Pre-market
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SAIA 348.04
Expected move by Oct 16 ±$27.68 ±8.0% $320.36 – $375.72 90%: $289.35 – $406.73
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Every quote and Greek, one row per strike.
58 contracts 42 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 114.70 122.50 $230.00 0.00 2.10 - - 0 0
0 0 1.00 51% 104.80 112.60 $240.00 0.00 7.50 91% -0.05 0 0
0 0 1.00 0% 94.80 102.60 $250.00 0.00 2.95 70% -0.03 0 0
0 0 1.00 0% 85.10 92.10 $260.00 0.00 3.40 76% -0.05 0 0
1 2 1.00 0% 75.00 81.80 $270.00 0.00 3.20 67% -0.06 1 0
0 0 0.99 35% 65.20 72.50 $280.00 0.00 3.30 59% -0.07 2 13
0 0 0.96 41% 55.60 63.20 $290.00 0.05 2.50 49% -0.06 0 0
0 0 0.93 41% 46.00 54.10 $300.00 0.30 3.20 44% -0.09 1 1
1 2 0.88 40% 37.10 45.10 $310.00 1.55 4.60 44% -0.14 1 1
0 0 0.81 40% 29.00 36.80 $320.00 2.55 6.50 42% -0.20 1 1
0 0 0.71 43% 23.50 29.60 $330.00 5.10 9.70 42% -0.29 2 3
2 2 0.62 40% 15.50 23.20 $340.00 7.60 13.40 40% -0.38 16 14
1 1 0.51 40% 10.40 18.10 $350.00 12.60 20.00 43% -0.49 6 8
20 20 0.40 39% 6.10 13.30 $360.00 18.20 25.90 43% -0.59 2 3
1 1 0.30 39% 3.40 10.00 $370.00 24.00 32.00 40% -0.70 0 0
0 1 0.23 41% 1.60 7.70 $380.00 32.10 39.70 41% -0.78 0 0
0 0 0.14 38% 0.45 4.40 $390.00 41.40 48.00 43% -0.83 0 0
151 2 0.11 40% 0.05 3.70 $400.00 49.70 57.00 42% -0.89 0 0
1 1 0.09 45% 0.10 3.30 $410.00 59.30 66.50 44% -0.92 0 0
100 1 0.08 50% 0.00 3.40 $420.00 68.70 76.80 48% -0.94 0 0
0 0 0.08 54% 0.00 3.20 $430.00 78.20 86.20 46% -0.97 0 0
0 0 0.08 59% 0.00 3.00 $440.00 88.00 96.10 47% -0.98 2 0
0 0 0.07 63% 0.00 2.80 $450.00 98.00 106.00 49% -0.99 0 0
1 1 0.07 68% 0.00 2.65 $460.00 108.00 115.80 - - 1 0
0 0 0.07 72% 0.00 2.55 $470.00 118.00 125.80 - - 1 0
0 0 0.04 65% 0.00 2.25 $480.00 128.00 135.80 - - 1 0
0 0 0.05 74% 0.00 2.50 $490.00 138.00 145.60 - - 1 0
0 0 0.04 75% 0.00 2.85 $500.00 148.00 155.70 - - 0 0
0 0 0.03 74% 0.00 2.80 $510.00 158.00 165.70 - - 0 0