Pre-market
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SPYI 53.73
Expected move by Oct 16 ±$0.75 ±1.4% $52.98 – $54.48 90%: $52.15 – $55.30
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Every quote and Greek, one row per strike.
50 contracts 29 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
16 16 - - 10.90 12.40 $42.00 0.00 1.35 - - 0 0
32 32 - - 9.90 11.20 $43.00 0.00 1.00 - - 0 0
0 1 0.97 49% 9.50 10.00 $44.00 0.00 1.50 - - 0 0
0 0 - - 7.90 9.20 $45.00 0.00 0.10 - - 1 2
0 0 - - 6.70 8.20 $46.00 0.00 1.50 - - 0 0
0 0 - - 5.80 7.30 $47.00 0.00 0.95 - - 6 7
0 0 - - 4.90 6.10 $48.00 0.00 1.35 27% -0.06 2 16
0 0 - - 3.90 5.10 $49.00 0.00 1.10 24% -0.08 64 75
0 1 0.85 28% 3.60 4.20 $50.00 0.00 0.10 17% -0.07 5 154
0 0 0.88 20% 2.10 3.50 $51.00 0.05 0.10 13% -0.09 9 94
25 11 0.74 20% 1.70 2.35 $52.00 0.05 0.15 10% -0.14 62 469
1,914 194 0.64 13% 0.90 1.10 $53.00 0.10 0.25 6% -0.31 267 560
1,037 804 0.37 10% 0.25 0.40 $54.00 0.45 0.55 0% -0.99 76 72
336 4 0.12 9% 0.00 0.05 $55.00 0.90 1.75 0% -0.99 2 0
2 2 0.13 16% 0.00 2.60 $56.00 2.00 3.20 7% -0.99 1 0
0 0 - - 0.00 2.60 $57.00 3.00 4.20 11% -0.98 1 0
0 0 - - 0.00 2.60 $58.00 3.80 5.20 0% -0.99 0 0
0 0 - - 0.00 1.35 $59.00 5.00 6.10 0% -0.99 0 0
0 0 - - 0.00 1.25 $60.00 5.90 7.10 0% -0.99 0 0
0 0 - - 0.00 1.05 $61.00 6.90 8.10 0% -0.99 0 0
0 0 - - 0.00 1.75 $62.00 7.90 9.10 0% -0.99 0 0
0 0 - - 0.00 0.95 $63.00 8.90 10.10 0% -0.99 0 0
0 0 - - 0.00 1.25 $64.00 9.90 11.40 38% -0.96 0 0
0 0 - - 0.00 1.25 $65.00 11.00 12.10 0% -0.99 0 0
0 0 - - 0.00 1.55 $66.00 12.00 13.10 0% -0.99 0 0