Pre-market
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ORI 39.22
Expected move by Oct 16 ±$1.56 ±4.0% $37.66 – $40.78 90%: $35.91 – $42.53
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Every quote and Greek, one row per strike.
18 contracts 11 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.92 179% 15.50 19.30 $22.50 0.00 2.60 - - 1 1
0 2 0.90 156% 13.30 16.60 $25.00 0.00 2.60 126% -0.06 0 0
0 2 0.86 107% 8.60 11.40 $30.00 0.00 1.75 82% -0.09 2 3
1 1 0.76 69% 3.70 6.70 $35.00 0.05 0.10 28% -0.06 94 132
67 43 0.36 23% 0.40 0.75 $40.00 0.95 1.35 14% -0.73 9 36
483 50 0.05 33% 0.00 0.15 $45.00 3.60 6.70 - - 4 181
76 3 0.09 67% 0.00 1.00 $50.00 8.40 11.50 - - 0 0
0 0 - - 0.00 0.95 $55.00 13.40 16.40 - - 0 0
0 0 - - 0.00 2.60 $60.00 18.60 22.10 - - 0 0