CAT
Caterpillar, Inc.Close $845.42EOD onlyThis page reflects CAT 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 640.00 | 158.02 | 200.40 | 213.70 | 0.00 | 2 | 2 | 104.6% | 0.977 | 0.0004 | -0.545 | 0.063 | 0.119 |
| 650.00 | 164.63 | 190.35 | 203.70 | 0.00 | 1 | 21 | 99.3% | 0.976 | 0.0005 | -0.536 | 0.065 | 0.121 |
| 655.00 | 136.60 | 184.35 | 198.70 | 0.00 | 0 | 1 | 90.7% | 0.982 | 0.0004 | -0.409 | 0.051 | 0.122 |
| 670.00 | 177.88 | 169.30 | 183.75 | 51.85 | 1 | 1 | 83.8% | 0.981 | 0.0005 | -0.406 | 0.055 | 0.125 |
| 685.00 | 105.40 | 154.65 | 168.75 | 0.00 | 0 | 1 | 79.1% | 0.976 | 0.0006 | -0.447 | 0.065 | 0.127 |
| 695.00 | 99.25 | 147.75 | 157.05 | 0.00 | 0 | 1 | 81.1% | 0.965 | 0.0008 | -0.605 | 0.091 | 0.127 |
| 700.00 | 108.00 | 142.80 | 151.60 | 0.00 | 2 | 7 | 77.0% | 0.967 | 0.0008 | -0.558 | 0.087 | 0.128 |
| 710.00 | 81.90 | 133.25 | 142.15 | 0.00 | 0 | 3 | 76.1% | 0.957 | 0.0010 | -0.660 | 0.107 | 0.129 |
| 720.00 | 100.00 | 123.40 | 132.15 | 0.00 | 2 | 11 | 71.7% | 0.953 | 0.0012 | -0.668 | 0.115 | 0.130 |
| 730.00 | 59.50 | 112.85 | 122.20 | 0.00 | 0 | 3 | 65.1% | 0.954 | 0.0013 | -0.609 | 0.113 | 0.132 |
| 735.00 | 82.00 | 108.55 | 118.85 | 0.00 | 4 | 9 | 69.7% | 0.934 | 0.0016 | -0.827 | 0.150 | 0.130 |
| 740.00 | 81.90 | 102.95 | 112.40 | 0.00 | 2 | 6 | 61.2% | 0.948 | 0.0015 | -0.630 | 0.125 | 0.133 |
| 745.00 | 70.35 | 97.90 | 107.20 | 0.00 | 0 | 3 | 58.0% | 0.948 | 0.0016 | -0.600 | 0.125 | 0.134 |
| 750.00 | 76.60 | 92.80 | 102.20 | 0.00 | 3 | 11 | 55.3% | 0.947 | 0.0017 | -0.586 | 0.127 | 0.135 |
| 755.00 | 68.55 | 88.65 | 98.65 | 0.00 | 1 | 8 | 59.1% | 0.924 | 0.0021 | -0.787 | 0.167 | 0.132 |
| 760.00 | 61.44 | 83.30 | 93.30 | 0.00 | 15 | 21 | 54.8% | 0.927 | 0.0022 | -0.719 | 0.163 | 0.133 |
| 765.00 | 54.00 | 78.65 | 86.90 | 0.00 | 1 | 10 | 66.8% | 0.872 | 0.0027 | -1.245 | 0.245 | 0.125 |
| 770.00 | 78.83 | 73.85 | 81.95 | 18.26 | 27 | 109 | 64.0% | 0.866 | 0.0029 | -1.232 | 0.253 | 0.125 |
| 775.00 | 67.86 | 68.90 | 77.60 | 11.81 | 6 | 114 | 63.1% | 0.853 | 0.0031 | -1.292 | 0.270 | 0.123 |
| 780.00 | 40.15 | 63.75 | 71.65 | 0.00 | 2 | 17 | 57.0% | 0.858 | 0.0034 | -1.151 | 0.264 | 0.125 |
| 785.00 | 46.50 | 59.25 | 67.55 | 0.00 | 2 | 9 | 56.9% | 0.839 | 0.0037 | -1.236 | 0.286 | 0.123 |
| 790.00 | 40.00 | 54.85 | 63.30 | 0.00 | 2 | 11 | 56.0% | 0.822 | 0.0040 | -1.293 | 0.305 | 0.121 |
