Pre-market
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SRTY 24.85
Expected move by Oct 16 ±$2.47 ±9.9% $22.38 – $27.32 90%: $19.62 – $30.08
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Every quote and Greek, one row per strike.
42 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 2 - - 13.50 14.10 $11.00 0.00 0.05 - - 0 0
0 0 - - 12.50 13.10 $12.00 0.00 0.05 - - 0 0
0 0 - - 11.50 12.10 $13.00 0.00 0.05 - - 0 0
0 0 0.98 121% 10.50 11.30 $14.00 0.00 0.05 - - 0 0
0 0 0.95 128% 9.50 10.50 $15.00 0.00 0.05 - - 0 0
0 0 - - 8.50 9.10 $16.00 0.00 0.05 - - 0 0
0 0 - - 7.50 8.10 $17.00 0.00 0.10 - - 0 0
0 0 - - 6.50 7.10 $18.00 0.00 0.10 98% -0.08 10 10
0 0 - - 5.50 6.10 $19.00 0.00 0.10 78% -0.08 0 0
1 2 - - 4.50 5.10 $20.00 0.00 0.15 66% -0.09 100 100
57 10 - - 3.50 4.10 $21.00 0.00 0.20 50% -0.09 10 10
99 2 0.95 30% 2.75 3.00 $22.00 0.20 0.40 50% -0.16 1 22
17 5 0.79 40% 2.05 2.25 $23.00 0.50 0.65 51% -0.26 1 38
34 1 0.63 47% 1.50 1.80 $24.00 0.80 1.10 51% -0.37 38 2
130 1 0.50 48% 1.05 1.25 $25.00 1.40 1.75 57% -0.49 3 3
73 1 0.39 50% 0.75 0.90 $26.00 2.05 2.35 58% -0.59 0 0
0 0 0.29 53% 0.50 0.70 $27.00 2.80 3.10 60% -0.67 0 0
0 0 0.23 56% 0.35 0.55 $28.00 3.60 4.00 65% -0.73 0 0
0 0 0.18 59% 0.25 0.45 $29.00 4.50 4.90 69% -0.78 12 12
8 5 0.15 65% 0.20 0.40 $30.00 5.20 6.00 72% -0.82 0 0
0 0 0.12 68% 0.15 0.35 $31.00 6.30 6.70 74% -0.85 0 0