Pre-market
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VCR 376.82
Expected move by Oct 16 ±$12.87 ±3.4% $363.95 – $389.69 90%: $349.54 – $404.10
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Every quote and Greek, one row per strike.
50 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 45.60 49.30 $330.00 0.00 2.00 29% -0.04 0 0
0 0 0.97 25% 41.30 44.30 $335.00 0.00 2.00 28% -0.05 0 0
0 0 0.95 25% 36.50 39.60 $340.00 0.00 2.00 27% -0.06 0 0
0 0 0.95 22% 31.60 34.50 $345.00 0.05 2.70 28% -0.10 0 0
0 0 0.92 21% 27.00 29.70 $350.00 0.15 1.50 21% -0.08 1 3
0 0 0.88 21% 22.20 25.30 $355.00 0.30 1.90 20% -0.11 3 1
0 0 0.84 19% 17.90 20.60 $360.00 1.00 4.00 22% -0.20 0 0
3 3 0.76 19% 13.60 16.90 $365.00 1.80 4.80 21% -0.26 1 1
0 0 0.68 18% 9.70 13.20 $370.00 3.10 5.80 20% -0.34 0 0
1 1 0.57 17% 6.50 9.60 $375.00 4.80 7.50 19% -0.44 0 0
0 0 0.45 16% 3.90 6.90 $380.00 7.20 10.20 18% -0.55 0 0
0 0 0.33 16% 2.00 5.00 $385.00 9.80 13.00 17% -0.66 0 0
1 1 0.25 18% 1.00 4.00 $390.00 13.30 16.50 17% -0.77 0 0
0 0 0.17 17% 0.05 3.00 $395.00 18.30 20.80 19% -0.82 0 0
1 1 0.09 17% 0.45 1.00 $400.00 22.40 25.20 19% -0.89 0 0
0 0 0.06 17% 0.00 0.90 $405.00 27.60 30.10 22% -0.90 0 0
0 0 0.05 19% 0.00 2.00 $410.00 31.70 35.00 21% -0.96 0 0
1 1 0.05 21% 0.00 2.00 $415.00 36.70 40.40 25% -0.94 0 0
0 0 0.05 25% 0.00 2.00 $420.00 41.70 45.40 27% -0.94 0 0
2 1 0.02 22% 0.00 2.00 $425.00 46.70 50.50 30% -0.94 0 0
0 0 0.04 28% 0.00 2.00 $430.00 51.60 55.20 30% -0.96 0 0
0 0 0.04 31% 0.00 2.00 $435.00 56.60 60.30 33% -0.96 0 0
0 0 0.04 33% 0.00 2.00 $440.00 61.60 65.20 34% -0.97 0 0
0 0 0.03 34% 0.00 0.95 $445.00 66.60 70.40 37% -0.96 0 0
2 2 0.04 37% 0.00 0.95 $450.00 71.60 75.30 39% -0.97 0 0