Pre-market
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FOX 57.87
Expected move by Oct 16 ±$3.24 ±5.6% $54.63 – $61.11 90%: $51.00 – $64.74
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Every quote and Greek, one row per strike.
20 contracts 12 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
19 1 0.96 163% 26.00 30.70 $30.00 0.00 5.00 160% -0.04 1 1
0 0 0.97 113% 21.20 25.10 $35.00 0.00 5.00 129% -0.05 1 21
17 2 0.94 97% 16.10 20.50 $40.00 0.00 0.75 86% -0.04 1 38
78 1 0.93 70% 11.10 15.50 $45.00 0.00 0.75 73% -0.08 11 77
18 7 0.87 53% 6.50 10.50 $50.00 0.00 1.80 43% -0.09 2 54
305 1 0.71 40% 2.45 5.80 $55.00 0.60 0.80 30% -0.24 1 19
162 1 0.30 24% 0.05 1.30 $60.00 0.90 4.90 27% -0.68 20 13
14 1 0.10 34% 0.00 0.60 $65.00 5.00 9.00 - - 2 0
2 2 0.07 48% 0.00 1.45 $70.00 10.00 14.00 - - 0 0
1 1 0.09 70% 0.00 1.10 $75.00 14.90 19.00 - - 1 0