Pre-market
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IVES 41.42
Expected move by Oct 16 ±$2.42 ±5.8% $39.00 – $43.84 90%: $36.28 – $46.56
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Every quote and Greek, one row per strike.
42 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 11.50 13.10 $29.00 0.00 1.00 - - 0 0
0 0 - - 10.50 12.10 $30.00 0.00 4.00 87% -0.06 0 0
0 0 - - 9.50 11.10 $31.00 0.00 2.95 89% -0.09 0 0
0 0 - - 8.40 10.00 $32.00 0.00 4.00 82% -0.09 0 0
0 0 - - 7.40 9.00 $33.00 0.00 1.10 75% -0.10 5 5
1 1 - - 6.50 7.90 $34.00 0.00 1.50 68% -0.11 0 0
0 0 - - 5.20 7.00 $35.00 0.00 4.00 60% -0.12 0 0
0 0 - - 4.70 6.10 $36.00 0.00 0.75 72% -0.20 0 0
0 0 - - 3.80 4.90 $37.00 0.00 1.15 46% -0.15 0 0
0 0 1.00 0% 2.75 4.20 $38.00 0.00 1.25 40% -0.19 0 0
0 0 0.86 23% 2.00 3.40 $39.00 0.00 3.00 37% -0.25 1 1
11 4 0.69 32% 1.95 2.55 $40.00 0.50 0.80 30% -0.30 1 120
18 20 0.57 36% 1.25 2.40 $41.00 0.55 1.15 25% -0.41 0 0
0 15 0.46 29% 0.75 1.35 $42.00 0.65 2.35 28% -0.55 0 0
0 0 0.28 22% 0.00 1.80 $43.00 1.40 3.10 31% -0.66 0 0
1 1 0.20 25% 0.00 1.15 $44.00 2.25 3.70 31% -0.76 0 0
0 0 0.25 42% 0.00 1.10 $45.00 2.65 4.60 23% -0.93 0 0
0 0 - - 0.00 4.00 $46.00 4.40 5.60 43% -0.81 0 0
0 0 - - 0.00 4.00 $47.00 5.20 6.80 49% -0.82 0 0
0 0 - - 0.00 2.95 $48.00 6.20 7.60 51% -0.86 0 0
0 0 - - 0.00 4.30 $49.00 7.20 8.60 55% -0.87 0 0