Pre-market
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YELP 19.43
Expected move by Oct 16 ±$1.59 ±8.2% $17.84 – $21.02 90%: $16.07 – $22.79
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Every quote and Greek, one row per strike.
40 contracts 25 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 0.94 113% 4.60 8.70 $13.00 0.00 2.65 - - 0 0
0 0 0.89 119% 5.10 6.60 $14.00 0.00 2.65 - - 0 0
0 0 0.88 96% 4.20 5.40 $15.00 0.00 2.65 - - 0 0
0 0 0.84 86% 3.30 4.50 $16.00 0.00 0.75 61% -0.09 0 0
0 0 0.80 69% 2.30 3.50 $17.00 0.05 0.30 49% -0.13 42 37
0 0 0.67 94% 1.65 3.70 $18.00 0.30 0.35 44% -0.23 141 115
43 124 0.61 44% 1.05 1.25 $19.00 0.55 0.65 40% -0.39 41 743
37 4 0.42 40% 0.45 0.75 $20.00 0.95 1.25 39% -0.59 8 782
157 50 0.27 43% 0.20 0.50 $21.00 1.65 1.90 37% -0.77 1 39
12 6 0.16 44% 0.00 0.30 $22.00 2.00 2.90 - - 7 32
24 1 0.22 72% 0.00 0.30 $23.00 2.80 4.00 - - 1 37
8 4 0.20 83% 0.00 0.40 $24.00 3.80 5.00 - - 20 200
22 4 0.19 96% 0.00 0.40 $25.00 4.70 5.90 - - 1 0
1 1 0.15 96% 0.00 0.75 $26.00 5.60 7.10 - - 0 0
32 1 0.18 117% 0.00 0.25 $27.00 6.60 8.10 - - 0 0
3 3 0.15 118% 0.00 0.75 $28.00 7.60 9.10 - - 0 0
3 3 0.15 125% 0.00 2.65 $29.00 7.70 11.20 - - 0 0
0 0 - - 0.00 4.30 $30.00 9.20 12.20 107% -0.93 0 0
0 0 - - 0.00 4.30 $31.00 9.50 13.50 - - 0 0
0 0 - - 0.00 4.30 $32.00 10.50 14.50 - - 0 0