Pre-market
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IYJ 156.52
Expected move by Oct 16 ±$5.75 ±3.7% $150.77 – $162.27 90%: $144.32 – $168.72
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Every quote and Greek, one row per strike.
80 contracts 56 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 65.00 67.80 $90.00 0.00 0.35 - - 0 0
0 0 - - 60.00 62.80 $95.00 0.00 0.35 94% -0.01 0 0
0 0 - - 55.00 58.00 $100.00 0.00 0.15 95% -0.03 0 0
0 1 - - 50.10 52.80 $105.00 0.00 0.15 86% -0.03 10 3
0 0 - - 45.10 47.80 $110.00 0.00 0.15 72% -0.02 1 1
0 0 - - 40.10 42.90 $115.00 0.00 0.75 62% -0.02 0 0
0 0 - - 35.10 37.90 $120.00 0.00 0.40 56% -0.03 1 1
0 0 - - 30.10 32.90 $125.00 0.00 0.20 48% -0.03 1 1
1 2 1.00 0% 25.10 28.10 $130.00 0.00 0.20 46% -0.05 1 3
6 12 1.00 0% 20.50 22.90 $135.00 0.00 0.20 35% -0.05 1 1
7 12 0.96 25% 15.70 18.30 $140.00 0.00 0.30 29% -0.06 2 2
56 72 0.96 17% 10.80 13.10 $145.00 0.05 0.60 22% -0.08 2 0
56 1 0.78 23% 6.80 9.40 $150.00 0.55 1.45 21% -0.20 2 3
1 2 0.75 23% 6.10 8.50 $151.00 0.65 1.65 20% -0.23 2 1
2 2 0.71 23% 5.20 8.00 $152.00 0.90 2.00 20% -0.27 2 1
3 2 0.68 22% 4.50 7.00 $153.00 0.45 3.00 20% -0.31 1 1
8 18 0.65 20% 3.90 5.80 $154.00 0.60 3.00 19% -0.35 1 2
20 1 0.59 23% 3.40 6.00 $155.00 1.75 4.00 23% -0.41 1 19
2 8 0.55 23% 2.75 5.50 $156.00 1.90 4.00 20% -0.45 1 3
7 1 0.50 18% 2.00 3.90 $157.00 2.30 4.50 20% -0.50 3 15
1 1 0.45 19% 1.35 3.80 $158.00 2.20 4.90 18% -0.56 1 3
2 2 0.42 22% 1.50 4.00 $159.00 3.50 5.50 20% -0.60 1 25
1 2 0.33 17% 0.45 2.50 $160.00 4.10 6.10 20% -0.65 124 54
2 1 0.29 17% 0.35 2.15 $161.00 4.10 7.30 19% -0.70 22 12
120 242 0.27 20% 0.50 2.20 $162.00 5.10 7.60 18% -0.75 1 1
1 2 0.22 18% 0.05 1.75 $163.00 5.90 8.40 18% -0.79 2 1
0 0 0.23 22% 0.00 2.00 $164.00 6.70 9.40 19% -0.82 0 0
3 2 0.21 23% 0.15 2.00 $165.00 8.00 10.20 21% -0.82 1 8
0 0 0.19 24% 0.00 1.10 $166.00 8.40 11.20 20% -0.88 23 10
0 0 0.17 24% 0.00 1.70 $167.00 9.60 12.10 22% -0.88 372 186
0 0 0.08 19% 0.00 0.75 $168.00 10.50 12.70 19% -0.93 132 46
0 5 0.17 29% 0.00 0.70 $169.00 11.40 14.20 24% -0.90 0 0
3 3 0.08 22% 0.00 0.60 $170.00 12.40 15.10 24% -0.91 0 0
0 0 0.07 22% 0.00 0.75 $171.00 13.40 16.10 25% -0.91 0 0
0 0 0.07 28% 0.00 0.75 $175.00 17.40 20.20 31% -0.92 0 0
5 1 0.07 35% 0.00 0.75 $180.00 22.40 25.20 37% -0.93 0 0
8 1 0.05 36% 0.00 0.75 $185.00 27.40 30.20 42% -0.94 0 0
5 1 0.06 44% 0.00 0.75 $190.00 32.40 35.20 47% -0.94 12 0
20 18 0.04 46% 0.00 0.75 $195.00 37.40 40.20 52% -0.95 0 0
0 0 0.05 54% 0.00 0.75 $200.00 42.40 45.20 57% -0.95 2 0