Pre-market
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IAU 81.69
Expected move by Sep 25 ±$1.30 ±1.6% $80.39 – $82.99 90%: $78.93 – $84.45
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Every quote and Greek, one row per strike.
94 contracts 60 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
11 15 - - 31.10 32.10 $50.00 0.00 2.60 - - 0 0
10 2 - - 25.50 27.80 $55.00 0.00 2.60 - - 0 0
17 26 - - 20.50 22.80 $60.00 0.00 2.60 - - 4 2
31 58 - - 16.00 17.10 $65.00 0.00 0.20 - - 4 2
15 66 0.95 99% 11.90 13.90 $69.00 0.00 0.20 - - 4 0
4 1 0.95 92% 11.50 12.30 $70.00 0.00 0.20 100% -0.06 13 5
5 2 0.97 73% 10.60 11.00 $71.00 0.00 0.20 - - 13 1
1 2 1.00 0% 9.30 10.10 $72.00 0.00 2.50 - - 4 1
0 0 0.92 79% 8.20 9.80 $73.00 0.00 0.20 89% -0.11 10 0
0 0 0.91 72% 7.20 8.80 $74.00 0.00 0.20 57% -0.05 12 0
0 0 0.91 68% 6.70 8.30 $74.50 0.00 0.20 54% -0.05 2 0
2 2 - - 6.20 7.10 $75.00 0.00 0.30 51% -0.05 3 17
2 2 0.90 61% 5.70 7.30 $75.50 0.00 0.40 50% -0.06 4 2
0 0 0.95 42% 5.40 6.20 $76.00 0.00 0.40 47% -0.07 3 8
0 0 0.90 50% 4.80 6.10 $76.50 0.00 1.00 47% -0.09 1 6
2 2 0.89 47% 4.20 5.70 $77.00 0.00 0.55 42% -0.09 1 22
0 0 0.88 43% 3.70 5.20 $77.50 0.00 1.30 45% -0.13 5 9
1 1 0.86 42% 3.30 4.70 $78.00 0.00 0.25 31% -0.08 17 55
5 1 0.90 30% 2.80 3.90 $78.50 0.00 0.20 28% -0.09 13 5
7 1 0.92 23% 2.50 3.10 $79.00 0.00 0.10 25% -0.10 22 150
8 1 0.96 15% 2.00 2.50 $79.50 0.05 0.15 21% -0.11 31 56
22 24 0.82 22% 1.75 2.10 $80.00 0.10 0.15 19% -0.14 36 148
13 3 0.77 19% 1.25 1.65 $80.50 0.15 0.30 19% -0.23 21 20
20 11 0.66 20% 1.00 1.25 $81.00 0.20 0.70 22% -0.35 34 62
8 28 0.55 20% 0.70 0.95 $81.50 0.45 0.75 20% -0.45 49 31
48 32 0.44 20% 0.50 0.65 $82.00 0.70 0.90 19% -0.57 21 97
63 27 0.34 21% 0.30 0.55 $82.50 0.95 1.25 18% -0.69 11 57
101 47 0.25 21% 0.25 0.30 $83.00 1.35 1.80 22% -0.75 1 39
97 14 0.19 22% 0.10 0.30 $83.50 1.70 2.30 23% -0.81 1 6
266 35 0.13 23% 0.10 0.15 $84.00 2.10 2.80 25% -0.85 2 36
37 21 0.08 23% 0.05 0.10 $84.50 2.00 3.40 - - 1 22
117 33 0.07 26% 0.05 0.10 $85.00 3.10 3.50 - - 4 40
22 10 0.07 29% 0.05 0.10 $85.50 3.60 4.20 31% -0.91 1 4
112 6 0.08 33% 0.00 0.20 $86.00 3.60 4.70 - - 2 14
61 1 0.07 39% 0.00 0.10 $87.00 4.40 5.80 - - 1 6
54 3 0.09 50% 0.00 1.05 $88.00 5.30 6.80 - - 7 0
122 3 0.08 56% 0.00 1.75 $89.00 6.30 7.80 - - 6 0
2,606 5 0.07 60% 0.00 0.05 $90.00 7.30 8.80 - - 3 0
21 4 0.04 57% 0.00 0.15 $91.00 8.30 9.80 - - 0 0
28 8 0.08 75% 0.00 0.20 $91.50 8.80 10.30 - - 0 0
3 3 0.04 64% 0.00 1.00 $92.00 9.30 10.80 - - 0 0
21 2 0.04 67% 0.00 2.25 $92.50 9.80 11.30 - - 0 0
1 2 - - 0.00 0.50 $93.00 10.30 12.30 - - 0 0
84 1 0.04 79% 0.00 0.75 $95.00 12.20 14.20 - - 0 0
127 3 0.04 104% 0.00 2.60 $100.00 17.20 19.20 - - 0 0
0 0 - - 0.00 1.00 $105.00 22.30 24.50 121% -0.97 0 0
0 0 - - 0.00 2.75 $110.00 27.30 29.50 139% -0.98 0 0