Pre-market
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SVIX 28.63
Expected move by Sep 25 ±$0.73 ±2.5% $27.90 – $29.36 90%: $27.08 – $30.18
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Every quote and Greek, one row per strike.
86 contracts 49 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 14.00 17.10 $13.00 0.00 1.30 430% -0.02 80 80
0 2 1.00 277% 14.40 14.90 $14.00 0.00 1.50 382% -0.02 4 83
1 1 1.00 251% 13.40 13.90 $15.00 0.00 2.15 382% -0.04 197 500
0 1 0.97 312% 12.40 13.10 $16.00 0.00 0.15 306% -0.02 7 97
0 4 0.95 341% 11.40 12.40 $17.00 0.00 0.10 288% -0.03 25 259
11 3 0.94 309% 10.30 11.50 $18.00 0.00 0.30 329% -0.07 75 285
2 1 0.95 267% 9.30 10.40 $19.00 0.00 0.15 255% -0.05 97 100
0 2 0.94 252% 8.60 10.10 $19.50 0.00 0.15 283% -0.08 1 31
4 1 - - 7.40 9.40 $20.00 0.00 0.15 280% -0.09 1 6
1 2 0.92 246% 7.70 9.20 $20.50 0.00 0.75 283% -0.10 133 317
3 1 - - 6.50 8.70 $21.00 0.00 0.25 197% -0.05 3 29
5 1 0.97 152% 6.70 7.70 $21.50 0.00 0.15 222% -0.09 1 2
2 1 0.94 174% 6.30 7.30 $22.00 0.00 0.10 204% -0.09 23 233
16 1 0.92 172% 5.60 7.10 $22.50 0.00 1.00 160% -0.06 10 209
224 22 0.84 232% 5.50 7.10 $23.00 0.00 1.00 287% -0.19 21 104
0 0 - - 4.70 5.50 $23.50 0.00 0.75 141% -0.08 3 237
29 11 - - 4.40 4.80 $24.00 0.00 1.00 114% -0.06 10 12
122 6 - - 3.90 4.30 $24.50 0.00 0.20 97% -0.06 6 6
15 1 0.90 104% 3.30 4.30 $25.00 0.00 1.00 87% -0.06 47 16
46 6 0.91 83% 2.90 3.60 $25.50 0.00 0.20 86% -0.10 10 688
37 19 0.92 68% 2.55 2.90 $26.00 0.00 0.10 66% -0.08 75 90
37 11 0.78 101% 2.00 3.10 $26.50 0.05 0.20 65% -0.12 1 2
72 1 0.98 29% 1.50 1.80 $27.00 0.05 0.20 54% -0.14 95 321
104 1 0.88 33% 0.50 1.90 $27.50 0.10 0.25 48% -0.21 110 278
311 3 0.73 35% 0.75 0.90 $28.00 0.20 0.30 42% -0.30 112 195
404 2 0.56 33% 0.40 0.55 $28.50 0.10 0.55 32% -0.44 59 65
137 85 0.38 35% 0.20 0.35 $29.00 0.60 0.85 43% -0.60 23 69
16 10 0.19 31% 0.00 0.15 $29.50 1.00 1.15 43% -0.73 1 18
136 17 0.15 42% 0.00 0.10 $30.00 1.20 1.70 41% -0.86 10 10
0 0 0.29 95% 0.00 0.20 $30.50 1.60 2.15 31% -0.98 300 300
233 4 0.21 86% 0.00 0.35 $31.00 2.10 2.65 38% -0.98 303 327
0 0 - - 0.00 0.65 $31.50 2.60 3.20 55% -0.95 4 338
359 277 0.20 115% 0.00 0.70 $32.00 3.10 3.60 - - 15 279
50 50 - - 0.00 0.75 $33.00 4.00 4.70 - - 16 2
951 950 - - 0.00 0.15 $34.00 5.30 5.70 115% -0.91 7 205
154 150 - - 0.00 0.85 $35.00 6.20 6.70 117% -0.94 30 205
0 0 - - 0.00 0.80 $36.00 7.10 7.60 - - 159 118
0 0 - - 0.00 0.75 $37.00 8.00 8.70 - - 137 118
0 0 - - 0.00 0.50 $38.00 9.00 9.70 - - 4 64
0 0 - - 0.00 0.55 $39.00 10.00 10.70 - - 111 69
0 0 - - 0.00 0.75 $40.00 11.00 11.60 - - 111 434
0 0 - - 0.00 0.75 $41.00 12.10 12.70 161% -0.98 2 434
0 0 - - 0.00 0.70 $42.00 13.10 14.60 279% -0.87 1 1