Pre-market
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SSPC 8.80
Expected move by Oct 16 ±$1.74 ±19.8% $7.06 – $10.54 90%: $5.10 – $12.50
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Every quote and Greek, one row per strike.
48 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 7.40 8.00 $1.00 0.00 4.20 - - 20 20
0 0 - - 6.40 7.10 $2.00 0.00 2.15 - - 0 0
0 0 - - 5.40 6.10 $3.00 0.00 3.90 - - 0 0
0 0 - - 4.30 5.10 $4.00 0.00 4.20 - - 1 1
11 2 - - 3.30 3.90 $5.00 0.00 0.15 189% -0.08 0 0
2 1 - - 2.50 3.00 $6.00 0.05 0.15 113% -0.07 22 31
108 9 0.87 89% 1.85 2.10 $7.00 0.15 0.35 106% -0.17 111 28
72 5 0.70 95% 1.10 1.50 $8.00 0.50 0.60 103% -0.31 171 213
1,152 220 0.52 95% 0.70 0.90 $9.00 0.95 1.30 111% -0.47 11 340
432 132 0.35 93% 0.40 0.50 $10.00 1.65 2.05 120% -0.60 31 106
399 34 0.22 94% 0.20 0.30 $11.00 2.40 2.85 122% -0.71 1 129
88 3 0.14 98% 0.10 0.20 $12.00 3.30 3.80 133% -0.76 20 23
1,024 1 0.11 109% 0.00 0.15 $13.00 4.20 4.70 138% -0.82 3 75
69 1 0.07 110% 0.00 0.10 $14.00 5.20 5.60 144% -0.85 10 120
65 1 0.11 143% 0.00 0.15 $15.00 6.10 6.70 158% -0.86 3 4
2 2 0.15 180% 0.00 2.00 $16.00 7.10 7.60 162% -0.89 3 3
17 1 0.10 167% 0.00 0.35 $17.00 8.00 8.70 174% -0.89 0 0
9 3 0.10 184% 0.00 0.35 $18.00 9.10 9.70 195% -0.88 10 20
1 13 0.14 213% 0.00 0.35 $19.00 10.00 10.60 179% -0.92 3 3
1 1 0.13 223% 0.00 4.80 $20.00 11.10 11.70 216% -0.89 0 0
0 0 0.12 229% 0.00 3.90 $21.00 12.00 12.70 211% -0.91 0 0
0 0 0.14 250% 0.00 2.60 $22.00 13.00 13.70 219% -0.91 0 0
0 0 0.12 244% 0.00 2.15 $23.00 14.00 14.70 226% -0.91 0 0
2 1 0.13 263% 0.00 0.30 $24.00 15.00 15.70 234% -0.91 0 0