Pre-market
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Implied dividend/borrow carry is unavailable or unreliable; valuation uses a zero-carry fallback.
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NEU 888.98
Expected move by Oct 16 ±$46.52 ±5.2% $842.46 – $935.50 90%: $790.34 – $987.62
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Every quote and Greek, one row per strike.
144 contracts 105 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 54% 184.00 190.20 $705.00 0.00 7.40 50% -0.03 0 0
0 0 0.96 52% 179.00 185.30 $710.00 0.00 7.60 50% -0.03 0 0
0 0 0.95 51% 174.00 180.40 $715.00 0.00 7.30 49% -0.04 0 0
0 0 0.95 50% 169.00 175.50 $720.00 0.00 7.30 48% -0.04 0 0
0 0 0.94 52% 164.00 171.70 $725.00 0.00 7.40 47% -0.04 0 0
0 0 0.94 51% 159.00 166.80 $730.00 0.00 7.60 46% -0.04 0 0
0 0 0.95 47% 154.00 160.80 $735.00 0.00 7.60 45% -0.05 0 0
0 0 0.94 46% 149.00 156.10 $740.00 0.00 7.60 44% -0.05 0 0
0 0 0.94 47% 144.10 152.20 $745.00 0.00 7.50 44% -0.05 0 0
0 0 0.94 45% 139.60 146.20 $750.00 0.00 7.60 43% -0.05 0 0
0 0 0.94 43% 134.40 141.40 $755.00 0.00 7.70 42% -0.06 0 0
0 0 0.92 44% 130.00 137.70 $760.00 0.00 7.70 43% -0.07 1 0
0 0 0.92 43% 125.00 132.60 $765.00 0.00 7.80 41% -0.07 0 0
0 0 0.92 41% 120.00 127.00 $770.00 0.00 7.90 40% -0.07 0 0
0 0 0.91 40% 115.40 122.40 $775.00 0.00 8.30 39% -0.08 0 0
0 0 0.91 39% 110.40 117.90 $780.00 0.00 8.30 38% -0.08 1 1
0 0 0.90 39% 106.00 113.20 $785.00 0.00 8.40 37% -0.09 1 10
0 0 0.89 38% 101.00 108.80 $790.00 0.00 8.60 37% -0.10 0 0
0 0 0.89 37% 96.30 103.80 $795.00 0.00 8.70 36% -0.10 10 10
0 0 0.88 37% 92.00 99.20 $800.00 0.25 8.90 35% -0.11 1 1
0 0 0.87 36% 87.50 94.60 $805.00 0.95 9.10 35% -0.12 4 0
0 0 0.86 35% 82.90 89.90 $810.00 1.50 9.00 33% -0.13 2 0
0 0 0.84 35% 78.40 85.60 $815.00 1.10 9.70 32% -0.14 4 2
0 0 0.83 34% 74.00 81.70 $820.00 1.55 10.20 31% -0.15 1 1
1 1 0.82 34% 69.60 77.10 $825.00 3.80 11.00 32% -0.17 1 1
0 0 0.80 33% 65.30 72.70 $830.00 3.00 11.50 30% -0.18 0 0
0 0 0.79 33% 61.40 68.30 $835.00 5.10 12.00 31% -0.20 2 2
0 0 0.77 32% 57.20 64.20 $840.00 6.10 12.90 31% -0.22 1 1
0 0 0.75 31% 53.20 60.10 $845.00 7.30 13.10 30% -0.24 0 0
0 0 0.73 31% 49.00 56.50 $850.00 7.70 14.70 29% -0.26 1 5
0 0 0.71 30% 45.10 52.70 $855.00 8.00 16.30 28% -0.28 0 0
0 0 0.68 30% 41.40 49.00 $860.00 10.40 17.60 29% -0.31 1 1
