Pre-market
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NUE 242.40
Expected move by Oct 16 ±$16.63 ±6.9% $225.77 – $259.03 90%: $207.15 – $277.65
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Every quote and Greek, one row per strike.
88 contracts 58 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 130% 156.20 158.70 $85.00 0.00 0.35 166% -0.00 2 4
0 0 - - 151.10 153.70 $90.00 0.00 0.35 160% -0.00 0 0
0 0 1.00 129% 146.30 148.70 $95.00 0.00 0.95 149% -0.00 20 20
0 0 0.99 155% 141.30 144.20 $100.00 0.00 2.40 144% -0.01 3 8
1 1 1.00 0% 136.20 138.70 $105.00 0.00 0.35 137% -0.01 30 30
4 4 0.99 142% 131.70 134.00 $110.00 0.00 1.35 136% -0.01 3 24
1 1 0.99 119% 126.00 129.30 $115.00 0.00 0.35 123% -0.01 10 10
0 0 0.99 117% 121.10 124.30 $120.00 0.00 0.35 117% -0.01 2 20
0 0 0.99 104% 116.00 119.30 $125.00 0.00 0.85 111% -0.01 1 21
0 0 0.99 110% 111.30 114.30 $130.00 0.00 0.35 103% -0.01 1 11
1 1 0.99 100% 106.20 109.30 $135.00 0.00 0.55 99% -0.01 40 49
0 0 1.00 0% 101.30 103.70 $140.00 0.00 0.35 94% -0.01 1 9
1 1 0.99 90% 96.30 99.30 $145.00 0.00 0.35 90% -0.01 1 3
3 1 1.00 0% 90.60 94.30 $150.00 0.00 0.35 81% -0.01 1 7
2 1 1.00 0% 86.60 88.60 $155.00 0.00 0.35 77% -0.01 1 6
22 1 1.00 57% 81.50 83.80 $160.00 0.00 0.60 82% -0.02 1 390
10 6 1.00 0% 76.20 78.80 $165.00 0.00 1.75 70% -0.01 2 39
5 1 1.00 0% 71.10 73.80 $170.00 0.00 2.60 59% -0.01 3 53
14 3 0.98 62% 66.60 69.30 $175.00 0.00 0.55 58% -0.01 53 57
103 1 0.97 62% 61.80 64.40 $180.00 0.00 0.25 54% -0.01 1 18
6 1 0.99 49% 57.00 58.70 $185.00 0.00 0.35 53% -0.02 1 7
15 3 0.97 52% 51.70 54.50 $190.00 0.05 0.25 44% -0.01 1 90
8 2 1.00 0% 46.40 49.00 $195.00 0.10 0.65 47% -0.03 2 21
36 5 0.95 45% 42.00 44.60 $200.00 0.20 0.50 42% -0.03 2 127
164 2 0.95 35% 32.00 34.50 $210.00 0.40 1.00 38% -0.06 12 268
46 1 0.84 39% 23.60 26.30 $220.00 1.25 2.10 36% -0.14 75 650
227 1 0.74 35% 15.50 17.80 $230.00 3.80 4.30 36% -0.27 118 340
317 9 0.57 34% 9.70 10.60 $240.00 7.20 9.20 38% -0.43 41 443
772 176 0.39 35% 5.50 6.20 $250.00 12.60 14.40 37% -0.60 29 371
574 113 0.25 36% 3.00 3.40 $260.00 18.60 21.70 35% -0.77 1 219
483 170 0.14 36% 1.45 1.75 $270.00 28.00 31.00 41% -0.83 28 133
501 111 0.06 35% 0.35 0.85 $280.00 36.60 39.30 35% -0.94 8 11
537 13 0.04 39% 0.25 0.65 $290.00 46.30 49.40 40% -0.96 0 0
700 126 0.02 40% 0.15 0.30 $300.00 56.10 58.90 - - 1 1
175 51 0.02 46% 0.05 0.45 $310.00 66.10 69.30 48% -0.98 1 1
26 4 0.07 68% 0.00 0.35 $320.00 76.60 79.30 60% -0.96 0 0
71 1 0.03 59% 0.00 1.75 $330.00 86.00 88.80 - - 1 1
122 84 0.02 61% 0.00 1.75 $340.00 96.10 99.30 63% -0.98 2 2
3 2 0.02 64% 0.00 0.90 $350.00 106.00 109.10 - - 1 1
1 1 0.01 67% 0.00 2.65 $360.00 116.60 119.20 79% -0.97 0 0
0 0 0.01 69% 0.00 0.65 $370.00 126.60 129.40 86% -0.97 1 0
2 2 0.02 82% 0.00 0.35 $380.00 136.00 139.80 87% -0.97 0 0
1 1 0.02 86% 0.00 0.35 $390.00 145.90 149.20 - - 0 0
8 2 0.02 90% 0.00 1.05 $400.00 155.90 159.80 94% -0.98 0 0