Pre-market
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VNO 35.52
Expected move by Oct 16 ±$2.51 ±7.1% $33.02 – $38.03 90%: $30.20 – $40.85
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Every quote and Greek, one row per strike.
40 contracts 26 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
2 16 - - 7.00 9.80 $27.00 0.00 0.05 - - 1 2
5 16 - - 6.00 9.00 $28.00 0.00 1.10 - - 0 0
3 16 - - 4.30 7.40 $29.00 0.00 1.00 - - 0 0
3 12 - - 4.00 6.80 $30.00 0.00 0.75 50% -0.09 2 2
5 20 0.85 53% 4.00 5.90 $31.00 0.00 0.75 54% -0.15 0 0
1 2 0.81 49% 3.10 5.00 $32.00 0.00 0.75 46% -0.17 0 0
2 2 0.83 31% 1.45 4.20 $33.00 0.10 0.65 35% -0.20 3 3
2 4 0.69 38% 0.90 3.70 $34.00 0.30 1.05 36% -0.30 1 4
8 2 0.60 29% 0.90 1.90 $35.00 0.65 1.40 35% -0.41 0 0
80 62 0.46 31% 0.45 1.45 $36.00 0.25 3.40 42% -0.52 0 0
37 13 0.35 35% 0.35 1.10 $37.00 1.15 3.60 41% -0.63 8 8
0 1 0.26 37% 0.20 0.85 $38.00 2.40 4.10 46% -0.69 0 0
0 0 0.26 50% 0.00 0.70 $39.00 2.50 5.20 40% -0.80 0 0
32 1 0.19 47% 0.00 1.20 $40.00 3.40 5.90 38% -0.88 0 0
10 10 0.18 55% 0.00 3.50 $41.00 4.20 6.60 - - 0 0
0 0 0.16 59% 0.00 1.20 $42.00 4.60 7.50 - - 0 0
1 1 0.15 65% 0.00 0.75 $43.00 6.20 8.90 45% -0.94 0 0
0 0 0.15 72% 0.00 0.75 $44.00 7.40 10.60 76% -0.84 0 0
2 2 0.13 74% 0.00 1.60 $45.00 7.80 11.60 66% -0.90 0 0
1 1 0.13 78% 0.00 0.75 $46.00 9.10 12.40 73% -0.90 0 0