Pre-market
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NRIX 25.41
Expected move by Oct 16 ±$3.39 ±13.3% $22.02 – $28.80 90%: $18.29 – $32.53 Earnings before expiry
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Every quote and Greek, one row per strike.
62 contracts 38 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 20.30 24.50 $3.00 0.00 5.00 - - 0 0
20 3 0.99 310% 18.50 22.50 $5.00 0.00 5.00 - - 0 0
1 2 0.99 219% 15.50 19.50 $8.00 0.00 5.00 319% -0.04 0 0
0 1 0.99 197% 14.50 18.50 $9.00 0.00 5.00 289% -0.04 0 0
0 5 0.99 177% 13.50 17.50 $10.00 0.00 5.00 262% -0.04 0 0
0 0 0.99 159% 12.50 16.50 $11.00 0.00 5.00 239% -0.05 0 0
0 0 0.99 143% 11.50 15.50 $12.00 0.00 4.90 217% -0.05 0 0
3 12 0.99 128% 10.50 14.50 $13.00 0.00 5.00 197% -0.06 1 1
4 100 0.98 115% 9.50 13.50 $14.00 0.00 5.00 179% -0.07 10 10
169 3 0.98 102% 8.50 12.50 $15.00 0.00 5.00 162% -0.07 2 7
105 2 0.94 132% 7.50 12.00 $16.00 0.00 5.00 147% -0.08 9 213
22 1 0.93 118% 6.50 11.00 $17.00 0.00 5.00 132% -0.09 1 3
11 9 0.92 104% 5.50 10.00 $18.00 0.00 5.00 119% -0.10 1 51
1 2 0.91 92% 4.50 9.00 $19.00 0.00 5.00 104% -0.11 0 0
24 80 0.90 80% 3.50 8.00 $20.00 0.00 1.70 90% -0.13 1 1
0 0 0.86 74% 2.70 7.00 $21.00 0.00 2.10 77% -0.14 0 0
1 1 0.82 67% 1.90 6.00 $22.00 0.00 4.70 64% -0.17 1 3
106 3 0.71 88% 1.85 5.50 $23.00 0.05 4.90 141% -0.32 1 2
86 63 0.65 83% 2.05 3.90 $24.00 0.05 1.75 60% -0.32 1 4
140 63 0.58 73% 1.55 2.80 $25.00 0.10 2.65 60% -0.42 57 75
88 57 0.48 61% 0.10 2.70 $26.00 1.30 3.30 75% -0.50 60 130
30 9 0.49 124% 0.50 4.90 $27.00 1.95 3.50 68% -0.60 63 162
0 0 0.36 77% 0.05 2.20 $28.00 1.00 5.50 60% -0.70 59 51
6 100 0.43 142% 0.05 4.90 $29.00 1.55 6.40 57% -0.79 60 64
140 17 0.24 78% 0.00 1.40 $30.00 2.50 7.00 52% -0.88 84 22
1 1 0.20 78% 0.00 3.80 $31.00 3.50 8.00 59% -0.89 0 0
21 1 0.18 86% 0.00 4.90 $32.00 4.50 9.00 66% -0.90 0 0
1 1 0.16 91% 0.00 1.10 $33.00 5.50 10.00 73% -0.90 0 0
2 1 0.16 101% 0.00 1.10 $34.00 6.50 10.80 68% -0.95 0 0
0 0 0.16 107% 0.00 1.55 $35.00 7.50 11.70 64% -0.98 0 0
0 0 0.13 134% 0.00 1.15 $40.00 12.50 16.70 85% -0.98 0 0