Pre-market
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LBRT 18.85
Expected move by Oct 16 ±$2.22 ±11.8% $16.63 – $21.07 90%: $14.19 – $23.51 Earnings before expiry
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Every quote and Greek, one row per strike.
36 contracts 29 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.92 114% 5.50 6.70 $13.00 0.00 0.45 108% -0.07 0 0
0 0 0.93 83% 4.60 5.40 $14.00 0.00 3.90 98% -0.10 0 0
1 1 0.90 74% 3.70 4.40 $15.00 0.05 0.35 76% -0.10 1 2
0 0 0.85 66% 2.80 3.50 $16.00 0.05 0.35 60% -0.13 6 8
0 0 0.76 63% 2.00 2.70 $17.00 0.20 0.60 58% -0.22 44 3,578
0 5 0.64 63% 1.35 2.05 $18.00 0.55 0.95 59% -0.35 12 49
32 3 0.52 64% 1.00 1.40 $19.00 0.95 1.30 54% -0.49 9 60
58 14 0.40 65% 0.65 1.00 $20.00 1.50 2.05 55% -0.63 6 88
56 7 0.29 64% 0.40 0.65 $21.00 2.20 2.90 58% -0.74 3 30
5,160 64 0.20 63% 0.15 0.50 $22.00 2.95 3.70 54% -0.85 1 7
359 11 0.12 61% 0.10 0.25 $23.00 3.90 4.60 56% -0.90 4 4
1,827 1 0.10 67% 0.05 0.25 $24.00 4.80 5.40 - - 1 1
421 1 0.07 69% 0.05 0.15 $25.00 5.70 6.60 47% -1.00 0 0
2 2 0.11 91% 0.00 3.90 $26.00 6.70 7.60 53% -1.00 0 0
4 3 0.10 99% 0.00 3.90 $27.00 7.60 8.60 - - 0 0
1 1 0.11 109% 0.00 3.90 $28.00 8.50 9.70 - - 0 0
1 1 0.10 116% 0.00 0.40 $29.00 9.60 10.70 0% -1.00 0 0
0 0 0.10 123% 0.00 3.90 $30.00 10.60 11.90 106% -0.94 0 0