Pre-market
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PZZA 20.29
Expected move by Oct 16 ±$2.11 ±10.4% $18.18 – $22.40 90%: $15.82 – $24.76
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Every quote and Greek, one row per strike.
34 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
11 5 - - 6.40 9.10 $12.50 0.00 0.10 - - 0 0
6 4 - - 3.90 6.20 $15.00 0.00 0.10 - - 10 30
19 8 0.83 65% 2.90 3.30 $17.50 0.15 0.20 52% -0.12 9 94
406 49 0.56 61% 1.20 1.65 $20.00 0.80 1.00 48% -0.43 23 257
1,129 533 0.27 58% 0.45 0.50 $22.50 2.05 2.90 43% -0.81 1 404
3,252 384 0.10 60% 0.10 0.20 $25.00 4.40 5.60 71% -0.85 4 160
553 37 0.06 72% 0.05 0.15 $27.50 6.40 7.70 - - 4 46
481 9 0.04 84% 0.00 0.05 $30.00 9.00 11.00 109% -0.89 1 18
208 7 0.06 105% 0.00 0.10 $32.50 11.30 13.50 113% -0.92 1 14
1,444 1 0.07 129% 0.00 0.10 $35.00 13.70 15.90 111% -0.96 2 0
50 1 0.04 126% 0.00 0.05 $37.50 15.90 18.40 - - 1 0
2,020 5 0.10 172% 0.00 5.00 $40.00 18.40 21.20 133% -0.96 1 0
370 2 0.09 179% 0.00 0.30 $42.50 20.90 23.30 - - 0 0
1,177 9 0.12 215% 0.00 0.05 $45.00 23.40 26.20 152% -0.96 10 0
0 0 0.11 216% 0.00 0.05 $47.50 25.90 28.70 160% -0.97 0 0
3 2 0.10 221% 0.00 0.75 $50.00 28.40 31.20 169% -0.97 2 0
40 41 0.09 233% 0.00 5.00 $55.00 33.40 36.20 184% -0.97 0 0