ADI
Analog Devices, Inc.Close $414.31EOD onlyThis page reflects ADI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 195.00 | 219.10 | 202.00 | 204.00 | 0.00 | 1 | 2 | 401.9% | 0.995 | 0.0001 | -0.482 | 0.005 | 0.011 |
| 200.00 | 225.76 | 196.90 | 199.00 | 0.00 | 2 | 2 | 389.1% | 0.994 | 0.0001 | -0.484 | 0.005 | 0.011 |
| 215.00 | 206.40 | 181.10 | 184.50 | 0.00 | 1 | 1 | 379.2% | 0.990 | 0.0002 | -0.754 | 0.008 | 0.012 |
| 220.00 | 201.41 | 176.10 | 179.50 | 0.00 | 1 | 1 | 366.8% | 0.990 | 0.0003 | -0.755 | 0.008 | 0.012 |
| 225.00 | 176.30 | 171.10 | 174.40 | 0.00 | 0 | 1 | 350.0% | 0.990 | 0.0003 | -0.704 | 0.008 | 0.012 |
| 245.00 | 152.00 | 151.40 | 154.00 | -4.50 | 1 | 1 | 285.6% | 0.992 | 0.0003 | -0.497 | 0.007 | 0.013 |
| 265.00 | 132.00 | 131.10 | 134.20 | 3.80 | 1 | 1 | 253.8% | 0.988 | 0.0004 | -0.610 | 0.009 | 0.014 |
| 275.00 | 137.65 | 121.50 | 124.00 | 0.00 | 1 | 1 | 225.9% | 0.989 | 0.0004 | -0.507 | 0.008 | 0.015 |
| 280.00 | 122.20 | 116.50 | 119.30 | 0.00 | 0 | 2 | 227.9% | 0.985 | 0.0006 | -0.667 | 0.011 | 0.015 |
| 295.00 | 123.20 | 101.50 | 104.60 | 0.00 | 1 | 2 | 50.0% | 1.000 | 0.0000 | -0.035 | 0.000 | 0.016 |
| 300.00 | 114.88 | 96.20 | 99.40 | 0.00 | 2 | 4 | 193.0% | 0.980 | 0.0009 | -0.725 | 0.014 | 0.016 |
| 310.00 | 55.00 | 86.20 | 89.10 | 0.00 | 2 | 2 | 165.7% | 0.982 | 0.0009 | -0.570 | 0.013 | 0.017 |
| 315.00 | 90.12 | 81.20 | 84.00 | 0.00 | 4 | 2 | 153.8% | 0.983 | 0.0009 | -0.520 | 0.013 | 0.017 |
| 320.00 | 40.00 | 76.20 | 79.10 | 0.00 | 0 | 2 | 148.2% | 0.980 | 0.0011 | -0.573 | 0.014 | 0.017 |
| 325.00 | 35.30 | 71.20 | 74.10 | 0.00 | 1 | 0 | 139.6% | 0.978 | 0.0013 | -0.574 | 0.015 | 0.017 |
| 330.00 | 71.78 | 66.20 | 69.10 | 0.00 | 1 | 1 | 131.0% | 0.976 | 0.0014 | -0.574 | 0.016 | 0.018 |
| 335.00 | 81.25 | 61.20 | 64.10 | 0.00 | 1 | 0 | 122.5% | 0.974 | 0.0017 | -0.576 | 0.018 | 0.018 |
| 340.00 | 58.30 | 56.30 | 59.20 | -22.98 | 1 | 3 | 116.3% | 0.970 | 0.0020 | -0.626 | 0.020 | 0.018 |
| 345.00 | 52.70 | 51.20 | 54.20 | -16.99 | 1 | 34 | 107.8% | 0.967 | 0.0023 | -0.626 | 0.022 | 0.018 |
