Pre-market
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SEZL 117.08
Expected move by Oct 16 ±$11.33 ±9.7% $105.75 – $128.41 90%: $93.07 – $141.09
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Every quote and Greek, one row per strike.
86 contracts 57 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 2 - - 84.30 88.60 $30.00 0.00 0.75 - - 2 7
1 1 - - 80.00 83.80 $35.00 0.00 2.15 242% -0.01 1 1
3 2 - - 75.10 79.00 $40.00 0.00 2.15 271% -0.03 0 0
2 1 - - 69.40 73.50 $45.00 0.00 1.00 190% -0.01 2 56
1 2 - - 64.50 68.50 $50.00 0.00 2.00 211% -0.03 3 5
2 2 - - 60.10 63.90 $55.00 0.00 2.15 156% -0.02 80 80
4 1 - - 54.80 58.60 $60.00 0.00 2.15 177% -0.04 1 2
22 1 1.00 0% 50.20 54.00 $65.00 0.00 2.15 138% -0.03 3 2
4 2 1.00 0% 45.10 49.10 $70.00 0.00 2.20 140% -0.05 3 6
3 2 - - 40.00 43.50 $75.00 0.00 2.25 118% -0.05 1 12
7 11 1.00 0% 35.90 38.50 $80.00 0.10 0.70 86% -0.03 1 1,877
61 21 - - 30.40 33.60 $85.00 0.00 0.70 76% -0.04 2 18
6 1 0.99 43% 25.90 28.80 $90.00 0.00 0.75 64% -0.05 1 41
9 2 0.98 42% 20.80 24.10 $95.00 0.05 1.60 63% -0.09 1 21
61 10 0.91 49% 16.30 19.80 $100.00 1.20 1.35 59% -0.13 58 460
25 1 0.82 49% 12.20 15.60 $105.00 1.65 3.90 63% -0.23 15 127
74 29 0.71 50% 8.50 12.20 $110.00 2.50 4.60 55% -0.30 19 298
259 83 0.59 51% 5.50 9.40 $115.00 4.10 6.00 50% -0.41 36 76
302 31 0.46 52% 3.60 7.00 $120.00 6.90 9.20 53% -0.54 2 129
130 48 0.35 53% 2.30 5.00 $125.00 10.00 13.30 57% -0.64 30 38
49 32 0.24 52% 1.30 3.00 $130.00 13.80 17.30 59% -0.73 27 77
45 25 0.21 60% 0.65 3.50 $135.00 18.10 21.40 61% -0.79 21 100
51 68 0.13 57% 0.60 1.60 $140.00 22.60 25.90 64% -0.84 10 34
44 16 0.09 58% 0.20 1.25 $145.00 27.30 30.00 62% -0.90 10 20
576 6 0.06 58% 0.05 0.85 $150.00 32.40 35.40 73% -0.89 10 29
82 6 0.06 64% 0.05 0.90 $155.00 37.00 40.20 75% -0.91 1 3
204 6 0.04 67% 0.00 0.90 $160.00 41.90 45.90 87% -0.90 1 15
170 1 0.07 84% 0.00 2.05 $165.00 46.20 50.10 75% -0.96 1 1
90 1 0.04 78% 0.00 2.00 $170.00 51.10 55.10 79% -0.97 141 3
173 1 0.09 103% 0.00 0.95 $175.00 56.50 60.40 94% -0.94 3 1
35 7 0.02 79% 0.00 0.90 $180.00 61.40 65.10 94% -0.96 1 78
20 1 0.08 112% 0.00 0.70 $185.00 66.30 70.10 97% -0.96 3 4
9 5 0.04 98% 0.00 2.25 $190.00 71.40 75.10 103% -0.96 1 0
4 1 0.08 124% 0.00 2.20 $195.00 76.30 80.10 106% -0.96 1 0
7 2 0.06 121% 0.00 2.20 $200.00 81.40 85.10 113% -0.96 7 0
6 2 0.03 113% 0.00 2.15 $210.00 91.50 95.40 127% -0.95 0 0
192 2 0.03 120% 0.00 1.95 $220.00 101.50 105.40 135% -0.95 0 0
8 4 0.05 140% 0.00 7.60 $230.00 111.50 115.10 137% -0.96 0 0
9 4 0.03 135% 0.00 2.15 $240.00 121.30 125.10 139% -0.97 1 0
1 1 0.03 139% 0.00 1.95 $250.00 131.50 135.80 163% -0.95 22 0
4 1 0.03 145% 0.00 0.55 $260.00 141.50 145.40 164% -0.96 1 0
2 1 0.03 151% 0.00 2.15 $270.00 151.50 155.10 162% -0.97 0 0
2 1 0.03 157% 0.00 1.40 $280.00 161.70 165.80 186% -0.95 0 0