| 795.00 | 24.87 | 50.30 | 57.85 | 0.00 | 4 | 14 | 51.5% | 0.818 | 0.0044 | -1.211 | 0.309 | 0.122 |
| 797.50 | 36.50 | 48.10 | 58.00 | 0.00 | 3 | 4 | 57.1% | 0.785 | 0.0044 | -1.468 | 0.342 | 0.116 |
| 800.00 | 51.80 | 45.80 | 53.10 | 29.43 | 33 | 28 | 49.0% | 0.805 | 0.0048 | -1.204 | 0.323 | 0.120 |
| 802.50 | 47.75 | 43.65 | 53.00 | 27.93 | 2 | 14 | 53.7% | 0.773 | 0.0048 | -1.424 | 0.353 | 0.115 |
| 805.00 | 53.30 | 41.20 | 49.85 | 34.78 | 10 | 31 | 50.3% | 0.773 | 0.0051 | -1.339 | 0.353 | 0.116 |
| 807.50 | 26.60 | 39.85 | 49.35 | 0.00 | 5 | 4 | 53.5% | 0.748 | 0.0051 | -1.499 | 0.374 | 0.112 |
| 810.00 | 38.33 | 37.65 | 46.25 | 9.93 | 5 | 66 | 50.3% | 0.746 | 0.0054 | -1.418 | 0.375 | 0.112 |
| 812.50 | 18.17 | 35.70 | 44.50 | 0.00 | 2 | 10 | 50.3% | 0.731 | 0.0056 | -1.455 | 0.386 | 0.110 |
| 815.00 | 38.54 | 33.05 | 41.65 | 14.64 | 15 | 35 | 47.6% | 0.726 | 0.0060 | -1.394 | 0.390 | 0.110 |
| 817.50 | 35.85 | 31.15 | 38.30 | 15.00 | 3 | 60 | 43.8% | 0.725 | 0.0065 | -1.291 | 0.391 | 0.110 |
| 820.00 | 32.79 | 30.10 | 35.90 | 13.99 | 11 | 94 | 42.2% | 0.714 | 0.0069 | -1.267 | 0.398 | 0.109 |
| 822.50 | 27.35 | 28.45 | 33.00 | 8.09 | 4 | 16 | 39.4% | 0.707 | 0.0074 | -1.201 | 0.402 | 0.108 |
| 825.00 | 28.44 | 26.60 | 31.85 | 10.57 | 5 | 210 | 40.6% | 0.684 | 0.0075 | -1.271 | 0.417 | 0.105 |
| 830.00 | 25.81 | 23.30 | 28.50 | 10.33 | 29 | 107 | 40.1% | 0.646 | 0.0079 | -1.309 | 0.436 | 0.099 |
| 835.00 | 21.55 | 20.05 | 25.30 | 8.44 | 43 | 56 | 39.6% | 0.606 | 0.0083 | -1.332 | 0.451 | 0.094 |
| 840.00 | 19.85 | 17.30 | 21.25 | 7.23 | 70 | 62 | 37.0% | 0.566 | 0.0091 | -1.271 | 0.461 | 0.088 |
| 845.00 | 16.80 | 13.65 | 18.10 | 7.30 | 68 | 27 | 35.8% | 0.521 | 0.0095 | -1.244 | 0.466 | 0.081 |
| 850.00 | 14.51 | 12.20 | 14.20 | 5.96 | 232 | 144 | 32.7% | 0.469 | 0.0104 | -1.134 | 0.466 | 0.073 |
| 855.00 | 10.90 | 10.20 | 11.95 | 4.20 | 31 | 52 | 32.5% | 0.417 | 0.0103 | -1.099 | 0.457 | 0.065 |
| 860.00 | 9.00 | 8.45 | 9.90 | 3.35 | 78 | 54 | 32.1% | 0.365 | 0.0100 | -1.044 | 0.440 | 0.057 |
| 865.00 | 7.33 | 6.15 | 8.15 | 2.52 | 355 | 73 | 31.8% | 0.316 | 0.0095 | -0.978 | 0.417 | 0.050 |
| 870.00 | 6.16 | 5.45 | 7.05 | 2.49 | 90 | 77 | 32.6% | 0.276 | 0.0088 | -0.938 | 0.392 | 0.044 |
| 875.00 | 4.71 | 4.40 | 5.55 | 1.36 | 121 | 64 | 31.9% | 0.231 | 0.0081 | -0.835 | 0.356 | 0.036 |
