ANF
Abercrombie & Fitch CompanyClose $103.38EOD onlyThis page reflects ANF 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 45.00 | 65.82 | 57.80 | 60.40 | 0.00 | 0 | 1 | 485.4% | 0.983 | 0.0009 | -0.331 | 0.004 | 0.004 |
| 50.00 | 61.33 | 52.40 | 55.40 | 0.00 | 6 | 88 | 403.5% | 0.985 | 0.0010 | -0.245 | 0.004 | 0.004 |
| 55.00 | 50.81 | 47.90 | 50.40 | -3.39 | 2 | 167 | 386.7% | 0.976 | 0.0016 | -0.348 | 0.005 | 0.004 |
| 60.00 | 45.82 | 42.60 | 45.40 | -5.90 | 2 | 3 | 325.2% | 0.977 | 0.0018 | -0.284 | 0.005 | 0.005 |
| 65.00 | 33.80 | 37.20 | 39.90 | 0.00 | 1 | 2 | 223.4% | 0.992 | 0.0011 | -0.087 | 0.002 | 0.005 |
| 70.00 | 31.60 | 32.90 | 34.90 | 0.00 | 1 | 74 | 236.9% | 0.973 | 0.0028 | -0.240 | 0.006 | 0.005 |
| 75.00 | 43.27 | 27.70 | 29.90 | 0.00 | 2 | 65 | 192.6% | 0.973 | 0.0034 | -0.196 | 0.006 | 0.006 |
| 80.00 | 38.32 | 22.80 | 25.00 | 0.00 | 2 | 146 | 168.4% | 0.961 | 0.0054 | -0.233 | 0.008 | 0.006 |
| 84.00 | 21.82 | 18.50 | 21.40 | -4.29 | 1 | 6 | 145.9% | 0.949 | 0.0076 | -0.247 | 0.010 | 0.006 |
| 85.00 | 20.89 | 17.50 | 20.40 | -0.11 | 4 | 711 | 139.5% | 0.947 | 0.0083 | -0.245 | 0.010 | 0.007 |
| 90.00 | 12.47 | 12.60 | 15.00 | -3.43 | 1 | 277 | 99.0% | 0.944 | 0.0121 | -0.183 | 0.011 | 0.007 |
| 91.00 | 15.00 | 11.70 | 13.60 | 0.00 | 1 | 3 | 83.3% | 0.958 | 0.0114 | -0.126 | 0.008 | 0.007 |
| 92.00 | 13.92 | 10.80 | 13.50 | 0.00 | 2 | 1 | 104.0% | 0.901 | 0.0179 | -0.292 | 0.016 | 0.007 |
| 93.00 | 19.38 | 9.80 | 12.20 | 0.00 | 5 | 7 | 90.7% | 0.909 | 0.0193 | -0.243 | 0.015 | 0.007 |
| 94.00 | 13.21 | 8.40 | 11.00 | 0.00 | 2 | 4 | 69.4% | 0.939 | 0.0185 | -0.141 | 0.011 | 0.007 |
| 95.00 | 9.95 | 7.90 | 10.10 | -0.75 | 1 | 883 | 77.6% | 0.893 | 0.0254 | -0.233 | 0.017 | 0.007 |
| 96.00 | 11.35 | 6.90 | 9.20 | 0.00 | 6 | 60 | 72.9% | 0.877 | 0.0298 | -0.242 | 0.019 | 0.007 |
| 97.00 | 14.55 | 6.10 | 8.70 | 0.00 | 2 | 16 | 78.1% | 0.826 | 0.0350 | -0.322 | 0.024 | 0.006 |
| 98.00 | 9.20 | 4.80 | 7.50 | 0.00 | 9 | 15 | 62.5% | 0.836 | 0.0422 | -0.251 | 0.023 | 0.007 |
| 99.00 | 6.05 | 4.30 | 6.70 | -2.30 | 358 | 38 | 65.8% | 0.777 | 0.0484 | -0.315 | 0.028 | 0.006 |
| 100.00 | 5.25 | 3.80 | 5.60 | -0.75 | 370 | 169 | 63.1% | 0.731 | 0.0558 | -0.334 | 0.031 | 0.006 |
