BLK
BlackRock, Inc.Close $1154.35EOD onlyThis page reflects BLK 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 600.00 | 465.54 | 396.00 | 405.00 | 0.00 | 1 | 1 | 0.0% | 1.000 | 0.0000 | -0.071 | 0.000 | 0.049 |
| 740.00 | 372.32 | 411.20 | 420.50 | 0.00 | 0 | 1 | 207.6% | 0.993 | 0.0001 | -0.790 | 0.020 | 0.060 |
| 760.00 | 352.20 | 391.30 | 400.50 | 0.00 | 1 | 2 | 197.6% | 0.992 | 0.0001 | -0.815 | 0.022 | 0.062 |
| 780.00 | 309.00 | 371.30 | 380.50 | 0.00 | 1 | 1 | 186.8% | 0.992 | 0.0001 | -0.817 | 0.023 | 0.063 |
| 800.00 | 284.15 | 351.30 | 360.50 | 0.00 | 5 | 8 | 176.2% | 0.991 | 0.0001 | -0.819 | 0.025 | 0.065 |
| 810.00 | 302.70 | 341.30 | 350.50 | 0.00 | 0 | 1 | 171.0% | 0.991 | 0.0001 | -0.820 | 0.025 | 0.066 |
| 820.00 | 292.70 | 331.30 | 340.60 | 0.00 | 1 | 1 | 166.7% | 0.990 | 0.0001 | -0.844 | 0.027 | 0.066 |
| 840.00 | 282.40 | 311.30 | 320.60 | 0.00 | 0 | 2 | 156.5% | 0.990 | 0.0002 | -0.845 | 0.029 | 0.068 |
| 850.00 | 143.50 | 301.30 | 310.60 | 0.00 | 5 | 6 | 151.4% | 0.989 | 0.0002 | -0.846 | 0.030 | 0.069 |
| 860.00 | 280.00 | 291.30 | 300.60 | 0.00 | 1 | 4 | 146.4% | 0.989 | 0.0002 | -0.846 | 0.031 | 0.070 |
| 870.00 | 154.40 | 223.10 | 231.40 | 0.00 | 0 | 9 | 0.0% | 1.000 | 0.0000 | -0.102 | 0.000 | 0.071 |
| 880.00 | 251.21 | 271.30 | 280.60 | 0.00 | 1 | 2 | 136.6% | 0.988 | 0.0002 | -0.848 | 0.033 | 0.071 |
| 890.00 | 115.00 | 184.30 | 191.00 | 0.00 | 1 | 1 | 0.0% | 1.000 | 0.0000 | -0.105 | 0.000 | 0.073 |
| 900.00 | 166.30 | 194.00 | 203.10 | 0.00 | 4 | 5 | 0.0% | 1.000 | 0.0000 | -0.106 | 0.000 | 0.074 |
| 910.00 | 145.60 | 184.20 | 192.20 | 0.00 | 2 | 2 | 0.0% | 1.000 | 0.0000 | -0.107 | 0.000 | 0.075 |
| 920.00 | 152.70 | 175.00 | 183.70 | 0.00 | 4 | 4 | 0.0% | 1.000 | 0.0000 | -0.108 | 0.000 | 0.076 |
| 930.00 | 201.40 | 221.50 | 230.00 | 0.00 | 1 | 2 | 110.0% | 0.987 | 0.0003 | -0.759 | 0.036 | 0.075 |
| 940.00 | 120.00 | 159.00 | 167.00 | 0.00 | 1 | 1 | 0.0% | 1.000 | 0.0000 | -0.111 | 0.000 | 0.077 |
| 950.00 | 81.00 | 201.50 | 210.50 | 0.00 | 1 | 9 | 103.8% | 0.983 | 0.0004 | -0.869 | 0.044 | 0.076 |
