Pre-market
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GEF 83.32
Expected move by Oct 16 ±$5.14 ±6.2% $78.18 – $88.46 90%: $72.42 – $94.22
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Every quote and Greek, one row per strike.
32 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 157% 41.60 45.60 $40.00 0.00 0.25 163% -0.03 2 4
0 2 0.96 158% 36.90 41.10 $45.00 0.00 1.75 140% -0.03 1 5
0 0 0.95 135% 31.90 36.10 $50.00 0.00 2.15 119% -0.04 1 3
0 1 0.96 99% 26.60 30.80 $55.00 0.00 0.75 100% -0.04 4 5
0 0 0.93 91% 21.90 26.00 $60.00 0.00 1.75 83% -0.05 1 2
0 35 0.91 74% 17.20 20.80 $65.00 0.00 0.75 66% -0.06 1 1
0 20 0.90 56% 12.20 15.70 $70.00 0.00 2.15 50% -0.08 0 0
70 15 0.85 41% 7.50 10.60 $75.00 0.00 2.30 37% -0.12 8 8
14 3 0.68 36% 3.50 6.50 $80.00 1.10 1.60 31% -0.30 1 541
64 3 0.43 34% 1.80 2.75 $85.00 3.10 3.70 28% -0.59 14 387
542 17 0.20 34% 0.60 1.05 $90.00 5.30 8.60 24% -0.88 1 56
482 5 0.09 37% 0.20 0.50 $95.00 10.30 13.10 24% -0.98 0 0
50 41 0.05 41% 0.05 0.30 $100.00 14.70 17.70 - - 0 0
1 1 0.08 60% 0.00 0.75 $105.00 19.50 23.50 - - 0 0
0 0 0.07 68% 0.00 1.75 $110.00 24.30 28.40 - - 0 0
0 0 - - 0.00 1.75 $115.00 29.40 33.30 - - 0 0