| 101.00 | 4.06 | 2.95 | 4.70 | -4.29 | 7 | 18 | 57.5% | 0.684 | 0.0660 | -0.327 | 0.033 | 0.006 |
| 102.00 | 4.90 | 1.65 | 4.40 | 0.00 | 3 | 31 | 52.9% | 0.622 | 0.0767 | -0.321 | 0.036 | 0.005 |
| 103.00 | 4.90 | 1.25 | 3.90 | 0.00 | 10 | 15 | 55.2% | 0.542 | 0.0766 | -0.349 | 0.037 | 0.004 |
| 104.00 | 3.26 | 1.60 | 3.30 | 0.01 | 1 | 7 | 63.5% | 0.472 | 0.0669 | -0.400 | 0.037 | 0.004 |
| 105.00 | 3.25 | 0.85 | 3.40 | 0.53 | 4 | 109 | 65.8% | 0.411 | 0.0631 | -0.404 | 0.036 | 0.003 |
| 106.00 | 1.64 | 0.10 | 3.30 | -0.98 | 1 | 27 | 64.5% | 0.347 | 0.0611 | -0.376 | 0.035 | 0.003 |
| 107.00 | 1.98 | 0.00 | 1.40 | -0.19 | 4 | 34 | 64.9% | 0.291 | 0.0564 | -0.351 | 0.032 | 0.002 |
| 108.00 | 1.52 | 0.05 | 1.50 | -0.36 | 2 | 55 | 54.7% | 0.198 | 0.0542 | -0.240 | 0.026 | 0.002 |
| 109.00 | 0.96 | 0.40 | 1.00 | -0.26 | 2 | 12 | 58.6% | 0.168 | 0.0457 | -0.232 | 0.024 | 0.001 |
| 110.00 | 1.12 | 0.15 | 0.90 | 0.12 | 28 | 111 | 58.3% | 0.127 | 0.0381 | -0.191 | 0.019 | 0.001 |
| 111.00 | 0.80 | 0.05 | 0.70 | -0.26 | 17 | 25 | 57.5% | 0.091 | 0.0305 | -0.149 | 0.015 | 0.001 |
| 112.00 | 0.45 | 0.10 | 1.10 | -0.40 | 2 | 46 | 72.1% | 0.117 | 0.0292 | -0.223 | 0.018 | 0.001 |
| 113.00 | 0.86 | 0.00 | 0.55 | 0.00 | 4 | 5 | 62.0% | 0.061 | 0.0207 | -0.117 | 0.011 | 0.001 |
| 114.00 | 3.58 | 0.00 | 1.80 | 0.00 | 0 | 5 | 94.0% | 0.135 | 0.0247 | -0.321 | 0.020 | 0.001 |
| 115.00 | 0.23 | 0.05 | 1.40 | -0.17 | 74 | 302 | 92.6% | 0.111 | 0.0218 | -0.274 | 0.018 | 0.001 |
| 116.00 | 0.44 | 0.00 | 2.35 | 0.00 | 1 | 9 | 114.5% | 0.146 | 0.0213 | -0.411 | 0.021 | 0.001 |
| 117.00 | 0.20 | 0.00 | 0.90 | -0.10 | 31 | 4 | 89.6% | 0.070 | 0.0159 | -0.188 | 0.013 | 0.001 |
| 118.00 | 1.10 | 0.00 | 2.25 | 0.00 | 0 | 12 | 123.0% | 0.130 | 0.0183 | -0.408 | 0.020 | 0.001 |
| 119.00 | 0.14 | 0.00 | 1.15 | -0.06 | 2 | 3 | 104.9% | 0.077 | 0.0146 | -0.236 | 0.013 | 0.001 |
| 120.00 | 0.29 | 0.00 | 0.30 | 0.04 | 3 | 561 | 81.1% | 0.023 | 0.0073 | -0.070 | 0.005 | 0.000 |
| 121.00 | 0.36 | 0.00 | 0.30 | 0.00 | 0 | 1 | 84.6% | 0.022 | 0.0067 | -0.070 | 0.005 | 0.000 |
| 122.00 | 0.08 | 0.00 | 0.25 | 0.00 | 2 | 2 | 85.4% | 0.018 | 0.0055 | -0.059 | 0.004 | 0.000 |
| 123.00 | 0.15 | 0.00 | 1.35 | 0.00 | 0 | 50 | 127.1% | 0.074 | 0.0118 | -0.279 | 0.013 | 0.001 |
