Pre-market
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ILF 35.50
Expected move by Oct 16 ±$2.17 ±6.1% $33.33 – $37.67 90%: $30.89 – $40.11
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Every quote and Greek, one row per strike.
42 contracts 27 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 - - 11.30 13.50 $23.00 0.00 0.25 - - 0 0
0 0 - - 10.30 12.50 $24.00 0.00 0.25 - - 0 0
0 0 0.98 70% 9.80 11.30 $25.00 0.00 0.25 - - 0 0
0 0 0.98 63% 8.80 10.30 $26.00 0.00 0.25 - - 0 0
0 0 0.97 57% 7.80 9.30 $27.00 0.00 0.25 - - 0 0
0 0 0.97 50% 6.80 8.30 $28.00 0.00 0.25 - - 0 0
0 0 0.97 43% 5.80 7.30 $29.00 0.00 1.75 54% -0.06 0 0
0 0 0.94 42% 5.00 6.20 $30.00 0.00 5.00 48% -0.08 9 9
0 0 0.93 36% 4.00 5.20 $31.00 0.00 0.35 42% -0.10 2 14
0 0 0.88 35% 3.10 4.30 $32.00 0.00 0.45 39% -0.14 1 1
130 130 0.82 31% 2.20 3.40 $33.00 0.05 0.40 29% -0.15 1 2
3 3 0.71 32% 1.70 2.45 $34.00 0.35 0.65 30% -0.28 3 9
35 11 0.58 32% 1.20 1.70 $35.00 0.60 1.30 32% -0.41 2 7
24 8 0.44 29% 0.75 1.00 $36.00 1.10 1.80 32% -0.55 1 3
28 16 0.33 32% 0.45 0.80 $37.00 1.75 2.50 33% -0.67 0 0
62 29 0.22 31% 0.25 0.45 $38.00 2.30 3.50 34% -0.77 0 0
1 1 0.21 41% 0.00 5.00 $39.00 3.20 4.40 37% -0.82 0 0
0 0 0.17 45% 0.00 0.50 $40.00 4.10 5.30 38% -0.87 0 0
0 0 - - 0.00 5.00 $41.00 5.00 6.20 38% -0.92 0 0
0 0 - - 0.00 1.75 $42.00 5.90 7.30 42% -0.93 0 0
0 0 - - 0.00 1.75 $43.00 6.90 8.40 51% -0.92 0 0