Pre-market
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TENB 36.20
Expected move by Oct 16 ±$4.51 ±12.5% $31.69 – $40.71 90%: $26.64 – $45.76
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Every quote and Greek, one row per strike.
56 contracts 41 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.95 106% 10.70 14.30 $24.00 0.00 0.95 98% -0.04 5 6
10 1 0.95 97% 9.70 13.30 $25.00 0.00 0.95 119% -0.09 1 4
0 0 0.89 119% 9.50 12.40 $26.00 0.00 1.15 102% -0.08 2 2
3 1 0.90 101% 8.20 11.40 $27.00 0.00 1.05 88% -0.08 10 20
6 5 0.89 91% 7.10 10.50 $28.00 0.00 0.75 71% -0.07 2 42
0 0 0.86 88% 6.20 9.70 $29.00 0.00 1.75 77% -0.11 988 805
11 1 0.92 56% 5.50 7.50 $30.00 0.20 0.50 64% -0.11 30 3,536
3 3 0.81 79% 4.70 7.60 $31.00 0.20 1.30 73% -0.18 1 4
9 1 0.79 67% 3.80 6.40 $32.00 0.05 1.65 68% -0.21 2 27
68 1 0.74 66% 3.60 5.20 $33.00 0.05 2.15 66% -0.26 1 21
32 3 0.67 72% 2.60 5.30 $34.00 0.90 1.65 61% -0.31 7 59
250 6 0.62 63% 2.85 3.30 $35.00 0.90 2.75 64% -0.38 4 60
34 71 0.55 68% 1.55 3.90 $36.00 1.60 2.90 64% -0.45 30 73
41 63 0.50 73% 1.95 3.00 $37.00 2.55 4.30 79% -0.50 2 2
4,506 132 0.44 71% 1.80 2.20 $38.00 3.20 4.80 79% -0.55 5 4
51 35 0.37 65% 1.25 1.60 $39.00 2.50 5.90 67% -0.63 5 6
1,966 48 0.32 65% 1.00 1.35 $40.00 3.00 6.10 56% -0.73 1 1
38 163 0.29 72% 1.00 1.25 $41.00 3.80 6.90 55% -0.78 0 0
28 2 0.24 69% 0.15 1.55 $42.00 4.70 7.70 56% -0.83 0 0
14 2 0.16 62% 0.00 0.75 $43.00 6.70 8.50 77% -0.77 1 1
9 1 0.23 87% 0.00 1.00 $44.00 6.50 9.30 51% -0.93 0 0
51 2 0.10 61% 0.00 0.50 $45.00 7.60 10.20 55% -0.93 0 0
19 4 0.14 76% 0.00 0.80 $46.00 9.30 11.10 77% -0.86 0 0
0 0 0.12 78% 0.00 0.75 $47.00 10.30 12.00 79% -0.88 0 0
0 0 0.12 83% 0.00 0.95 $48.00 11.00 13.60 91% -0.86 0 0
0 0 0.08 77% 0.00 0.95 $49.00 12.10 14.10 85% -0.90 0 0
0 0 0.07 79% 0.00 0.95 $50.00 12.70 15.80 97% -0.88 0 0
33 2 0.05 91% 0.00 1.15 $55.00 17.40 20.40 91% -0.96 0 0