Pre-market
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VXUS 87.16
Expected move by Sep 25 ±$1.39 ±1.6% $85.77 – $88.55 90%: $84.20 – $90.12
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Every quote and Greek, one row per strike.
70 contracts 41 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 5 0.97 115% 16.10 18.50 $70.00 0.00 0.45 - - 0 0
0 0 0.96 90% 12.10 14.50 $74.00 0.00 0.35 - - 0 0
0 0 0.90 115% 11.80 13.60 $75.00 0.00 0.05 - - 0 0
0 0 0.98 62% 10.60 11.80 $76.00 0.00 0.25 - - 0 0
0 0 - - 8.50 10.60 $77.00 0.00 0.35 - - 0 0
0 0 0.91 81% 8.40 10.60 $78.00 0.00 0.35 - - 0 0
0 0 0.94 59% 7.00 9.60 $79.00 0.00 0.05 79% -0.11 0 0
0 0 - - 6.20 7.80 $80.00 0.00 0.40 73% -0.12 1 1
0 0 - - 5.70 7.40 $80.50 0.00 0.30 69% -0.13 0 0
0 0 - - 4.60 7.40 $81.00 0.00 0.45 65% -0.13 2 2
0 0 - - 4.00 7.00 $81.50 0.00 1.75 63% -0.15 0 0
0 0 - - 3.40 6.50 $82.00 0.00 0.05 38% -0.06 5 7
0 0 - - 3.00 6.00 $82.50 0.00 0.50 72% -0.22 0 0
0 1 - - 2.60 5.40 $83.00 0.00 0.25 47% -0.16 1 1
0 0 - - 2.20 4.80 $83.50 0.00 0.30 57% -0.23 0 0
1 1 - - 2.05 4.20 $84.00 0.00 0.20 24% -0.07 4 20
4 4 - - 1.25 3.90 $84.50 0.00 0.65 58% -0.30 2 21
0 0 0.83 25% 1.35 3.40 $85.00 0.00 0.25 22% -0.14 13 60
11 3 - - 0.60 2.70 $85.50 0.00 0.25 20% -0.17 62 59
0 0 0.69 26% 0.85 2.45 $86.00 0.10 0.25 16% -0.21 21 95
57 6 0.65 20% 0.55 1.65 $86.50 0.10 1.00 23% -0.37 30 32
6 7 0.54 18% 0.30 1.20 $87.00 0.45 1.10 23% -0.46 1 6
16 35 0.40 14% 0.15 0.60 $87.50 0.05 1.50 16% -0.59 2 5
19 111 0.29 16% 0.15 0.40 $88.00 0.10 1.50 - - 3 26
6 34 0.15 14% 0.05 0.15 $88.50 0.40 3.00 23% -0.73 0 0
2 8 0.13 17% 0.00 0.10 $89.00 1.15 2.50 - - 1 3
2 1 0.18 27% 0.00 0.20 $89.50 1.35 4.00 31% -0.79 0 0
2 1 0.11 24% 0.00 0.10 $90.00 2.00 3.90 24% -0.89 2 3
0 0 0.20 41% 0.00 1.00 $90.50 2.20 4.20 - - 0 0
0 1 0.27 61% 0.00 2.60 $91.00 2.35 4.60 - - 0 0
0 0 0.25 65% 0.00 1.75 $91.50 3.40 5.10 - - 0 0
2 14 0.13 43% 0.00 1.75 $92.00 3.40 6.20 - - 1 0
0 0 0.17 57% 0.00 1.75 $92.50 3.80 6.60 - - 1 0
0 0 - - 0.00 3.00 $93.00 4.60 7.60 50% -0.88 0 0
0 0 - - 0.00 0.95 $94.00 5.60 8.60 56% -0.89 0 0