Pre-market
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TSMG 41.75
Expected move by Oct 16 ±$5.23 ±12.5% $36.52 – $46.98 90%: $30.66 – $52.84
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Every quote and Greek, one row per strike.
46 contracts 35 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
1 1 - - 15.90 17.30 $25.00 0.00 0.65 139% -0.06 0 0
0 0 - - 14.70 15.80 $26.00 0.00 0.65 130% -0.06 0 0
0 0 - - 13.90 15.10 $27.00 0.00 0.65 122% -0.06 0 0
0 0 - - 12.90 14.10 $28.00 0.00 0.65 113% -0.07 10 10
0 0 - - 12.10 13.10 $29.00 0.00 0.55 105% -0.07 10 10
3 2 - - 11.00 12.20 $30.00 0.00 0.75 97% -0.08 1 1
0 0 - - 9.90 11.30 $31.00 0.00 0.75 94% -0.09 2 28
0 0 - - 9.00 10.20 $32.00 0.00 5.00 82% -0.09 2 18
0 0 - - 8.10 9.30 $33.00 0.00 1.00 78% -0.11 10 23
1 1 0.92 59% 7.40 8.50 $34.00 0.00 1.05 73% -0.12 1 10
0 0 0.89 58% 6.50 7.60 $35.00 0.20 1.20 72% -0.15 10 18
0 0 0.84 61% 5.70 6.90 $36.00 0.40 1.30 70% -0.18 1 6
1 1 0.79 63% 5.00 6.10 $37.00 0.80 1.50 71% -0.23 6 7
7 2 0.74 61% 4.30 5.30 $38.00 1.10 1.95 72% -0.28 3 4
4 1 0.69 59% 3.50 4.60 $39.00 1.50 2.35 74% -0.33 2 2
12 1 0.63 62% 3.10 4.10 $40.00 1.90 2.70 71% -0.38 4 6
1 1 0.57 60% 2.50 3.40 $41.00 2.30 3.40 73% -0.43 1 0
2 12 0.51 60% 2.40 2.50 $42.00 2.85 3.80 73% -0.48 4 4
10 7 0.46 64% 1.70 2.75 $43.00 3.40 4.30 71% -0.53 3 0
6 1 0.40 63% 1.30 2.35 $44.00 4.00 5.00 72% -0.58 2 2
8 1 0.35 62% 1.10 1.80 $45.00 4.50 5.60 69% -0.63 0 0
1 4 0.30 62% 0.80 1.60 $46.00 5.30 6.30 69% -0.67 0 0
21 5 0.15 62% 0.00 1.00 $50.00 8.50 9.70 73% -0.80 2 0