Pre-market
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GLL 22.82
Expected move by Oct 16 ±$1.97 ±8.6% $20.85 – $24.79 90%: $18.64 – $27.00
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Every quote and Greek, one row per strike.
48 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 1.00 144% 13.40 14.30 $9.00 0.00 0.55 - - 1 105
0 2 1.00 126% 12.40 13.30 $10.00 0.00 0.75 - - 3 4
0 2 1.00 109% 11.40 12.30 $11.00 0.00 1.75 - - 1 2
177 20 1.00 90% 10.40 11.30 $12.00 0.00 1.75 - - 0 0
0 1 1.00 68% 9.30 10.40 $13.00 0.00 0.75 - - 2 2
120 1 - - 8.40 9.10 $14.00 0.00 0.95 127% -0.05 2 2
112 2 0.96 97% 7.50 8.40 $15.00 0.00 15.00 103% -0.04 2 2
8 1 1.00 0% 6.30 7.40 $16.00 0.00 0.95 120% -0.10 1 63
42 1 0.95 72% 5.50 6.40 $17.00 0.00 15.00 69% -0.04 5 246
22 1 0.97 51% 4.50 5.30 $18.00 0.00 0.10 58% -0.05 2 5
2,876 4 0.94 49% 3.50 4.40 $19.00 0.00 15.00 78% -0.16 1 13
1,277 1 0.90 43% 2.60 3.40 $20.00 0.15 0.40 53% -0.15 1 233
150 8 0.81 39% 1.75 2.50 $21.00 0.20 0.75 51% -0.24 1 9
136 15 0.66 41% 1.25 1.65 $22.00 0.55 0.75 44% -0.35 2 255
98 9 0.50 44% 0.85 1.15 $23.00 0.95 1.40 46% -0.50 12 24
176 2 0.35 41% 0.50 0.60 $24.00 1.55 1.90 43% -0.65 5 29
43 2 0.25 47% 0.30 0.50 $25.00 2.25 2.70 44% -0.77 1 7
93 1 0.15 45% 0.10 0.30 $26.00 2.85 3.90 48% -0.84 5 6
15 6 0.11 49% 0.10 0.20 $27.00 3.90 4.70 50% -0.89 60 21
7 1 0.10 57% 0.00 15.00 $28.00 4.70 5.80 53% -0.93 0 0
7 1 0.16 84% 0.00 0.75 $29.00 5.70 6.80 59% -0.94 2 0
26 1 0.09 73% 0.00 3.90 $30.00 6.70 7.60 - - 10 6
121 1 0.05 92% 0.00 0.10 $35.00 11.70 12.60 - - 0 0
7 1 0.10 148% 0.00 15.00 $40.00 16.70 17.60 - - 6 0