Pre-market
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TFC 49
Expected move by Oct 16 ±$2.77 ±5.7% $46.23 – $51.77 90%: $43.18 – $54.82 Earnings before expiry
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Every quote and Greek, one row per strike.
36 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 3 0.97 150% 22.20 26.20 $25.00 0.00 0.10 - - 0 0
0 10 0.96 113% 17.80 20.60 $30.00 0.00 0.10 105% -0.03 0 0
0 5 0.93 115% 15.20 18.70 $32.50 0.00 0.10 87% -0.03 0 0
0 5 0.92 101% 12.80 16.20 $35.00 0.00 0.10 73% -0.03 30 30
0 2 0.91 85% 10.30 13.70 $37.50 0.00 0.10 60% -0.04 3 3
0 5 - - 7.20 10.50 $40.00 0.00 0.15 46% -0.04 2 40
0 0 0.94 36% 6.20 7.00 $42.50 0.00 0.15 34% -0.05 12 359
59 4 0.81 40% 4.30 4.80 $45.00 0.20 0.35 31% -0.13 33 1,047
62 24 0.66 32% 2.30 2.60 $47.50 0.65 0.80 26% -0.32 74 971
1,056 741 0.41 28% 0.95 1.10 $50.00 1.65 2.10 25% -0.61 2 8,441
3,912 352 0.17 27% 0.25 0.35 $52.50 3.40 3.90 21% -0.89 2 672
8,187 103 0.05 27% 0.05 0.10 $55.00 4.80 7.00 - - 1 1
2,651 9 0.05 37% 0.00 0.15 $57.50 6.40 9.80 - - 1 12
206 20 0.04 42% 0.00 0.20 $60.00 9.60 12.50 40% -0.97 1 0
9 2 0.05 53% 0.00 0.30 $62.50 12.10 14.90 0% -1.00 0 0
60 1 0.04 58% 0.00 0.05 $65.00 14.60 17.50 53% -0.98 1 0
0 0 - - 0.00 0.35 $70.00 19.10 23.00 65% -0.98 0 0
0 0 - - 0.00 1.10 $75.00 24.70 27.30 0% -1.00 0 0