Pre-market
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SPB 85.22
Expected move by Oct 16 ±$5.96 ±7.0% $79.26 – $91.18 90%: $72.59 – $97.85
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Every quote and Greek, one row per strike.
38 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.96 198% 44.30 47.90 $40.00 0.00 0.75 167% -0.03 0 0
0 0 0.96 161% 38.90 42.90 $45.00 0.00 2.80 144% -0.03 0 0
0 0 0.94 145% 34.30 37.90 $50.00 0.00 4.70 123% -0.03 0 0
12 24 0.94 121% 29.10 33.00 $55.00 0.00 2.65 104% -0.04 1 2
0 0 0.92 104% 25.10 27.20 $60.00 0.00 0.75 87% -0.05 0 0
2 2 0.90 90% 20.00 22.60 $65.00 0.00 0.95 71% -0.06 0 0
0 0 0.87 73% 15.10 17.70 $70.00 0.00 1.75 55% -0.07 1 1
1 1 0.82 60% 10.40 13.00 $75.00 0.00 3.10 43% -0.12 4 138
7 3 0.72 46% 6.20 8.20 $80.00 0.05 3.30 43% -0.27 1 2
16 13 0.53 36% 2.85 3.90 $85.00 1.50 4.90 38% -0.47 1 6
940 19 0.29 34% 1.05 1.60 $90.00 4.50 6.80 29% -0.75 2 3
3 1 0.13 35% 0.10 0.90 $95.00 8.70 11.00 25% -0.96 1 1
4 1 0.09 44% 0.00 2.50 $100.00 13.30 15.40 - - 0 0
1 1 0.08 55% 0.00 2.70 $105.00 18.10 21.10 - - 0 0
0 0 0.07 63% 0.00 2.20 $110.00 22.20 26.30 - - 0 0
3 1 0.06 71% 0.00 6.30 $115.00 27.50 31.30 - - 0 0
4 1 0.06 79% 0.00 2.15 $120.00 32.20 36.20 - - 0 0
6 2 0.06 86% 0.00 6.20 $125.00 37.30 41.30 - - 0 0
0 0 0.05 93% 0.00 2.60 $130.00 42.20 46.30 - - 0 0