Pre-market
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XLF 55.92
Expected move by Sep 22 ±$0.27 ±0.5% $55.65 – $56.19 90%: $55.33 – $56.51
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Every quote and Greek, one row per strike.
96 contracts 53 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 5 0.99 250% 14.80 15.10 $41.00 0.00 0.22 - - 0 0
0 5 0.99 232% 13.80 14.10 $42.00 0.00 0.22 - - 0 0
0 3 - - 12.35 13.15 $43.00 0.00 0.02 - - 0 0
0 1 - - 11.40 12.10 $44.00 0.00 0.08 - - 0 0
0 2 - - 10.50 11.10 $45.00 0.00 0.22 - - 0 0
0 1 - - 9.65 10.10 $46.00 0.00 0.22 - - 0 0
0 1 - - 8.60 9.15 $47.00 0.00 0.02 - - 0 0
0 24 0.95 173% 7.40 8.70 $48.00 0.00 0.22 127% -0.01 1 1
0 117 0.93 167% 6.75 7.45 $49.00 0.00 0.02 114% -0.02 0 0
0 66 1.00 74% 5.55 6.30 $50.00 0.00 0.02 103% -0.02 0 0
0 71 0.92 131% 5.30 5.85 $50.50 0.00 0.02 95% -0.03 0 0
0 19 1.00 62% 4.80 5.05 $51.00 0.00 0.02 85% -0.02 0 0
0 19 1.00 56% 4.30 4.55 $51.50 0.00 0.22 77% -0.03 0 0
0 0 0.97 71% 3.85 4.05 $52.00 0.00 0.02 70% -0.03 0 0
0 0 - - 3.25 3.55 $52.50 0.00 0.52 56% -0.02 0 0
0 0 0.98 47% 2.82 3.05 $53.00 0.00 0.02 49% -0.02 0 0
0 0 - - 2.32 2.52 $53.50 0.00 0.02 66% -0.11 0 0
0 0 - - 1.77 2.02 $54.00 0.01 0.02 35% -0.03 1 7
0 12 - - 1.25 1.52 $54.50 0.00 0.02 27% -0.04 15 2,933
0 246 - - 0.79 1.03 $55.00 0.01 0.02 19% -0.06 364 1,105
41 98 0.88 12% 0.36 0.53 $55.50 0.01 0.05 13% -0.14 435 243
604 1,609 0.40 10% 0.04 0.14 $56.00 0.16 0.27 14% -0.57 312 1,173
39 182 0.16 18% 0.01 0.09 $56.50 0.53 0.69 16% -0.87 1 146
274 3 0.05 21% 0.00 0.01 $57.00 0.99 1.19 20% -0.96 5 88
26 2 0.06 31% 0.00 0.02 $57.50 1.49 1.69 28% -0.97 20 10
27 15 0.04 37% 0.00 0.02 $58.00 1.99 2.39 57% -0.87 1 2
3 2 0.05 48% 0.00 0.02 $58.50 2.49 2.69 41% -0.98 0 0
0 0 0.05 56% 0.00 0.02 $59.00 2.99 3.40 74% -0.90 0 0
0 0 0.03 61% 0.00 10.00 $59.50 3.45 3.90 79% -0.92 0 0
1 2 0.03 67% 0.00 0.02 $60.00 3.45 5.35 122% -0.84 0 0
1 1 0.03 76% 0.00 0.02 $60.50 3.95 5.85 132% -0.85 0 0
0 0 0.05 95% 0.00 0.02 $61.00 4.45 6.35 142% -0.86 0 0
0 0 0.03 91% 0.00 0.02 $61.50 4.95 6.85 151% -0.86 0 0
0 0 0.03 94% 0.00 0.22 $62.00 5.45 7.35 159% -0.87 0 0
0 0 - - 0.00 0.22 $62.50 5.80 7.85 154% -0.89 0 0
0 0 - - 0.00 0.08 $63.00 6.30 8.80 197% -0.85 0 0
0 0 - - 0.00 0.22 $63.50 6.80 8.85 170% -0.90 0 0
0 0 - - 0.00 0.08 $64.00 7.30 9.35 177% -0.90 0 0
0 0 - - 0.00 0.08 $64.50 7.80 9.85 185% -0.91 0 0
0 0 - - 0.00 0.22 $65.00 8.30 10.35 193% -0.91 0 0
0 0 - - 0.00 0.22 $66.00 9.30 11.35 208% -0.91 0 0
0 0 - - 0.00 0.22 $67.00 10.30 12.35 222% -0.92 0 0
0 0 - - 0.00 0.22 $68.00 10.90 13.35 172% -0.98 0 0
0 0 - - 0.00 0.22 $69.00 11.95 14.35 197% -0.97 0 0
0 0 - - 0.00 0.02 $70.00 12.95 15.35 207% -0.97 0 0
0 0 - - 0.00 0.22 $71.00 13.95 16.35 217% -0.97 0 0
0 0 - - 0.00 0.22 $72.00 14.95 17.35 227% -0.97 0 0
0 0 - - 0.00 0.02 $73.00 15.95 18.35 237% -0.97 0 0