Pre-market
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PEGA 34.81
Expected move by Oct 16 ±$3.33 ±9.6% $31.48 – $38.14 90%: $27.75 – $41.88
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Every quote and Greek, one row per strike.
16 contracts 11 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 151% 15.80 19.20 $17.50 0.00 1.00 - - 0 0
0 0 1.00 0% 13.30 16.40 $20.00 0.00 0.75 - - 0 0
0 0 0.97 93% 10.70 14.20 $22.50 0.00 0.75 - - 10 10
0 0 0.95 85% 8.50 11.60 $25.00 0.00 0.75 89% -0.06 0 0
0 0 0.83 67% 4.70 6.30 $30.00 0.10 0.40 49% -0.11 10 427
81 1 0.52 50% 1.55 2.00 $35.00 1.80 2.00 50% -0.48 7 280
729 32 0.17 52% 0.35 0.50 $40.00 4.60 6.20 46% -0.87 2 4
566 10 0.06 59% 0.00 0.20 $45.00 8.80 10.60 - - 0 0