| 960.00 | 200.65 | 191.50 | 200.50 | 154.87 | 1 | 12 | 99.1% | 0.982 | 0.0004 | -0.869 | 0.046 | 0.077 |
| 970.00 | 183.00 | 181.80 | 190.50 | 0.00 | 1 | 14 | 96.0% | 0.980 | 0.0005 | -0.934 | 0.051 | 0.078 |
| 980.00 | 161.00 | 171.60 | 180.50 | 0.00 | 1 | 90 | 90.3% | 0.980 | 0.0005 | -0.889 | 0.052 | 0.079 |
| 990.00 | 67.29 | 161.50 | 170.50 | 0.00 | 1 | 20 | 85.2% | 0.979 | 0.0006 | -0.866 | 0.053 | 0.079 |
| 1000.00 | 112.70 | 151.50 | 160.50 | 0.00 | 2 | 29 | 80.6% | 0.978 | 0.0006 | -0.864 | 0.056 | 0.080 |
| 1010.00 | 150.20 | 142.60 | 150.50 | 0.00 | 1 | 16 | 80.6% | 0.969 | 0.0008 | -1.090 | 0.073 | 0.080 |
| 1020.00 | 134.80 | 131.90 | 140.50 | 0.00 | 1 | 23 | 73.1% | 0.972 | 0.0008 | -0.943 | 0.068 | 0.081 |
| 1025.00 | 107.55 | 126.50 | 135.50 | 0.00 | 1 | 1 | 69.1% | 0.973 | 0.0008 | -0.857 | 0.064 | 0.082 |
| 1030.00 | 139.55 | 123.50 | 130.50 | 0.00 | 1 | 157 | 74.1% | 0.959 | 0.0011 | -1.257 | 0.092 | 0.081 |
| 1040.00 | 129.60 | 111.50 | 120.60 | 0.00 | 1 | 25 | 62.6% | 0.969 | 0.0011 | -0.872 | 0.072 | 0.082 |
| 1045.00 | 31.35 | 106.60 | 115.60 | 0.00 | 0 | 1 | 60.7% | 0.967 | 0.0011 | -0.890 | 0.076 | 0.083 |
| 1047.50 | 106.60 | 104.10 | 113.00 | 0.00 | 2 | 3 | 59.1% | 0.968 | 0.0012 | -0.868 | 0.076 | 0.083 |
| 1050.00 | 130.30 | 101.80 | 110.60 | 0.00 | 1 | 61 | 59.0% | 0.964 | 0.0013 | -0.927 | 0.082 | 0.083 |
| 1060.00 | 91.55 | 91.80 | 100.60 | 0.00 | 1 | 35 | 54.3% | 0.961 | 0.0015 | -0.920 | 0.088 | 0.083 |
| 1065.00 | 63.46 | 86.60 | 95.60 | 0.00 | 1 | 2 | 51.3% | 0.961 | 0.0016 | -0.876 | 0.088 | 0.084 |
| 1070.00 | 88.60 | 82.00 | 90.60 | 39.00 | 2 | 48 | 50.2% | 0.955 | 0.0018 | -0.949 | 0.099 | 0.084 |
| 1075.00 | 98.67 | 77.00 | 85.60 | 0.00 | 1 | 6 | 66.7% | 0.887 | 0.0027 | -2.337 | 0.200 | 0.077 |
| 1080.00 | 79.04 | 72.30 | 80.70 | -10.81 | 11 | 242 | 64.2% | 0.881 | 0.0030 | -2.336 | 0.208 | 0.077 |
| 1085.00 | 23.04 | 67.00 | 75.70 | 0.00 | 0 | 1 | 61.2% | 0.875 | 0.0032 | -2.305 | 0.215 | 0.077 |
| 1090.00 | 70.99 | 62.80 | 70.80 | -16.66 | 1 | 85 | 58.5% | 0.867 | 0.0035 | -2.298 | 0.224 | 0.077 |
