Pre-market
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SNA 369.75
Expected move by Oct 16 ±$19.94 ±5.4% $349.81 – $389.69 90%: $327.82 – $411.68 Earnings before expiry
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Every quote and Greek, one row per strike.
58 contracts 36 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 84% 109.70 113.10 $260.00 0.00 2.15 - - 0 0
0 0 0.95 80% 100.00 103.30 $270.00 0.00 0.75 - - 0 0
0 0 0.95 69% 89.60 93.10 $280.00 0.00 2.20 - - 0 0
0 0 0.93 66% 79.90 83.80 $290.00 0.00 0.75 49% -0.02 0 0
6 6 0.92 59% 70.20 73.70 $300.00 0.00 0.75 43% -0.03 0 0
3 3 0.91 51% 60.50 63.40 $310.00 0.00 5.00 37% -0.03 0 0
0 0 0.89 48% 51.30 53.70 $320.00 0.00 1.70 34% -0.04 1 17
0 0 0.86 43% 41.70 44.40 $330.00 0.00 3.20 32% -0.08 1 2
0 0 0.81 38% 32.80 35.20 $340.00 1.05 3.20 31% -0.14 1 2
0 0 0.75 34% 23.70 26.50 $350.00 2.10 5.00 29% -0.22 10 7
0 0 0.65 31% 16.20 19.00 $360.00 4.30 6.80 26% -0.33 10 16
23 20 0.52 30% 10.20 12.70 $370.00 8.00 10.90 25% -0.49 1 26
15 14 0.37 28% 4.90 8.40 $380.00 13.40 16.20 23% -0.66 1 7
24 7 0.23 27% 2.00 4.80 $390.00 20.00 22.80 19% -0.86 1 1
32 12 0.12 25% 0.90 2.00 $400.00 28.80 30.90 - - 0 0
8 1 0.08 28% 0.00 2.55 $410.00 38.80 40.90 - - 1 1
11 1 0.04 28% 0.00 2.40 $420.00 48.00 51.60 - - 0 0
0 0 0.08 40% 0.00 0.75 $430.00 58.10 61.00 - - 0 0
0 0 0.03 36% 0.00 0.75 $440.00 68.10 71.00 - - 0 0
0 0 0.03 39% 0.00 0.75 $450.00 78.10 81.60 - - 0 0
0 0 0.03 42% 0.00 0.75 $460.00 87.50 91.60 - - 0 0
0 0 0.03 46% 0.00 0.75 $470.00 98.00 101.60 - - 0 0
0 0 - - 0.00 0.75 $480.00 108.10 111.60 - - 0 0
0 0 - - 0.00 0.75 $490.00 118.10 121.50 - - 0 0
0 0 - - 0.00 2.15 $500.00 128.00 131.60 - - 0 0
0 0 - - 0.00 0.75 $510.00 138.10 141.10 - - 0 0
0 0 - - 0.00 2.15 $520.00 148.00 151.60 - - 0 0
0 0 - - 0.00 2.15 $530.00 158.10 161.00 - - 0 0
0 0 - - 0.00 2.15 $540.00 168.10 171.10 - - 0 0