Pre-market
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TEVA 40.15
Expected move by Sep 25 ±$1.04 ±2.6% $39.11 – $41.19 90%: $37.94 – $42.36
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Every quote and Greek, one row per strike.
76 contracts 47 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
3 11 0.97 403% 18.75 22.10 $20.00 0.00 1.90 - - 0 0
1 14 0.97 248% 14.00 16.55 $25.00 0.00 2.12 260% -0.03 0 0
0 17 - - 13.05 15.00 $26.00 0.00 0.45 - - 0 0
0 11 - - 12.10 13.95 $27.00 0.00 0.45 - - 0 0
0 16 - - 11.15 12.80 $28.00 0.00 0.45 - - 0 0
0 13 - - 10.20 11.80 $29.00 0.00 0.35 216% -0.06 0 0
0 11 - - 9.10 11.05 $30.00 0.00 0.58 214% -0.08 0 0
0 10 - - 8.10 10.05 $31.00 0.00 0.46 251% -0.14 0 0
1 10 - - 7.30 9.75 $31.50 0.00 0.46 256% -0.15 0 0
1 11 - - 6.90 9.00 $32.00 0.00 0.35 128% -0.04 2 4
0 11 - - 6.45 8.50 $32.50 0.00 0.38 241% -0.17 0 0
0 10 - - 6.00 7.95 $33.00 0.00 0.10 126% -0.06 4 114
0 14 - - 5.45 7.50 $33.50 0.00 0.66 113% -0.06 0 0
0 10 - - 5.00 7.10 $34.00 0.00 0.46 122% -0.09 48 302
0 3 - - 4.15 6.55 $34.50 0.00 0.67 131% -0.12 1 1
29 3 - - 4.10 6.00 $35.00 0.00 0.22 73% -0.03 2 239
0 5 - - 3.55 5.45 $35.50 0.00 0.52 125% -0.16 20 0
223 6 - - 3.10 4.90 $36.00 0.00 0.24 77% -0.08 119 737
6 5 - - 2.68 4.55 $36.50 0.00 0.60 52% -0.04 2 632
1,014 13 0.94 51% 2.70 3.75 $37.00 0.00 0.32 66% -0.11 12 827
73 48 0.99 28% 1.74 3.60 $37.50 0.00 0.40 68% -0.16 12 12
693 21 0.80 65% 1.93 3.05 $38.00 0.06 0.22 48% -0.13 26 182
286 143 - - 0.72 2.52 $38.50 0.11 0.20 41% -0.16 9 147
355 28 0.91 21% 0.27 2.14 $39.00 0.17 0.29 39% -0.23 2 732
147 7 0.70 31% 0.24 1.63 $39.50 0.26 0.43 37% -0.33 18 57
870 189 0.56 30% 0.50 0.69 $40.00 0.45 0.64 36% -0.45 19 25
146 137 0.41 32% 0.31 0.49 $40.50 0.33 0.97 27% -0.61 3 0
931 2,307 0.29 33% 0.19 0.31 $41.00 0.54 2.93 73% -0.59 0 0
308 15 0.21 36% 0.11 0.25 $41.50 0.52 3.25 62% -0.68 0 0
289 60 0.12 35% 0.02 0.15 $42.00 1.23 3.45 69% -0.72 0 0
61 4 0.06 41% 0.00 0.27 $43.00 2.25 3.95 66% -0.83 0 0
0 0 0.11 67% 0.00 0.29 $44.00 3.05 5.05 76% -0.87 0 0
0 0 0.11 85% 0.00 0.47 $45.00 3.95 5.95 75% -0.92 1 0
0 0 - - 0.00 0.49 $46.00 4.85 6.90 68% -0.97 0 0
0 0 - - 0.00 0.28 $47.00 6.05 8.15 116% -0.89 0 0
0 0 - - 0.00 0.71 $48.00 7.15 8.95 121% -0.91 1 0
0 0 - - 0.00 0.88 $49.00 8.10 10.25 147% -0.88 1 0
0 0 0.20 217% 0.00 0.73 $50.00 8.90 10.95 117% -0.96 0 0