| 347.50 | 72.10 | 48.80 | 51.60 | 0.00 | 13 | 13 | 101.3% | 0.968 | 0.0024 | -0.576 | 0.021 | 0.018 |
| 350.00 | 39.50 | 46.30 | 49.20 | -27.46 | 1 | 4 | 99.2% | 0.963 | 0.0027 | -0.625 | 0.024 | 0.018 |
| 352.50 | 38.78 | 43.80 | 46.80 | -25.69 | 3 | 4 | 96.9% | 0.959 | 0.0031 | -0.673 | 0.026 | 0.018 |
| 355.00 | 42.50 | 41.30 | 44.30 | -16.40 | 1 | 20 | 92.5% | 0.956 | 0.0034 | -0.671 | 0.027 | 0.018 |
| 357.50 | 44.80 | 38.90 | 41.70 | -17.60 | 1 | 2 | 86.4% | 0.957 | 0.0036 | -0.622 | 0.027 | 0.019 |
| 360.00 | 58.43 | 36.50 | 39.30 | 0.00 | 2 | 7 | 83.8% | 0.951 | 0.0041 | -0.668 | 0.030 | 0.019 |
| 365.00 | 33.75 | 31.60 | 34.50 | -22.15 | 1 | 7 | 78.2% | 0.937 | 0.0054 | -0.754 | 0.036 | 0.019 |
| 367.50 | 56.00 | 29.20 | 32.00 | 0.00 | 5 | 5 | 73.7% | 0.933 | 0.0060 | -0.749 | 0.038 | 0.019 |
| 370.00 | 28.93 | 26.70 | 29.80 | -30.07 | 11 | 18 | 73.3% | 0.916 | 0.0071 | -0.873 | 0.045 | 0.018 |
| 372.50 | 44.80 | 24.30 | 27.10 | 0.00 | 2 | 2 | 65.9% | 0.917 | 0.0078 | -0.779 | 0.045 | 0.019 |
| 375.00 | 20.00 | 22.00 | 25.00 | -28.38 | 9 | 27 | 66.2% | 0.894 | 0.0094 | -0.932 | 0.054 | 0.018 |
| 380.00 | 14.60 | 17.50 | 20.40 | -26.94 | 9 | 38 | 60.4% | 0.857 | 0.0127 | -1.043 | 0.067 | 0.018 |
| 385.00 | 11.50 | 13.40 | 16.10 | -25.70 | 18 | 17 | 56.0% | 0.797 | 0.0171 | -1.200 | 0.083 | 0.017 |
| 387.50 | 15.56 | 11.50 | 14.40 | -20.84 | 49 | 1 | 56.7% | 0.748 | 0.0191 | -1.367 | 0.094 | 0.016 |
| 390.00 | 9.40 | 9.80 | 12.10 | -18.37 | 132 | 45 | 51.8% | 0.711 | 0.0224 | -1.336 | 0.101 | 0.015 |
| 395.00 | 7.88 | 7.00 | 9.90 | -14.38 | 61 | 88 | 57.8% | 0.582 | 0.0229 | -1.688 | 0.115 | 0.012 |
| 397.50 | 6.30 | 5.70 | 7.90 | -20.60 | 131 | 0 | 53.0% | 0.524 | 0.0255 | -1.578 | 0.117 | 0.011 |
| 400.00 | 6.00 | 5.40 | 6.40 | -19.02 | 319 | 66 | 50.8% | 0.458 | 0.0265 | -1.506 | 0.117 | 0.010 |
| 402.50 | 5.00 | 4.50 | 4.90 | -16.50 | 90 | 5 | 47.6% | 0.386 | 0.0272 | -1.360 | 0.113 | 0.008 |
| 405.00 | 3.90 | 2.70 | 4.00 | -18.60 | 149 | 15 | 47.7% | 0.321 | 0.0255 | -1.272 | 0.105 | 0.007 |
| 407.50 | 3.58 | 2.60 | 3.50 | -15.41 | 92 | 9 | 49.9% | 0.271 | 0.0225 | -1.230 | 0.098 | 0.006 |
