Pre-market
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SNX 279.35
Expected move by Oct 16 ±$24.61 ±8.8% $254.74 – $303.96 90%: $227.60 – $331.10 Earnings before expiry
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Every quote and Greek, one row per strike.
80 contracts 57 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 152.30 156.30 $125.00 0.00 2.15 146% -0.01 0 0
2 1 0.99 125% 147.70 151.80 $130.00 0.00 2.15 139% -0.01 2 2
5 5 1.00 97% 142.60 146.60 $135.00 0.00 1.80 133% -0.01 2 2
0 0 0.99 111% 137.70 141.80 $140.00 0.00 2.15 127% -0.01 1 3
1 1 1.00 101% 132.70 136.70 $145.00 0.00 2.15 121% -0.01 2 3
1 1 0.99 99% 127.60 131.90 $150.00 0.00 2.15 115% -0.01 1 3
0 0 0.99 102% 122.80 126.90 $155.00 0.00 2.15 110% -0.01 1 4
0 1 0.99 98% 117.90 121.90 $160.00 0.00 2.15 104% -0.01 1 1
0 0 1.00 0% 112.70 116.50 $165.00 0.00 1.50 99% -0.01 1 1
0 0 0.99 87% 107.80 112.00 $170.00 0.00 1.30 96% -0.02 1 1
0 0 0.99 84% 102.90 107.00 $175.00 0.00 1.30 85% -0.01 0 0
0 0 0.99 70% 97.90 101.70 $180.00 0.00 0.75 80% -0.01 0 0
0 0 0.99 72% 93.00 96.80 $185.00 0.00 1.20 76% -0.01 0 0
0 0 0.98 72% 88.00 92.10 $190.00 0.00 0.50 72% -0.01 0 0
0 0 0.99 66% 83.10 86.90 $195.00 0.00 2.15 71% -0.02 1 1
8 2 1.00 0% 77.60 81.20 $200.00 0.00 2.35 79% -0.04 1 14
0 0 1.00 41% 68.30 71.30 $210.00 0.30 0.50 58% -0.02 6 11
5 2 0.98 46% 58.30 61.80 $220.00 0.10 1.60 57% -0.05 5 17
6 1 0.96 45% 48.60 52.20 $230.00 0.50 2.35 55% -0.07 1 16
106 1 0.92 43% 39.00 43.00 $240.00 0.50 3.20 49% -0.10 20 44
45 1 0.84 45% 31.30 34.30 $250.00 2.60 3.80 47% -0.16 23 49
87 1 0.76 43% 23.40 25.80 $260.00 4.90 6.20 46% -0.25 7 118
135 13 0.65 44% 17.20 19.00 $270.00 7.80 9.70 45% -0.36 10 80
161 14 0.52 44% 11.90 13.50 $280.00 12.00 14.20 45% -0.48 3 32
156 109 0.40 45% 7.70 10.00 $290.00 18.00 20.00 45% -0.60 5 0
457 23 0.29 43% 4.70 6.10 $300.00 24.20 27.20 44% -0.71 1 2
78 7 0.19 41% 1.20 4.80 $310.00 32.00 34.70 42% -0.81 3 8
37 228 0.11 40% 0.10 2.90 $320.00 40.90 43.50 44% -0.88 0 0
20 5 0.07 40% 0.35 1.30 $330.00 50.10 53.50 47% -0.91 0 0
101 100 0.04 43% 0.10 1.00 $340.00 59.90 62.90 50% -0.93 0 0
112 1 0.05 49% 0.05 1.25 $350.00 69.50 72.60 51% -0.96 0 0
83 7 0.02 47% 0.05 0.55 $360.00 79.50 82.80 57% -0.95 2 0
1 1 0.03 53% 0.05 0.70 $370.00 89.60 92.80 63% -0.95 0 0
0 1 0.03 58% 0.00 0.85 $380.00 99.60 102.60 66% -0.96 0 0
0 1 0.03 63% 0.00 2.15 $390.00 109.40 112.80 71% -0.96 1 0
0 1 0.02 66% 0.00 2.15 $400.00 119.50 123.10 78% -0.96 1 0
0 0 0.02 70% 0.00 2.15 $410.00 129.40 133.60 85% -0.95 1 0
0 0 0.02 74% 0.00 2.15 $420.00 138.90 142.70 76% -0.98 1 0
0 0 0.02 79% 0.00 2.15 $430.00 149.50 152.70 88% -0.97 1 0
0 0 0.02 82% 0.00 2.15 $440.00 158.90 162.60 82% -0.99 1 0