Pre-market
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ZROZ 59.11
Expected move by Oct 16 ±$1.88 ±3.2% $57.23 – $60.99 90%: $55.12 – $63.10
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Every quote and Greek, one row per strike.
50 contracts 30 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 11.00 15.10 $46.00 0.00 2.60 - - 0 0
0 0 - - 10.00 14.10 $47.00 0.00 2.60 - - 0 0
0 0 - - 9.00 13.10 $48.00 0.00 2.60 - - 0 0
0 0 - - 8.00 12.10 $49.00 0.00 2.60 - - 0 0
0 0 - - 7.00 11.10 $50.00 0.00 2.60 - - 0 0
0 0 - - 6.00 10.10 $51.00 0.00 2.60 - - 0 0
0 0 - - 5.00 9.10 $52.00 0.00 2.65 32% -0.06 0 0
0 0 - - 4.60 7.50 $53.00 0.00 2.65 28% -0.06 0 0
0 0 - - 3.60 6.50 $54.00 0.00 2.65 31% -0.12 0 0
1 1 0.97 16% 2.65 5.60 $55.00 0.00 0.55 27% -0.15 1 2
0 0 0.92 16% 1.75 4.60 $56.00 0.00 0.80 31% -0.25 1 1
7 7 0.81 16% 0.85 3.80 $57.00 0.00 1.20 29% -0.31 16 23
16 2 0.65 19% 0.10 3.40 $58.00 0.60 1.10 21% -0.36 5 104
75 8 0.52 13% 0.65 1.00 $59.00 1.05 1.45 21% -0.48 3 2
81 27 0.33 14% 0.40 0.50 $60.00 0.75 3.70 27% -0.57 1 28
36 1 0.21 15% 0.05 0.50 $61.00 1.55 4.20 28% -0.66 1 2
121 1 0.10 14% 0.05 0.15 $62.00 3.00 5.10 36% -0.68 1 1
0 3 0.14 23% 0.00 2.60 $63.00 3.30 6.00 34% -0.76 0 0
0 0 0.10 24% 0.00 2.55 $64.00 4.30 7.00 38% -0.78 0 0
350 50 0.10 28% 0.00 0.10 $65.00 4.60 8.70 42% -0.79 0 0
0 0 0.07 28% 0.00 1.90 $66.00 5.60 9.70 45% -0.81 0 0
0 0 - - 0.00 2.60 $67.00 6.60 10.70 49% -0.82 0 0
0 0 - - 0.00 2.60 $68.00 7.60 11.70 53% -0.83 0 0
0 0 - - 0.00 0.05 $69.00 8.60 12.70 57% -0.83 0 0
0 0 - - 0.00 2.60 $70.00 9.60 13.70 60% -0.84 0 0