Pre-market
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VGNT 47.17
Expected move by Oct 16 ±$3.47 ±7.4% $43.70 – $50.64 90%: $39.82 – $54.52
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Every quote and Greek, one row per strike.
20 contracts 13 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 20.10 24.20 $25.00 0.00 2.55 - - 0 0
0 0 - - 15.10 19.20 $30.00 0.00 2.55 - - 0 0
0 0 - - 11.00 13.30 $35.00 0.00 0.55 - - 0 0
5 5 1.00 0% 6.20 8.30 $40.00 0.00 0.45 52% -0.10 5 14
8 5 0.72 36% 1.80 4.40 $45.00 0.05 1.40 33% -0.27 4 18
110 420 0.30 37% 0.65 1.00 $50.00 3.10 3.90 36% -0.72 300 510
833 2 0.09 41% 0.10 0.30 $55.00 7.60 9.00 56% -0.84 0 0
10 5 0.05 54% 0.00 0.15 $60.00 12.10 14.80 81% -0.85 1 1
0 0 - - 0.00 2.55 $65.00 15.80 20.00 69% -0.96 0 0
0 0 - - 0.00 2.55 $70.00 21.30 25.10 103% -0.92 0 0