| 1095.00 | 32.00 | 57.10 | 65.90 | 0.00 | 0 | 4 | 55.8% | 0.859 | 0.0038 | -2.286 | 0.234 | 0.076 |
| 1100.00 | 55.50 | 53.10 | 61.00 | -10.91 | 1 | 196 | 53.0% | 0.850 | 0.0042 | -2.269 | 0.244 | 0.076 |
| 1105.00 | 28.70 | 48.10 | 55.60 | 0.00 | 0 | 12 | 48.7% | 0.846 | 0.0047 | -2.123 | 0.248 | 0.076 |
| 1110.00 | 55.50 | 43.50 | 51.00 | 0.00 | 3 | 194 | 46.7% | 0.830 | 0.0052 | -2.170 | 0.265 | 0.075 |
| 1115.00 | 39.10 | 38.80 | 46.50 | 0.00 | 1 | 37 | 44.9% | 0.811 | 0.0058 | -2.226 | 0.283 | 0.073 |
| 1120.00 | 44.20 | 35.00 | 41.90 | 0.00 | 1 | 599 | 42.7% | 0.791 | 0.0064 | -2.242 | 0.301 | 0.072 |
| 1125.00 | 36.83 | 30.50 | 37.40 | 0.00 | 1 | 6 | 40.5% | 0.767 | 0.0072 | -2.260 | 0.320 | 0.070 |
| 1130.00 | 48.45 | 25.50 | 33.00 | 0.00 | 1 | 53 | 38.4% | 0.739 | 0.0081 | -2.272 | 0.340 | 0.068 |
| 1132.50 | 44.60 | 24.10 | 31.00 | 0.00 | 0 | 3 | 37.7% | 0.721 | 0.0085 | -2.304 | 0.352 | 0.066 |
| 1135.00 | 18.00 | 21.40 | 29.00 | -26.00 | 3 | 260 | 37.0% | 0.703 | 0.0090 | -2.324 | 0.362 | 0.064 |
| 1140.00 | 16.80 | 18.60 | 25.00 | 0.00 | 4 | 126 | 35.2% | 0.662 | 0.0099 | -2.331 | 0.382 | 0.061 |
| 1145.00 | 19.50 | 15.50 | 21.80 | 0.00 | 2 | 8 | 34.8% | 0.612 | 0.0105 | -2.406 | 0.401 | 0.056 |
| 1150.00 | 13.00 | 12.40 | 18.70 | -0.40 | 4 | 67 | 34.2% | 0.559 | 0.0110 | -2.424 | 0.413 | 0.052 |
| 1155.00 | 13.60 | 10.20 | 15.90 | 0.00 | 2 | 7 | 33.6% | 0.503 | 0.0113 | -2.408 | 0.417 | 0.047 |
| 1160.00 | 10.99 | 7.20 | 13.00 | 0.30 | 2 | 134 | 32.4% | 0.445 | 0.0116 | -2.293 | 0.413 | 0.041 |
| 1165.00 | 8.90 | 5.60 | 11.00 | -12.50 | 1 | 55 | 32.5% | 0.388 | 0.0113 | -2.226 | 0.401 | 0.036 |
| 1170.00 | 6.50 | 4.30 | 7.50 | 0.10 | 8 | 123 | 28.7% | 0.312 | 0.0118 | -1.815 | 0.370 | 0.029 |
| 1175.00 | 4.70 | 3.50 | 6.20 | 0.00 | 4 | 17 | 29.2% | 0.260 | 0.0106 | -1.686 | 0.339 | 0.024 |
| 1180.00 | 2.89 | 2.50 | 4.70 | -0.91 | 1 | 193 | 28.6% | 0.206 | 0.0095 | -1.446 | 0.298 | 0.019 |
| 1185.00 | 3.40 | 0.50 | 4.90 | 0.53 | 5 | 9 | 32.1% | 0.191 | 0.0081 | -1.552 | 0.285 | 0.018 |
| 1190.00 | 0.20 | 0.75 | 2.85 | -2.62 | 1 | 48 | 28.7% | 0.126 | 0.0069 | -1.053 | 0.217 | 0.012 |
