Pre-market
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Implied dividend/borrow carry is unavailable or unreliable; valuation uses a zero-carry fallback.
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VSTS 14.28

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Add a leg to see how the position behaves across price and volatility.

Every quote and Greek, one row per strike.
20 contracts 12 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 10.40 12.70 $2.50 0.00 0.05 - - 0 0
0 0 - - 8.30 9.90 $5.00 0.00 2.65 - - 0 0
0 0 - - 5.80 7.30 $7.50 0.00 2.65 - - 0 0
0 0 - - 3.40 4.60 $10.00 0.00 0.75 130% -0.11 0 0
68 2 0.87 50% 1.80 2.10 $12.50 0.05 0.25 51% -0.14 1 20
89 37 0.37 47% 0.15 0.70 $15.00 0.95 1.60 58% -0.59 0 0
0 0 - - 0.00 2.05 $17.50 3.00 4.60 108% -0.72 0 0
0 0 - - 0.00 2.65 $20.00 5.40 6.80 123% -0.81 0 0
0 0 - - 0.00 2.65 $22.50 7.90 9.30 149% -0.84 0 0
0 0 - - 0.00 2.65 $25.00 10.20 12.00 170% -0.85 0 0