Pre-market
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WLY 47.29
Expected move by Oct 16 ±$4.12 ±8.7% $43.17 – $51.41 90%: $38.55 – $56.03
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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 0.95 120% 15.80 19.50 $30.00 0.00 1.75 - - 0 0
0 0 0.92 90% 11.00 14.50 $35.00 0.00 1.15 88% -0.08 10 25
0 0 0.83 74% 6.90 9.50 $40.00 0.00 1.35 59% -0.12 15 25
2 2 0.68 46% 2.45 4.70 $45.00 0.60 1.35 39% -0.30 320 86
65 70 0.33 42% 0.60 1.50 $50.00 2.40 4.60 36% -0.70 15 15
6 1 0.14 51% 0.00 1.80 $55.00 6.10 9.60 40% -0.92 0 0
0 1 0.12 71% 0.00 0.95 $60.00 11.00 14.70 56% -0.94 0 0
0 0 0.17 113% 0.00 0.75 $65.00 16.10 19.50 67% -0.96 0 0
0 0 0.08 100% 0.00 0.75 $70.00 21.00 24.50 72% -0.98 0 0
0 0 - - 0.00 4.20 $75.00 26.60 29.50 110% -0.93 0 0