Pre-market
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WPP 25.65
Expected move by Oct 16 ±$2.04 ±8.0% $23.61 – $27.69 90%: $21.33 – $29.97
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Every quote and Greek, one row per strike.
16 contracts 10 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 148% 9.30 12.50 $15.00 0.00 2.15 - - 0 0
0 0 0.93 112% 6.80 10.00 $17.50 0.00 3.90 - - 3 3
1 1 0.94 66% 5.00 6.50 $20.00 0.00 0.75 80% -0.10 12 12
2 2 0.85 51% 2.80 4.00 $22.50 0.10 0.60 55% -0.16 328 1,213
135 5 0.62 38% 1.05 1.65 $25.00 0.60 1.20 44% -0.39 1 468
12 12 0.19 62% 0.00 2.00 $30.00 4.20 5.40 63% -0.80 2 2
0 0 - - 0.00 3.90 $35.00 9.00 10.50 96% -0.87 0 0
0 0 - - 0.00 3.90 $40.00 13.50 15.90 120% -0.90 0 0