Pre-market
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VRSK 172.01
Expected move by Oct 16 ±$10.65 ±6.2% $161.36 – $182.66 90%: $149.44 – $194.58
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Every quote and Greek, one row per strike.
44 contracts 31 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 56% 40.40 44.40 $130.00 0.00 1.75 62% -0.04 0 0
0 0 0.97 53% 35.60 39.50 $135.00 0.00 3.90 55% -0.04 0 0
0 0 0.96 47% 30.70 34.50 $140.00 0.00 1.95 45% -0.03 0 0
0 0 0.95 42% 25.70 29.60 $145.00 0.00 2.75 42% -0.05 0 0
0 0 0.92 38% 20.90 24.80 $150.00 0.00 2.45 35% -0.06 0 0
0 0 0.86 38% 16.80 20.20 $155.00 0.60 0.85 33% -0.10 121 572
0 0 0.82 33% 12.40 15.20 $160.00 1.25 1.60 32% -0.18 15 17
0 1 0.70 35% 9.90 11.00 $165.00 1.80 3.20 30% -0.28 13 42
0 0 0.58 34% 5.60 8.90 $170.00 4.00 5.00 31% -0.42 3 34
6 1 0.46 38% 4.50 7.00 $175.00 6.90 8.00 33% -0.56 1 38
2 2 0.33 34% 2.60 3.90 $180.00 8.30 11.90 29% -0.71 6 14
569 125 0.24 36% 0.50 3.80 $185.00 13.10 14.90 29% -0.82 1 11
17 4 0.15 36% 0.70 1.80 $190.00 16.70 20.60 32% -0.88 1 3
96 2 0.09 34% 0.40 0.85 $195.00 21.30 25.40 34% -0.92 0 0
10 5 0.08 39% 0.00 1.85 $200.00 26.10 30.10 33% -0.97 0 0
15 1 0.08 53% 0.00 1.75 $210.00 36.10 40.10 42% -0.97 0 0
0 0 0.04 53% 0.00 1.75 $220.00 46.10 50.10 50% -0.98 0 0
15 5 0.04 61% 0.00 2.15 $230.00 56.10 60.10 57% -0.98 0 0
0 0 0.06 78% 0.00 1.75 $240.00 66.10 70.10 64% -0.98 0 0
0 0 0.03 75% 0.00 2.15 $250.00 76.10 80.10 70% -0.98 0 0
0 0 0.03 81% 0.00 1.75 $260.00 86.10 90.10 77% -0.98 0 0
0 0 - - 0.00 0.95 $270.00 96.10 100.10 83% -0.98 0 0