Pre-market
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SPYT 17.36
Expected move by Oct 16 ±$0.54 ±3.1% $16.82 – $17.90 90%: $16.21 – $18.51
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Every quote and Greek, one row per strike.
42 contracts 22 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 9.40 11.00 $7.00 0.00 1.45 - - 0 0
0 0 - - 8.40 10.00 $8.00 0.00 0.35 - - 0 0
0 0 - - 7.40 9.00 $9.00 0.00 0.35 - - 0 0
0 0 - - 6.40 8.00 $10.00 0.00 0.35 - - 0 0
0 0 - - 5.40 7.00 $11.00 0.00 0.35 - - 0 0
0 0 - - 3.00 7.60 $12.00 0.00 0.35 - - 0 0
0 0 0.90 97% 3.00 6.00 $13.00 0.00 0.35 - - 0 0
0 0 0.88 79% 2.00 5.00 $14.00 0.00 0.35 - - 0 0
0 0 - - 1.45 2.95 $15.00 0.00 3.00 - - 0 0
2 2 - - 0.60 1.95 $16.00 0.00 0.40 - - 0 0
14 1 0.68 18% 0.15 0.75 $17.00 0.05 0.25 12% -0.37 1 23
4 1 - - 0.00 0.10 $18.00 0.35 1.85 32% -0.69 1 5
0 0 - - 0.00 0.75 $19.00 1.35 2.65 40% -0.81 0 0
0 0 - - 0.00 2.60 $20.00 2.35 3.70 55% -0.83 0 0
0 0 - - 0.00 0.35 $21.00 3.30 4.70 64% -0.86 0 0
0 0 - - 0.00 4.00 $22.00 4.30 5.70 74% -0.87 0 0
0 0 - - 0.00 3.00 $23.00 5.30 6.70 83% -0.88 0 0
0 0 - - 0.00 4.00 $24.00 6.30 7.70 92% -0.89 0 0
0 0 - - 0.00 3.00 $25.00 7.30 8.70 100% -0.89 0 0
0 0 - - 0.00 3.00 $26.00 8.30 9.70 109% -0.90 0 0
0 0 - - 0.00 4.00 $27.00 9.30 10.70 117% -0.90 0 0