| 880.00 | 4.00 | 3.50 | 4.60 | 1.56 | 95 | 40 | 32.2% | 0.196 | 0.0073 | -0.763 | 0.323 | 0.031 |
| 885.00 | 3.20 | 2.55 | 3.85 | 0.95 | 29 | 52 | 32.6% | 0.166 | 0.0065 | -0.696 | 0.291 | 0.026 |
| 890.00 | 2.91 | 2.07 | 3.45 | 1.12 | 92 | 57 | 33.9% | 0.146 | 0.0058 | -0.661 | 0.268 | 0.023 |
| 895.00 | 2.28 | 1.69 | 2.90 | 0.70 | 12 | 21 | 34.3% | 0.123 | 0.0051 | -0.597 | 0.239 | 0.020 |
| 900.00 | 1.62 | 1.50 | 1.98 | 0.22 | 673 | 797 | 32.8% | 0.091 | 0.0043 | -0.457 | 0.191 | 0.014 |
| 905.00 | 1.14 | 0.92 | 2.00 | -0.01 | 84 | 36 | 35.0% | 0.086 | 0.0038 | -0.469 | 0.184 | 0.014 |
| 910.00 | 1.11 | 0.90 | 1.43 | -1.37 | 15 | 107 | 34.1% | 0.065 | 0.0032 | -0.367 | 0.148 | 0.010 |
| 915.00 | 0.90 | 0.59 | 1.09 | -0.08 | 16 | 12 | 33.9% | 0.050 | 0.0026 | -0.299 | 0.121 | 0.008 |
| 920.00 | 0.75 | 0.33 | 0.89 | -0.22 | 234 | 39 | 34.3% | 0.041 | 0.0022 | -0.256 | 0.103 | 0.007 |
| 925.00 | 0.73 | 0.30 | 1.04 | 0.00 | 41 | 22 | 37.2% | 0.044 | 0.0021 | -0.293 | 0.109 | 0.007 |
| 930.00 | 0.40 | 0.33 | 1.01 | 0.10 | 132 | 34 | 38.7% | 0.041 | 0.0019 | -0.289 | 0.103 | 0.007 |
| 935.00 | 0.79 | 0.02 | 1.01 | 0.00 | 14 | 11 | 40.4% | 0.039 | 0.0018 | -0.291 | 0.100 | 0.006 |
| 940.00 | 0.34 | 0.05 | 0.79 | -0.39 | 5 | 12 | 40.2% | 0.031 | 0.0015 | -0.239 | 0.082 | 0.005 |
| 945.00 | 0.60 | 0.00 | 0.75 | 0.00 | 4 | 7 | 41.4% | 0.029 | 0.0014 | -0.231 | 0.077 | 0.005 |
| 950.00 | 0.29 | 0.00 | 0.68 | -0.32 | 2 | 12 | 42.3% | 0.026 | 0.0012 | -0.213 | 0.070 | 0.004 |
| 955.00 | 0.30 | 0.00 | 4.40 | 0.00 | 6 | 11 | 55.2% | 0.061 | 0.0019 | -0.565 | 0.142 | 0.010 |
| 960.00 | 0.10 | 0.00 | 0.45 | -0.09 | 1 | 10 | 42.4% | 0.017 | 0.0008 | -0.151 | 0.049 | 0.003 |
| 965.00 | 0.20 | 0.00 | 0.35 | -0.07 | 1 | 16 | 42.2% | 0.013 | 0.0007 | -0.122 | 0.040 | 0.002 |
| 970.00 | 0.64 | 0.00 | 4.35 | 0.00 | 5 | 8 | 60.4% | 0.056 | 0.0016 | -0.573 | 0.132 | 0.009 |
| 975.00 | 0.51 | 0.00 | 4.35 | 0.00 | 1 | 6 | 62.1% | 0.054 | 0.0015 | -0.576 | 0.129 | 0.008 |
| 980.00 | 0.05 | 0.00 | 0.20 | -0.61 | 1 | 5 | 43.0% | 0.007 | 0.0004 | -0.075 | 0.024 | 0.001 |
| 985.00 | 0.73 | 0.00 | 4.35 | 0.00 | 0 | 1 | 65.5% | 0.052 | 0.0014 | -0.584 | 0.124 | 0.008 |
| 990.00 | 0.40 | 0.00 | 4.30 | 0.00 | 2 | 6 | 67.0% | 0.050 | 0.0013 | -0.582 | 0.121 | 0.008 |
