Pre-market
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YSS 9.76
Expected move by Oct 16 ±$1.93 ±19.8% $7.83 – $11.69 90%: $5.68 – $13.84
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Every quote and Greek, one row per strike.
16 contracts 12 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 6.50 7.70 $2.50 0.00 1.05 - - 0 0
350 3 0.96 165% 4.40 5.30 $5.00 0.00 0.25 177% -0.04 169 932
86 15 0.86 106% 2.15 2.85 $7.50 0.20 0.25 107% -0.14 214 1,087
1,420 751 0.52 102% 0.80 1.10 $10.00 1.00 1.35 103% -0.48 12 242
1,259 729 0.24 110% 0.30 0.40 $12.50 2.85 3.20 104% -0.78 12 64
69 197 0.09 110% 0.05 0.15 $15.00 5.10 6.00 152% -0.81 2 3
85 3 0.06 129% 0.00 0.15 $17.50 7.50 8.50 175% -0.85 0 0
3 3 0.10 179% 0.00 0.05 $20.00 9.70 10.60 - - 0 0