Pre-market
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LI 11.52
Expected move by Sep 25 ±$0.47 ±4.1% $11.05 – $11.99 90%: $10.52 – $12.52
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Every quote and Greek, one row per strike.
62 contracts 35 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 4 1.00 179% 4.05 5.00 $7.00 0.00 0.42 - - 0 0
2 1 - - 3.85 4.10 $7.50 0.00 0.22 - - 0 0
5 8 - - 3.10 3.60 $8.00 0.00 0.02 - - 0 0
1 1 0.91 236% 2.72 3.60 $8.50 0.00 0.22 - - 0 0
1 9 - - 2.14 2.81 $9.00 0.00 0.08 - - 2 1
0 6 0.95 115% 1.72 2.39 $9.50 0.00 0.75 141% -0.09 1 12
3 7 0.89 118% 1.21 2.01 $10.00 0.00 0.60 105% -0.09 10 14
1 1 0.78 124% 0.78 1.68 $10.50 0.00 0.04 62% -0.07 17 10,883
7 22 0.74 74% 0.54 0.82 $11.00 0.06 0.10 55% -0.20 1,229 262
82 806 0.53 52% 0.24 0.29 $11.50 0.22 0.28 54% -0.47 919 276
312 277 0.25 55% 0.09 0.11 $12.00 0.46 0.65 50% -0.77 65 660
646 297 0.10 59% 0.02 0.05 $12.50 0.77 1.10 - - 100 210
269 383 0.06 73% 0.00 0.04 $13.00 1.14 1.77 - - 2 4
343 7 0.05 86% 0.00 0.03 $13.50 1.54 2.31 - - 8 6
494 1 0.04 103% 0.00 0.03 $14.00 1.92 3.10 113% -0.94 4 8
84 1 0.04 122% 0.00 0.03 $14.50 2.46 3.60 142% -0.93 1 6
45 1 0.06 154% 0.00 0.02 $15.00 3.25 3.85 171% -0.92 6 2
60 20 0.08 186% 0.00 0.87 $15.50 3.55 4.40 - - 1 1
3 3 0.13 241% 0.00 0.10 $16.00 4.30 4.95 234% -0.88 6 3
0 1 0.18 315% 0.00 0.22 $16.50 4.45 5.50 - - 2 3
1 1 - - 0.00 0.75 $17.00 5.10 5.60 - - 2 11
3 1 0.04 218% 0.00 0.48 $17.50 5.45 6.35 - - 1 2
0 0 0.03 213% 0.00 0.05 $18.00 6.10 6.85 - - 9 2
0 0 - - 0.00 0.75 $18.50 6.90 7.35 307% -0.90 3 2
0 0 - - 0.00 0.75 $19.00 7.40 8.05 357% -0.87 2 0
0 0 - - 0.00 0.75 $20.00 8.05 9.00 277% -0.96 9 2
0 0 - - 0.00 1.15 $21.00 8.95 10.10 295% -0.96 2 1
0 0 - - 0.00 0.82 $22.00 10.25 10.95 367% -0.93 1 0
0 0 - - 0.00 0.82 $23.00 11.15 11.55 - - 1 0
0 0 - - 0.00 0.02 $24.00 11.95 13.00 - - 5 1
0 0 - - 0.00 2.13 $25.00 12.95 13.85 - - 2 0