Pre-market
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LNC 41.68
Expected move by Oct 16 ±$2.65 ±6.4% $39.03 – $44.33 90%: $36.06 – $47.30
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Every quote and Greek, one row per strike.
34 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 2 0.99 171% 23.30 25.20 $17.50 0.00 0.50 - - 1 1
0 2 0.97 171% 20.80 23.00 $20.00 0.00 0.50 161% -0.03 1 2
0 0 0.98 126% 18.30 20.20 $22.50 0.00 0.50 138% -0.03 15 26
0 0 0.98 107% 15.80 17.70 $25.00 0.00 0.50 123% -0.04 1 4
0 0 0.95 106% 13.30 15.50 $27.50 0.00 0.50 88% -0.03 3 50
20 10 0.95 83% 11.00 12.70 $30.00 0.00 0.55 68% -0.02 4 2,135
21 12 0.93 69% 8.50 10.30 $32.50 0.00 3.40 58% -0.04 1 182
61 5 0.90 55% 5.90 8.00 $35.00 0.05 0.20 44% -0.06 5 312
279 2 0.83 44% 4.30 4.90 $37.50 0.25 0.30 37% -0.13 69 267
2,803 27 0.70 33% 2.30 2.45 $40.00 0.75 0.95 36% -0.32 27 1,276
859 188 0.41 29% 0.75 1.05 $42.50 1.75 2.30 35% -0.57 4 1,629
720 303 0.16 29% 0.20 0.35 $45.00 3.50 4.30 38% -0.76 8 145
464 30 0.05 31% 0.05 0.10 $47.50 5.10 6.50 - - 2 31
235 4 0.04 40% 0.00 0.10 $50.00 7.40 9.10 - - 0 0
45 2 0.05 53% 0.00 0.50 $52.50 9.80 12.00 47% -0.96 0 0
192 7 0.08 71% 0.00 2.60 $55.00 12.10 14.90 64% -0.94 0 0
14 14 0.06 82% 0.00 0.10 $60.00 17.10 19.70 70% -0.97 0 0