Pre-market
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LYG 5.89
Expected move by Oct 16 ±$0.36 ±6.1% $5.53 – $6.25 90%: $5.12 – $6.66
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Every quote and Greek, one row per strike.
22 contracts 12 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 3 0.99 332% 4.30 5.50 $1.00 0.00 1.05 - - 2 2
0 1 0.99 203% 3.30 4.50 $2.00 0.00 1.05 - - 3 1
0 1 0.98 131% 2.30 3.50 $3.00 0.00 1.80 - - 10 11
1 1 0.87 165% 1.50 2.70 $4.00 0.00 1.15 129% -0.09 1 42
116 2 - - 0.60 1.10 $5.00 0.00 0.25 63% -0.14 1 1,252
25,351 11 0.39 24% 0.05 0.15 $6.00 0.05 0.55 39% -0.55 1 172
415 1 0.16 62% 0.00 1.05 $7.00 0.85 1.25 - - 2 1
1 1 - - 0.00 0.65 $8.00 1.30 2.85 - - 4 0
1 1 - - 0.00 1.80 $9.00 2.30 3.70 - - 4 0
0 0 - - 0.00 1.80 $10.00 3.50 4.70 - - 6 1
0 0 - - 0.00 1.80 $11.00 4.50 5.70 - - 2 2