| 995.00 | 0.41 | 0.00 | 4.30 | 0.00 | 22 | 18 | 68.7% | 0.049 | 0.0013 | -0.585 | 0.118 | 0.008 |
| 1000.00 | 0.05 | 0.00 | 4.30 | 0.00 | 1 | 14 | 70.3% | 0.048 | 0.0012 | -0.588 | 0.116 | 0.007 |
| 1005.00 | 0.43 | 0.00 | 4.30 | 0.00 | 0 | 6 | 71.9% | 0.047 | 0.0012 | -0.591 | 0.114 | 0.007 |
| 1010.00 | 0.41 | 0.00 | 4.30 | 0.00 | 2 | 1 | 73.5% | 0.046 | 0.0011 | -0.594 | 0.112 | 0.007 |
| 1020.00 | 0.22 | 0.00 | 4.30 | 0.00 | 2 | 1 | 76.6% | 0.044 | 0.0010 | -0.599 | 0.109 | 0.007 |
| 1030.00 | 0.17 | 0.00 | 4.30 | 0.00 | 5 | 3 | 79.7% | 0.042 | 0.0010 | -0.605 | 0.105 | 0.007 |
| 1035.00 | 0.19 | 0.00 | 4.30 | 0.00 | 40 | 35 | 81.3% | 0.041 | 0.0009 | -0.607 | 0.104 | 0.006 |
| 1040.00 | 0.12 | 0.00 | 4.30 | 0.00 | 4 | 12 | 82.8% | 0.041 | 0.0009 | -0.609 | 0.102 | 0.006 |
| 1045.00 | 0.19 | 0.00 | 4.30 | 0.00 | 2 | 26 | 84.3% | 0.040 | 0.0009 | -0.612 | 0.101 | 0.006 |
| 1050.00 | 0.12 | 0.00 | 4.30 | 0.00 | 2 | 9 | 85.8% | 0.039 | 0.0008 | -0.614 | 0.100 | 0.006 |
| 1055.00 | 0.12 | 0.00 | 4.30 | 0.00 | 4 | 4 | 87.3% | 0.039 | 0.0008 | -0.616 | 0.098 | 0.006 |
| 1060.00 | 0.05 | 0.00 | 1.02 | 0.00 | 14 | 7 | 70.1% | 0.012 | 0.0004 | -0.178 | 0.035 | 0.002 |
| 1070.00 | 0.15 | 0.00 | 3.20 | 0.00 | 2 | 2 | 86.8% | 0.029 | 0.0007 | -0.485 | 0.078 | 0.005 |
| 1080.00 | 0.05 | 0.00 | 0.48 | -0.56 | 1 | 1 | 68.1% | 0.006 | 0.0002 | -0.091 | 0.019 | 0.001 |
| 1100.00 | 0.02 | 0.00 | 4.30 | 0.00 | 2 | 2 | 100.0% | 0.034 | 0.0006 | -0.634 | 0.088 | 0.005 |
| 1120.00 | 0.03 | 0.00 | 4.30 | 0.00 | 3 | 7 | 105.4% | 0.032 | 0.0006 | -0.640 | 0.085 | 0.005 |
| 1130.00 | 0.11 | 0.00 | 4.30 | 0.00 | 2 | 2 | 108.0% | 0.032 | 0.0006 | -0.644 | 0.083 | 0.005 |
| 1140.00 | 0.05 | 0.00 | 4.30 | -0.06 | 1 | 3 | 110.6% | 0.031 | 0.0005 | -0.647 | 0.081 | 0.005 |
| 1150.00 | 0.06 | 0.00 | 4.30 | 0.00 | 3 | 2 | 113.2% | 0.030 | 0.0005 | -0.649 | 0.080 | 0.005 |
| 1160.00 | 0.07 | 0.00 | 4.30 | 0.00 | 12 | 13 | 115.7% | 0.029 | 0.0005 | -0.652 | 0.079 | 0.005 |
| 1170.00 | 0.04 | 0.00 | 4.30 | 0.00 | 4 | 47 | 118.3% | 0.029 | 0.0005 | -0.655 | 0.077 | 0.004 |
| 1180.00 | 0.07 | 0.00 | 4.30 | 0.00 | 22 | 35 | 120.7% | 0.028 | 0.0005 | -0.658 | 0.076 | 0.004 |
| 1190.00 | 0.09 | 0.00 | 4.30 | 0.00 | 18 | 30 | 123.2% | 0.028 | 0.0004 | -0.660 | 0.075 | 0.004 |
| 1200.00 | 0.01 | 0.00 | 4.30 | 0.00 | 27 | 152 | 125.6% | 0.027 | 0.0004 | -0.662 | 0.074 | 0.004 |
