Pre-market
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KEY 20.87
Expected move by Oct 16 ±$0.86 ±4.1% $20.01 – $21.73 90%: $19.05 – $22.69
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Every quote and Greek, one row per strike.
40 contracts 24 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 108% 8.30 9.50 $12.00 0.00 0.35 - - 0 0
0 2 0.97 108% 7.40 8.50 $13.00 0.00 0.25 136% -0.07 1 1
0 0 0.98 81% 6.30 7.50 $14.00 0.00 3.90 95% -0.04 6 6
0 0 0.98 69% 5.30 6.50 $15.00 0.00 0.25 82% -0.05 0 0
0 0 0.97 56% 4.30 5.50 $16.00 0.00 3.90 69% -0.06 50 55
0 0 0.94 54% 3.70 4.20 $17.00 0.00 0.25 70% -0.11 40 51
2 2 0.90 47% 2.80 3.20 $18.00 0.00 3.90 43% -0.09 1 1
1 1 0.80 45% 1.90 2.40 $19.00 0.05 0.15 31% -0.12 20 29
127 1 0.73 28% 1.00 1.25 $20.00 0.05 0.30 23% -0.23 129 441
991 642 0.47 23% 0.40 0.50 $21.00 0.30 0.70 20% -0.54 41 1,254
3,880 788 0.21 24% 0.10 0.20 $22.00 0.85 1.40 - - 6 1,267
1,107 47 0.10 28% 0.00 0.10 $23.00 2.05 2.30 26% -0.92 2 111
412 5 0.10 40% 0.00 0.10 $24.00 2.55 3.20 - - 2 0
380 3 0.07 46% 0.00 0.05 $25.00 3.50 4.70 - - 2 0
632 2 0.08 57% 0.00 0.25 $26.00 4.50 5.80 43% -0.97 0 0
78 1 0.07 63% 0.00 0.35 $27.00 5.50 6.70 - - 1 0
1 1 0.07 73% 0.00 0.25 $28.00 6.50 7.70 - - 0 0
1 1 0.06 76% 0.00 0.25 $29.00 7.50 8.70 - - 1 0
0 0 - - 0.00 0.05 $30.00 8.50 9.70 - - 1 0
0 0 - - 0.00 3.90 $31.00 9.60 10.70 72% -0.98 0 0