| 410.00 | 2.35 | 1.95 | 2.85 | -19.65 | 242 | 54 | 50.1% | 0.220 | 0.0200 | -1.104 | 0.087 | 0.005 |
| 412.50 | 1.95 | 1.70 | 2.40 | -15.15 | 56 | 130 | 51.3% | 0.180 | 0.0174 | -1.001 | 0.077 | 0.004 |
| 415.00 | 1.90 | 1.20 | 1.85 | -13.81 | 252 | 299 | 50.7% | 0.139 | 0.0148 | -0.832 | 0.065 | 0.003 |
| 417.50 | 1.18 | 0.70 | 1.75 | -13.38 | 42 | 86 | 54.1% | 0.122 | 0.0127 | -0.810 | 0.060 | 0.003 |
| 420.00 | 1.25 | 0.55 | 1.20 | -12.03 | 606 | 351 | 51.7% | 0.084 | 0.0101 | -0.592 | 0.046 | 0.002 |
| 422.50 | 0.55 | 0.25 | 1.25 | -11.85 | 36 | 363 | 56.3% | 0.080 | 0.0090 | -0.620 | 0.044 | 0.002 |
| 425.00 | 0.70 | 0.20 | 0.95 | -10.18 | 404 | 228 | 55.7% | 0.059 | 0.0072 | -0.485 | 0.035 | 0.001 |
| 427.50 | 0.35 | 0.05 | 1.25 | -10.45 | 19 | 107 | 54.0% | 0.039 | 0.0053 | -0.339 | 0.025 | 0.001 |
| 430.00 | 0.51 | 0.05 | 1.00 | -8.84 | 117 | 396 | 54.6% | 0.030 | 0.0042 | -0.274 | 0.020 | 0.001 |
| 432.50 | 0.15 | 0.00 | 1.00 | -8.35 | 14 | 89 | 57.2% | 0.027 | 0.0037 | -0.261 | 0.018 | 0.001 |
| 435.00 | 0.01 | 0.10 | 1.05 | -7.71 | 51 | 136 | 62.1% | 0.029 | 0.0036 | -0.300 | 0.019 | 0.001 |
| 437.50 | 0.55 | 0.00 | 0.50 | -6.15 | 1,008 | 1,036 | 55.7% | 0.012 | 0.0019 | -0.126 | 0.009 | 0.000 |
| 440.00 | 0.25 | 0.05 | 0.40 | -5.94 | 490 | 573 | 57.4% | 0.010 | 0.0016 | -0.112 | 0.008 | 0.000 |
| 442.50 | 1.10 | 0.00 | 0.80 | -4.50 | 7 | 54 | 66.4% | 0.017 | 0.0021 | -0.205 | 0.012 | 0.000 |
| 445.00 | 0.15 | 0.05 | 0.50 | -4.67 | 804 | 883 | 64.8% | 0.011 | 0.0015 | -0.138 | 0.008 | 0.000 |
| 447.50 | 0.10 | 0.00 | 0.95 | -4.26 | 9 | 79 | 74.4% | 0.018 | 0.0020 | -0.244 | 0.013 | 0.000 |
| 450.00 | 0.11 | 0.10 | 0.15 | -3.89 | 849 | 712 | 62.2% | 0.004 | 0.0007 | -0.057 | 0.004 | 0.000 |
| 452.50 | 0.05 | 0.00 | 0.65 | -3.46 | 3 | 114 | 74.8% | 0.011 | 0.0013 | -0.163 | 0.009 | 0.000 |
| 455.00 | 0.05 | 0.00 | 0.30 | -3.08 | 692 | 789 | 68.7% | 0.005 | 0.0007 | -0.069 | 0.004 | 0.000 |
| 457.50 | 0.05 | 0.00 | 0.40 | -2.65 | 7 | 404 | 74.1% | 0.006 | 0.0008 | -0.095 | 0.005 | 0.000 |
| 460.00 | 0.05 | 0.00 | 0.35 | -2.45 | 244 | 285 | 75.0% | 0.005 | 0.0007 | -0.081 | 0.004 | 0.000 |
