Pre-market
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SFM 68.66
Expected move by Oct 16 ±$5.55 ±8.1% $63.11 – $74.21 90%: $56.89 – $80.43
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Every quote and Greek, one row per strike.
38 contracts 25 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
10 10 0.96 131% 27.20 31.20 $40.00 0.00 0.75 - - 0 0
0 0 0.94 114% 22.40 26.30 $45.00 0.00 1.75 - - 0 0
0 0 0.91 101% 17.80 21.50 $50.00 0.00 1.10 - - 0 0
7 1 0.97 47% 12.40 15.40 $55.00 0.00 0.20 47% -0.03 3 111
4 2 0.89 44% 7.80 10.70 $60.00 0.25 0.75 47% -0.12 14 947
13 2 0.69 50% 4.50 7.00 $65.00 1.20 1.50 41% -0.28 238 953
351 10 0.46 42% 2.40 2.65 $70.00 3.30 3.90 41% -0.54 136 1,082
354 281 0.24 44% 0.90 1.25 $75.00 6.20 7.50 36% -0.82 10 630
602 259 0.12 46% 0.30 0.60 $80.00 10.10 12.90 41% -0.93 1 382
506 95 0.03 43% 0.05 0.15 $85.00 14.20 17.50 - - 1 65
540 3 0.03 54% 0.00 0.15 $90.00 19.10 23.30 - - 2 5
568 22 0.02 61% 0.00 0.75 $95.00 24.90 27.80 60% -0.99 1 0
5,077 1 0.10 103% 0.00 0.20 $100.00 29.00 32.80 - - 2 0
35 2 0.13 123% 0.00 0.95 $105.00 33.90 37.90 - - 0 0
4 3 0.05 104% 0.00 1.00 $110.00 38.90 42.90 - - 0 0
38 27 0.07 118% 0.00 1.75 $115.00 43.70 47.60 - - 0 0
4 2 0.04 117% 0.00 1.75 $120.00 49.00 52.90 - - 0 0
248 248 0.06 131% 0.00 1.25 $125.00 53.90 57.80 - - 0 0
0 0 0.03 123% 0.00 1.80 $130.00 58.90 62.80 - - 0 0