Pre-market
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IVZ 31.33
Expected move by Oct 16 ±$1.97 ±6.3% $29.36 – $33.30 90%: $27.15 – $35.51
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Every quote and Greek, one row per strike.
52 contracts 36 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 125% 15.50 17.20 $15.00 0.00 0.40 144% -0.02 5 1
0 0 0.99 114% 14.50 16.20 $16.00 0.00 1.15 133% -0.02 5 14
0 0 0.99 104% 13.50 15.20 $17.00 0.00 4.20 154% -0.04 1 4
0 1 0.99 95% 12.50 14.20 $18.00 0.00 4.20 122% -0.03 3 31
0 0 0.99 86% 11.50 13.20 $19.00 0.00 0.40 123% -0.04 5 14
5 1 0.99 78% 10.60 12.10 $20.00 0.00 0.45 126% -0.06 20 40
2 8 0.97 84% 9.60 11.20 $21.00 0.00 0.25 92% -0.04 5 68
10 10 - - 8.30 10.20 $22.00 0.00 4.20 79% -0.03 1 33
16 1 0.96 73% 7.60 9.30 $23.00 0.00 4.20 74% -0.05 18 202
32 1 - - 6.70 7.80 $24.00 0.00 4.20 78% -0.08 1 34
187 30 - - 5.80 6.80 $25.00 0.00 4.10 55% -0.05 1 65
29 20 - - 4.70 5.80 $26.00 0.00 0.35 56% -0.09 10 16
1,275 10 0.99 25% 3.90 4.80 $27.00 0.05 0.20 42% -0.08 3 279
235 6 0.88 39% 3.30 3.80 $28.00 0.05 0.45 42% -0.14 3 377
87 4 0.83 32% 2.20 3.00 $29.00 0.30 0.45 38% -0.20 22 167
452 31 0.69 38% 1.85 2.20 $30.00 0.45 0.70 35% -0.30 3 126
360 31 0.57 36% 1.20 1.50 $31.00 0.60 1.05 30% -0.43 21 83
232 26 0.43 35% 0.75 1.00 $32.00 1.30 1.70 34% -0.57 1 77
581 116 0.30 34% 0.45 0.55 $33.00 1.95 2.70 40% -0.67 2 92
292 32 0.23 40% 0.25 0.60 $34.00 2.70 3.40 39% -0.77 17 51
207 17 0.10 32% 0.10 0.15 $35.00 3.60 4.30 42% -0.83 2 2
52 13 0.06 34% 0.05 0.10 $36.00 4.30 5.60 49% -0.85 1 0
76 6 0.11 49% 0.00 0.45 $37.00 4.80 6.60 36% -0.96 0 0
74 2 0.11 56% 0.00 4.10 $38.00 5.90 7.50 41% -0.97 72 0
36 2 0.07 54% 0.00 4.10 $39.00 6.90 8.50 46% -0.97 0 0
0 0 0.09 66% 0.00 3.00 $40.00 7.90 9.50 50% -0.97 10 0