Pre-market
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SARO 22.88
Expected move by Oct 16 ±$1.59 ±6.9% $21.29 – $24.47 90%: $19.52 – $26.24
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Every quote and Greek, one row per strike.
16 contracts 10 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
11 10 0.96 64% 3.80 7.20 $17.50 0.00 5.00 101% -0.12 5 5
4 1 - - 1.75 4.00 $20.00 0.00 5.00 45% -0.11 6 14
1,044 272 0.60 35% 0.80 1.35 $22.50 0.50 0.85 37% -0.40 53 354
130 10 0.23 42% 0.10 0.55 $25.00 1.20 3.10 25% -0.92 1 251
369 31 0.08 71% 0.00 0.10 $30.00 7.00 7.40 67% -0.93 2 7
113 6 0.08 107% 0.00 15.00 $35.00 11.20 13.60 118% -0.89 0 0
42 1 0.12 155% 0.00 0.60 $40.00 15.50 18.50 - - 2 0
20 7 0.10 174% 0.00 0.95 $45.00 21.00 24.30 188% -0.87 2 0