Pre-market
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NBIG 17.96
Expected move by Oct 16 ±$5.62 ±31.3% $12.34 – $23.58 90%: $6.05 – $29.87
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Every quote and Greek, one row per strike.
64 contracts 56 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 16.50 17.40 $1.00 0.00 1.00 - - 0 0
0 0 - - 15.50 16.40 $2.00 0.00 0.95 - - 0 0
0 0 - - 14.50 15.40 $3.00 0.00 0.30 - - 0 0
0 0 - - 13.50 14.40 $4.00 0.00 5.00 - - 0 0
2 2 - - 12.50 13.40 $5.00 0.00 0.55 331% -0.03 0 0
0 0 - - 11.50 12.40 $6.00 0.00 5.00 249% -0.02 2 0
0 0 - - 10.50 11.40 $7.00 0.00 0.35 234% -0.03 4 9
0 0 0.98 171% 9.70 10.40 $8.00 0.00 0.20 197% -0.03 3 14
1 1 0.98 147% 8.60 9.50 $9.00 0.05 0.25 173% -0.04 4 142
32 1 0.95 154% 7.70 8.60 $10.00 0.20 0.30 168% -0.06 33 343
7 2 0.92 155% 6.90 7.70 $11.00 0.20 0.40 153% -0.08 45 77
131 5 0.89 151% 6.00 6.90 $12.00 0.50 0.60 160% -0.12 175 296
6 2 0.84 157% 5.30 6.20 $13.00 0.80 0.95 168% -0.17 200 85
55 55 0.79 158% 4.70 5.50 $14.00 0.95 1.30 160% -0.21 37 126
89 19 0.74 161% 4.10 4.90 $15.00 1.40 1.65 162% -0.26 31 129
628 41 0.70 127% 2.75 4.00 $16.00 1.70 2.15 159% -0.31 29 80
52 58 0.64 160% 3.10 3.80 $17.00 2.25 2.65 160% -0.36 63 107
57 327 0.59 167% 2.80 3.40 $18.00 2.90 3.30 167% -0.41 25 46
46 56 0.54 166% 2.45 3.00 $19.00 3.30 3.90 159% -0.47 2 7
671 319 0.49 163% 2.20 2.45 $20.00 4.10 4.60 164% -0.51 2 55
17 69 0.45 168% 1.90 2.25 $21.00 4.70 5.30 164% -0.56 75 95
46 52 0.41 170% 1.65 2.10 $22.00 5.50 6.10 166% -0.60 1 5
39 76 0.38 172% 1.45 1.95 $23.00 6.30 7.00 170% -0.63 10 16
2 54 0.32 161% 1.10 1.45 $24.00 7.10 7.90 174% -0.66 2 2
192 581 0.30 171% 1.10 1.40 $25.00 7.90 8.70 175% -0.69 6 13
24 27 0.27 168% 0.90 1.25 $26.00 8.80 9.60 178% -0.71 3 11
45 8 0.25 172% 0.85 1.15 $27.00 9.70 10.50 180% -0.74 1 1
53 3 0.23 172% 0.65 1.10 $28.00 10.60 11.40 181% -0.76 0 0
17 2 0.20 174% 0.55 1.00 $29.00 11.50 12.30 183% -0.78 0 0
72 94 0.18 174% 0.60 0.75 $30.00 12.40 13.20 185% -0.80 0 0
5 5 0.17 178% 0.40 0.90 $31.00 13.30 14.10 184% -0.82 0 0
105 87 0.17 182% 0.45 0.80 $32.00 14.20 15.10 186% -0.83 3 1