| 1210.00 | 0.06 | 0.00 | 4.30 | 0.00 | 31 | 64 | 128.0% | 0.027 | 0.0004 | -0.665 | 0.073 | 0.004 |
| 1220.00 | 0.05 | 0.00 | 4.30 | 0.00 | 1 | 219 | 130.3% | 0.026 | 0.0004 | -0.667 | 0.071 | 0.004 |
| 1230.00 | 0.01 | 0.00 | 0.55 | 0.00 | 104 | 126 | 100.1% | 0.004 | 0.0001 | -0.106 | 0.015 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 510.00 | 0.04 | 0.00 | 4.30 | 0.00 | 46 | 17 | 183.2% | -0.017 | 0.0002 | -0.642 | 0.049 | -0.003 |
| 520.00 | 0.08 | 0.00 | 4.30 | 0.00 | 2 | 1 | 177.1% | -0.018 | 0.0002 | -0.639 | 0.051 | -0.003 |
| 535.00 | 0.84 | 0.00 | 4.30 | 0.00 | 2 | 2 | 168.0% | -0.018 | 0.0002 | -0.634 | 0.053 | -0.003 |
| 540.00 | 0.22 | 0.00 | 4.30 | 0.00 | 2 | 0 | 165.1% | -0.019 | 0.0002 | -0.633 | 0.054 | -0.003 |
| 545.00 | 0.09 | 0.00 | 4.30 | 0.00 | 10 | 5 | 162.2% | -0.019 | 0.0002 | -0.631 | 0.055 | -0.003 |
| 550.00 | 0.01 | 0.00 | 4.30 | 0.00 | 1 | 3 | 159.2% | -0.020 | 0.0003 | -0.630 | 0.056 | -0.003 |
| 555.00 | 0.23 | 0.00 | 4.30 | 0.00 | 0 | 1 | 156.3% | -0.020 | 0.0003 | -0.628 | 0.056 | -0.004 |
| 560.00 | 0.13 | 0.00 | 4.30 | 0.00 | 2 | 0 | 153.5% | -0.020 | 0.0003 | -0.626 | 0.057 | -0.004 |
| 565.00 | 0.09 | 0.00 | 4.30 | 0.00 | 2 | 3 | 150.6% | -0.021 | 0.0003 | -0.625 | 0.058 | -0.004 |
| 570.00 | 0.09 | 0.00 | 4.30 | 0.00 | 2 | 4 | 147.8% | -0.021 | 0.0003 | -0.623 | 0.059 | -0.004 |
| 575.00 | 0.08 | 0.00 | 4.30 | 0.00 | 2 | 6 | 145.0% | -0.021 | 0.0003 | -0.621 | 0.060 | -0.004 |
| 580.00 | 0.22 | 0.00 | 4.30 | 0.00 | 0 | 1 | 142.2% | -0.022 | 0.0003 | -0.620 | 0.061 | -0.004 |
| 585.00 | 0.81 | 0.00 | 4.30 | 0.00 | 0 | 0 | 139.4% | -0.022 | 0.0003 | -0.617 | 0.062 | -0.004 |
| 590.00 | 0.04 | 0.00 | 4.30 | 0.00 | 2 | 0 | 136.7% | -0.023 | 0.0003 | -0.616 | 0.063 | -0.004 |
| 600.00 | 0.82 | 0.00 | 4.30 | 0.00 | 2 | 10 | 131.3% | -0.024 | 0.0004 | -0.612 | 0.066 | -0.004 |
| 605.00 | 0.19 | 0.00 | 4.30 | 0.00 | 0 | 11 | 128.6% | -0.024 | 0.0004 | -0.610 | 0.067 | -0.004 |
| 610.00 | 0.05 | 0.00 | 4.30 | 0.00 | 4 | 20 | 125.9% | -0.025 | 0.0004 | -0.608 | 0.068 | -0.004 |
| 615.00 | 0.12 | 0.00 | 4.30 | 0.00 | 2 | 32 | 123.2% | -0.025 | 0.0004 | -0.605 | 0.069 | -0.004 |
| 620.00 | 0.10 | 0.00 | 4.30 | 0.00 | 2 | 8 | 120.6% | -0.026 | 0.0004 | -0.603 | 0.070 | -0.004 |
| 625.00 | 0.08 | 0.00 | 1.71 | 0.00 | 6 | 23 | 100.7% | -0.012 | 0.0003 | -0.271 | 0.038 | -0.002 |
