Pre-market
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MRCY 85.43
Expected move by Oct 16 ±$8.34 ±9.8% $77.09 – $93.77 90%: $67.76 – $103.10
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Every quote and Greek, one row per strike.
88 contracts 61 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 182% 48.90 52.70 $35.00 0.00 0.75 194% -0.02 1 1
0 0 0.99 161% 46.30 50.20 $37.50 0.00 0.95 180% -0.02 0 0
0 0 0.98 149% 43.70 47.80 $40.00 0.00 1.20 168% -0.02 0 0
2 2 0.98 144% 41.30 45.30 $42.50 0.00 0.75 156% -0.03 15 11
0 0 1.00 0% 38.80 42.20 $45.00 0.00 0.75 144% -0.03 1 1
0 0 0.99 111% 36.30 40.10 $47.50 0.00 0.75 144% -0.04 1 1
2 2 0.97 115% 33.90 37.80 $50.00 0.00 0.75 157% -0.06 1 1
0 0 0.96 102% 29.10 32.80 $55.00 0.00 0.75 105% -0.04 1 9
2 2 0.94 107% 27.10 30.40 $57.50 0.00 0.75 99% -0.05 0 0
0 0 0.93 98% 24.70 27.90 $60.00 0.00 0.75 104% -0.07 5 22
0 0 0.92 97% 22.60 25.50 $62.50 0.00 0.75 80% -0.05 0 0
0 0 0.91 84% 19.90 23.00 $65.00 0.15 0.55 68% -0.05 7 14
0 0 0.89 83% 17.70 20.70 $67.50 0.10 0.80 64% -0.07 1 1
0 0 0.89 70% 15.50 17.60 $70.00 0.20 0.80 58% -0.08 8 11
0 0 0.84 71% 13.20 16.10 $72.50 0.50 1.05 57% -0.12 1 23
0 2 0.80 67% 11.20 13.60 $75.00 0.40 1.55 52% -0.15 1 159
1 1 0.75 64% 9.50 11.40 $77.50 1.15 1.70 51% -0.21 11 17
5 2 0.70 60% 7.60 9.40 $80.00 1.75 2.25 49% -0.28 2 86
1 1 0.62 60% 5.50 8.50 $82.50 2.60 3.30 49% -0.36 2 44
58 1 0.55 55% 4.70 5.70 $85.00 3.40 4.60 48% -0.45 8 25
64 1 0.47 53% 3.50 4.50 $87.50 4.70 5.80 47% -0.55 1 38
60 8 0.39 55% 2.65 3.60 $90.00 6.10 7.50 46% -0.64 2 31
18 12 0.32 54% 2.10 2.65 $92.50 7.20 9.50 43% -0.74 2 186
87 10 0.25 55% 1.50 2.00 $95.00 10.00 11.30 47% -0.79 5 23
16 2 0.20 54% 1.10 1.50 $97.50 12.00 13.70 49% -0.83 1 48
40 9 0.16 56% 0.80 1.15 $100.00 13.20 15.80 - - 10 8
76 11 0.10 58% 0.40 0.80 $105.00 18.10 20.00 - - 1 17
79 2 0.09 68% 0.20 1.05 $110.00 22.50 25.50 - - 25 65
140 5 0.13 91% 0.00 0.25 $115.00 27.50 30.70 - - 1 6
156 2 0.06 78% 0.00 0.75 $120.00 32.70 36.40 - - 3 3
20 3 0.05 83% 0.00 0.40 $125.00 37.70 41.20 - - 1 0
239 1 0.05 90% 0.00 3.90 $130.00 42.50 46.30 - - 0 0
128 1 0.05 99% 0.00 0.75 $135.00 47.50 51.10 - - 0 0
26 1 0.05 105% 0.00 0.75 $140.00 52.50 56.40 - - 0 0
55 1 0.05 111% 0.00 0.75 $145.00 57.50 61.30 - - 0 0
18 15 0.04 117% 0.00 0.75 $150.00 62.40 66.10 - - 4 0
7 5 0.04 122% 0.00 0.75 $155.00 67.50 71.40 - - 1 0
7 1 0.04 127% 0.00 0.75 $160.00 73.00 76.40 119% -0.98 0 0
2 2 0.04 135% 0.00 0.75 $165.00 77.50 81.00 - - 0 0
2 2 0.04 139% 0.00 0.75 $170.00 83.20 86.00 120% -0.99 0 0
1 1 0.04 143% 0.00 0.75 $175.00 87.50 91.30 - - 2 0
6 1 0.04 147% 0.00 1.95 $180.00 92.50 96.40 - - 0 0
0 0 0.04 148% 0.00 2.15 $185.00 97.50 101.30 - - 0 0
3 1 0.04 152% 0.00 2.15 $190.00 102.70 106.40 - - 0 0