.50 $210.00 20.30 23.00 34% -0.87 6 185
1,043 45 0.06 36% 0.35 0.60 $220.00 29.40 33.10 40% -0.92 1 102
164 10 0.02 36% 0.00 0.45 $230.00 39.50 42.90 47% -0.94 1 78
264 52 0.01 39% 0.05 0.10 $240.00 49.10 52.90 51% -0.96 1 0
72 2 0.04 58% 0.00 1.10 $250.00 59.50 62.90 63% -0.95 9 0
357 2 0.01 52% 0.00 0.50 $260.00 69.00 72.90 64% -0.97 0 0
2 2 0.03 70% 0.00 0.20 $270.00 79.50 82.90 77% -0.96 0 0
0 0 0.04 82% 0.00 0.95 $280.00 89.00 92.90 76% -0.97 0 0
0 0 0.06 96% 0.00 1.90 $290.00 99.00 102.90 81% -0.98 0 0
0 0 0.02 84% 0.00 1.40 $300.00 109.20 112.90 90% -0.97 0 0
3 1 0.05 105% 0.00 2.15 $310.00 119.50 122.90 101% -0.97 0 0