| 630.00 | 0.15 | 0.00 | 2.09 | 0.00 | 2 | 27 | 101.6% | -0.015 | 0.0003 | -0.322 | 0.045 | -0.003 |
| 635.00 | 0.15 | 0.00 | 4.30 | 0.00 | 3 | 15 | 112.7% | -0.028 | 0.0005 | -0.596 | 0.074 | -0.005 |
| 640.00 | 0.01 | 0.00 | 4.30 | 0.00 | 1 | 19 | 110.1% | -0.028 | 0.0005 | -0.594 | 0.076 | -0.005 |
| 645.00 | 0.60 | 0.00 | 4.30 | 0.00 | 1 | 19 | 107.6% | -0.029 | 0.0005 | -0.591 | 0.077 | -0.005 |
| 650.00 | 1.36 | 0.00 | 4.30 | 0.00 | 1 | 62 | 105.0% | -0.030 | 0.0005 | -0.589 | 0.079 | -0.005 |
| 655.00 | 2.05 | 0.00 | 4.30 | 0.00 | 1 | 19 | 102.5% | -0.030 | 0.0006 | -0.586 | 0.081 | -0.005 |
| 660.00 | 0.21 | 0.00 | 4.30 | 0.00 | 2 | 2 | 99.9% | -0.031 | 0.0006 | -0.583 | 0.082 | -0.005 |
| 665.00 | 0.11 | 0.00 | 4.30 | 0.00 | 4 | 3 | 97.4% | -0.032 | 0.0006 | -0.580 | 0.084 | -0.005 |
| 670.00 | 2.13 | 0.00 | 0.22 | 1.92 | 2 | 19 | 61.1% | -0.003 | 0.0001 | -0.040 | 0.009 | -0.000 |
| 675.00 | 1.12 | 0.00 | 4.35 | 0.00 | 2 | 6 | 92.6% | -0.034 | 0.0007 | -0.580 | 0.088 | -0.006 |
| 680.00 | 1.02 | 0.00 | 4.35 | 0.00 | 6 | 10 | 90.1% | -0.035 | 0.0007 | -0.577 | 0.090 | -0.006 |
| 685.00 | 0.06 | 0.00 | 0.17 | -0.05 | 8 | 73 | 54.3% | -0.002 | 0.0001 | -0.031 | 0.008 | -0.000 |
| 690.00 | 2.16 | 0.00 | 1.00 | 2.05 | 1 | 47 | 65.8% | -0.011 | 0.0004 | -0.160 | 0.034 | -0.002 |
| 695.00 | 0.05 | 0.00 | 0.12 | -0.10 | 10 | 41 | 52.9% | -0.003 | 0.0002 | -0.043 | 0.012 | -0.001 |
| 700.00 | 0.18 | 0.00 | 4.30 | 0.00 | 3 | 49 | 80.0% | -0.039 | 0.0009 | -0.557 | 0.098 | -0.007 |
| 705.00 | 0.15 | 0.00 | 0.95 | -0.15 | 1 | 18 | 59.3% | -0.012 | 0.0004 | -0.151 | 0.036 | -0.002 |
| 710.00 | 0.22 | 0.00 | 3.20 | 0.00 | 2 | 57 | 70.7% | -0.033 | 0.0009 | -0.430 | 0.086 | -0.006 |
| 715.00 | 0.67 | 0.00 | 1.88 | 0.00 | 6 | 52 | 61.8% | -0.022 | 0.0007 | -0.272 | 0.062 | -0.004 |
| 720.00 | 0.05 | 0.00 | 0.28 | -0.46 | 6 | 55 | 49.4% | -0.008 | 0.0004 | -0.093 | 0.027 | -0.001 |
| 725.00 | 0.32 | 0.00 | 2.00 | 0.00 | 3 | 34 | 58.2% | -0.025 | 0.0009 | -0.283 | 0.069 | -0.004 |
| 730.00 | 0.14 | 0.03 | 0.16 | -0.16 | 232 | 97 | 42.4% | -0.005 | 0.0003 | -0.055 | 0.018 | -0.001 |
| 735.00 | 0.17 | 0.00 | 0.39 | -0.29 | 14 | 36 | 45.9% | -0.012 | 0.0006 | -0.122 | 0.038 | -0.002 |
| 740.00 | 0.10 | 0.00 | 0.34 | -0.54 | 18 | 77 | 43.1% | -0.012 | 0.0006 | -0.108 | 0.035 | -0.002 |
