Pre-market
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SN 169.50
Expected move by Oct 16 ±$14.50 ±8.6% $155.00 – $184.00 90%: $138.76 – $200.24
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Every quote and Greek, one row per strike.
44 contracts 38 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
5 3 - - 36.50 39.90 $130.00 0.00 1.85 60% -0.04 5 6
0 0 - - 31.30 34.70 $135.00 0.05 1.00 55% -0.05 1 5
1 1 - - 26.60 30.00 $140.00 0.55 1.70 58% -0.09 5 12
0 0 - - 22.10 25.50 $145.00 0.95 1.45 51% -0.10 1 165
14 13 0.99 22% 18.50 21.40 $150.00 1.65 2.00 49% -0.15 21 49
2 2 0.89 30% 13.80 17.50 $155.00 2.50 3.40 49% -0.22 9 409
7 7 0.74 38% 11.50 14.00 $160.00 4.00 5.60 52% -0.30 18 705
21 937 0.63 39% 9.20 9.90 $165.00 6.00 7.50 51% -0.39 7 389
237 17 0.52 39% 6.30 7.60 $170.00 8.50 9.60 51% -0.48 39 220
82 9 0.42 42% 4.50 6.10 $175.00 11.50 14.00 55% -0.55 139 402
43 51 0.31 40% 3.00 3.90 $180.00 14.20 16.50 52% -0.64 11 40
234 36 0.24 42% 2.00 2.90 $185.00 18.20 21.40 57% -0.69 1 1,001
113 21 0.16 41% 0.90 2.00 $190.00 22.70 26.20 63% -0.73 186 185
162 7 0.13 45% 0.85 1.65 $195.00 27.60 30.50 67% -0.76 0 0
22 1 0.10 46% 0.25 1.60 $200.00 31.90 35.20 70% -0.79 2 1
24 1 0.06 50% 0.05 1.10 $210.00 41.10 44.80 77% -0.84 0 0
37 509 0.03 52% 0.10 0.45 $220.00 51.20 54.60 87% -0.85 0 0
0 0 0.04 65% 0.00 1.30 $230.00 60.90 64.70 95% -0.87 0 0
27 9 0.03 70% 0.00 0.05 $240.00 70.80 75.00 105% -0.87 0 0
0 0 0.03 77% 0.00 1.45 $250.00 80.90 85.00 114% -0.88 0 0
0 0 0.03 83% 0.00 1.45 $260.00 90.80 94.70 120% -0.89 0 0
0 0 0.03 89% 0.00 1.45 $270.00 100.80 105.00 130% -0.89 0 0