Pre-market
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SGI 63.42
Expected move by Oct 16 ±$4.96 ±7.8% $58.46 – $68.38 90%: $52.90 – $73.94
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Every quote and Greek, one row per strike.
50 contracts 35 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 6.50 7.20 $2.50 0.00 0.00 - - 0 0
0 0 - - 4.00 4.60 $5.00 0.00 0.00 - - 0 0
0 0 - - 1.50 2.20 $7.50 0.00 0.25 - - 0 0
19 2 - - 0.05 0.30 $10.00 0.50 1.10 477% -0.02 1 1
15 0 - - 0.00 0.00 $12.50 2.80 3.50 622% -0.03 0 0
0 0 - - 0.00 0.00 $15.00 5.30 6.00 716% -0.04 0 0
0 0 - - 0.00 0.25 $17.50 7.80 8.50 771% -0.05 0 0
0 0 0.99 108% 27.00 30.10 $35.00 0.00 2.75 144% -0.04 0 0
3 3 0.99 72% 22.00 25.00 $40.00 0.00 2.75 92% -0.02 0 0
0 0 0.96 81% 17.40 20.10 $45.00 0.00 15.00 81% -0.04 18 18
0 0 0.95 60% 12.80 14.70 $50.00 0.05 0.40 59% -0.05 1 31
0 0 0.87 52% 8.30 9.90 $55.00 0.30 0.60 48% -0.11 1 117
2 3 0.70 47% 4.60 5.60 $60.00 1.20 1.45 42% -0.28 1 188
8 1 0.58 42% 3.20 3.50 $62.50 1.90 2.35 39% -0.42 12 87
32 23 0.44 41% 1.95 2.20 $65.00 3.10 3.70 38% -0.57 1 132
11 138 0.31 41% 1.15 1.40 $67.50 4.70 5.50 39% -0.71 1 36
386 20 0.20 41% 0.65 0.80 $70.00 6.40 7.50 35% -0.85 1 240
149 1 0.11 40% 0.25 0.45 $72.50 7.90 10.90 42% -0.88 0 0
143 10 0.08 44% 0.15 0.35 $75.00 10.80 12.70 44% -0.93 150 150
6 1 0.19 77% 0.00 15.00 $77.50 12.50 15.60 - - 0 0
173 1 0.06 54% 0.00 0.10 $80.00 14.90 17.90 - - 1 0
0 0 0.08 75% 0.00 15.00 $85.00 20.20 22.80 - - 0 0
0 0 0.07 85% 0.00 1.75 $90.00 25.00 28.10 - - 0 0
0 0 0.05 86% 0.00 2.75 $95.00 30.00 33.10 - - 0 0
0 0 0.06 101% 0.00 2.75 $100.00 35.00 38.10 - - 0 0