Pre-market
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RLI 59.05
Expected move by Oct 16 ±$4.53 ±7.7% $54.52 – $63.59 90%: $49.45 – $68.66
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Every quote and Greek, one row per strike.
26 contracts 14 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.97 117% 21.90 26.50 $35.00 0.00 5.00 - - 0 0
0 0 0.97 86% 16.80 21.50 $40.00 0.00 5.00 - - 0 0
0 0 0.95 68% 11.90 16.50 $45.00 0.00 5.00 - - 0 0
0 0 0.88 58% 7.10 11.90 $50.00 0.00 5.00 - - 0 0
2 2 0.77 38% 2.50 7.00 $55.00 0.00 4.80 41% -0.24 1 2
12 12 0.47 48% 0.05 4.90 $60.00 0.15 4.90 31% -0.57 1 1
0 0 0.16 37% 0.00 4.80 $65.00 3.50 8.20 - - 0 0
0 0 0.12 53% 0.00 5.00 $70.00 8.50 13.10 - - 0 0
0 0 - - 0.00 5.00 $75.00 13.50 18.30 - - 0 0
0 0 - - 0.00 5.00 $80.00 18.50 23.30 - - 0 0
0 0 - - 0.00 5.00 $85.00 23.50 28.20 - - 0 0
0 0 - - 0.00 5.00 $90.00 28.50 33.20 - - 0 0
0 0 - - 0.00 5.00 $95.00 33.50 38.30 - - 0 0