Pre-market
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WTTR 20.57
Expected move by Oct 16 ±$1.77 ±8.6% $18.80 – $22.34 90%: $16.82 – $24.32
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Every quote and Greek, one row per strike.
22 contracts 13 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 25 1.00 376% 16.20 20.00 $2.50 0.00 2.60 - - 0 0
1 1 0.96 446% 14.60 17.70 $5.00 0.00 2.60 - - 0 0
2 1 0.95 297% 12.00 15.00 $7.50 0.00 0.75 - - 2 2
5 1 0.93 238% 9.70 12.50 $10.00 0.00 0.15 - - 1 1
0 0 0.92 158% 7.30 9.60 $12.50 0.00 0.25 163% -0.08 2 30
41 2 0.89 112% 5.20 6.70 $15.00 0.00 0.10 103% -0.09 1 1
35 4 0.80 85% 2.80 4.50 $17.50 0.00 0.50 75% -0.18 2 3
1,088 1 0.62 48% 1.20 1.50 $20.00 0.50 0.70 41% -0.37 7 47
719 15 0.27 50% 0.05 0.80 $22.50 0.75 3.60 41% -0.78 0 0
17 10 0.11 56% 0.00 0.75 $25.00 3.60 5.20 - - 3 5
2 2 0.15 119% 0.00 2.60 $30.00 8.40 10.10 - - 0 0