| 462.50 | 0.04 | 0.00 | 0.35 | -1.99 | 4 | 15 | 77.4% | 0.005 | 0.0006 | -0.081 | 0.004 | 0.000 |
| 465.00 | 0.05 | 0.00 | 0.70 | -1.76 | 75 | 393 | 88.7% | 0.010 | 0.0010 | -0.172 | 0.008 | 0.000 |
| 467.50 | 0.05 | 0.00 | 0.05 | -2.19 | 1 | 29 | 65.2% | 0.000 | 0.0001 | -0.008 | 0.001 | 0.000 |
| 470.00 | 0.02 | 0.00 | 0.10 | -1.38 | 81 | 601 | 72.3% | 0.001 | 0.0002 | -0.019 | 0.001 | 0.000 |
| 472.50 | 0.01 | 0.00 | 0.10 | -1.24 | 1 | 80 | 74.2% | 0.001 | 0.0002 | -0.019 | 0.001 | 0.000 |
| 475.00 | 0.02 | 0.00 | 0.15 | -1.13 | 65 | 93 | 79.7% | 0.002 | 0.0002 | -0.029 | 0.001 | 0.000 |
| 477.50 | 0.57 | 0.00 | 0.85 | -0.28 | 1 | 24 | 104.2% | 0.010 | 0.0009 | -0.209 | 0.008 | 0.000 |
| 480.00 | 0.05 | 0.00 | 0.10 | -0.76 | 173 | 499 | 80.1% | 0.001 | 0.0001 | -0.018 | 0.001 | 0.000 |
| 482.50 | 0.10 | 0.00 | 0.25 | -0.65 | 132 | 56 | 91.4% | 0.003 | 0.0003 | -0.052 | 0.002 | 0.000 |
| 485.00 | 0.06 | 0.00 | 1.10 | -0.69 | 139 | 54 | 116.4% | 0.012 | 0.0009 | -0.275 | 0.009 | 0.000 |
| 487.50 | 1.00 | 0.00 | 0.05 | 0.00 | 1 | 2 | 80.1% | 0.000 | 0.0001 | -0.008 | 0.000 | 0.000 |
| 490.00 | 0.05 | 0.00 | 0.05 | -0.43 | 33 | 155 | 82.0% | 0.000 | 0.0001 | -0.008 | 0.000 | 0.000 |
| 495.00 | 0.05 | 0.00 | 0.10 | -0.40 | 46 | 102 | 91.8% | 0.001 | 0.0001 | -0.018 | 0.001 | 0.000 |
| 500.00 | 0.05 | 0.00 | 0.05 | -0.25 | 139 | 708 | 89.1% | 0.000 | 0.0000 | -0.008 | 0.000 | 0.000 |
| 502.50 | 0.68 | 0.00 | 0.10 | 0.00 | 1 | 15 | 97.3% | 0.001 | 0.0001 | -0.017 | 0.001 | 0.000 |
| 510.00 | 0.02 | 0.00 | 0.05 | -0.15 | 1 | 40 | 96.1% | 0.000 | 0.0000 | -0.007 | 0.000 | 0.000 |
| 520.00 | 0.05 | 0.00 | 0.50 | -0.01 | 1 | 79 | 132.6% | 0.004 | 0.0003 | -0.110 | 0.003 | 0.000 |
| 540.00 | 0.10 | 0.00 | 0.10 | 0.00 | 7 | 7 | 123.4% | 0.001 | 0.0000 | -0.016 | 0.001 | 0.000 |
| 550.00 | 0.02 | 0.00 | 0.10 | 0.00 | 23 | 28 | 129.7% | 0.000 | 0.0000 | -0.016 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 255.00 | 0.33 | 0.00 | 2.15 | 0.00 | 1 | 2 | 270.9% | -0.010 | 0.0003 | -0.537 | 0.008 | -0.000 |
