Pre-market
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NGG 76.71
Expected move by Oct 16 ±$3.47 ±4.5% $73.24 – $80.18 90%: $69.36 – $84.06
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Every quote and Greek, one row per strike.
32 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
197 72 0.98 114% 29.80 34.00 $45.00 0.00 1.35 - - 0 0
2 1 0.96 102% 26.40 27.70 $50.00 0.00 1.20 - - 0 0
0 0 0.95 83% 21.40 22.70 $55.00 0.00 1.20 - - 0 0
0 0 0.94 65% 16.40 17.70 $60.00 0.00 1.30 - - 0 0
3 1 0.93 46% 11.50 12.50 $65.00 0.00 4.20 40% -0.05 1 2
49 43 0.87 32% 6.60 7.60 $70.00 0.10 0.35 26% -0.09 1 42
30 3 0.65 25% 2.70 3.10 $75.00 0.80 1.05 21% -0.33 1 54
16 43 0.24 22% 0.55 0.70 $80.00 3.40 3.90 17% -0.81 1 153
24 3 0.07 26% 0.00 0.20 $85.00 7.90 8.80 22% -0.96 6 6
9 1 0.04 35% 0.00 1.30 $90.00 11.90 14.80 31% -0.97 0 0
2 1 0.04 46% 0.00 0.75 $95.00 16.70 20.40 51% -0.94 0 0
0 0 - - 0.00 0.75 $100.00 21.60 25.40 59% -0.95 0 0
0 0 - - 0.00 0.75 $105.00 26.60 30.30 65% -0.96 1 0
0 0 - - 0.00 0.75 $110.00 31.40 35.40 69% -0.97 0 0
0 0 - - 0.00 0.75 $115.00 36.60 40.40 84% -0.96 0 0
0 0 - - 0.00 0.75 $120.00 41.40 45.40 83% -0.98 0 0