Pre-market
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ZTS 71.33
Expected move by Oct 16 ±$4.51 ±6.3% $66.82 – $75.84 90%: $61.77 – $80.89
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Every quote and Greek, one row per strike.
62 contracts 37 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
12 2 0.96 110% 24.70 28.70 $45.00 0.00 1.05 96% -0.02 2 110
1 2 0.95 92% 19.70 23.80 $50.00 0.00 0.05 69% -0.02 1 320
4 3 0.94 69% 14.70 18.70 $55.00 0.00 1.15 51% -0.02 10 94
25 3 0.96 38% 9.90 13.00 $60.00 0.00 0.75 42% -0.05 2 1,136
52 7 0.82 41% 6.80 7.50 $65.00 0.30 0.40 31% -0.12 130 3,252
452 73 0.60 34% 3.10 3.50 $70.00 1.65 1.70 31% -0.39 461 2,994
2,305 1,036 0.31 34% 1.15 1.30 $75.00 4.20 4.70 28% -0.74 96 2,272
3,278 224 0.12 35% 0.35 0.40 $80.00 8.30 9.20 27% -0.95 81 755
1,787 91 0.04 38% 0.10 0.15 $85.00 11.80 14.60 - - 8 114
1,541 106 0.03 46% 0.05 0.15 $90.00 16.50 20.40 - - 1 58
3,574 42 0.02 52% 0.00 0.10 $95.00 21.50 25.20 - - 1 0
760 6 0.02 63% 0.00 0.20 $100.00 26.50 30.40 - - 1 0
211 1 0.02 70% 0.00 4.20 $105.00 31.50 35.40 - - 5 0
285 1 0.02 77% 0.00 1.70 $110.00 36.50 40.40 - - 1 0
83 1 0.01 81% 0.00 4.20 $115.00 41.50 45.40 - - 3 0
92 10 0.01 87% 0.00 4.20 $120.00 46.90 50.00 - - 3 0
43 1 0.05 122% 0.00 4.20 $125.00 51.50 55.40 - - 1 0
34 3 0.05 129% 0.00 4.20 $130.00 56.50 60.40 - - 20 0
1 1 0.04 125% 0.00 4.20 $135.00 61.50 65.40 - - 2 0
19 10 - - 0.00 4.20 $140.00 66.50 70.40 - - 2 0
6 2 - - 0.00 4.20 $145.00 71.50 75.40 - - 0 0
5 1 - - 0.00 1.05 $150.00 76.50 80.40 - - 2 0
10 5 - - 0.00 4.20 $155.00 81.50 85.40 - - 0 0
2 1 - - 0.00 4.20 $160.00 86.50 90.40 - - 0 0
0 0 - - 0.00 2.15 $165.00 91.50 95.40 - - 0 0
3 3 - - 0.00 4.20 $170.00 96.50 100.40 - - 0 0
6 1 - - 0.00 4.20 $175.00 101.50 105.40 - - 0 0
0 0 - - 0.00 2.00 $180.00 106.50 110.40 - - 0 0
0 0 - - 0.00 2.15 $185.00 111.50 115.40 - - 0 0
0 0 - - 0.00 2.15 $190.00 116.50 120.40 - - 0 0
0 0 - - 0.00 2.15 $195.00 121.50 125.40 - - 0 0