| 265.00 | 1.07 | 0.00 | 2.15 | 0.00 | 1 | 1 | 250.7% | -0.011 | 0.0004 | -0.539 | 0.009 | -0.000 |
| 270.00 | 1.06 | 0.00 | 0.10 | 0.00 | 250 | 252 | 158.6% | -0.000 | 0.0000 | -0.016 | 0.000 | -0.000 |
| 275.00 | 0.40 | 0.00 | 2.15 | 0.00 | 1 | 2 | 231.1% | -0.012 | 0.0005 | -0.541 | 0.009 | -0.000 |
| 280.00 | 1.40 | 0.00 | 2.15 | 0.00 | 1 | 1 | 221.5% | -0.013 | 0.0005 | -0.542 | 0.010 | -0.000 |
| 285.00 | 0.72 | 0.00 | 0.10 | 0.00 | 2 | 260 | 138.3% | -0.000 | 0.0000 | -0.017 | 0.000 | -0.000 |
| 290.00 | 0.42 | 0.00 | 0.10 | 0.00 | 1 | 18 | 131.6% | -0.000 | 0.0000 | -0.017 | 0.001 | -0.000 |
| 295.00 | 2.65 | 0.00 | 2.15 | 0.00 | 3 | 3 | 193.5% | -0.015 | 0.0007 | -0.544 | 0.011 | -0.000 |
| 300.00 | 0.04 | 0.00 | 0.10 | 0.00 | 36 | 35 | 118.8% | -0.001 | 0.0001 | -0.017 | 0.001 | -0.000 |
| 310.00 | 0.05 | 0.00 | 0.10 | 0.00 | 32 | 37 | 106.3% | -0.001 | 0.0001 | -0.017 | 0.001 | -0.000 |
| 315.00 | 0.03 | 0.00 | 2.10 | -0.25 | 2 | 7 | 156.9% | -0.019 | 0.0010 | -0.535 | 0.014 | -0.000 |
| 320.00 | 0.04 | 0.00 | 0.50 | -0.01 | 5 | 71 | 115.3% | -0.005 | 0.0004 | -0.115 | 0.004 | -0.000 |
| 325.00 | 0.04 | 0.00 | 2.15 | -0.23 | 1 | 29 | 140.2% | -0.022 | 0.0013 | -0.548 | 0.016 | -0.001 |
| 330.00 | 0.10 | 0.00 | 0.80 | 0.00 | 10 | 48 | 109.1% | -0.009 | 0.0008 | -0.195 | 0.007 | -0.000 |
| 332.50 | 1.25 | 0.00 | 1.70 | 0.00 | 0 | 1 | 121.2% | -0.020 | 0.0014 | -0.433 | 0.014 | -0.000 |
| 335.00 | 2.10 | 0.00 | 0.35 | 0.00 | 2 | 4 | 89.3% | -0.004 | 0.0005 | -0.079 | 0.004 | -0.000 |
| 337.50 | 1.84 | 0.00 | 0.55 | 0.00 | 1 | 1 | 92.0% | -0.007 | 0.0007 | -0.131 | 0.006 | -0.000 |
| 340.00 | 0.05 | 0.00 | 0.10 | -0.15 | 101 | 89 | 70.1% | -0.001 | 0.0002 | -0.019 | 0.001 | -0.000 |
| 342.50 | 0.05 | 0.00 | 0.10 | -0.26 | 5 | 45 | 67.2% | -0.001 | 0.0002 | -0.019 | 0.001 | -0.000 |
| 345.00 | 0.09 | 0.00 | 0.15 | -0.16 | 113 | 31 | 67.6% | -0.002 | 0.0003 | -0.030 | 0.002 | -0.000 |
| 347.50 | 0.10 | 0.00 | 0.15 | -0.38 | 108 | 12 | 64.5% | -0.002 | 0.0003 | -0.030 | 0.002 | -0.000 |
| 350.00 | 0.10 | 0.10 | 0.85 | -0.43 | 225 | 403 | 82.1% | -0.016 | 0.0016 | -0.238 | 0.012 | -0.000 |
