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PGEN 7.70
Expected move by Oct 16 ±$1.16 ±15.1% $6.54 – $8.86 90%: $5.25 – $10.15
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Every quote and Greek, one row per strike.
30 contracts 19 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 584% 5.90 7.80 $1.00 0.00 1.10 - - 0 0
0 1 0.98 419% 4.70 7.90 $1.50 0.00 0.05 - - 0 0
175 5 0.98 294% 5.00 6.50 $2.00 0.00 1.75 - - 0 0
11 5 0.97 291% 4.70 5.90 $2.50 0.00 1.75 - - 0 0
0 1 0.96 247% 4.00 5.60 $3.00 0.00 0.75 251% -0.04 3,607 2,357
21 10 0.96 210% 3.50 5.10 $3.50 0.00 1.75 316% -0.09 5 10
226 11 1.00 0% 3.00 4.40 $4.00 0.00 1.75 279% -0.10 41 71
252 3 0.97 124% 2.70 3.80 $4.50 0.00 1.75 154% -0.06 4 13
14,716 5 1.00 0% 2.40 3.00 $5.00 0.00 0.15 172% -0.12 10 42
4,717 13 1.00 0% 1.90 2.50 $5.50 0.00 0.75 150% -0.14 1 60
8,014 71 0.85 110% 1.40 2.45 $6.00 0.05 0.30 103% -0.14 2 43
6,704 179 0.60 76% 0.65 0.80 $7.50 0.40 0.70 82% -0.41 57 389
1,164 231 0.28 86% 0.25 0.30 $9.00 0.90 2.05 73% -0.76 1 1
2,701 1,121 0.15 87% 0.10 0.15 $10.00 2.00 2.90 95% -0.82 2 5
1 10 - - 0.00 0.15 $11.00 2.60 3.80 - - 0 0