Pre-market
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ROK 425.03
Expected move by Oct 16 ±$21.34 ±5.0% $403.69 – $446.37 90%: $379.79 – $470.27
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Every quote and Greek, one row per strike.
80 contracts 50 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
5 5 0.99 123% 203.80 208.10 $220.00 0.00 4.50 125% -0.01 0 0
0 0 0.98 118% 193.70 198.50 $230.00 0.00 4.30 119% -0.02 0 0
0 0 0.99 100% 183.50 187.80 $240.00 0.00 4.30 111% -0.02 0 0
1 1 0.99 93% 173.50 177.80 $250.00 0.00 4.30 81% -0.00 2 4
0 0 0.99 86% 163.50 167.80 $260.00 0.00 4.30 87% -0.01 20 6
0 0 0.99 83% 153.60 158.10 $270.00 0.00 4.30 83% -0.01 3 7
0 0 0.98 80% 143.70 148.30 $280.00 0.00 4.30 73% -0.01 60 12
0 0 0.98 70% 133.50 138.20 $290.00 0.00 4.50 70% -0.01 4 5
0 0 0.98 66% 123.70 128.20 $300.00 0.00 4.40 61% -0.01 4 4
0 0 0.98 63% 113.80 118.30 $310.00 0.00 4.30 53% -0.01 2 7
0 0 0.97 60% 104.00 108.50 $320.00 0.00 4.30 71% -0.05 4 20
2 2 0.97 53% 94.00 98.30 $330.00 0.00 5.00 70% -0.07 2 66
17 17 0.97 49% 84.00 88.60 $340.00 0.00 1.70 49% -0.03 2 36
5 5 0.97 42% 74.30 78.00 $350.00 0.00 4.60 54% -0.07 12 27
2 1 0.98 31% 63.70 68.00 $360.00 0.00 1.00 38% -0.04 5 24
3 1 0.94 35% 54.70 58.50 $370.00 0.00 1.50 33% -0.05 3 628
13 5 0.92 32% 45.70 48.50 $380.00 0.65 2.00 32% -0.08 6 107
19 1 0.88 30% 35.90 39.50 $390.00 0.40 2.45 27% -0.10 6 1,605
10 2 0.81 28% 27.30 31.00 $400.00 1.40 5.50 28% -0.19 4 269
72 6 0.71 28% 20.20 23.40 $410.00 4.70 6.70 27% -0.29 7 63
102 4 0.59 27% 13.80 16.80 $420.00 6.80 10.60 25% -0.41 2 527
20 57 0.46 26% 7.80 11.70 $430.00 11.60 16.00 26% -0.55 3 53
623 40 0.33 27% 5.20 7.50 $440.00 18.00 22.00 25% -0.68 47 134
39 13 0.21 25% 2.65 3.70 $450.00 25.60 29.50 25% -0.80 1 71
33 8 0.13 26% 1.60 2.25 $460.00 34.80 37.80 26% -0.88 5 13
36 11 0.10 29% 0.40 2.80 $470.00 43.50 47.50 26% -0.93 1 16
35 4 0.06 29% 0.00 2.95 $480.00 53.20 57.20 27% -0.96 1 0
18 3 0.07 36% 0.00 2.00 $490.00 63.50 67.20 33% -0.96 1 0
39 1 0.04 35% 0.00 1.40 $500.00 73.50 76.90 35% -0.97 18 0
25 1 0.10 51% 0.00 4.40 $510.00 83.50 86.90 39% -0.97 34 0
16 5 0.06 48% 0.00 4.20 $520.00 93.50 98.30 49% -0.94 0 0
20 1 0.09 59% 0.00 1.70 $530.00 103.50 106.90 45% -0.98 3 0
256 2 0.02 43% 0.00 0.35 $540.00 113.50 116.90 48% -0.98 1 0
52 10 0.03 56% 0.00 4.00 $560.00 132.80 137.20 49% -0.99 0 0
27 1 0.06 73% 0.00 4.20 $580.00 152.60 157.20 - - 0 0
2 8 0.03 67% 0.00 4.00 $600.00 172.60 177.20 - - 0 0
9 18 0.01 64% 0.00 4.20 $620.00 192.80 197.20 65% -0.99 0 0
1 1 0.05 89% 0.00 4.20 $640.00 212.60 217.20 - - 0 0
1 1 0.04 93% 0.00 2.80 $660.00 232.60 237.20 - - 1 0
0 0 0.04 98% 0.00 4.10 $680.00 252.70 257.20 - - 0 0