0 0 0.66 30% 38.20 45.80 $865.00 12.00 17.60 28% -0.33 3 2
0 2 0.63 29% 35.00 41.50 $870.00 14.00 20.70 28% -0.37 3 0
0 0 0.60 29% 32.00 38.60 $875.00 16.00 22.60 28% -0.39 0 0
0 0 0.58 29% 28.40 36.00 $880.00 17.00 24.20 27% -0.42 0 0
0 0 0.55 29% 25.50 33.20 $885.00 19.00 26.10 27% -0.45 0 0
0 0 0.52 29% 23.00 30.20 $890.00 21.00 28.50 27% -0.49 0 0
0 0 0.49 28% 20.40 27.20 $895.00 23.80 31.10 27% -0.52 0 0
1 1 0.46 28% 18.00 25.70 $900.00 26.00 33.50 26% -0.55 0 0
1 1 0.42 27% 15.20 22.60 $905.00 29.00 36.20 26% -0.58 0 0
3 3 0.39 27% 13.10 20.60 $910.00 32.00 39.20 26% -0.62 0 0
0 0 0.37 28% 11.60 19.60 $915.00 35.00 42.20 26% -0.65 0 0
0 3 0.33 27% 9.60 17.00 $920.00 38.50 45.40 25% -0.68 0 0
0 0 0.31 28% 10.00 15.40 $925.00 42.00 48.90 25% -0.71 0 0
1 1 0.28 27% 6.30 14.90 $930.00 45.10 52.70 25% -0.74 0 0
1 1 0.26 28% 7.00 12.70 $935.00 49.10 56.00 25% -0.77 0 0
1 1 0.23 27% 5.00 11.70 $940.00 53.00 60.30 25% -0.80 0 0
0 0 0.22 28% 4.90 10.60 $945.00 57.00 64.60 25% -0.82 0 0
1 11 0.19 27% 4.90 8.10 $950.00 61.00 68.30 24% -0.85 0 0
2 13 0.15 26% 3.00 6.30 $955.00 65.10 72.50 24% -0.87 0 0
1 1 0.17 29% 3.10 8.90 $960.00 69.60 76.60 23% -0.89 0 0
0 0 0.11 25% 0.00 8.20 $965.00 74.00 81.00 23% -0.91 0 0
0 0 0.10 25% 0.00 8.30 $970.00 78.10 85.70 23% -0.94 0 0
0 0 0.08 25% 0.00 8.10 $975.00 83.00 90.60 23% -0.94 0 0
0 0 0.07 25% 0.00 7.70 $980.00 87.20 95.30 21% -0.97 0 0
2 2 0.06 25% 0.00 7.60 $985.00 92.00 100.20 21% -0.99 0 0
0 0 0.05 25% 0.00 7.50 $990.00 97.60 105.00 24% -0.97 0 0
0 0 0.04 25% 0.00 7.20 $995.00 101.90 110.00 - - 0 0
0 0 0.04 25% 0.00 7.20 $1000.00 106.00 115.00 - - 0 0
0 0 0.04 26% 0.00 7.10 $1005.00 112.00 120.70 27% -0.97 0 0
0 0 0.04 27% 0.00 7.00 $1010.00 116.40 125.80 25% -0.99 0 0
0 0 0.05 30% 0.00 6.90 $1015.00 122.00 130.90 29% -0.97 0 0
0 0 0.05 30% 0.00 6.90 $1020.00 126.70 135.90 29% -0.98 0 0
0 0 0.04 30% 0.00 6.90 $1025.00 131.70 140.30 - - 0 0
0 0 0.03 30% 0.00 6.80 $1030.00 137.00 145.90 32% -0.97 0 0
0 0 0.03 30% 0.00 6.90 $1035.00 142.00 150.60 31% -0.98 0 0
0 0 0.04 33% 0.00 6.80 $1040.00 147.00 155.60 32% -0.98 0 0
0 0 0.03 34% 0.00 6.80 $1045.00 151.00 160.20 - - 0 0
0 0 0.03 33% 0.00 6.80 $1050.00 156.00 165.00 - - 0 0
0 0 0.03 34% 0.00 6.80 $1060.00 166.70 175.00 - - 0 0
0 0 0.03 39% 0.00 5.40 $1080.00 187.00 195.00 - - 0 0