Pre-market
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LEVI 19.82
Expected move by Oct 16 ±$1.98 ±10.0% $17.84 – $21.80 90%: $15.66 – $23.98 Earnings before expiry
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Every quote and Greek, one row per strike.
44 contracts 30 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 - - 9.30 10.30 $10.00 0.00 0.20 - - 5 7
0 0 0.98 82% 6.30 7.40 $13.00 0.00 0.40 101% -0.04 1 214
0 0 0.96 82% 5.40 6.40 $14.00 0.00 0.20 87% -0.05 4 85
20 1 0.93 77% 4.50 5.40 $15.00 0.00 0.40 73% -0.06 1 181
11 1 0.92 62% 3.60 4.30 $16.00 0.00 0.15 59% -0.07 11 81
2 1 0.85 60% 2.85 3.30 $17.00 0.05 0.20 48% -0.10 1 4,086
14 1 0.76 57% 2.00 2.55 $18.00 0.35 0.45 55% -0.23 22 210
18 1 0.65 53% 1.30 1.80 $19.00 0.55 0.75 50% -0.35 18 127
199 87 0.50 50% 0.90 1.00 $20.00 1.00 1.25 50% -0.50 26 2,436
793 66 0.35 48% 0.45 0.65 $21.00 1.45 1.85 45% -0.67 4 228
333 47 0.23 49% 0.30 0.35 $22.00 2.20 2.70 47% -0.78 1 282
1,223 39 0.16 54% 0.10 0.35 $23.00 3.00 3.60 46% -0.88 5 328
458 4 0.09 51% 0.05 0.15 $24.00 3.80 4.60 41% -0.97 19 71
1,114 3 0.08 59% 0.00 0.10 $25.00 4.60 5.60 - - 3 10
191 3 0.07 66% 0.00 0.10 $26.00 5.70 6.80 64% -0.94 131 131
101 3 0.07 77% 0.00 0.05 $27.00 6.70 7.90 79% -0.92 0 0
202 10 0.07 83% 0.00 0.40 $28.00 7.70 8.70 66% -0.98 0 0
38 3 0.07 90% 0.00 0.25 $29.00 8.70 9.70 72% -0.98 0 0
79 2 0.06 95% 0.00 0.40 $30.00 9.70 10.70 77% -0.98 0 0
1 1 0.05 97% 0.00 3.90 $31.00 10.70 11.90 104% -0.94 0 0
5 6 0.09 125% 0.00 3.90 $32.00 11.70 12.90 110% -0.94 0 0
0 0 0.08 140% 0.00 3.90 $35.00 14.70 15.90 126% -0.94 0 0