Pre-market
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RL 339.82
Expected move by Oct 16 ±$19.61 ±5.8% $320.21 – $359.43 90%: $298.23 – $381.41
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Every quote and Greek, one row per strike.
76 contracts 50 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
3 2 - - 147.50 151.80 $190.00 0.00 2.15 104% -0.01 1 1
2 2 - - 142.60 146.80 $195.00 0.00 2.15 101% -0.01 1 1
0 0 - - 137.60 141.90 $200.00 0.00 2.15 96% -0.01 2 4
2 1 - - 127.60 131.70 $210.00 0.00 2.15 89% -0.01 1 10
0 0 - - 117.60 121.80 $220.00 0.00 2.65 83% -0.02 1 8
0 0 - - 107.70 111.60 $230.00 0.00 2.65 73% -0.01 1 7
1 1 - - 97.70 101.60 $240.00 0.00 2.65 76% -0.03 2 11
0 0 - - 87.70 91.50 $250.00 0.00 2.65 71% -0.04 2 28
0 0 - - 77.70 81.50 $260.00 0.00 2.65 50% -0.02 18 28
5 1 - - 67.80 71.40 $270.00 0.00 2.30 57% -0.05 1 18
1 1 - - 57.90 61.60 $280.00 0.35 2.50 52% -0.07 30 48
4 4 - - 48.20 50.80 $290.00 0.45 2.00 43% -0.07 4 259
2 3 1.00 0% 38.50 42.00 $300.00 0.30 3.30 40% -0.10 1 25
1 1 0.92 25% 29.50 32.70 $310.00 1.40 2.80 34% -0.13 9 23
1 2 0.82 27% 21.00 24.50 $320.00 2.75 5.30 33% -0.22 33 508
18 1 0.68 28% 14.00 17.50 $330.00 5.50 8.70 33% -0.34 5 79
23 2 0.52 28% 8.50 11.70 $340.00 10.40 12.70 33% -0.48 3 43
18 18 0.37 29% 5.40 7.20 $350.00 16.30 18.50 33% -0.61 1 94
131 3 0.23 28% 2.50 4.00 $360.00 23.60 26.20 35% -0.72 1 92
23 11 0.15 30% 1.50 2.45 $370.00 31.90 34.60 36% -0.80 2 49
36 2 0.08 30% 0.25 1.70 $380.00 41.30 43.80 40% -0.85 17 29
28 1 0.06 32% 0.00 1.15 $390.00 50.50 53.50 43% -0.88 2 22
63 1 0.08 43% 0.00 2.55 $400.00 59.40 63.30 45% -0.92 5 23
36 3 0.07 46% 0.05 2.35 $410.00 69.40 73.20 50% -0.92 1 13
13 1 0.04 44% 0.00 0.65 $420.00 79.60 83.10 55% -0.93 1 7
78 1 0.03 46% 0.00 0.20 $430.00 89.90 93.10 61% -0.93 0 0
24 2 0.03 49% 0.00 2.65 $440.00 99.90 103.10 65% -0.93 0 0
265 309 0.05 62% 0.00 2.65 $450.00 109.40 113.10 66% -0.94 0 0
40 4 0.02 56% 0.00 2.65 $460.00 119.50 123.10 71% -0.94 0 0
43 1 0.02 59% 0.00 2.00 $470.00 129.10 133.10 73% -0.95 1 0
53 2 0.02 63% 0.00 2.65 $480.00 139.30 143.00 77% -0.95 1 0
10 1 0.05 79% 0.00 2.15 $490.00 149.10 153.00 80% -0.96 0 0
14 1 0.04 79% 0.00 2.65 $500.00 159.40 163.00 85% -0.95 0 0
3 2 0.01 69% 0.00 2.65 $510.00 169.50 173.00 89% -0.95 62 0
9 4 0.02 75% 0.00 2.65 $520.00 179.20 183.10 92% -0.96 1 0
4 1 0.02 81% 0.00 2.65 $540.00 199.20 203.00 98% -0.96 1 0
1 1 0.02 87% 0.00 2.15 $560.00 219.30 223.10 105% -0.96 3 0
1 1 0.01 90% 0.00 2.35 $580.00 239.50 243.00 112% -0.96 0 0