| 745.00 | 0.22 | 0.00 | 0.36 | -0.36 | 197 | 146 | 41.6% | -0.013 | 0.0007 | -0.112 | 0.038 | -0.002 |
| 750.00 | 0.28 | 0.00 | 0.28 | -0.55 | 34 | 626 | 38.3% | -0.011 | 0.0006 | -0.089 | 0.033 | -0.002 |
| 755.00 | 0.21 | 0.11 | 0.27 | -0.65 | 53 | 145 | 36.2% | -0.011 | 0.0007 | -0.086 | 0.033 | -0.002 |
| 760.00 | 0.23 | 0.08 | 0.35 | -1.06 | 41 | 100 | 35.8% | -0.014 | 0.0009 | -0.107 | 0.042 | -0.002 |
| 765.00 | 0.30 | 0.20 | 0.43 | -1.33 | 22 | 87 | 35.0% | -0.018 | 0.0011 | -0.127 | 0.051 | -0.003 |
| 770.00 | 0.20 | 0.13 | 0.54 | -1.55 | 80 | 133 | 34.4% | -0.023 | 0.0013 | -0.153 | 0.063 | -0.004 |
| 775.00 | 0.47 | 0.32 | 0.61 | -2.58 | 42 | 123 | 33.2% | -0.027 | 0.0016 | -0.168 | 0.072 | -0.004 |
| 780.00 | 0.64 | 0.49 | 0.97 | -2.04 | 236 | 367 | 34.2% | -0.041 | 0.0022 | -0.245 | 0.102 | -0.007 |
| 785.00 | 0.76 | 0.51 | 1.04 | -2.84 | 53 | 53 | 32.5% | -0.046 | 0.0025 | -0.255 | 0.112 | -0.008 |
| 790.00 | 1.07 | 0.54 | 1.43 | -6.71 | 38 | 66 | 32.6% | -0.061 | 0.0032 | -0.324 | 0.142 | -0.010 |
| 795.00 | 1.62 | 1.27 | 1.81 | -3.48 | 73 | 58 | 32.2% | -0.078 | 0.0039 | -0.383 | 0.170 | -0.013 |
| 797.50 | 1.82 | 1.37 | 2.42 | -4.43 | 30 | 34 | 33.6% | -0.098 | 0.0044 | -0.474 | 0.202 | -0.016 |
| 800.00 | 1.93 | 1.80 | 2.46 | -1.72 | 78 | 79 | 32.5% | -0.102 | 0.0047 | -0.474 | 0.209 | -0.017 |
| 802.50 | 2.33 | 1.57 | 4.30 | -6.22 | 2 | 11 | 37.6% | -0.148 | 0.0053 | -0.712 | 0.271 | -0.025 |
| 805.00 | 2.90 | 1.95 | 3.45 | -6.40 | 22 | 81 | 33.4% | -0.135 | 0.0056 | -0.594 | 0.255 | -0.022 |
| 807.50 | 3.35 | 2.47 | 3.80 | -6.64 | 4 | 106 | 33.1% | -0.149 | 0.0060 | -0.626 | 0.271 | -0.025 |
| 810.00 | 3.33 | 2.84 | 4.15 | -5.87 | 735 | 54 | 32.7% | -0.162 | 0.0064 | -0.656 | 0.287 | -0.027 |
| 812.50 | 3.78 | 3.20 | 6.05 | -14.67 | 2 | 27 | 36.6% | -0.204 | 0.0066 | -0.846 | 0.332 | -0.034 |
| 815.00 | 4.52 | 3.50 | 5.00 | -6.88 | 145 | 49 | 32.1% | -0.194 | 0.0073 | -0.718 | 0.322 | -0.032 |
| 817.50 | 5.26 | 4.15 | 7.90 | -10.14 | 26 | 67 | 37.9% | -0.248 | 0.0071 | -0.978 | 0.370 | -0.041 |
| 820.00 | 5.28 | 4.70 | 6.65 | -8.11 | 64 | 91 | 33.2% | -0.240 | 0.0080 | -0.838 | 0.364 | -0.040 |
| 822.50 | 6.01 | 5.00 | 8.10 | -10.74 | 15 | 102 | 34.9% | -0.271 | 0.0081 | -0.939 | 0.388 | -0.045 |
| 825.00 | 6.36 | 5.85 | 9.50 | -9.64 | 22 | 39 | 36.3% | -0.299 | 0.0082 | -1.022 | 0.406 | -0.050 |
