Pre-market
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SM 35.42
Expected move by Oct 16 ±$3.44 ±9.7% $31.98 – $38.86 90%: $28.12 – $42.72
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Every quote and Greek, one row per strike.
54 contracts 35 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
15 0 1.00 0% 34.10 37.50 $15.00 0.00 2.05 - - 1 25
3 0 0.97 1289% 31.20 35.10 $17.50 0.00 2.05 190% -0.05 0 2
0 0 - - 13.70 16.40 $20.00 0.00 0.15 - - 2 2
0 4 0.91 869% 26.60 30.10 $22.50 0.00 0.40 131% -0.07 41 208
13 13 - - 8.90 11.10 $25.00 0.00 4.20 103% -0.08 0 0
0 0 - - 7.20 8.40 $27.50 0.00 0.40 84% -0.10 26 56
20 10 - - 4.80 5.70 $30.00 0.00 2.05 97% -0.22 2 28
9 2 0.82 37% 2.85 3.70 $32.50 0.00 2.05 41% -0.19 1 39
2 2 0.73 464% 15.00 17.40 $35.00 0.00 2.00 17% -0.38 1 41
10 2 0.68 406% 12.50 15.00 $37.50 3.30 3.70 62% -0.61 11 801
1,136 414 0.19 49% 0.35 0.55 $40.00 0.00 2.15 - - 0 4
472 281 0.09 49% 0.10 0.25 $42.50 6.80 8.50 70% -0.82 8 29
383 8 0.08 63% 0.05 0.35 $45.00 9.10 10.60 68% -0.90 0 0
439 1 0.05 65% 0.00 0.65 $47.50 11.70 13.60 95% -0.85 0 0
322 6 0.04 72% 0.00 0.20 $50.00 1.70 2.75 - - 0 2