| 352.50 | 0.10 | 0.00 | 0.25 | -0.50 | 52 | 105 | 62.8% | -0.004 | 0.0007 | -0.056 | 0.004 | -0.000 |
| 355.00 | 0.20 | 0.05 | 0.40 | -0.45 | 353 | 199 | 65.2% | -0.008 | 0.0012 | -0.107 | 0.007 | -0.000 |
| 357.50 | 0.20 | 0.00 | 0.45 | -0.59 | 39 | 128 | 61.9% | -0.009 | 0.0013 | -0.109 | 0.007 | -0.000 |
| 360.00 | 0.15 | 0.10 | 0.60 | -0.75 | 798 | 688 | 63.3% | -0.015 | 0.0020 | -0.175 | 0.011 | -0.000 |
| 362.50 | 0.33 | 0.10 | 0.55 | -0.81 | 233 | 279 | 58.9% | -0.015 | 0.0022 | -0.162 | 0.011 | -0.000 |
| 365.00 | 0.25 | 0.00 | 0.75 | -1.15 | 198 | 269 | 56.8% | -0.018 | 0.0027 | -0.188 | 0.013 | -0.000 |
| 367.50 | 0.36 | 0.20 | 0.65 | -1.29 | 38 | 186 | 54.5% | -0.023 | 0.0033 | -0.214 | 0.016 | -0.000 |
| 370.00 | 0.44 | 0.20 | 0.90 | -1.35 | 522 | 402 | 53.8% | -0.031 | 0.0045 | -0.278 | 0.021 | -0.001 |
| 372.50 | 1.28 | 0.25 | 1.20 | -0.77 | 44 | 326 | 53.3% | -0.044 | 0.0059 | -0.363 | 0.027 | -0.001 |
| 375.00 | 0.80 | 0.60 | 1.00 | -1.72 | 148 | 495 | 50.5% | -0.052 | 0.0072 | -0.396 | 0.032 | -0.001 |
| 377.50 | 1.00 | 0.80 | 1.55 | -1.80 | 40 | 272 | 51.7% | -0.079 | 0.0097 | -0.559 | 0.044 | -0.002 |
| 380.00 | 1.34 | 0.90 | 1.75 | -1.84 | 211 | 491 | 54.0% | -0.118 | 0.0124 | -0.779 | 0.058 | -0.003 |
| 382.50 | 1.76 | 1.50 | 2.25 | -1.89 | 64 | 61 | 50.3% | -0.137 | 0.0148 | -0.806 | 0.065 | -0.003 |
| 385.00 | 2.00 | 1.85 | 2.50 | -2.03 | 216 | 342 | 51.1% | -0.182 | 0.0176 | -0.985 | 0.078 | -0.004 |
| 387.50 | 2.28 | 2.40 | 3.00 | -2.76 | 57 | 93 | 49.7% | -0.225 | 0.0205 | -1.087 | 0.088 | -0.005 |
| 390.00 | 3.45 | 3.10 | 3.80 | -1.82 | 1,237 | 2,196 | 49.9% | -0.282 | 0.0230 | -1.228 | 0.099 | -0.006 |
| 392.50 | 4.49 | 3.90 | 4.70 | -1.32 | 43 | 228 | 49.9% | -0.343 | 0.0250 | -1.335 | 0.108 | -0.008 |
| 395.00 | 4.64 | 4.40 | 5.70 | -2.48 | 93 | 226 | 49.7% | -0.407 | 0.0265 | -1.400 | 0.114 | -0.009 |
| 397.50 | 6.50 | 5.40 | 6.90 | -0.91 | 523 | 56 | 49.9% | -0.475 | 0.0271 | -1.439 | 0.117 | -0.011 |
| 400.00 | 7.00 | 6.50 | 9.40 | -1.36 | 99 | 129 | 58.1% | -0.534 | 0.0232 | -1.676 | 0.117 | -0.012 |
