Pre-market
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SOLV 88.88
Expected move by Oct 16 ±$5.25 ±5.9% $83.63 – $94.13 90%: $77.74 – $100.02
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Every quote and Greek, one row per strike.
32 contracts 21 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
3 1 0.98 161% 47.20 51.30 $40.00 0.00 0.25 - - 1 1
0 0 - - 42.30 44.90 $45.00 0.00 2.15 151% -0.03 1 5
1 1 0.98 113% 37.20 41.20 $50.00 0.00 3.90 130% -0.03 1 22
5 2 0.98 96% 32.20 36.20 $55.00 0.00 3.90 109% -0.03 3 27
3 1 0.97 86% 27.40 31.20 $60.00 0.00 3.90 71% -0.01 1 30
10 2 0.97 70% 22.30 26.30 $65.00 0.00 3.90 58% -0.01 2 80
286 5 0.96 56% 17.30 21.30 $70.00 0.00 2.60 84% -0.11 4 68
63 1 1.00 0% 12.80 15.30 $75.00 0.00 2.50 48% -0.07 1 21
220 13 0.93 29% 8.00 10.60 $80.00 0.25 0.50 33% -0.10 1 120
1,669 1 0.71 35% 4.90 6.40 $85.00 0.90 1.35 29% -0.26 3 1,508
1,067 21 0.47 32% 2.25 3.00 $90.00 2.85 3.50 29% -0.54 2 40
133 21 0.23 32% 0.85 1.10 $95.00 6.10 7.00 26% -0.83 3 28
451 5 0.10 33% 0.25 0.45 $100.00 10.10 12.10 - - 2 3
13 2 0.08 43% 0.00 0.75 $105.00 15.00 17.70 44% -0.93 0 0
2,401 2 0.08 55% 0.00 3.90 $110.00 19.00 22.80 - - 0 0
4 4 0.07 62% 0.00 3.90 $115.00 24.00 27.80 - - 0 0