Pre-market
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GRPN 22.05
Expected move by Oct 16 ±$3.13 ±14.2% $18.92 – $25.18 90%: $15.42 – $28.68
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Every quote and Greek, one row per strike.
80 contracts 55 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 - - 19.60 22.30 $1.00 0.00 4.50 - - 0 0
0 2 - - 18.70 21.40 $2.00 0.00 4.50 - - 0 0
0 2 - - 17.60 20.40 $3.00 0.00 4.50 - - 0 0
0 0 - - 16.60 19.40 $4.00 0.00 0.75 - - 0 0
0 1 - - 15.60 18.30 $5.00 0.00 0.65 437% -0.03 1 1
0 0 - - 14.60 17.40 $6.00 0.00 0.65 291% -0.02 0 0
0 0 - - 13.70 16.10 $7.00 0.00 0.65 259% -0.02 1 153
0 0 - - 12.70 15.30 $8.00 0.00 0.45 271% -0.04 2 5
0 0 - - 11.70 14.30 $9.00 0.00 0.30 254% -0.05 2 36
86 1 1.00 0% 10.70 13.40 $10.00 0.00 0.70 251% -0.06 20 237
13 7 - - 9.70 12.30 $11.00 0.00 0.70 177% -0.04 2 100
662 1 - - 7.80 11.80 $12.00 0.00 0.70 166% -0.05 2 125
18 1 0.99 91% 7.70 10.50 $13.00 0.00 0.75 141% -0.05 2 16
241 202 - - 6.80 9.10 $14.00 0.00 0.25 111% -0.04 131 483
3,109 5 0.97 84% 7.00 7.30 $15.00 0.00 0.50 97% -0.05 16 391
90 14 0.97 71% 5.10 7.20 $16.00 0.10 0.30 93% -0.07 14 276
76 10 0.93 74% 4.30 6.20 $17.00 0.05 0.35 79% -0.09 104 1,617
2,045 5 0.96 48% 3.80 4.50 $18.00 0.30 0.55 84% -0.15 24 243
471 47 0.86 57% 3.00 3.70 $19.00 0.40 0.60 75% -0.19 28 107
1,818 839 0.73 73% 2.75 3.00 $20.00 0.50 1.00 72% -0.27 71 543
658 358 0.64 72% 2.05 2.45 $21.00 1.05 1.35 75% -0.36 2 81
226 1,204 0.55 77% 1.55 2.10 $22.00 1.30 1.95 73% -0.45 25 85
2,853 983 0.46 74% 1.25 1.45 $23.00 1.85 2.60 73% -0.55 12 60
294 169 0.36 68% 0.65 1.10 $24.00 2.75 3.50 85% -0.60 1 481
1,239 836 0.30 76% 0.70 0.85 $25.00 3.20 4.30 80% -0.69 1 53
1,313 104 0.22 71% 0.30 0.65 $26.00 3.80 5.20 79% -0.76 14 36
127 52 0.19 77% 0.35 0.50 $27.00 4.50 6.10 76% -0.82 11 11
2,481 45 0.14 77% 0.20 0.40 $28.00 5.40 7.10 82% -0.85 2 3
105 2 0.13 84% 0.20 0.40 $29.00 7.00 7.50 89% -0.86 5 7
1,024 25 0.09 81% 0.10 0.25 $30.00 7.20 9.10 87% -0.89 3 0
184 31 0.07 80% 0.00 0.45 $31.00 8.20 10.20 99% -0.89 0 0
170 3 0.11 103% 0.00 0.20 $32.00 9.10 11.30 105% -0.89 0 0
1,169 20 0.05 88% 0.00 0.35 $33.00 10.30 12.30 120% -0.87 0 0
13 13 0.06 100% 0.00 0.25 $34.00 11.70 13.40 146% -0.83 0 0
2,172 10 0.05 98% 0.00 0.20 $35.00 12.70 14.40 152% -0.84 5 0
18 8 0.07 116% 0.00 0.35 $36.00 13.60 15.40 153% -0.85 0 0
51 2 0.06 118% 0.00 0.50 $37.00 14.00 17.10 163% -0.84 0 0
1,855 1 0.09 139% 0.00 0.50 $38.00 14.60 18.20 156% -0.87 0 0
43 43 0.07 130% 0.00 1.00 $39.00 15.70 18.40 124% -0.95 0 0
238 1 0.05 128% 0.00 0.45 $40.00 16.60 20.20 167% -0.88 1 0