Pre-market
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SEPN 38.54
Expected move by Oct 16 ±$5.71 ±14.8% $32.83 – $44.25 90%: $26.44 – $50.64
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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
0 0 0.98 209% 21.60 26.00 $15.00 0.00 3.80 243% -0.03 0 0
0 0 0.98 196% 20.60 25.00 $16.00 0.00 3.80 228% -0.04 0 0
0 0 0.98 183% 19.60 24.00 $17.00 0.00 3.80 214% -0.04 0 0
0 0 0.97 171% 18.60 23.00 $18.00 0.00 3.80 201% -0.04 0 0
0 0 0.97 160% 17.60 22.00 $19.00 0.00 15.00 188% -0.04 0 0
0 0 0.95 183% 17.00 21.20 $20.00 0.00 3.80 176% -0.05 1 0
1 1 0.96 153% 15.50 20.30 $21.00 0.00 3.80 165% -0.05 1 1
0 0 0.96 143% 14.50 19.30 $22.00 0.00 3.80 154% -0.05 1 1
0 0 0.95 138% 13.50 18.40 $23.00 0.00 3.80 143% -0.06 1 1
1 1 0.92 153% 13.00 17.60 $24.00 0.00 3.80 133% -0.06 1 0
0 0 0.91 147% 12.00 16.70 $25.00 0.00 15.00 124% -0.07 1 4
0 0 0.90 137% 11.00 15.70 $26.00 0.00 3.90 115% -0.07 1 3
0 0 0.89 129% 10.00 14.80 $27.00 0.00 4.00 106% -0.08 1 2
0 0 0.88 118% 9.00 13.80 $28.00 0.00 4.10 101% -0.09 1 2
0 0 0.90 94% 7.70 12.50 $29.00 0.00 4.20 90% -0.09 1 1
11 4 0.87 99% 7.00 11.80 $30.00 0.00 1.50 90% -0.12 1 0
10 10 0.84 96% 6.10 11.00 $31.00 0.00 4.50 85% -0.14 0 0
7 5 0.81 96% 5.50 10.00 $32.00 0.00 4.70 137% -0.24 0 0
50 50 0.79 85% 4.50 9.00 $33.00 0.00 1.65 84% -0.20 0 0
0 0 0.75 85% 3.60 8.50 $34.00 0.05 4.90 117% -0.28 0 0
3 1 0.71 84% 3.00 7.70 $35.00 0.10 4.90 106% -0.31 0 0
0 0 0.67 80% 2.20 7.00 $36.00 0.10 4.90 94% -0.34 0 0
1 1 0.62 81% 1.70 6.50 $37.00 0.10 4.90 82% -0.38 0 0
1 2 0.57 75% 1.15 5.50 $38.00 0.30 4.90 72% -0.43 2 5
0 40 0.53 92% 2.15 4.90 $39.00 0.65 4.90 64% -0.49 0 0
3 2 0.45 65% 0.10 4.00 $40.00 1.15 5.50 62% -0.55 5 5
0 0 0.44 85% 0.10 4.90 $41.00 2.00 6.00 64% -0.61 0 0
5 19 0.39 82% 0.75 3.30 $42.00 2.50 6.50 58% -0.68 10 10
0 0 0.35 80% 0.00 5.00 $43.00 3.10 7.50 60% -0.73 10 10
2 1 0.31 83% 0.00 4.90 $44.00 4.00 8.00 56% -0.80 0 0
6 1 0.27 83% 0.00 1.85 $45.00 4.60 9.00 55% -0.85 0 0
0 0 0.35 122% 0.00 4.90 $46.00 5.50 9.50 41% -0.96 0 0
0 0 0.34 129% 0.05 5.00 $47.00 6.50 10.50 45% -0.96 0 0
0 0 0.18 81% 0.00 1.30 $48.00 7.50 11.50 49% -0.96 0 0
0 0 0.15 80% 0.00 4.40 $49.00 8.00 12.50 - - 0 0
13 1 0.14 82% 0.00 4.30 $50.00 9.20 13.00 - - 1 1
1 1 0.10 97% 0.00 4.00 $55.00 14.00 18.00 - - 0 0
0 0 0.09 114% 0.00 3.80 $60.00 19.00 23.00 - - 0 0
0 0 0.08 128% 0.00 15.00 $65.00 24.00 28.70 - - 0 0
0 0 0.08 140% 0.00 3.80 $70.00 29.00 33.50 - - 0 0