Pre-market
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GLUE 12.26
Expected move by Oct 16 ±$2.54 ±20.7% $9.72 – $14.80 90%: $6.88 – $17.64
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Every quote and Greek, one row per strike.
24 contracts 14 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 4 0.98 393% 7.50 12.30 $2.50 0.00 5.00 - - 0 0
0 0 - - 5.00 9.50 $5.00 0.00 5.00 - - 0 0
0 0 - - 2.50 7.00 $7.50 0.00 5.00 194% -0.11 1 1
2 1 0.86 82% 0.00 4.90 $10.00 0.00 0.85 111% -0.20 9 9
15 1,290 0.52 95% 1.05 1.20 $12.50 0.70 2.65 121% -0.46 506 918
2,092 26 0.28 107% 0.15 0.90 $15.00 2.20 5.50 158% -0.61 50 208
30 1 0.25 154% 0.00 4.20 $17.50 3.10 7.90 120% -0.84 2 161
8 1 0.18 165% 0.00 0.55 $20.00 5.50 9.80 - - 2 41
4 1 0.41 342% 0.10 4.10 $22.50 8.30 12.40 144% -0.93 6 6
6,540 1 0.18 227% 0.00 0.30 $25.00 10.50 15.00 128% -0.98 8 0
14 2 0.15 252% 0.00 0.60 $30.00 15.50 19.90 - - 0 0
18 1 0.13 273% 0.00 4.10 $35.00 20.50 25.00 180% -0.99 0 0