Pre-market
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RBC 492.56
Expected move by Oct 16 ±$28.63 ±5.8% $463.93 – $521.19 90%: $431.86 – $553.26
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Every quote and Greek, one row per strike.
96 contracts 60 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 51% 161.00 165.90 $330.00 0.00 5.00 80% -0.02 0 0
0 0 0.99 67% 151.50 156.30 $340.00 0.00 5.00 74% -0.02 0 0
0 0 0.99 57% 141.50 145.90 $350.00 0.00 5.00 72% -0.03 1 1
0 0 1.00 0% 131.00 135.90 $360.00 0.00 5.00 65% -0.02 0 0
0 0 0.98 54% 122.00 126.00 $370.00 0.00 5.00 58% -0.02 1 1
0 0 0.99 46% 111.50 116.10 $380.00 0.00 5.00 55% -0.03 0 0
1 1 0.98 44% 101.50 106.40 $390.00 0.00 5.00 51% -0.03 0 0
0 0 0.98 41% 91.60 96.50 $400.00 0.00 5.00 46% -0.04 0 0
0 0 0.96 43% 82.50 86.80 $410.00 0.00 15.00 41% -0.04 22 4
0 0 0.95 39% 72.50 77.10 $420.00 0.00 5.00 48% -0.09 28 7
1 1 0.93 37% 63.00 67.50 $430.00 0.00 5.00 34% -0.05 0 0
0 0 0.89 38% 55.00 57.90 $440.00 0.75 2.25 32% -0.08 1 1
0 0 0.85 36% 46.00 49.00 $450.00 1.00 5.20 34% -0.13 1 4
0 0 0.80 34% 37.50 40.50 $460.00 2.50 6.90 33% -0.19 1 4
0 0 0.74 32% 29.00 32.50 $470.00 5.00 9.00 32% -0.27 1 3
0 0 0.65 31% 21.50 26.00 $480.00 8.00 12.40 32% -0.35 2 2
1 1 0.55 31% 16.00 19.50 $490.00 12.00 15.70 30% -0.45 11 11
1 1 0.45 30% 10.70 14.50 $500.00 16.60 21.40 30% -0.55 3 3
1 2 0.35 30% 6.70 11.00 $510.00 22.60 27.20 29% -0.66 0 0
1 1 0.27 31% 4.50 8.20 $520.00 30.00 34.50 30% -0.75 0 0
11 1 0.19 30% 2.15 6.00 $530.00 38.00 42.50 29% -0.82 0 0
0 0 0.15 32% 1.10 5.00 $540.00 46.60 51.00 29% -0.89 0 0
0 0 0.12 34% 0.10 5.00 $550.00 55.80 60.50 30% -0.93 1 20
0 0 0.08 34% 0.00 5.00 $560.00 65.50 70.00 30% -0.96 0 0
1 2 0.05 33% 0.00 5.00 $570.00 75.10 80.00 31% -0.98 1 0
0 0 0.05 36% 0.00 5.00 $580.00 85.40 89.50 32% -0.99 0 0
0 0 0.05 41% 0.00 5.00 $590.00 95.20 100.00 38% -0.98 0 0
1 1 0.06 45% 0.00 5.00 $600.00 105.10 110.00 40% -0.98 0 0
0 0 0.04 45% 0.00 5.00 $610.00 115.10 120.00 43% -0.98 2 0
5 1 0.03 47% 0.00 5.00 $620.00 125.10 130.00 46% -0.98 1 0
0 0 0.04 52% 0.00 15.00 $630.00 135.10 140.00 48% -0.99 0 0
0 0 0.07 65% 0.00 15.00 $640.00 145.10 150.00 51% -0.99 0 0
1 4 0.07 67% 0.00 5.00 $650.00 155.10 160.00 53% -0.99 0 0
0 0 0.04 63% 0.00 5.00 $660.00 165.10 170.00 56% -0.99 0 0
0 0 0.03 62% 0.00 5.00 $670.00 175.10 180.00 58% -0.99 0 0
0 0 0.03 64% 0.00 5.00 $680.00 185.10 190.00 60% -0.99 0 0
0 0 0.03 65% 0.00 5.00 $690.00 195.10 200.00 63% -0.99 0 0
1 1 0.03 66% 0.00 5.00 $700.00 205.30 209.50 - - 0 0
1 1 0.03 73% 0.00 15.00 $720.00 225.10 230.00 69% -0.99 0 0
0 0 0.02 74% 0.00 15.00 $740.00 245.10 250.00 74% -0.99 3 0
0 0 0.03 81% 0.00 15.00 $760.00 265.10 270.00 78% -0.99 1 0
0 0 0.03 89% 0.00 15.00 $780.00 285.30 290.00 84% -0.99 1 0
0 0 0.02 87% 0.00 15.00 $800.00 305.10 310.00 86% -0.99 0 0
0 0 0.02 90% 0.00 15.00 $820.00 325.10 330.00 90% -0.99 0 0
0 0 0.02 96% 0.00 15.00 $840.00 345.10 350.00 94% -0.99 0 0
0 0 0.02 101% 0.00 15.00 $860.00 365.10 370.00 98% -0.99 0 0
0 0 0.03 106% 0.00 15.00 $880.00 385.10 390.00 101% -0.99 0 0
0 0 0.02 105% 0.00 15.00 $900.00 405.10 410.00 105% -0.99 0 0