Pre-market
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SNDQ 10.62
Expected move by Oct 16 ±$2.85 ±26.8% $7.77 – $13.47 90%: $4.57 – $16.67
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Every quote and Greek, one row per strike.
66 contracts 46 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.99 542% 7.70 11.70 $1.00 0.00 3.10 - - 0 0
0 0 0.99 374% 6.70 10.70 $2.00 0.00 3.10 - - 0 0
0 0 0.98 283% 5.70 9.70 $3.00 0.00 3.10 - - 0 0
13 7 0.98 221% 4.70 8.70 $4.00 0.00 3.10 - - 0 0
0 1 - - 3.80 7.00 $5.00 0.00 3.10 - - 0 0
0 0 0.94 162% 2.85 6.70 $6.00 0.00 0.45 635% -0.12 1 20
38 1 1.00 0% 1.75 5.50 $7.00 0.00 0.35 156% -0.11 1 3
9 6 0.84 135% 0.95 5.10 $8.00 0.35 0.55 146% -0.17 17 45
29 5 0.73 157% 2.00 3.10 $9.00 0.70 0.85 142% -0.26 16 107
34 100 0.64 139% 1.70 2.00 $10.00 1.15 1.35 144% -0.36 65 261
539 1,042 0.53 130% 1.25 1.35 $11.00 1.60 2.10 148% -0.46 7 110
2,215 208 0.44 140% 0.95 1.15 $12.00 2.10 3.00 153% -0.54 121 188
259 322 0.35 133% 0.65 0.80 $13.00 3.00 4.00 173% -0.58 7 22
152 49 0.28 137% 0.45 0.65 $14.00 2.00 6.10 152% -0.69 37 38
373 70 0.22 138% 0.30 0.55 $15.00 2.85 6.90 150% -0.75 5 14
205 6 0.17 138% 0.05 0.55 $16.00 3.80 7.90 162% -0.77 11 19
91 17 0.18 162% 0.25 0.50 $17.00 4.70 8.80 166% -0.81 8 5
59 2 0.13 153% 0.05 0.45 $18.00 5.60 9.70 162% -0.85 2 5
49 27 0.12 160% 0.05 0.40 $19.00 6.60 10.70 173% -0.86 0 0
320 43 0.09 155% 0.05 0.25 $20.00 7.60 11.70 183% -0.86 1 6
28 2 0.33 306% 0.00 3.10 $21.00 8.50 12.60 177% -0.90 5 5
5 1 0.19 234% 0.00 0.25 $22.00 9.50 13.60 185% -0.90 1 1
68 5 0.13 213% 0.00 0.35 $23.00 10.50 14.60 192% -0.91 0 0
1 1 0.16 235% 0.00 3.10 $24.00 11.50 15.60 199% -0.91 0 0
14 10 0.09 204% 0.00 5.40 $25.00 12.50 16.60 206% -0.91 1 1
9 134 0.18 271% 0.00 3.10 $26.00 13.40 17.60 201% -0.93 0 0
6 50 0.29 354% 0.00 3.10 $27.00 14.40 18.60 207% -0.93 0 0
0 0 0.17 282% 0.00 3.10 $28.00 15.40 19.60 214% -0.93 0 0
81 10 0.14 272% 0.00 3.10 $29.00 16.40 20.60 220% -0.93 0 0
0 0 0.14 275% 0.00 1.00 $30.00 17.40 21.60 226% -0.93 3 3
0 0 0.13 281% 0.00 3.10 $31.00 18.40 22.60 232% -0.94 0 0
0 0 0.12 277% 0.00 3.10 $32.00 19.40 23.60 237% -0.94 0 0
0 0 - - 0.00 3.10 $33.00 20.40 24.60 243% -0.94 0 0