Pre-market
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LW 47.29
Expected move by Oct 16 ±$4.72 ±10.0% $42.57 – $52.01 90%: $37.36 – $57.22 Earnings before expiry
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Every quote and Greek, one row per strike.
40 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 26.10 28.20 $20.00 0.00 0.05 - - 2 28
0 0 - - 23.70 25.80 $22.50 0.00 0.75 160% -0.02 1 32
0 11 1.00 100% 21.20 23.40 $25.00 0.00 3.90 139% -0.03 1 27
0 21 - - 18.70 20.80 $27.50 0.00 0.75 107% -0.02 4 37
0 1 - - 16.20 18.30 $30.00 0.00 1.50 96% -0.02 2 48
0 0 0.99 59% 14.00 15.60 $32.50 0.00 0.10 74% -0.02 1 105
5 2 - - 11.70 12.80 $35.00 0.10 0.15 67% -0.03 6 407
21 40 0.96 53% 9.40 10.40 $37.50 0.10 0.30 61% -0.06 14,135 14,346
192 42 0.91 49% 7.00 8.10 $40.00 0.25 0.50 55% -0.11 1 380
234 2 0.81 50% 5.10 5.90 $42.50 0.65 0.95 54% -0.20 1 518
268 1 0.67 52% 3.50 4.10 $45.00 1.30 1.70 52% -0.33 14 551
238 21 0.51 50% 2.15 2.60 $47.50 2.40 2.75 50% -0.49 4 264
636 29 0.36 50% 1.30 1.55 $50.00 3.80 4.30 49% -0.64 39 281
838 46 0.21 46% 0.55 0.75 $52.50 5.60 6.40 51% -0.76 2 384
1,230 92 0.12 47% 0.30 0.40 $55.00 7.80 8.70 55% -0.83 6 389
494 7 0.09 53% 0.10 0.40 $57.50 10.00 11.30 62% -0.87 3 7
1,964 5 0.04 51% 0.00 0.10 $60.00 11.80 13.80 52% -0.96 0 0
24 1 0.03 55% 0.05 0.10 $62.50 14.30 16.40 63% -0.95 0 0
219 1 0.08 80% 0.00 1.15 $65.00 16.90 18.90 74% -0.94 0 0
31 1 0.04 84% 0.00 1.25 $70.00 21.90 23.90 87% -0.95 4 0