Pre-market
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ILMN 241.35
Expected move by Oct 16 ±$22.29 ±9.2% $219.06 – $263.64 90%: $194.09 – $288.61
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Every quote and Greek, one row per strike.
48 contracts 39 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
16 10 - - 103.10 106.30 $135.00 0.00 1.65 107% -0.01 0 0
3 2 - - 97.20 101.40 $140.00 0.00 0.50 97% -0.01 1 1
1 1 - - 92.50 96.50 $145.00 0.00 0.85 99% -0.02 0 0
4 3 - - 87.70 91.30 $150.00 0.00 0.90 106% -0.03 3 3
2 1 - - 82.60 86.30 $155.00 0.00 0.15 76% -0.01 1 6
6 3 - - 78.30 81.40 $160.00 0.00 0.50 75% -0.01 1 6
6 1 - - 72.30 76.50 $165.00 0.00 0.75 76% -0.02 5 5
0 0 - - 68.00 71.40 $170.00 0.00 0.65 60% -0.01 3 15
11 1 - - 62.60 66.90 $175.00 0.05 0.40 60% -0.02 6 49
3 1 - - 58.80 61.60 $180.00 0.00 0.95 61% -0.03 11 38
18 14 - - 54.00 56.40 $185.00 0.20 0.90 59% -0.03 9 17
33 3 - - 49.20 51.50 $190.00 0.05 1.15 55% -0.04 5 42
37 8 - - 44.30 47.30 $195.00 0.70 1.00 55% -0.05 8 45
18 1 - - 39.80 42.70 $200.00 1.20 1.50 54% -0.08 15 335
30 12 0.93 38% 31.10 34.30 $210.00 2.25 3.00 54% -0.14 46 138
101 3 0.81 43% 23.20 26.60 $220.00 2.75 6.60 53% -0.22 20 93
97 3 0.68 47% 16.80 20.00 $230.00 6.70 9.50 54% -0.33 265 46
498 17 0.55 45% 11.50 13.10 $240.00 11.40 13.20 53% -0.45 127 26
309 32 0.42 48% 7.40 10.10 $250.00 17.20 20.30 56% -0.56 15 8
277 16 0.32 50% 4.40 7.80 $260.00 24.00 27.30 56% -0.66 11 13
114 19 0.21 48% 3.10 3.80 $270.00 31.80 35.00 58% -0.75 10 10
71 12 0.15 51% 0.85 3.90 $280.00 40.60 43.60 60% -0.81 2 3
41 2 0.08 49% 0.25 2.00 $290.00 50.10 52.70 65% -0.84 0 0
144 103 0.05 48% 0.15 1.00 $300.00 60.00 62.30 71% -0.86 0 0