Pre-market
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VIG 238.35
Expected move by Oct 16 ±$5.14 ±2.2% $233.21 – $243.49 90%: $227.45 – $249.25
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Every quote and Greek, one row per strike.
58 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 41.40 44.30 $195.00 0.00 1.30 - - 0 0
0 0 1.00 0% 41.50 43.60 $196.00 0.00 1.95 - - 0 0
0 0 - - 39.40 42.30 $197.00 0.00 0.50 - - 0 0
0 0 1.00 0% 39.50 41.60 $198.00 0.00 1.75 - - 0 0
0 0 1.00 0% 38.50 40.50 $199.00 0.00 0.30 - - 0 0
3 2 1.00 0% 37.00 40.20 $200.00 0.00 0.30 - - 0 0
0 0 - - 31.70 34.30 $205.00 0.00 0.30 - - 0 0
0 0 - - 26.70 29.60 $210.00 0.00 0.35 27% -0.03 0 0
0 0 - - 21.70 24.70 $215.00 0.00 1.75 26% -0.06 2 2
0 0 - - 16.70 19.50 $220.00 0.00 1.75 18% -0.04 4 6
1 1 - - 11.80 14.50 $225.00 0.00 0.85 18% -0.10 1 10
1 1 0.90 11% 7.50 10.60 $230.00 0.35 1.15 14% -0.16 3 20
8 15 0.77 8% 3.80 5.10 $235.00 1.20 1.75 12% -0.30 3 31
17 15 0.42 9% 1.35 2.10 $240.00 3.10 4.80 13% -0.56 7 16
12 62 0.14 9% 0.00 0.55 $245.00 5.70 8.90 12% -0.80 2 3
9 2 0.12 15% 0.00 0.10 $250.00 11.50 14.20 21% -0.80 1 2
8 7 0.08 18% 0.00 0.15 $255.00 16.30 19.50 26% -0.83 2 0
0 0 0.04 18% 0.00 1.75 $260.00 20.90 24.20 29% -0.87 2 0
0 0 - - 0.00 0.75 $265.00 26.30 29.20 35% -0.87 0 0
0 0 - - 0.00 0.75 $270.00 31.30 34.50 40% -0.88 0 0
0 0 - - 0.00 0.75 $275.00 36.30 39.20 43% -0.89 0 0
0 0 - - 0.00 2.60 $280.00 40.90 44.40 46% -0.90 0 0
0 0 - - 0.00 0.75 $285.00 46.60 49.40 52% -0.89 0 0
0 0 - - 0.00 0.75 $290.00 51.50 54.40 56% -0.90 0 0
0 0 - - 0.00 0.75 $295.00 56.30 59.10 57% -0.92 0 0
0 0 - - 0.00 0.75 $300.00 60.60 64.10 56% -0.94 0 0
0 0 - - 0.00 0.75 $305.00 66.30 69.40 66% -0.92 0 0
0 0 - - 0.00 0.75 $310.00 71.50 74.40 70% -0.92 0 0
0 0 - - 0.00 0.75 $315.00 76.40 79.10 71% -0.93 0 0