Pre-market
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VAL 81.79
Expected move by Oct 16 ±$7.75 ±9.5% $74.04 – $89.54 90%: $65.37 – $98.21
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Every quote and Greek, one row per strike.
40 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.92 94% 21.30 24.30 $60.00 0.00 3.60 80% -0.05 1 3
0 0 0.89 80% 16.50 19.40 $65.00 0.05 1.30 70% -0.09 5 5
0 0 0.86 62% 11.80 14.30 $70.00 0.20 1.15 54% -0.11 3 4
0 0 0.75 56% 7.70 10.10 $75.00 0.65 2.10 48% -0.22 2 2
0 0 0.67 58% 6.60 8.20 $77.50 1.55 3.20 51% -0.31 5 7
1 1 0.60 51% 4.30 6.60 $80.00 2.30 3.80 46% -0.40 1 42
0 0 0.51 55% 3.70 5.20 $82.50 3.20 5.00 45% -0.50 1 21
7 4 0.41 48% 1.75 3.90 $85.00 4.60 6.50 44% -0.60 2 150
100 1 0.35 54% 1.70 3.40 $87.50 6.20 8.20 43% -0.70 0 0
201 1 0.28 55% 1.25 2.70 $90.00 8.00 10.10 41% -0.80 6 2
123 3 0.21 52% 0.55 2.00 $92.50 9.40 13.20 44% -0.85 2 2
17 1 0.16 54% 0.40 1.50 $95.00 11.80 15.00 40% -0.92 0 0
7 1 0.13 55% 0.15 1.30 $97.50 14.20 16.60 - - 0 0
0 0 0.11 59% 0.05 1.30 $100.00 15.90 19.60 - - 0 0
0 0 0.10 69% 0.00 1.35 $105.00 20.60 24.40 - - 0 0
0 0 0.06 70% 0.00 5.50 $110.00 25.70 29.30 - - 0 0
0 0 0.09 89% 0.00 5.50 $115.00 30.80 34.60 - - 0 0
0 0 0.06 86% 0.00 5.50 $120.00 35.60 39.30 - - 0 0
0 0 0.05 93% 0.00 5.40 $125.00 40.60 44.40 - - 0 0
0 0 0.05 100% 0.00 5.40 $130.00 45.60 49.30 - - 0 0