Pre-market
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WFRD 82.20
Expected move by Oct 16 ±$6.66 ±8.1% $75.54 – $88.86 90%: $68.08 – $96.32
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Every quote and Greek, one row per strike.
52 contracts 32 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.98 150% 40.40 44.60 $40.00 0.00 2.15 161% -0.03 0 0
0 0 0.97 133% 35.60 39.60 $45.00 0.00 0.95 138% -0.03 1 1
0 0 0.97 112% 30.50 34.70 $50.00 0.00 0.75 - - 0 0
1 1 0.96 95% 25.60 29.70 $55.00 0.00 0.75 98% -0.04 1 13
1 1 0.93 89% 21.10 24.80 $60.00 0.00 0.75 81% -0.05 15 29
0 0 0.92 68% 15.80 19.90 $65.00 0.00 0.75 67% -0.07 1 11
0 0 0.91 48% 10.90 14.60 $70.00 0.00 2.80 50% -0.10 3 30
10 10 0.75 60% 8.10 10.80 $75.00 0.15 2.45 48% -0.21 1 22
40 13 0.62 45% 3.80 6.50 $80.00 1.10 3.30 38% -0.37 1 65
3 3 0.40 39% 1.15 3.40 $85.00 3.60 6.00 38% -0.61 4 24
25 5 0.22 41% 0.20 1.95 $90.00 7.20 10.30 41% -0.78 20 17
92 2 0.18 55% 0.25 1.90 $95.00 11.00 15.10 40% -0.91 1 8
642 2 0.09 52% 0.00 0.45 $100.00 16.00 20.00 48% -0.94 20 27
39 3 0.08 62% 0.00 1.95 $105.00 20.90 24.80 50% -0.98 10 0
24 5 0.06 68% 0.15 0.60 $110.00 25.90 29.70 0% -1.00 1 1
12 1 0.06 78% 0.00 0.75 $115.00 31.10 34.80 72% -0.96 0 0
4 1 0.13 112% 0.00 0.75 $120.00 35.90 39.80 71% -0.98 0 0
2 1 0.07 98% 0.00 0.75 $125.00 41.10 44.40 - - 0 0
1 1 0.05 100% 0.00 2.15 $130.00 46.10 49.40 - - 0 0
3 1 0.05 106% 0.00 2.15 $135.00 50.90 54.40 - - 0 0
0 1 0.05 113% 0.00 0.75 $140.00 56.10 59.80 104% -0.97 0 0
2 1 0.04 119% 0.00 0.75 $145.00 60.90 64.80 101% -0.99 0 0
6 1 0.05 127% 0.00 1.95 $150.00 66.10 69.80 115% -0.97 0 0
11 1 0.05 132% 0.00 1.75 $155.00 70.90 74.70 100% -1.00 0 0
6 1 0.04 137% 0.00 1.80 $160.00 75.90 79.70 105% -1.00 0 0
6 1 0.04 142% 0.00 1.75 $165.00 80.90 84.40 - - 0 0