Pre-market
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VSEC 180.14
Expected move by Oct 16 ±$16.63 ±9.2% $163.51 – $196.77 90%: $144.89 – $215.39
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Every quote and Greek, one row per strike.
76 contracts 50 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 86% 88.20 92.50 $90.00 0.00 2.15 136% -0.02 1 5
2 1 0.99 109% 83.50 87.50 $95.00 0.00 0.75 127% -0.02 1 2
0 0 1.00 0% 78.50 82.20 $100.00 0.00 2.15 121% -0.02 0 0
2 2 1.00 73% 73.50 77.30 $105.00 0.00 0.95 110% -0.02 1 1
0 0 1.00 0% 68.50 72.20 $110.00 0.00 1.75 105% -0.02 9 10
0 0 1.00 0% 63.50 67.30 $115.00 0.00 0.95 94% -0.02 1 1
0 0 0.99 71% 58.60 62.50 $120.00 0.00 1.75 86% -0.03 1 3
0 0 0.98 69% 53.70 57.60 $125.00 0.00 2.30 100% -0.06 1 3
1 1 0.98 62% 48.70 52.60 $130.00 0.00 1.95 83% -0.05 1 2
1 1 0.97 60% 43.90 47.60 $135.00 0.00 2.50 81% -0.07 1 2
13 13 0.95 64% 39.90 42.50 $140.00 0.00 2.40 62% -0.05 12 12
0 0 0.95 52% 34.20 37.80 $145.00 0.00 2.70 59% -0.07 0 0
0 0 0.92 52% 29.60 33.20 $150.00 0.05 2.90 60% -0.10 5 5
0 0 0.87 55% 25.90 28.70 $155.00 0.10 2.65 51% -0.11 0 1
2 2 0.83 53% 21.50 24.50 $160.00 0.20 4.50 51% -0.17 1 2
0 0 0.77 50% 17.30 20.50 $165.00 2.25 5.00 52% -0.23 1 1
1 1 0.70 50% 13.80 17.00 $170.00 3.40 6.50 51% -0.30 1 2
1 1 0.62 49% 10.30 14.00 $175.00 4.90 8.50 49% -0.38 1 6
1 30 0.54 51% 8.50 11.00 $180.00 7.70 9.50 47% -0.47 1 10
1 3 0.45 50% 6.40 8.80 $185.00 9.70 11.80 43% -0.56 1 1
0 0 0.37 50% 4.40 7.00 $190.00 13.70 16.00 48% -0.64 1 3
1 1 0.28 45% 1.50 5.50 $195.00 16.00 20.00 46% -0.73 2 8
47 3 0.22 47% 1.80 3.50 $200.00 20.20 23.00 43% -0.81 1 3
2 1 0.12 47% 0.05 2.50 $210.00 29.10 32.50 47% -0.89 1 2
7 2 0.07 49% 0.00 2.25 $220.00 38.50 42.00 49% -0.94 2 0
9 1 0.04 52% 0.00 2.00 $230.00 48.20 51.80 52% -0.97 0 0
2 1 0.05 62% 0.00 1.95 $240.00 57.80 61.70 - - 0 0
12 1 0.04 67% 0.00 1.95 $250.00 67.70 71.70 - - 0 0
200 1 0.05 80% 0.00 0.95 $260.00 77.80 81.70 - - 0 0
5 1 0.03 80% 0.00 1.75 $270.00 87.80 91.70 - - 0 0
3 1 0.06 99% 0.00 0.95 $280.00 97.70 101.70 - - 0 0
8 4 0.03 93% 0.00 0.95 $290.00 107.70 111.70 - - 0 0
5 1 0.03 95% 0.00 0.95 $300.00 118.00 121.70 - - 0 0
10 1 0.03 100% 0.00 2.15 $310.00 128.00 131.80 95% -0.99 0 0
6 1 0.02 105% 0.00 2.15 $320.00 137.90 141.70 - - 0 0
8 1 0.06 135% 0.00 5.00 $330.00 147.80 151.70 - - 6 0
0 0 0.02 115% 0.00 5.00 $340.00 158.00 161.80 109% -0.99 0 0
0 0 0.02 118% 0.00 2.15 $350.00 168.00 171.70 - - 0 0