| 124.00 | 1.00 | - | 1.15 | 0.00 | 0 | 2 | 152.7% | 0.107 | 0.0129 | -0.442 | 0.017 | 0.001 |
| 125.00 | 0.15 | 0.00 | 1.15 | 0.00 | 11 | 1,352 | 130.2% | 0.061 | 0.0099 | -0.246 | 0.011 | 0.000 |
| 130.00 | 0.04 | 0.00 | 0.10 | -0.41 | 1 | 524 | 97.3% | 0.005 | 0.0017 | -0.024 | 0.001 | 0.000 |
| 135.00 | 0.11 | 0.00 | 1.75 | 0.00 | 3 | 15 | 184.9% | 0.066 | 0.0074 | -0.371 | 0.012 | 0.001 |
| 140.00 | 0.21 | 0.00 | 0.05 | 0.00 | 1 | 304 | 114.1% | 0.002 | 0.0006 | -0.011 | 0.001 | 0.000 |
| 145.00 | 0.23 | 0.00 | 0.05 | 0.00 | 20 | 25 | 125.0% | 0.002 | 0.0005 | -0.011 | 0.001 | 0.000 |
| 150.00 | 3.40 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 155.00 | 0.25 | 0.00 | 2.25 | 0.00 | 23 | 65 | 265.3% | 0.059 | 0.0047 | -0.489 | 0.011 | 0.000 |
| 160.00 | 2.90 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 165.00 | 4.49 | 0.60 | 2.65 | 0.00 | 0 | 0 | 321.0% | 0.072 | 0.0046 | -0.690 | 0.013 | 0.001 |
| 170.00 | 0.70 | 0.00 | 0.50 | 0.00 | 27 | 1 | 233.6% | 0.013 | 0.0015 | -0.118 | 0.003 | 0.000 |
| 180.00 | 0.45 | 0.05 | 0.85 | 0.00 | 0 | 7 | 280.3% | 0.020 | 0.0018 | -0.212 | 0.005 | 0.000 |
| 190.00 | 0.20 | 0.00 | 2.15 | 0.00 | 1 | 2 | 353.8% | 0.041 | 0.0027 | -0.489 | 0.008 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 40.00 | 0.10 | 0.00 | 2.15 | 0.00 | 1 | 2 | 595.3% | -0.021 | 0.0009 | -0.472 | 0.005 | -0.000 |
| 45.00 | 0.50 | 0.00 | 2.30 | 0.00 | 12 | 13 | 537.7% | -0.026 | 0.0012 | -0.499 | 0.006 | -0.000 |
| 50.00 | 0.05 | 0.00 | 0.05 | 0.00 | 2 | 333 | 262.5% | -0.001 | 0.0001 | -0.011 | 0.000 | -0.000 |
| 55.00 | 1.06 | 0.00 | 2.15 | 0.00 | 5 | 55 | 417.2% | -0.032 | 0.0018 | -0.462 | 0.007 | -0.000 |
| 60.00 | 0.10 | 0.00 | 0.10 | 0.00 | 15 | 71 | 217.2% | -0.002 | 0.0003 | -0.022 | 0.001 | -0.000 |
| 65.00 | 0.04 | 0.00 | 0.05 | -0.01 | 29 | 123 | 173.4% | -0.001 | 0.0002 | -0.011 | 0.000 | -0.000 |
| 70.00 | 0.10 | 0.00 | 0.30 | 0.00 | 8 | 129 | 188.3% | -0.009 | 0.0014 | -0.070 | 0.002 | -0.000 |
| 75.00 | 0.10 | 0.00 | 0.10 | 0.00 | 1 | 333 | 135.2% | -0.004 | 0.0009 | -0.023 | 0.001 | -0.000 |
| 80.00 | 0.38 | 0.00 | 0.10 | 0.00 | 2 | 61 | 110.9% | -0.005 | 0.0013 | -0.023 | 0.001 | -0.000 |
| 83.00 | 0.50 | 0.00 | 1.55 | 0.00 | 2 | 10 | 165.1% | -0.061 | 0.0078 | -0.312 | 0.011 | -0.001 |