| 1195.00 | 1.25 | 0.75 | 1.95 | -0.70 | 2 | 18 | 27.8% | 0.089 | 0.0055 | -0.790 | 0.168 | 0.008 |
| 1200.00 | 1.00 | 0.55 | 1.55 | -0.40 | 16 | 357 | 28.3% | 0.069 | 0.0045 | -0.660 | 0.138 | 0.006 |
| 1205.00 | 8.20 | 0.25 | 2.50 | 0.00 | 0 | 3 | 34.7% | 0.091 | 0.0045 | -1.001 | 0.171 | 0.008 |
| 1210.00 | 0.65 | 0.20 | 0.95 | -0.52 | 2 | 24 | 29.1% | 0.039 | 0.0028 | -0.437 | 0.089 | 0.004 |
| 1215.00 | 0.65 | 0.15 | 0.80 | -1.91 | 2 | 4 | 30.0% | 0.032 | 0.0023 | -0.375 | 0.074 | 0.003 |
| 1220.00 | 0.35 | 0.10 | 0.65 | -0.25 | 5 | 206 | 30.6% | 0.025 | 0.0018 | -0.310 | 0.060 | 0.002 |
| 1225.00 | 0.40 | 0.05 | 0.55 | 0.00 | 4 | 6 | 31.4% | 0.020 | 0.0015 | -0.265 | 0.050 | 0.002 |
| 1240.00 | 2.50 | 0.10 | 0.60 | 0.00 | 5 | 83 | 37.2% | 0.018 | 0.0011 | -0.289 | 0.046 | 0.002 |
| 1260.00 | 0.75 | 0.00 | 0.05 | 0.00 | 1 | 25 | 31.6% | 0.001 | 0.0001 | -0.023 | 0.004 | 0.000 |
| 1280.00 | 0.07 | 0.00 | 6.80 | -0.08 | 1 | 11 | 71.1% | 0.059 | 0.0016 | -1.460 | 0.123 | 0.005 |
| 1300.00 | 0.05 | 0.00 | 7.30 | 0.00 | 1 | 20 | 80.2% | 0.056 | 0.0013 | -1.579 | 0.118 | 0.005 |
| 1320.00 | 0.05 | 0.00 | 7.30 | 0.00 | 4 | 6 | 87.8% | 0.050 | 0.0011 | -1.599 | 0.109 | 0.005 |
| 1340.00 | 0.05 | 0.00 | 7.30 | 0.00 | 1 | 2 | 95.1% | 0.046 | 0.0010 | -1.616 | 0.102 | 0.004 |
| 1360.00 | 0.05 | 0.00 | 7.30 | 0.00 | 11 | 13 | 102.2% | 0.043 | 0.0009 | -1.630 | 0.095 | 0.004 |
| 1380.00 | 0.05 | 0.00 | 7.30 | 0.00 | 10 | 13 | 109.1% | 0.040 | 0.0008 | -1.642 | 0.090 | 0.004 |
| 1400.00 | 0.21 | 0.00 | 7.30 | 0.00 | 1 | 5 | 115.8% | 0.037 | 0.0007 | -1.653 | 0.085 | 0.003 |
| 1500.00 | 3.40 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1580.00 | 0.25 | 0.00 | 7.50 | 0.00 | 2 | 3 | 170.0% | 0.025 | 0.0003 | -1.748 | 0.062 | 0.002 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 540.00 | 0.05 | 0.00 | 0.05 | -0.02 | 1 | 8 | 221.9% | -0.000 | 0.0000 | -0.008 | 0.000 | -0.000 |
| 560.00 | 0.12 | 0.00 | 7.50 | -3.58 | 1 | 0 | 371.0% | -0.010 | 0.0001 | -1.751 | 0.028 | -0.001 |
