Pre-market
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GEMI 5.99
Expected move by Sep 25 ±$0.57 ±9.5% $5.42 – $6.56 90%: $4.78 – $7.20
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Every quote and Greek, one row per strike.
36 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
7 8 - - 4.50 5.30 $1.00 0.00 1.00 - - 1 1
0 3 0.99 603% 4.10 4.90 $1.50 0.00 0.75 - - 1 1
2 6 - - 3.60 4.20 $2.00 0.00 0.95 - - 2 2
0 0 0.97 540% 3.20 3.90 $2.50 0.00 0.20 - - 2 2
1 7 - - 2.75 3.10 $3.00 0.00 0.05 497% -0.06 156 227
0 1 - - 2.10 2.65 $3.50 0.00 0.05 374% -0.06 0 0
112 22 0.94 279% 1.85 2.25 $4.00 0.00 0.05 297% -0.08 3 84
44 4 - - 1.30 1.55 $4.50 0.00 0.05 230% -0.10 118 112
706 151 - - 0.80 1.10 $5.00 0.00 0.10 164% -0.13 679 295
470 203 0.74 142% 0.55 0.75 $5.50 0.10 0.20 139% -0.26 524 93
1,253 644 0.52 120% 0.25 0.35 $6.00 0.30 0.35 127% -0.48 38 82
1,007 648 0.28 119% 0.10 0.15 $6.50 0.05 1.15 104% -0.75 7 2
4 121 0.17 141% 0.05 0.10 $7.00 0.60 1.80 204% -0.73 10 4
0 20 - - 0.00 0.05 $7.50 1.10 2.25 233% -0.78 3 8
10 1 0.12 212% 0.00 0.05 $8.00 1.70 2.25 - - 2 1
1 46 - - 0.00 0.05 $8.50 2.45 2.90 308% -0.82 1 0
1 3 - - 0.00 0.10 $9.00 2.60 3.50 238% -0.93 1 3
1 6 - - 0.00 1.00 $9.50 3.40 4.00 383% -0.83 3 2