Pre-market
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NLY 21.37
Expected move by Sep 25 ±$0.35 ±1.6% $21.02 – $21.72 90%: $20.62 – $22.12
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Every quote and Greek, one row per strike.
56 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
13 2 0.97 232% 6.45 8.40 $14.00 0.00 0.05 - - 0 0
41 2 0.96 212% 5.60 7.30 $15.00 0.00 2.13 - - 0 0
18 2 - - 4.50 6.20 $16.00 0.00 1.00 - - 0 0
16 3 0.96 127% 3.80 5.00 $17.00 0.00 0.75 - - 0 0
4 2 0.98 97% 3.40 4.35 $17.50 0.00 0.62 - - 0 0
17 1 0.90 133% 3.05 3.95 $18.00 0.00 0.63 - - 0 0
7 2 - - 2.34 3.35 $18.50 0.00 0.24 - - 3 3
1 2 - - 1.48 3.25 $19.00 0.00 0.75 - - 0 0
0 0 - - 1.33 2.12 $19.50 0.00 0.75 138% -0.25 1 11
7 100 - - 0.83 1.66 $20.00 0.00 0.03 38% -0.05 705 1,425
2 1 - - 0.15 1.00 $20.50 0.02 0.04 29% -0.09 25 896
801 2 0.75 25% 0.26 0.61 $21.00 0.05 0.08 21% -0.23 42 680
729 1,696 0.37 20% 0.08 0.14 $21.50 0.20 0.35 20% -0.64 234 560
1,538 351 0.10 22% 0.02 0.03 $22.00 0.46 1.29 51% -0.70 167 779
501 204 0.09 37% 0.00 0.44 $22.50 0.67 1.89 53% -0.82 10 387
248 24 0.05 42% 0.00 0.23 $23.00 0.90 2.44 35% -0.97 1 6
1,632 2 0.04 52% 0.00 0.02 $23.50 1.28 3.05 38% -0.99 1 10
686 3 0.06 70% 0.00 0.23 $24.00 1.69 4.80 163% -0.72 1 0
91 11 0.04 72% 0.00 0.63 $24.50 2.48 3.75 - - 1 0
142 3 0.11 118% 0.00 0.02 $25.00 3.15 3.75 - - 1 0
22 2 0.19 173% 0.00 2.13 $25.50 4.05 4.40 106% -0.94 1 0
0 0 0.18 184% 0.00 0.62 $26.00 4.00 4.80 - - 2 0
0 0 0.17 196% 0.00 0.90 $26.50 4.50 5.65 - - 6 0
0 0 0.17 207% 0.00 0.62 $27.00 5.20 5.85 - - 1 0
0 0 - - 0.00 2.06 $27.50 5.90 6.35 - - 1 0
0 0 - - 0.00 0.62 $28.00 6.30 6.75 - - 4 0
0 0 - - 0.00 2.02 $29.00 7.10 8.30 150% -0.97 9 0
0 0 - - 0.00 0.42 $30.00 8.20 9.30 187% -0.95 12 0