Pre-market
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XPH 67.55
Expected move by Oct 16 ±$3.31 ±4.9% $64.24 – $70.86 90%: $60.54 – $74.56
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Every quote and Greek, one row per strike.
64 contracts 33 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 17.50 21.50 $48.00 0.00 1.05 - - 0 0
0 0 - - 16.50 20.50 $49.00 0.00 0.45 79% -0.05 0 0
1 1 - - 15.50 19.50 $50.00 0.00 0.10 75% -0.05 1 1
1 1 - - 14.50 18.50 $51.00 0.00 0.50 136% -0.16 0 0
3 1 - - 13.50 17.50 $52.00 0.00 0.10 110% -0.14 1 1
1 1 - - 12.50 16.50 $53.00 0.00 0.50 104% -0.15 1 1
0 0 - - 11.50 15.50 $54.00 0.00 0.10 119% -0.19 0 0
0 0 - - 10.50 14.50 $55.00 0.00 0.50 101% -0.18 0 0
2 3 - - 9.50 13.50 $56.00 0.00 0.10 78% -0.15 0 0
0 30 - - 8.50 12.50 $57.00 0.00 0.10 92% -0.20 0 0
0 0 - - 7.50 11.50 $58.00 0.00 0.55 86% -0.21 0 0
0 0 - - 6.50 10.50 $59.00 0.00 0.45 83% -0.23 0 0
0 0 - - 5.50 9.50 $60.00 0.00 0.25 73% -0.23 0 0
0 0 - - 4.50 8.50 $61.00 0.00 0.35 68% -0.25 0 0
2 2 - - 3.50 7.50 $62.00 0.00 0.70 63% -0.27 0 0
3 2 - - 2.50 6.50 $63.00 0.00 0.70 57% -0.29 0 0
2 2 0.90 17% 1.70 6.00 $64.00 0.00 1.00 48% -0.31 0 0
5 2 0.82 17% 1.00 5.00 $65.00 0.00 1.30 22% -0.23 1 1
2 2 0.67 24% 0.30 5.00 $66.00 0.00 3.30 38% -0.38 0 0
2 2 0.57 27% 0.10 4.40 $67.00 0.00 3.70 25% -0.43 10 10
1 4 0.48 23% 0.75 2.25 $68.00 0.10 4.20 28% -0.51 0 0
4 4 0.45 39% 0.00 3.40 $69.00 0.50 4.80 27% -0.60 0 0
2 2 0.39 38% 0.00 3.10 $70.00 1.00 5.50 26% -0.68 0 0
0 0 0.37 47% 0.00 2.80 $71.00 2.00 6.00 26% -0.76 0 0
0 0 0.35 52% 0.00 2.65 $72.00 3.00 7.00 30% -0.78 0 0
0 0 0.34 60% 0.00 2.55 $73.00 4.00 8.00 33% -0.80 0 0
0 0 0.33 64% 0.00 2.50 $74.00 5.00 9.00 37% -0.81 0 0
5 1 0.29 63% 0.00 2.45 $75.00 6.00 10.00 40% -0.83 0 0
0 0 0.30 72% 0.00 2.40 $76.00 7.00 11.00 44% -0.84 0 0
0 0 0.30 77% 0.00 2.40 $77.00 8.00 12.00 47% -0.84 0 0
0 0 - - 0.00 2.40 $78.00 9.00 13.00 50% -0.85 0 0
0 0 - - 0.00 1.20 $79.00 10.00 14.00 53% -0.86 0 0