| 402.50 | 8.50 | 8.70 | 10.90 | -0.50 | 19 | 97 | 50.9% | -0.607 | 0.0257 | -1.411 | 0.113 | -0.014 |
| 405.00 | 10.10 | 10.00 | 12.60 | -0.50 | 144 | 323 | 50.3% | -0.670 | 0.0244 | -1.309 | 0.107 | -0.015 |
| 407.50 | 20.23 | 11.60 | 13.70 | 8.36 | 7 | 1,364 | 55.7% | -0.706 | 0.0210 | -1.379 | 0.101 | -0.016 |
| 410.00 | 21.30 | 13.40 | 15.70 | 9.14 | 399 | 741 | 57.6% | -0.748 | 0.0188 | -1.317 | 0.094 | -0.017 |
| 412.50 | 15.31 | 15.40 | 18.30 | 1.12 | 21 | 45 | 51.3% | -0.820 | 0.0174 | -0.952 | 0.077 | -0.019 |
| 415.00 | 25.99 | 17.60 | 20.50 | 11.26 | 103 | 313 | 53.2% | -0.849 | 0.0149 | -0.875 | 0.069 | -0.020 |
| 417.50 | 27.85 | 19.80 | 22.60 | 11.35 | 41 | 424 | 54.1% | -0.878 | 0.0127 | -0.761 | 0.060 | -0.020 |
| 420.00 | 26.76 | 21.90 | 25.00 | 9.31 | 4 | 244 | 55.4% | -0.900 | 0.0107 | -0.671 | 0.052 | -0.021 |
| 422.50 | 18.10 | 24.40 | 26.70 | 0.00 | 7 | 277 | 54.2% | -0.928 | 0.0086 | -0.502 | 0.040 | -0.022 |
| 425.00 | 19.20 | 26.80 | 29.60 | 0.00 | 1 | 54 | 60.1% | -0.926 | 0.0079 | -0.575 | 0.041 | -0.022 |
| 427.50 | 40.32 | 28.60 | 32.00 | 19.44 | 3 | 28 | 57.6% | -0.950 | 0.0061 | -0.388 | 0.030 | -0.022 |
| 430.00 | 37.50 | 30.70 | 34.20 | 14.17 | 172 | 226 | 54.1% | -0.971 | 0.0041 | -0.211 | 0.019 | -0.023 |
| 432.50 | 41.90 | 33.40 | 35.90 | 20.60 | 2 | 100 | 74.1% | -0.931 | 0.0061 | -0.678 | 0.039 | -0.022 |
| 435.00 | 39.50 | 36.30 | 39.30 | 19.36 | 3 | 31 | 67.8% | -0.959 | 0.0044 | -0.391 | 0.026 | -0.023 |
| 437.50 | 35.92 | 38.20 | 41.70 | 11.22 | 1 | 34 | 63.4% | -0.976 | 0.0030 | -0.209 | 0.016 | -0.023 |
| 440.00 | 39.00 | 41.20 | 44.10 | 3.05 | 1 | 6 | 71.2% | -0.969 | 0.0033 | -0.313 | 0.020 | -0.023 |
| 442.50 | 46.00 | 43.30 | 46.50 | 17.94 | 3 | 14 | 67.9% | -0.981 | 0.0023 | -0.180 | 0.014 | -0.024 |
| 445.00 | 49.00 | 46.00 | 49.00 | 14.80 | 2 | 15 | 73.6% | -0.978 | 0.0024 | -0.232 | 0.015 | -0.024 |
| 450.00 | 26.46 | 51.20 | 54.10 | 0.00 | 22 | 22 | 83.3% | -0.975 | 0.0024 | -0.310 | 0.017 | -0.024 |
| 460.00 | 33.44 | 61.20 | 64.10 | 0.00 | 5 | 5 | 94.8% | -0.978 | 0.0018 | -0.307 | 0.015 | -0.025 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.