Pre-market
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RGR 41.52
Expected move by Oct 16 ±$3.01 ±7.2% $38.51 – $44.53 90%: $35.13 – $47.91
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Every quote and Greek, one row per strike.
20 contracts 12 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 - - 19.20 23.50 $20.00 0.00 15.00 - - 90 1,088
0 0 - - 16.70 21.00 $22.50 0.00 2.15 147% -0.04 6 4
0 0 0.99 91% 14.40 18.80 $25.00 0.00 2.15 126% -0.04 19 19
1 1 - - 9.30 13.60 $30.00 0.00 1.05 94% -0.07 2 85
28 5 0.96 38% 4.50 8.80 $35.00 0.00 2.45 53% -0.09 109 191
497 26 0.72 28% 1.80 2.50 $40.00 0.35 2.00 44% -0.35 105 76
1,007 82 0.14 27% 0.15 0.25 $45.00 3.20 5.70 52% -0.70 7 37
1,075 500 0.07 46% 0.00 1.20 $50.00 7.50 11.70 86% -0.76 500 1,596
26 1 0.11 80% 0.00 0.50 $55.00 12.60 16.70 111% -0.79 1,054 1,004
26 5 0.07 90% 0.00 1.40 $60.00 18.30 21.60 141% -0.79 3 19