| 580.00 | 4.60 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 600.00 | 0.24 | 0.00 | 0.25 | 0.14 | 1 | 14 | 219.9% | -0.000 | 0.0000 | -0.050 | 0.001 | -0.000 |
| 620.00 | 0.33 | 0.00 | 7.50 | 0.28 | 1 | 0 | 324.3% | -0.012 | 0.0001 | -1.744 | 0.032 | -0.001 |
| 640.00 | 12.00 | 0.00 | 4.10 | 0.00 | 3 | 43 | 279.9% | -0.007 | 0.0001 | -0.962 | 0.021 | -0.001 |
| 660.00 | 1.49 | 0.00 | 3.10 | 0.00 | 1 | 0 | 255.7% | -0.006 | 0.0001 | -0.726 | 0.017 | -0.001 |
| 680.00 | 1.06 | 0.00 | 7.30 | 0.00 | 3 | 10 | 280.3% | -0.014 | 0.0001 | -1.692 | 0.036 | -0.001 |
| 700.00 | 1.27 | 0.00 | 7.30 | 0.00 | 2 | 8 | 266.9% | -0.014 | 0.0001 | -1.689 | 0.038 | -0.001 |
| 720.00 | 0.51 | 0.00 | 7.30 | 0.00 | 12 | 12 | 253.9% | -0.015 | 0.0001 | -1.685 | 0.040 | -0.002 |
| 740.00 | 2.40 | 0.00 | 4.40 | 0.00 | 3 | 21 | 220.7% | -0.010 | 0.0001 | -1.029 | 0.028 | -0.001 |
| 760.00 | 0.40 | 0.00 | 7.30 | 0.00 | 1 | 207 | 228.8% | -0.017 | 0.0002 | -1.677 | 0.044 | -0.002 |
| 780.00 | 0.54 | 0.00 | 7.30 | 0.00 | 50 | 104 | 216.6% | -0.018 | 0.0002 | -1.672 | 0.046 | -0.002 |
| 790.00 | 0.60 | 0.00 | 7.30 | 0.00 | 50 | 94 | 210.6% | -0.019 | 0.0002 | -1.670 | 0.048 | -0.002 |
| 800.00 | 0.25 | 0.00 | 3.50 | 0.00 | 1 | 46 | 179.7% | -0.010 | 0.0001 | -0.818 | 0.027 | -0.001 |
| 810.00 | 2.03 | 0.00 | 7.30 | 0.00 | 2 | 138 | 198.9% | -0.020 | 0.0002 | -1.665 | 0.050 | -0.002 |
| 820.00 | 2.26 | 0.00 | 7.30 | 0.00 | 1 | 8 | 193.0% | -0.020 | 0.0002 | -1.661 | 0.052 | -0.002 |
| 830.00 | 2.50 | 0.00 | 7.50 | 0.00 | 1 | 4 | 188.3% | -0.022 | 0.0003 | -1.701 | 0.054 | -0.002 |
| 840.00 | 0.25 | 0.00 | 10.00 | 0.00 | 2 | 59 | 193.8% | -0.029 | 0.0003 | -2.218 | 0.069 | -0.003 |
| 850.00 | 2.45 | 0.00 | 7.50 | 0.00 | 50 | 161 | 176.9% | -0.023 | 0.0003 | -1.694 | 0.058 | -0.002 |
| 860.00 | 3.89 | 0.00 | 7.50 | 0.00 | 1 | 4 | 171.3% | -0.024 | 0.0003 | -1.690 | 0.059 | -0.002 |
| 870.00 | 1.15 | 0.00 | 7.50 | 0.00 | 1 | 18 | 165.7% | -0.025 | 0.0003 | -1.685 | 0.061 | -0.003 |
| 880.00 | 0.05 | 0.00 | 7.50 | 0.00 | 1 | 44 | 160.2% | -0.026 | 0.0004 | -1.681 | 0.063 | -0.003 |