| 830.00 | 7.60 | 7.15 | 10.60 | -12.95 | 49 | 163 | 34.8% | -0.336 | 0.0089 | -1.028 | 0.427 | -0.056 |
| 835.00 | 10.00 | 9.00 | 11.60 | -18.93 | 300 | 5 | 32.8% | -0.377 | 0.0099 | -1.003 | 0.445 | -0.063 |
| 840.00 | 12.50 | 10.60 | 14.30 | -15.77 | 25 | 26 | 33.9% | -0.429 | 0.0099 | -1.069 | 0.460 | -0.072 |
| 845.00 | 14.50 | 13.50 | 15.05 | -15.70 | 45 | 6 | 30.6% | -0.479 | 0.0111 | -0.969 | 0.466 | -0.080 |
| 850.00 | 16.66 | 15.20 | 18.45 | -14.77 | 12 | 11 | 32.1% | -0.532 | 0.0106 | -1.012 | 0.466 | -0.090 |
| 855.00 | 35.65 | 18.00 | 22.50 | 0.00 | 20 | 18 | 34.4% | -0.577 | 0.0097 | -1.067 | 0.458 | -0.098 |
| 865.00 | 27.95 | 24.65 | 29.00 | -33.70 | 5 | 2 | 34.6% | -0.669 | 0.0089 | -0.981 | 0.425 | -0.114 |
| 870.00 | 51.50 | 27.55 | 32.70 | 0.00 | 2 | 5 | 35.1% | -0.708 | 0.0084 | -0.933 | 0.402 | -0.121 |
| 875.00 | 40.00 | 29.30 | 37.00 | -11.00 | 2 | 9 | 36.6% | -0.738 | 0.0076 | -0.919 | 0.381 | -0.126 |
| 880.00 | 31.50 | 34.30 | 41.65 | -34.63 | 10 | 12 | 38.7% | -0.760 | 0.0069 | -0.927 | 0.364 | -0.131 |
| 885.00 | 65.00 | 36.55 | 45.65 | 0.00 | 2 | 20 | 39.0% | -0.790 | 0.0063 | -0.856 | 0.338 | -0.137 |
| 890.00 | 68.08 | 41.05 | 51.05 | 0.00 | 1 | 8 | 42.8% | -0.795 | 0.0057 | -0.932 | 0.333 | -0.138 |
| 895.00 | 72.00 | 45.40 | 55.35 | 0.00 | 6 | 7 | 43.5% | -0.817 | 0.0052 | -0.877 | 0.311 | -0.143 |
| 900.00 | 60.00 | 51.30 | 59.30 | -56.00 | 2 | 9 | 42.8% | -0.844 | 0.0048 | -0.766 | 0.280 | -0.148 |
| 910.00 | 127.45 | 59.20 | 69.20 | 0.00 | 0 | 1 | 47.3% | -0.860 | 0.0040 | -0.787 | 0.261 | -0.152 |
| 915.00 | 97.05 | 64.15 | 73.00 | 0.00 | 1 | 0 | 45.2% | -0.889 | 0.0036 | -0.620 | 0.222 | -0.158 |
| 920.00 | 129.82 | 69.05 | 78.60 | 0.00 | 3 | 0 | 49.6% | -0.882 | 0.0034 | -0.726 | 0.232 | -0.158 |
| 925.00 | 118.50 | 73.45 | 83.45 | 0.00 | 0 | 0 | 51.2% | -0.889 | 0.0032 | -0.713 | 0.222 | -0.160 |
| 930.00 | 145.20 | 78.85 | 88.25 | 0.00 | 0 | 0 | 52.6% | -0.897 | 0.0029 | -0.691 | 0.211 | -0.162 |
| 940.00 | 149.52 | 88.75 | 98.10 | 0.00 | 2 | 0 | 56.0% | -0.906 | 0.0026 | -0.683 | 0.196 | -0.165 |
| 945.00 | 130.80 | 94.25 | 103.15 | 0.00 | 0 | 0 | 58.2% | -0.908 | 0.0024 | -0.700 | 0.193 | -0.167 |
| 950.00 | 168.20 | 98.75 | 108.30 | 0.00 | 0 | 0 | 60.9% | -0.908 | 0.0023 | -0.734 | 0.192 | -0.168 |
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.