| 84.00 | 0.76 | 0.00 | 1.00 | 0.00 | 1 | 3 | 141.2% | -0.046 | 0.0072 | -0.211 | 0.009 | -0.000 |
| 85.00 | 0.05 | 0.00 | 0.30 | 0.00 | 7 | 767 | 104.5% | -0.017 | 0.0043 | -0.069 | 0.004 | -0.000 |
| 86.00 | 1.68 | 0.00 | 0.10 | 0.00 | 1 | 4 | 82.8% | -0.006 | 0.0023 | -0.023 | 0.002 | -0.000 |
| 87.00 | 0.50 | 0.00 | 0.10 | 0.00 | 1 | 18 | 78.5% | -0.007 | 0.0026 | -0.023 | 0.002 | -0.000 |
| 88.00 | 0.26 | 0.00 | 0.30 | 0.00 | 2 | 2 | 88.9% | -0.020 | 0.0059 | -0.068 | 0.005 | -0.000 |
| 89.00 | 0.20 | 0.00 | 1.10 | 0.00 | 2 | 6 | 112.8% | -0.064 | 0.0119 | -0.221 | 0.012 | -0.001 |
| 90.00 | 0.05 | 0.00 | 0.35 | 0.00 | 78 | 291 | 81.1% | -0.027 | 0.0082 | -0.078 | 0.006 | -0.000 |
| 91.00 | 0.05 | 0.00 | 1.15 | 0.00 | 20 | 27 | 101.4% | -0.075 | 0.0149 | -0.224 | 0.013 | -0.001 |
| 92.00 | 0.28 | 0.00 | 1.15 | 0.00 | 8 | 5 | 95.0% | -0.081 | 0.0168 | -0.221 | 0.014 | -0.001 |
| 93.00 | 0.10 | 0.00 | 1.10 | 0.00 | 1 | 24 | 87.4% | -0.084 | 0.0188 | -0.209 | 0.014 | -0.001 |
| 94.00 | 2.25 | 0.00 | 2.25 | 0.00 | 11 | 10 | 103.8% | -0.144 | 0.0233 | -0.366 | 0.021 | -0.001 |
| 95.00 | 0.17 | 0.05 | 0.35 | 0.00 | 36 | 185 | 56.4% | -0.046 | 0.0183 | -0.085 | 0.009 | -0.000 |
| 96.00 | 0.25 | 0.05 | 1.10 | 0.00 | 2 | 4 | 69.1% | -0.112 | 0.0293 | -0.204 | 0.018 | -0.001 |
| 98.00 | 0.32 | 0.00 | 2.40 | -0.07 | 2 | 8 | 76.0% | -0.208 | 0.0402 | -0.337 | 0.027 | -0.002 |
| 99.00 | 0.33 | 0.00 | 1.15 | -0.18 | 5 | 42 | 66.6% | -0.226 | 0.0481 | -0.310 | 0.028 | -0.002 |
| 100.00 | 0.88 | 0.40 | 1.80 | 0.11 | 12 | 64 | 57.1% | -0.250 | 0.0594 | -0.280 | 0.030 | -0.002 |
| 101.00 | 0.63 | 0.65 | 1.45 | -0.37 | 7 | 31 | 57.6% | -0.316 | 0.0659 | -0.316 | 0.033 | -0.003 |
| 102.00 | 0.70 | 0.70 | 3.20 | -0.50 | 3 | 33 | 60.2% | -0.390 | 0.0680 | -0.356 | 0.036 | -0.003 |
| 103.00 | 0.93 | 0.55 | 3.60 | -0.52 | 9 | 13 | 52.4% | -0.457 | 0.0807 | -0.319 | 0.037 | -0.004 |
| 104.00 | 1.50 | 1.05 | 3.10 | -0.38 | 5 | 14 | 64.2% | -0.527 | 0.0661 | -0.392 | 0.037 | -0.005 |
| 105.00 | 1.66 | 1.75 | 3.70 | -0.72 | 178 | 264 | 64.7% | -0.591 | 0.0640 | -0.385 | 0.036 | -0.005 |
| 106.00 | 2.01 | 1.60 | 5.00 | -0.37 | 22 | 58 | 80.9% | -0.618 | 0.0503 | -0.474 | 0.036 | -0.006 |
| 107.00 | 6.51 | 3.00 | 5.30 | 3.04 | 1 | 28 | 72.1% | -0.687 | 0.0524 | -0.390 | 0.033 | -0.006 |