| 890.00 | 0.25 | 0.00 | 7.30 | 0.00 | 1 | 25 | 153.8% | -0.026 | 0.0004 | -1.635 | 0.064 | -0.003 |
| 900.00 | 0.55 | 0.00 | 7.30 | 0.00 | 11 | 50 | 148.4% | -0.027 | 0.0004 | -1.629 | 0.066 | -0.003 |
| 910.00 | 1.69 | 0.00 | 7.30 | 0.00 | 82 | 23 | 143.0% | -0.029 | 0.0004 | -1.624 | 0.068 | -0.003 |
| 920.00 | 1.50 | 0.00 | 7.30 | 0.00 | 2 | 28 | 137.6% | -0.030 | 0.0005 | -1.619 | 0.071 | -0.003 |
| 930.00 | 3.71 | 0.00 | 7.30 | 0.00 | 1 | 77 | 132.3% | -0.031 | 0.0005 | -1.613 | 0.073 | -0.003 |
| 940.00 | 0.20 | 0.00 | 7.30 | 0.00 | 1 | 79 | 127.0% | -0.033 | 0.0005 | -1.606 | 0.076 | -0.003 |
| 950.00 | 1.22 | 0.00 | 7.30 | 0.00 | 2 | 262 | 121.7% | -0.034 | 0.0006 | -1.599 | 0.079 | -0.003 |
| 960.00 | 1.25 | 0.00 | 7.30 | 0.00 | 2 | 38 | 116.4% | -0.036 | 0.0006 | -1.591 | 0.082 | -0.004 |
| 970.00 | 0.95 | 0.00 | 7.30 | 0.00 | 2 | 33 | 111.2% | -0.038 | 0.0007 | -1.583 | 0.086 | -0.004 |
| 980.00 | 1.87 | 0.00 | 7.30 | 0.00 | 1 | 16 | 106.0% | -0.040 | 0.0008 | -1.573 | 0.089 | -0.004 |
| 985.00 | 2.03 | 0.00 | 7.30 | 0.00 | 1 | 2 | 103.4% | -0.041 | 0.0008 | -1.568 | 0.091 | -0.004 |
| 990.00 | 3.39 | 0.00 | 7.30 | 0.00 | 3 | 118 | 100.8% | -0.042 | 0.0008 | -1.563 | 0.093 | -0.004 |
| 995.00 | 4.00 | 0.00 | 7.30 | 0.00 | 0 | 1 | 98.2% | -0.043 | 0.0009 | -1.558 | 0.096 | -0.004 |
| 1000.00 | 1.00 | 0.00 | 10.00 | 0.00 | 5 | 70 | 103.4% | -0.057 | 0.0011 | -2.050 | 0.119 | -0.006 |
| 1005.00 | 1.37 | 0.00 | 7.30 | 0.00 | 1 | 3 | 93.0% | -0.046 | 0.0010 | -1.546 | 0.100 | -0.004 |
| 1010.00 | 1.55 | 0.00 | 7.30 | 0.00 | 4 | 65 | 90.4% | -0.047 | 0.0010 | -1.540 | 0.103 | -0.005 |
| 1020.00 | 0.90 | 0.00 | 7.30 | 0.00 | 1 | 149 | 85.2% | -0.050 | 0.0012 | -1.526 | 0.108 | -0.005 |
| 1025.00 | 2.08 | 0.00 | 7.30 | 0.00 | 1 | 2 | 82.6% | -0.052 | 0.0012 | -1.519 | 0.111 | -0.005 |
| 1030.00 | 0.10 | 0.00 | 7.30 | 0.00 | 2 | 56 | 80.0% | -0.053 | 0.0013 | -1.511 | 0.114 | -0.005 |
| 1035.00 | 0.07 | 0.00 | 7.30 | 0.00 | 1 | 98 | 77.4% | -0.055 | 0.0014 | -1.503 | 0.117 | -0.005 |
| 1040.00 | 1.65 | 0.00 | 7.30 | 0.00 | 1 | 31 | 74.8% | -0.057 | 0.0015 | -1.494 | 0.120 | -0.006 |
