Pre-market
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FROG 92
Expected move by Oct 16 ±$11.55 ±12.6% $80.45 – $103.55 90%: $67.51 – $116.49
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Every quote and Greek, one row per strike.
48 contracts 40 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 93% 35.20 39.30 $55.00 0.00 1.40 119% -0.03 0 0
1 1 0.98 83% 30.20 34.40 $60.00 0.00 0.75 89% -0.02 1 1
1 1 0.96 80% 25.70 29.30 $65.00 0.00 0.25 84% -0.04 1 11
8 1 0.90 91% 22.10 24.60 $70.00 0.25 0.80 74% -0.06 30 45
2 2 0.88 73% 16.50 20.10 $75.00 0.55 1.05 66% -0.10 808 1,810
29 2 0.81 72% 13.20 15.30 $80.00 1.40 2.00 66% -0.18 3 49
2 1 0.76 70% 11.30 13.60 $82.50 1.95 2.85 66% -0.23 11 17
7 2 0.71 69% 9.60 11.70 $85.00 2.60 4.00 68% -0.29 10 24
7 2 0.65 66% 7.60 10.10 $87.50 2.95 5.00 64% -0.35 1 43
65 2 0.59 62% 5.90 8.30 $90.00 4.10 5.50 61% -0.41 3 44
24 3 0.53 66% 5.60 6.80 $92.50 5.70 7.40 67% -0.47 4 40
214 63 0.47 65% 4.50 5.70 $95.00 7.10 8.60 65% -0.54 1 56
90 19 0.40 65% 3.60 4.70 $97.50 7.90 9.80 59% -0.61 1 6
99 63 0.34 63% 2.60 3.80 $100.00 9.80 12.40 64% -0.66 2 6
57 4 0.23 60% 1.15 2.50 $105.00 12.80 16.20 59% -0.78 1 12
42 9 0.19 68% 1.00 2.15 $110.00 17.20 19.90 54% -0.89 3 3
29 2 0.11 65% 0.60 1.05 $115.00 22.10 24.80 61% -0.91 0 0
38 1 0.08 69% 0.25 0.90 $120.00 26.40 29.60 0% -1.00 0 0
98 3 0.06 69% 0.00 0.75 $125.00 31.70 34.50 65% -0.97 0 0
8 1 0.05 77% 0.05 0.75 $130.00 35.90 40.00 - - 0 0
55 31 0.05 84% 0.00 0.75 $135.00 40.80 45.00 - - 0 0
8 6 0.04 86% 0.00 2.65 $140.00 45.80 50.00 - - 0 0
1,058 150 0.08 113% 0.00 0.05 $145.00 50.80 55.00 - - 0 0
7 7 0.05 103% 0.00 1.25 $150.00 55.80 60.00 - - 0 0