Pre-market
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WEAT 26.31
Expected move by Oct 16 ±$1.49 ±5.7% $24.82 – $27.80 90%: $23.14 – $29.48
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Every quote and Greek, one row per strike.
46 contracts 30 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
4 2 - - 14.00 16.40 $11.00 0.00 1.75 - - 3 5
10 2 - - 13.00 15.40 $12.00 0.00 1.75 - - 0 0
3 16 - - 12.00 14.40 $13.00 0.00 0.95 - - 0 0
1 10 - - 11.00 13.40 $14.00 0.00 0.95 - - 3 2
16 8 - - 10.10 12.40 $15.00 0.00 1.75 - - 15 32
9 4 - - 9.40 11.10 $16.00 0.00 1.75 - - 3 6
48 6 - - 8.40 9.90 $17.00 0.00 0.75 - - 0 0
16 6 - - 7.40 8.90 $18.00 0.00 1.75 100% -0.05 40 73
54 2 - - 6.50 8.10 $19.00 0.00 1.75 103% -0.09 1 0
166 1 - - 5.50 7.00 $20.00 0.00 1.75 93% -0.10 25 72
254 35 1.00 0% 4.70 6.00 $21.00 0.00 1.75 61% -0.06 10 344
1,424 2 - - 3.80 4.50 $22.00 0.00 0.05 50% -0.07 2 175
1,184 3 0.91 41% 3.30 3.70 $23.00 0.00 0.05 49% -0.13 10 376
839 2 0.90 29% 2.30 2.65 $24.00 0.00 0.25 33% -0.13 31 275
5,297 152 0.77 30% 1.60 1.75 $25.00 0.20 0.30 28% -0.22 24 595
3,868 63 0.59 30% 0.90 1.15 $26.00 0.60 0.65 29% -0.41 189 812
4,621 112 0.40 31% 0.50 0.65 $27.00 1.15 1.35 32% -0.60 4 152
3,736 352 0.25 33% 0.30 0.35 $28.00 1.40 2.50 32% -0.76 1 165
756 2 0.16 35% 0.15 0.25 $29.00 2.50 3.20 36% -0.84 2 4
11,520 486 0.09 36% 0.05 0.15 $30.00 3.50 3.90 30% -0.97 2 4
1,921 12 0.06 39% 0.05 0.10 $31.00 4.50 5.30 55% -0.86 2 1
3 1 0.15 68% 0.00 1.75 $32.00 5.10 6.60 58% -0.89 0 0
0 0 0.12 69% 0.00 1.75 $33.00 6.00 7.60 61% -0.92 0 0