Pre-market
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IEX 222.45
Expected move by Oct 16 ±$10.17 ±4.6% $212.28 – $232.62 90%: $200.89 – $244.01
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Every quote and Greek, one row per strike.
56 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 129% 100.90 105.50 $120.00 0.00 0.00 118% -0.02 5 5
0 0 0.98 111% 95.50 100.40 $125.00 0.00 0.00 111% -0.02 1 1
0 0 0.98 110% 90.70 95.50 $130.00 0.00 0.00 105% -0.02 0 0
0 0 0.97 111% 86.20 90.70 $135.00 0.00 0.00 98% -0.02 1 3
0 0 0.97 103% 81.30 85.50 $140.00 0.00 4.80 92% -0.02 1 1
0 0 0.97 93% 76.00 80.50 $145.00 0.00 4.80 86% -0.02 1 2
0 0 0.97 86% 71.00 75.50 $150.00 0.00 4.80 82% -0.02 1 1
1 1 0.97 81% 66.40 70.20 $155.00 0.00 4.80 76% -0.03 1 1
0 0 0.96 74% 61.40 65.20 $160.00 0.00 4.80 73% -0.03 1 1
1 1 0.95 72% 56.50 60.50 $165.00 0.00 4.80 63% -0.03 0 0
2 2 0.95 68% 51.40 55.80 $170.00 0.00 4.80 57% -0.03 1 1
3 2 0.95 59% 46.40 50.50 $175.00 0.00 4.80 52% -0.03 1 1
3 4 0.94 54% 41.40 45.50 $180.00 0.00 4.80 47% -0.04 1 2
0 0 0.95 45% 36.60 40.00 $185.00 0.00 4.80 42% -0.04 0 0
1 2 0.92 44% 31.80 35.50 $190.00 0.00 4.80 37% -0.05 0 0
1 2 0.91 40% 27.10 30.50 $195.00 0.00 4.80 34% -0.06 12 5
1 1 0.90 33% 21.90 25.50 $200.00 0.00 4.80 27% -0.06 10 13
0 0 0.80 29% 13.00 16.50 $210.00 0.35 3.60 29% -0.20 1 12
4 1 0.59 23% 5.10 8.50 $220.00 2.85 6.00 24% -0.41 0 0
23 10 0.33 26% 1.50 4.90 $230.00 7.50 10.50 19% -0.74 1 2
2 202 0.12 23% 0.10 1.45 $240.00 15.50 19.00 - - 1 1
109 109 0.06 28% 0.00 4.80 $250.00 25.50 28.60 - - 0 0
0 0 0.05 35% 0.00 4.80 $260.00 35.00 39.40 - - 0 0
1 1 0.04 42% 0.00 4.80 $270.00 45.00 49.30 - - 0 0
1 1 0.04 49% 0.00 4.80 $280.00 55.00 59.20 - - 0 0
2 1 0.04 54% 0.00 4.80 $290.00 65.00 69.00 - - 0 0
0 0 0.03 60% 0.00 0.00 $300.00 74.50 79.00 - - 0 0
0 0 0.03 65% 0.00 4.80 $310.00 85.00 88.90 - - 0 0