Pre-market
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VRTL 24.73
Expected move by Oct 16 ±$5.14 ±20.8% $19.59 – $29.87 90%: $13.83 – $35.63
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Every quote and Greek, one row per strike.
50 contracts 47 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
5 2 0.97 132% 10.40 11.40 $14.00 0.00 0.40 156% -0.05 0 0
0 0 0.95 128% 9.40 10.50 $15.00 0.00 0.45 151% -0.07 10 20
1 5 0.94 120% 8.50 9.50 $16.00 0.00 0.50 136% -0.08 1 3
0 0 0.92 116% 7.60 8.60 $17.00 0.05 0.60 116% -0.08 3 5
0 0 0.88 119% 6.80 7.80 $18.00 0.40 0.60 118% -0.12 3 9
0 0 0.86 111% 5.90 6.90 $19.00 0.35 0.90 111% -0.14 1 20
0 3 0.80 117% 5.30 6.20 $20.00 0.50 1.15 110% -0.18 1 68
0 0 0.76 112% 4.60 5.40 $21.00 0.90 1.85 120% -0.25 5 59
49 9 0.71 113% 3.90 4.80 $22.00 1.15 1.90 111% -0.29 3 61
38 5 0.66 112% 3.40 4.20 $23.00 1.60 2.30 110% -0.34 5 15
3 1 0.60 110% 2.85 3.60 $24.00 2.05 2.80 110% -0.40 7 11
10 6 0.55 112% 2.40 3.20 $25.00 2.55 3.20 107% -0.46 2 74
3 1 0.49 110% 2.05 2.70 $26.00 3.10 3.90 107% -0.51 17 18
15 3 0.44 110% 1.65 2.35 $27.00 3.70 4.60 108% -0.57 2 4
36 20 0.40 114% 1.50 2.05 $28.00 4.40 5.20 106% -0.62 0 0
5 4 0.35 111% 1.10 1.85 $29.00 5.20 6.10 110% -0.66 1 1
24 60 0.31 113% 1.00 1.55 $30.00 5.90 6.80 108% -0.71 10 26
22 34 0.28 117% 0.85 1.40 $31.00 6.70 7.70 110% -0.74 0 0
35 1 0.22 108% 0.50 1.10 $32.00 7.50 8.50 107% -0.78 1 1
14 71 0.20 110% 0.35 1.05 $33.00 8.40 9.40 110% -0.81 0 0
0 0 0.17 112% 0.25 0.95 $34.00 9.30 10.20 109% -0.84 0 0
26 18 0.16 117% 0.30 0.85 $35.00 10.20 11.20 111% -0.86 2 2
2 1 0.13 113% 0.05 0.85 $36.00 11.10 12.10 109% -0.88 0 0
1 1 0.12 114% 0.05 0.70 $37.00 12.00 13.00 108% -0.91 1 1
30 20 0.08 106% 0.05 0.40 $38.00 12.90 14.00 108% -0.92 5 6