Pre-market
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ICHR 56.17
Expected move by Oct 16 ±$7.88 ±14.0% $48.29 – $64.05 90%: $39.46 – $72.88
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Every quote and Greek, one row per strike.
44 contracts 38 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 2 0.98 113% 21.90 25.90 $32.50 0.00 1.75 148% -0.05 0 0
0 0 - - 19.30 22.70 $35.00 0.00 0.90 120% -0.05 8 28
0 0 0.97 90% 17.00 20.90 $37.50 0.00 0.80 102% -0.05 1 31
0 0 0.94 91% 14.60 18.70 $40.00 0.15 0.25 79% -0.04 91 100
1 1 0.93 79% 12.20 16.20 $42.50 0.20 0.50 76% -0.06 79 39
0 2 0.94 60% 10.50 12.60 $45.00 0.50 0.85 78% -0.11 26 147
0 0 0.83 75% 7.80 12.00 $47.50 1.05 1.55 81% -0.18 14 57
5 1 0.81 58% 5.90 8.70 $50.00 1.60 1.85 74% -0.24 16 176
8 1 0.66 91% 6.00 8.60 $52.50 2.40 3.50 81% -0.33 3 14
116 16 0.59 76% 4.90 5.30 $55.00 3.40 3.80 72% -0.41 34 57
14 295 0.50 79% 3.50 4.80 $57.50 4.80 5.50 76% -0.50 1 17
141 26 0.40 72% 2.50 3.00 $60.00 5.00 7.00 64% -0.62 9 53
77 69 0.34 77% 2.00 2.70 $62.50 7.90 9.00 76% -0.67 2 3
152 108 0.25 73% 1.40 1.60 $65.00 8.20 12.20 73% -0.75 8 31
11 17 0.24 84% 1.00 2.15 $67.50 10.40 14.20 73% -0.81 4 5
246 15 0.15 75% 0.75 0.85 $70.00 12.50 16.60 76% -0.85 1 6
1,289 12 0.11 82% 0.35 0.85 $75.00 17.40 21.00 79% -0.91 1 0
11 4 0.05 76% 0.15 0.25 $80.00 22.10 25.90 81% -0.95 1 2
4 6 0.03 82% 0.10 0.20 $85.00 27.00 30.80 84% -0.97 0 0
10 8 0.07 109% 0.00 0.75 $90.00 31.80 35.80 - - 0 0
10 7 0.06 118% 0.00 2.15 $95.00 36.70 40.80 - - 1 1
4 1 0.06 127% 0.00 1.75 $100.00 41.80 46.00 109% -0.98 0 0