Pre-market
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URTY 73.23
Expected move by Oct 16 ±$6.98 ±9.5% $66.25 – $80.21 90%: $58.44 – $88.02
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Every quote and Greek, one row per strike.
66 contracts 50 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 2 0.98 71% 22.20 24.60 $50.00 0.00 0.75 95% -0.05 6 6
0 0 1.00 0% 17.00 19.60 $55.00 0.05 0.75 76% -0.06 6 9
6 2 0.89 68% 13.00 15.20 $60.00 0.40 0.85 64% -0.10 5 3
1 10 0.80 63% 9.00 10.70 $65.00 1.05 1.45 58% -0.19 5 16
2 1 0.66 53% 5.30 6.40 $70.00 2.05 3.20 55% -0.34 10 55
0 22 0.50 49% 3.00 3.90 $74.00 3.70 4.80 51% -0.50 10 190
5 2 0.45 47% 2.40 3.40 $75.00 4.20 5.50 51% -0.54 34 35
3 13 0.43 53% 1.80 4.10 $76.00 4.80 6.30 52% -0.58 1 1
2 80 0.37 48% 1.75 2.75 $77.00 5.20 6.70 49% -0.62 1 1
5 15 0.32 45% 1.45 2.00 $78.00 5.90 7.40 49% -0.66 0 0
0 1 0.30 47% 1.25 2.00 $79.00 6.60 8.30 50% -0.69 0 0
42 14 0.25 45% 1.00 1.40 $80.00 7.40 9.10 51% -0.72 2 8
0 180 0.22 46% 0.85 1.35 $81.00 7.90 9.90 49% -0.76 0 0
1 1 0.20 47% 0.60 1.35 $82.00 9.00 11.20 56% -0.76 1 1
0 0 0.16 45% 0.40 1.00 $83.00 9.50 11.40 47% -0.83 1 1
5 2 0.15 48% 0.30 1.05 $84.00 10.10 12.50 47% -0.86 0 0
138 10 0.13 47% 0.20 0.90 $85.00 11.20 13.10 45% -0.89 0 0
0 0 0.10 45% 0.05 0.75 $86.00 11.80 14.00 40% -0.94 65 65
2 2 0.10 48% 0.00 3.80 $87.00 12.80 15.00 42% -0.94 0 0
1 1 0.12 56% 0.00 0.75 $88.00 13.70 15.90 38% -0.98 0 0
0 2 0.11 56% 0.00 2.75 $89.00 15.00 16.80 46% -0.95 0 0
1 1 0.07 50% 0.00 2.70 $90.00 15.70 17.80 - - 0 0
0 1 0.09 58% 0.00 2.70 $91.00 16.50 18.80 - - 0 0
3 1 0.08 60% 0.00 2.65 $92.00 17.50 19.80 - - 5 5
0 0 0.08 62% 0.00 2.65 $93.00 18.60 20.90 - - 0 0
0 0 0.09 66% 0.00 2.65 $94.00 19.60 22.00 49% -0.98 0 0
0 0 0.08 68% 0.00 2.90 $95.00 20.60 23.40 63% -0.94 0 0
0 0 0.10 74% 0.00 2.60 $96.00 21.60 24.40 65% -0.94 0 0
0 0 0.09 75% 0.00 2.60 $97.00 22.60 25.40 67% -0.94 0 0
0 0 0.07 72% 0.00 2.60 $98.00 23.60 26.40 69% -0.94 0 0
1 18 0.07 76% 0.00 2.60 $100.00 25.60 28.60 77% -0.93 0 0
0 0 0.07 86% 0.00 2.60 $105.00 30.60 33.60 86% -0.94 0 0
0 0 0.08 101% 0.00 2.60 $110.00 35.60 38.30 87% -0.96 0 0