| 1042.50 | 1.15 | 0.00 | 7.30 | 0.00 | 2 | 1 | 73.5% | -0.059 | 0.0015 | -1.490 | 0.122 | -0.006 |
| 1045.00 | 9.80 | 0.00 | 7.30 | 0.00 | 4 | 6 | 72.2% | -0.060 | 0.0016 | -1.485 | 0.124 | -0.006 |
| 1047.50 | 10.20 | 0.00 | 7.30 | 0.00 | 0 | 1 | 70.9% | -0.061 | 0.0016 | -1.480 | 0.126 | -0.006 |
| 1050.00 | 1.30 | 0.00 | 7.30 | 0.00 | 1 | 49 | 69.6% | -0.062 | 0.0017 | -1.475 | 0.128 | -0.006 |
| 1052.50 | 1.55 | 0.00 | 7.30 | 0.00 | 3 | 1 | 68.3% | -0.063 | 0.0017 | -1.470 | 0.130 | -0.006 |
| 1055.00 | 3.40 | 0.00 | 7.30 | 0.00 | 1 | 4 | 67.0% | -0.065 | 0.0018 | -1.464 | 0.132 | -0.006 |
| 1060.00 | 1.00 | 0.00 | 7.30 | 0.00 | 5 | 123 | 64.4% | -0.067 | 0.0019 | -1.453 | 0.136 | -0.007 |
| 1065.00 | 4.10 | 0.00 | 7.30 | 0.00 | 14 | 12 | 61.7% | -0.070 | 0.0021 | -1.441 | 0.141 | -0.007 |
| 1070.00 | 4.70 | 0.00 | 0.70 | 0.00 | 16 | 21 | 40.6% | -0.018 | 0.0011 | -0.316 | 0.047 | -0.002 |
| 1075.00 | 3.41 | 0.00 | 5.60 | 0.00 | 0 | 3 | 52.4% | -0.063 | 0.0023 | -1.125 | 0.130 | -0.006 |
| 1080.00 | 3.10 | 0.00 | 7.40 | 0.00 | 1 | 65 | 54.0% | -0.082 | 0.0027 | -1.414 | 0.158 | -0.008 |
| 1085.00 | 49.60 | 0.00 | 7.40 | 0.00 | 0 | 1 | 51.3% | -0.086 | 0.0029 | -1.397 | 0.165 | -0.008 |
| 1090.00 | 0.97 | 0.00 | 7.40 | 0.72 | 4 | 19 | 61.6% | -0.144 | 0.0035 | -2.420 | 0.238 | -0.014 |
| 1095.00 | 1.00 | 0.05 | 1.00 | 0.50 | 14 | 15 | 32.5% | -0.035 | 0.0023 | -0.430 | 0.080 | -0.003 |
| 1100.00 | 0.65 | 0.05 | 0.65 | -1.45 | 11 | 105 | 27.7% | -0.026 | 0.0021 | -0.285 | 0.063 | -0.002 |
| 1105.00 | 1.12 | 0.05 | 2.15 | 0.00 | 10 | 20 | 34.1% | -0.075 | 0.0040 | -0.830 | 0.148 | -0.007 |
| 1110.00 | 1.26 | 0.05 | 1.00 | 0.00 | 10 | 73 | 25.8% | -0.044 | 0.0035 | -0.416 | 0.098 | -0.004 |
| 1117.50 | 4.50 | 0.40 | 1.35 | 0.00 | 0 | 7 | 24.1% | -0.066 | 0.0051 | -0.528 | 0.134 | -0.006 |
| 1120.00 | 4.90 | 0.50 | 1.80 | 0.00 | 7 | 11 | 24.9% | -0.086 | 0.0060 | -0.668 | 0.164 | -0.008 |
| 1125.00 | 1.79 | 0.90 | 2.50 | 0.49 | 2 | 6 | 24.8% | -0.120 | 0.0077 | -0.851 | 0.210 | -0.012 |
