Pre-market
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SPCM 17.72
Expected move by Oct 16 ±$3.37 ±19.0% $14.35 – $21.09 90%: $10.56 – $24.88
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Every quote and Greek, one row per strike.
60 contracts 44 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 243% 11.40 12.30 $6.00 0.00 1.75 - - 0 0
0 0 0.97 227% 10.50 11.30 $7.00 0.00 2.00 - - 0 0
0 0 0.96 198% 9.50 10.30 $8.00 0.00 2.00 253% -0.06 0 0
0 0 0.96 172% 8.50 9.30 $9.00 0.00 0.95 222% -0.07 1 1
0 0 0.95 149% 7.50 8.30 $10.00 0.00 2.00 195% -0.08 3 3
0 0 0.95 127% 6.60 7.20 $11.00 0.00 1.75 169% -0.09 1 0
0 0 0.92 122% 5.60 6.40 $12.00 0.00 3.50 130% -0.09 0 0
0 0 0.88 119% 4.80 5.50 $13.00 0.00 3.50 110% -0.11 0 0
10 1 0.84 107% 3.90 4.60 $14.00 0.25 0.45 94% -0.14 6 15
1 1 0.77 108% 3.20 3.90 $15.00 0.30 0.70 88% -0.20 2 10
3 1 0.70 105% 2.50 3.20 $16.00 0.70 1.05 91% -0.29 12 22
12 5 0.62 104% 2.05 2.55 $17.00 1.10 1.70 96% -0.38 1 24
35 12 0.54 104% 1.60 2.05 $18.00 1.60 2.20 95% -0.47 2 3
20 2 0.45 102% 1.20 1.60 $19.00 2.25 2.70 93% -0.56 0 0
31 5 0.37 100% 0.95 1.15 $20.00 2.95 3.40 93% -0.64 0 0
2 1 0.32 105% 0.70 1.10 $21.00 3.60 4.20 92% -0.72 0 0
3 11 0.25 99% 0.45 0.75 $22.00 4.40 5.00 90% -0.79 10 10
0 0 0.22 108% 0.35 0.80 $23.00 5.20 6.00 93% -0.83 0 0
10 10 0.17 106% 0.15 0.65 $24.00 6.10 6.80 87% -0.89 0 0
20 2 0.13 105% 0.25 0.35 $25.00 7.10 7.70 91% -0.92 0 0
5 2 0.11 105% 0.15 0.30 $26.00 8.00 8.70 89% -0.94 0 0
2 1 0.08 107% 0.05 0.30 $27.00 8.90 9.60 - - 0 0
0 0 0.08 113% 0.00 0.50 $28.00 9.90 10.50 - - 0 0
0 0 0.11 135% 0.00 3.50 $29.00 10.80 11.80 95% -0.98 0 0
0 0 0.11 142% 0.00 3.50 $30.00 11.90 12.50 - - 0 0
0 0 0.10 149% 0.00 2.00 $31.00 12.90 13.70 106% -0.98 0 0
0 0 0.10 152% 0.00 2.00 $32.00 13.90 14.60 - - 0 0
0 0 - - 0.00 3.50 $33.00 14.80 15.60 - - 0 0
0 0 - - 0.00 2.00 $34.00 15.70 16.60 - - 0 0
4 4 0.08 159% 0.00 2.70 $35.00 16.60 17.40 - - 0 0