Pre-market
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VALE 14.15
Expected move by Sep 25 ±$0.39 ±2.8% $13.76 – $14.54 90%: $13.32 – $14.98
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Every quote and Greek, one row per strike.
58 contracts 34 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 1 - - 9.00 9.25 $5.00 0.00 0.22 - - 4 7
0 6 - - 5.65 6.35 $8.00 0.00 2.13 - - 4 0
49 5 0.98 225% 4.55 5.80 $9.00 0.00 1.60 - - 4 0
2 2 0.96 224% 4.55 4.85 $9.50 0.00 0.75 - - 0 0
0 3 0.89 314% 4.10 4.80 $10.00 0.00 0.22 - - 1 1
2 1 - - 3.15 3.95 $10.50 0.00 0.09 - - 0 0
0 1 0.92 179% 3.10 3.40 $11.00 0.00 0.75 - - 2 0
0 0 0.95 126% 2.59 2.79 $11.50 0.00 0.02 141% -0.07 0 0
0 0 0.98 76% 2.04 2.27 $12.00 0.00 0.01 89% -0.04 2 1
0 0 0.97 65% 1.54 1.78 $12.50 0.00 0.02 70% -0.04 10 12
1 12 0.95 51% 1.05 1.28 $13.00 0.01 0.02 48% -0.05 10 875
394 12 0.84 45% 0.61 0.80 $13.50 0.02 0.03 34% -0.10 6 615
459 82 0.62 35% 0.27 0.31 $14.00 0.12 0.16 34% -0.38 78 746
2,664 225 0.26 35% 0.07 0.09 $14.50 0.31 0.53 32% -0.77 3 4,619
3,393 84 0.08 38% 0.01 0.03 $15.00 0.73 1.18 62% -0.80 4 5,618
206 2 0.05 51% 0.00 0.01 $15.50 1.26 1.41 - - 1 509
871 1 0.05 68% 0.00 0.22 $16.00 1.73 2.06 80% -0.92 3 5
1,050 5 0.04 82% 0.00 0.22 $16.50 2.06 2.40 - - 2 0
1,138 1 0.03 90% 0.00 0.09 $17.00 2.42 3.30 78% -0.99 1 0
34 5 0.03 101% 0.00 0.22 $17.50 2.67 3.60 - - 1 2
18 1 0.04 123% 0.00 1.07 $18.00 3.30 4.30 - - 2 0
0 0 - - 0.00 1.47 $18.50 3.75 4.40 - - 2 0
0 2 0.03 144% 0.00 0.48 $19.00 4.70 4.95 - - 3 0
0 2 0.21 314% 0.00 2.13 $19.50 5.00 5.55 - - 2 0
0 0 - - 0.00 0.87 $20.00 5.25 6.30 - - 1 0
0 2 - - 0.00 0.27 $21.00 6.35 6.90 - - 2 0
0 2 0.03 205% 0.00 2.13 $22.00 7.70 7.90 - - 5 1
0 2 - - 0.00 0.75 $23.00 8.60 9.15 214% -0.98 4 0
0 0 - - 0.00 0.05 $25.00 10.65 11.15 271% -0.97 1 0