Pre-market
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PH 958.17
Expected move by Oct 16 ±$46.61 ±4.9% $911.56 – $1004.78 90%: $859.33 – $1057.01
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Every quote and Greek, one row per strike.
76 contracts 65 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 35% 137.40 145.00 $820.00 0.05 1.75 33% -0.03 12 16
0 0 0.95 34% 128.00 135.20 $830.00 0.05 1.75 30% -0.03 5 5
0 0 0.94 34% 118.20 126.00 $840.00 0.05 2.75 30% -0.04 16 0
0 0 0.93 32% 109.00 116.00 $850.00 0.90 1.70 28% -0.04 44 14
0 0 0.92 31% 99.20 106.50 $860.00 0.05 3.50 28% -0.06 15 25
0 0 0.90 30% 90.00 97.20 $870.00 1.90 4.30 29% -0.09 15 20
0 0 0.87 30% 81.00 88.90 $880.00 0.60 5.80 26% -0.10 1 20
0 0 0.85 29% 72.00 80.20 $890.00 0.80 8.90 27% -0.13 3 51
3 1 0.81 29% 64.00 71.60 $900.00 4.30 7.20 26% -0.16 2 74
0 0 0.77 29% 55.40 64.40 $910.00 6.20 8.20 25% -0.20 1 6
1 2 0.73 28% 48.00 56.10 $920.00 8.20 11.40 25% -0.25 11 41
36 4 0.68 28% 41.30 48.40 $930.00 11.30 14.50 25% -0.31 1 261
5 5 0.63 27% 34.00 42.30 $940.00 12.50 20.70 25% -0.36 1 13
33 34 0.57 27% 29.40 36.30 $950.00 16.10 23.80 24% -0.42 1 13
4 8 0.51 27% 22.80 30.70 $960.00 21.00 28.40 25% -0.49 1 7
26 24 0.46 26% 18.80 25.80 $970.00 26.60 32.10 24% -0.56 1 4
24 3 0.39 26% 14.50 20.80 $980.00 32.00 39.50 24% -0.62 0 0
5 1 0.34 26% 11.20 17.20 $990.00 39.00 45.90 24% -0.68 1 41
43 8 0.28 25% 9.30 12.50 $1000.00 46.00 53.90 24% -0.74 5 5
61 1 0.23 25% 5.80 10.70 $1010.00 54.00 61.70 24% -0.79 1 2
24 10 0.18 24% 2.10 9.10 $1020.00 62.00 69.80 24% -0.83 1 3
7 2 0.14 25% 2.35 6.70 $1030.00 70.00 78.40 23% -0.88 1 2
83 2 0.15 29% 1.75 9.40 $1040.00 79.10 87.00 23% -0.92 0 0
46 4 0.09 25% 0.95 4.60 $1050.00 88.90 96.30 24% -0.94 1 0
8 4 0.10 29% 1.65 5.30 $1060.00 98.40 105.80 23% -0.97 0 0
3 1 0.08 30% 0.00 5.00 $1070.00 108.10 115.60 23% -0.99 0 0
4 14 0.04 26% 0.05 2.00 $1080.00 117.40 126.50 25% -0.98 0 0
37 8 0.07 32% 0.00 7.80 $1090.00 127.80 136.50 28% -0.97 0 0
15 4 0.05 31% 0.00 2.85 $1100.00 137.90 145.70 - - 0 0
5 3 0.09 39% 0.00 7.70 $1110.00 147.30 156.10 - - 0 0
4 1 0.07 38% 0.00 7.40 $1120.00 157.30 166.40 30% -0.99 0 0
0 0 0.06 38% 0.00 7.80 $1130.00 167.30 176.40 31% -0.99 0 0
0 0 0.04 37% 0.00 3.50 $1140.00 177.90 185.10 - - 0 0
0 2 0.04 38% 0.00 2.80 $1150.00 187.90 195.10 - - 0 0
1 1 0.02 35% 0.00 2.65 $1160.00 197.90 205.10 - - 0 0
23 22 0.02 35% 0.05 1.00 $1170.00 207.30 216.40 37% -0.99 0 0
5 5 0.02 37% 0.00 7.90 $1180.00 217.30 226.40 38% -0.99 0 0
0 0 0.01 38% 0.00 7.70 $1200.00 237.30 246.40 41% -0.99 0 0