| 1130.00 | 2.94 | 0.60 | 4.50 | -0.36 | 7 | 93 | 27.8% | -0.192 | 0.0094 | -1.297 | 0.285 | -0.018 |
| 1135.00 | 2.96 | 2.05 | 4.10 | 0.36 | 1 | 2 | 23.5% | -0.206 | 0.0116 | -1.137 | 0.298 | -0.020 |
| 1140.00 | 10.00 | 2.70 | 6.00 | 5.15 | 1 | 24 | 24.7% | -0.279 | 0.0130 | -1.407 | 0.352 | -0.027 |
| 1145.00 | 12.19 | 3.80 | 7.30 | 8.88 | 30 | 34 | 23.7% | -0.342 | 0.0148 | -1.470 | 0.384 | -0.033 |
| 1150.00 | 11.80 | 5.10 | 9.00 | 1.80 | 6 | 53 | 22.9% | -0.417 | 0.0163 | -1.504 | 0.408 | -0.040 |
| 1155.00 | 9.50 | 6.70 | 11.40 | -1.43 | 5 | 12 | 23.0% | -0.500 | 0.0166 | -1.529 | 0.418 | -0.048 |
| 1160.00 | 12.60 | 8.70 | 14.40 | -1.40 | 11 | 57 | 23.5% | -0.580 | 0.0159 | -1.521 | 0.409 | -0.056 |
| 1165.00 | 8.55 | 11.30 | 17.70 | 0.00 | 0 | 1 | 24.0% | -0.654 | 0.0147 | -1.451 | 0.386 | -0.063 |
| 1170.00 | 16.80 | 15.00 | 22.00 | -2.70 | 4 | 5 | 26.1% | -0.706 | 0.0126 | -1.469 | 0.360 | -0.069 |
| 1175.00 | 27.00 | 18.50 | 25.10 | 0.00 | 5 | 9 | 24.8% | -0.777 | 0.0115 | -1.184 | 0.312 | -0.076 |
| 1180.00 | 17.31 | 23.00 | 30.10 | 0.00 | 6 | 7 | 27.9% | -0.800 | 0.0096 | -1.250 | 0.293 | -0.078 |
| 1185.00 | 19.00 | 27.00 | 34.30 | 0.00 | 0 | 4 | 28.5% | -0.838 | 0.0082 | -1.101 | 0.257 | -0.082 |
| 1190.00 | 21.50 | 31.30 | 39.10 | 0.00 | 0 | 21 | 30.6% | -0.857 | 0.0070 | -1.083 | 0.236 | -0.084 |
| 1200.00 | 40.18 | 41.00 | 47.90 | 0.00 | 1 | 6 | 31.4% | -0.909 | 0.0050 | -0.763 | 0.171 | -0.090 |
| 1220.00 | 208.20 | 126.70 | 134.60 | 0.00 | 1 | 0 | 190.4% | -0.592 | 0.0019 | -12.800 | 0.406 | -0.066 |
| 1240.00 | 134.10 | 80.20 | 89.00 | 0.00 | 1 | 0 | 54.2% | -0.923 | 0.0025 | -1.231 | 0.151 | -0.095 |
| 1260.00 | 256.27 | 182.50 | 190.80 | 0.00 | 4 | 2 | 252.6% | -0.605 | 0.0015 | -16.861 | 0.403 | -0.071 |
| 1280.00 | 193.20 | 120.20 | 129.00 | 0.00 | 1 | 0 | 70.8% | -0.942 | 0.0016 | -1.290 | 0.121 | -0.100 |
| 1320.00 | 208.70 | 160.20 | 169.00 | 0.00 | 1 | 0 | 86.1% | -0.953 | 0.0011 | -1.326 | 0.103 | -0.104 |
| 1420.00 | 369.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.167 | 0.000 | -0.117 |
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.