Pre-market
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MSFL 25.26
Expected move by Oct 16 ±$2.45 ±9.7% $22.81 – $27.71 90%: $20.07 – $30.45
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Every quote and Greek, one row per strike.
38 contracts 28 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 9.80 10.70 $15.00 0.00 0.35 - - 0 0
0 0 1.00 0% 8.80 9.80 $16.00 0.00 0.35 - - 0 0
0 0 1.00 0% 7.80 8.80 $17.00 0.00 0.40 - - 0 0
0 0 1.00 0% 6.80 7.80 $18.00 0.00 5.00 - - 2 0
2 2 1.00 0% 5.80 6.80 $19.00 0.00 0.40 103% -0.11 0 0
9 9 0.97 49% 4.90 5.80 $20.00 0.00 0.20 65% -0.07 3 15
10 1 0.92 53% 4.00 4.90 $21.00 0.00 4.90 64% -0.11 3 4
1 1 0.87 51% 3.10 4.00 $22.00 0.15 0.50 56% -0.15 23 48
0 0 0.78 52% 2.35 3.20 $23.00 0.30 0.75 55% -0.23 2 89
35 1 0.68 50% 1.65 2.45 $24.00 0.50 1.00 51% -0.32 92 166
45 19 0.57 49% 1.25 1.65 $25.00 0.95 1.55 53% -0.44 1 1
12 14 0.43 44% 0.75 1.00 $26.00 1.45 2.10 52% -0.55 1 1
13 12 0.32 47% 0.50 0.75 $27.00 2.00 2.80 51% -0.66 0 0
4 56 0.24 49% 0.30 0.55 $28.00 2.75 3.60 53% -0.75 1 0
22 1 0.16 50% 0.10 0.45 $29.00 3.60 4.50 55% -0.81 1 1
9 38 0.15 58% 0.00 0.40 $30.00 4.40 5.40 53% -0.88 0 0
2 25 0.12 61% 0.05 0.40 $31.00 5.40 6.30 56% -0.91 0 0
4 2 0.14 77% 0.00 5.00 $32.00 6.30 7.30 57% -0.94 0 0
10 10 0.13 82% 0.00 0.35 $33.00 7.30 8.30 63% -0.95 0 0