Pre-market
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SOFX 8.12
Expected move by Oct 16 ±$1.34 ±16.5% $6.78 – $9.46 90%: $5.29 – $10.95
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Every quote and Greek, one row per strike.
42 contracts 28 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 6.70 7.50 $1.00 0.00 2.55 - - 0 0
0 0 0.97 412% 5.80 6.60 $2.00 0.00 0.10 - - 0 0
0 0 0.95 302% 4.80 5.60 $3.00 0.00 0.20 - - 0 0
0 0 0.92 248% 3.90 4.60 $4.00 0.00 3.90 - - 0 0
20 20 0.91 169% 2.90 3.50 $5.00 0.00 0.35 - - 0 0
91 50 0.86 130% 1.95 2.55 $6.00 0.00 0.30 104% -0.12 1 1
2 1 0.74 102% 1.00 1.75 $7.00 0.25 0.30 81% -0.24 38 413
20 12 0.54 106% 0.75 0.95 $8.00 0.55 0.70 69% -0.48 266 391
122 58 0.35 97% 0.35 0.50 $9.00 0.95 1.50 56% -0.77 17 347
132 146 0.21 98% 0.20 0.25 $10.00 1.80 2.25 2% -0.97 73 172
223 20 0.11 95% 0.05 0.15 $11.00 2.60 3.40 2% -0.97 33 43
168 35 0.10 112% 0.05 0.15 $12.00 3.60 4.40 2% -0.97 4 9
101 43 0.09 127% 0.05 0.15 $13.00 4.50 5.10 - - 0 0
24 4 0.11 154% 0.00 0.05 $14.00 5.50 6.30 2% -0.97 0 0
64 9 0.09 162% 0.00 5.00 $15.00 6.60 7.10 - - 1 1
97 12 0.09 173% 0.00 5.00 $16.00 7.60 8.20 2% -0.97 1 1
0 0 0.18 239% 0.00 5.00 $17.00 6.80 10.80 - - 1 1
0 0 - - 0.00 5.00 $18.00 9.40 10.10 - - 1 1
0 0 - - 0.00 5.00 $19.00 10.50 11.30 2% -0.97 0 0
15 15 - - 0.00 0.40 $20.00 11.50 12.30 2% -0.97 1 2
48 45 0.08 225% 0.00 5.00 $21.00 12.40 13.20 - - 0 0