Pre-market
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SVXY 63.57
Expected move by Oct 16 ±$3.26 ±5.1% $60.31 – $66.83 90%: $56.65 – $70.49
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Every quote and Greek, one row per strike.
50 contracts 42 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 75% 14.30 17.80 $48.00 0.00 1.10 140% -0.17 1 4
0 0 0.92 76% 13.60 16.80 $49.00 0.00 1.25 64% -0.05 2 1
5 1 0.93 66% 13.20 14.90 $50.00 0.00 0.30 55% -0.04 31 92
0 0 0.93 61% 11.90 14.20 $51.00 0.00 0.35 53% -0.05 1 19
0 0 0.93 57% 10.90 13.20 $52.00 0.20 0.35 54% -0.06 3 96
1 1 0.92 53% 9.90 12.20 $53.00 0.05 0.40 48% -0.06 1 25
0 0 0.90 52% 9.00 11.30 $54.00 0.25 0.35 47% -0.08 16 46
0 5 0.93 40% 8.70 9.20 $55.00 0.15 0.40 42% -0.08 16 220
4 1 0.85 50% 7.70 9.10 $56.00 0.25 0.65 44% -0.12 18 143
23 10 0.82 49% 6.70 8.40 $57.00 0.40 0.50 40% -0.13 57 111
104 1 0.84 38% 5.90 6.70 $58.00 0.40 0.65 37% -0.15 60 64
100 1 0.81 36% 5.10 5.70 $59.00 0.45 0.85 35% -0.19 124 60
4 1 0.77 34% 4.20 4.90 $60.00 0.70 0.90 34% -0.23 101 50
9 5 0.68 40% 2.70 5.70 $61.00 0.85 1.25 33% -0.29 48 170
42 9 0.64 33% 2.55 3.70 $62.00 1.05 1.50 31% -0.35 30 21
104 13 0.58 28% 1.75 2.70 $63.00 1.15 1.80 27% -0.43 43 18
184 12 0.49 25% 1.35 1.80 $64.00 1.75 2.30 28% -0.51 30 131
172 1 0.37 22% 0.35 1.45 $65.00 1.05 3.70 25% -0.62 3 3
78 13 0.27 21% 0.35 0.80 $66.00 2.80 3.90 29% -0.67 2 102
5 4 0.21 23% 0.25 0.65 $67.00 3.30 4.60 27% -0.76 0 0
5 1 0.15 24% 0.10 0.50 $68.00 3.20 5.60 - - 0 0
21 1 0.16 29% 0.00 0.75 $69.00 4.10 6.50 - - 0 0
0 0 0.12 29% 0.00 0.45 $70.00 5.10 7.40 - - 0 0
0 0 0.10 31% 0.00 0.95 $71.00 5.30 8.90 - - 0 0
1 1 0.08 32% 0.00 0.75 $72.00 7.00 9.70 - - 0 0