Pre-market
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SAN 14.62
Expected move by Oct 16 ±$1.22 ±8.3% $13.40 – $15.84 90%: $12.03 – $17.21
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Every quote and Greek, one row per strike.
74 contracts 42 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 7.30 9.90 $6.00 0.00 1.75 - - 0 0
0 0 - - 6.30 8.90 $7.00 0.00 1.75 - - 0 0
0 0 - - 5.20 7.90 $8.00 0.00 1.75 - - 0 0
0 0 - - 4.30 6.90 $9.00 0.00 1.75 - - 0 0
0 0 - - 3.30 5.90 $10.00 0.00 1.75 - - 0 0
6 6 1.00 0% 2.35 4.90 $11.00 0.00 1.75 - - 0 0
13 5 1.00 0% 1.35 3.90 $12.00 0.00 1.75 - - 1 1
10 9 0.80 59% 0.40 3.40 $13.00 0.00 0.25 41% -0.12 3 59
1,637 8 0.73 29% 0.55 1.10 $14.00 0.15 0.25 30% -0.27 6 936
3,662 763 0.38 28% 0.25 0.30 $15.00 0.55 1.60 57% -0.54 11 166
375 407 0.13 30% 0.05 0.10 $16.00 0.25 3.30 59% -0.69 2 2
0 0 0.12 46% 0.00 1.15 $17.00 1.20 3.80 51% -0.86 0 0
0 0 - - 0.00 1.75 $18.00 2.15 4.70 52% -0.93 0 0
0 0 - - 0.00 1.75 $19.00 3.10 5.70 56% -0.96 0 0
0 0 - - 0.00 1.10 $20.00 4.10 6.70 65% -0.97 0 0
0 0 - - 0.00 1.05 $21.00 4.70 7.70 - - 0 0
0 0 - - 0.00 0.05 $22.00 6.10 8.80 94% -0.94 0 0
0 0 0.00 0% 31.50 36.00 $45.00 0.00 4.80 - - 0 27
0 0 0.00 0% 29.00 33.50 $47.50 0.00 4.80 - - 0 14
0 0 0.00 0% 26.50 31.00 $50.00 0.00 4.80 - - 0 50
1 0 0.00 0% 22.00 25.40 $55.00 0.00 0.75 - - 0 1
50 0 0.00 0% 16.50 21.00 $60.00 0.00 0.75 - - 20 22
1 0 0.00 0% 14.80 17.60 $62.50 0.00 4.80 - - 0 0
1 1 0.97 1691% 11.50 16.00 $65.00 0.00 4.80 - - 0 2
0 0 0.87 1218% 10.20 12.60 $67.50 0.00 4.80 - - 0 5
2 0 0.75 979% 8.20 9.70 $70.00 0.00 4.80 - - 0 0
0 0 0.61 809% 5.70 7.20 $72.50 0.00 4.80 - - 0 0
2 0 0.47 661% 2.15 6.40 $75.00 0.00 0.75 - - 0 0
18 1 0.32 546% 0.05 4.80 $77.50 0.10 2.30 - - 0 10
0 0 0.17 435% 0.15 1.85 $80.00 1.30 2.25 - - 0 2
0 0 0.09 368% 0.00 0.75 $82.50 1.50 6.20 - - 0 0
3 0 - - 0.00 3.10 $85.00 4.00 8.50 - - 0 2
0 0 - - 0.00 4.80 $87.50 6.50 11.00 - - 0 0
0 0 - - 0.00 0.75 $90.00 9.00 13.50 - - 0 0
0 0 - - 0.00 0.75 $95.00 14.00 18.50 - - 0 0
0 0 - - 0.00 4.80 $100.00 19.00 23.50 - - 0 0
0 0 - - 0.00 3.10 $105.00 24.50 27.90 - - 0 0