| 108.00 | 3.00 | 3.50 | 6.60 | -1.04 | 1 | 58 | 87.5% | -0.694 | 0.0428 | -0.470 | 0.033 | -0.006 |
| 109.00 | 4.27 | 4.30 | 6.60 | 0.00 | 14 | 13 | 67.4% | -0.797 | 0.0448 | -0.287 | 0.026 | -0.007 |
| 110.00 | 5.03 | 5.10 | 7.80 | 0.00 | 3 | 1,579 | 79.7% | -0.793 | 0.0382 | -0.345 | 0.027 | -0.007 |
| 111.00 | 4.34 | 6.00 | 8.70 | 0.00 | 2 | 3 | 82.9% | -0.817 | 0.0341 | -0.332 | 0.025 | -0.008 |
| 112.00 | 8.20 | 6.90 | 9.60 | 1.30 | 43 | 53 | 85.6% | -0.838 | 0.0305 | -0.316 | 0.023 | -0.008 |
| 113.00 | 9.08 | 7.90 | 10.70 | 1.33 | 43 | 68 | 94.7% | -0.839 | 0.0276 | -0.351 | 0.023 | -0.008 |
| 114.00 | 12.70 | 8.80 | 11.30 | 4.03 | 131 | 137 | 85.6% | -0.888 | 0.0237 | -0.243 | 0.018 | -0.008 |
| 115.00 | 8.50 | 10.20 | 12.70 | -1.07 | 132 | 236 | 105.8% | -0.855 | 0.0230 | -0.364 | 0.021 | -0.008 |
| 116.00 | 7.30 | 10.70 | 13.70 | 0.00 | 22 | 10 | 111.1% | -0.862 | 0.0212 | -0.371 | 0.021 | -0.008 |
| 117.00 | 8.15 | 11.70 | 14.50 | 0.00 | 0 | 9 | 108.7% | -0.885 | 0.0190 | -0.316 | 0.018 | -0.009 |
| 118.00 | 11.85 | 12.70 | 15.50 | 0.00 | 0 | 7 | 113.7% | -0.890 | 0.0176 | -0.320 | 0.018 | -0.009 |
| 119.00 | 9.88 | 13.70 | 16.50 | 0.00 | 0 | 3 | 118.5% | -0.895 | 0.0164 | -0.324 | 0.017 | -0.009 |
| 120.00 | 12.97 | 15.40 | 17.10 | 0.00 | 600 | 270 | 104.3% | -0.936 | 0.0127 | -0.190 | 0.012 | -0.009 |
| 125.00 | 19.23 | 19.60 | 22.20 | 0.00 | 10 | 0 | 130.5% | -0.939 | 0.0099 | -0.233 | 0.011 | -0.010 |
| 130.00 | 47.06 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.015 | 0.000 | -0.011 |
| 135.00 | 46.12 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | -1.000 | 0.0000 | 0.016 | 0.000 | -0.011 |
| 150.00 | 34.70 | 44.60 | 47.60 | 0.00 | 0 | 0 | 241.7% | -0.944 | 0.0050 | -0.410 | 0.011 | -0.012 |
| 155.00 | 39.70 | 49.60 | 52.80 | 0.00 | 0 | 0 | 268.4% | -0.938 | 0.0048 | -0.492 | 0.011 | -0.012 |
| 160.00 | 49.43 | 55.10 | 57.80 | 0.00 | 0 | 0 | 283.3% | -0.942 | 0.0044 | -0.496 | 0.011 | -0.013 |
| 165.00 | 54.43 | 59.60 | 62.90 | 0.00 | 0 | 0 | 303.2% | -0.941 | 0.0041 | -0.539 | 0.011 | -0.013 |
| 180.00 | 55.00 | 81.30 | 84.50 | 0.00 | 0 | 2 | 533.6% | -0.817 | 0.0053 | -2.191 | 0.025 | -0.014 |
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.