Pre-market
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SPYM 91.14
Expected move by Oct 16 ±$2.08 ±2.3% $89.06 – $93.22 90%: $86.72 – $95.56
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Every quote and Greek, one row per strike.
50 contracts 41 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
24 2 - - 12.30 13.60 $78.00 0.00 0.20 32% -0.03 13 63
3 2 - - 11.10 12.60 $79.00 0.05 0.10 30% -0.03 1,432 92
13 1 - - 10.20 11.60 $80.00 0.05 0.15 29% -0.04 1,843 107
17 1 - - 9.40 10.60 $81.00 0.05 0.10 25% -0.03 763 148
19 1 - - 8.50 9.60 $82.00 0.05 0.10 23% -0.03 1,982 71
9 4 0.95 22% 8.20 8.60 $83.00 0.05 0.15 22% -0.04 2,118 52
5 1 0.91 25% 7.40 7.70 $84.00 0.10 0.15 21% -0.06 514 69
13 2 0.91 21% 6.30 6.70 $85.00 0.15 0.20 20% -0.08 88 2,406
14 1 0.92 17% 5.20 5.70 $86.00 0.15 0.25 18% -0.10 57 130
13 2 0.85 18% 4.50 4.80 $87.00 0.15 0.30 16% -0.12 55 170
55 2 0.85 14% 3.20 3.90 $88.00 0.30 0.35 15% -0.17 108 358
113 101 0.74 16% 2.75 3.10 $89.00 0.45 0.55 14% -0.24 57 347
390 205 0.66 14% 1.95 2.15 $90.00 0.60 0.70 13% -0.33 154 269
247 332 0.55 13% 1.30 1.40 $91.00 0.90 1.00 11% -0.46 94 80
274 327 0.41 12% 0.75 0.85 $92.00 1.40 1.45 11% -0.61 611 784
165 172 0.27 11% 0.40 0.50 $93.00 2.00 2.15 10% -0.78 6 33
85 343 0.16 11% 0.20 0.25 $94.00 2.80 3.20 12% -0.85 10 2
75 9 0.07 10% 0.00 0.10 $95.00 3.60 5.10 20% -0.78 2 0
6 2 0.08 14% 0.00 0.65 $96.00 4.30 6.20 21% -0.82 3 0
4 4 0.11 19% 0.00 0.10 $97.00 5.30 7.20 24% -0.84 0 0
1 1 - - 0.00 0.15 $98.00 6.00 8.20 24% -0.88 0 0
0 0 - - 0.00 0.75 $99.00 7.00 9.20 26% -0.89 0 0
7 7 - - 0.00 2.60 $100.00 8.00 10.20 28% -0.90 2 0
0 0 - - 0.00 0.75 $101.00 9.30 11.20 34% -0.87 0 0
0 0 - - 0.00 0.75 $102.00 10.60 12.20 39% -0.86 0 0