CAT
Caterpillar, Inc.Close $963.53EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 450.00 | 549.61 | 508.35 | 522.80 | 0.00 | 0 | 2 | 256.1% | 0.990 | 0.0001 | -0.702 | 0.036 | 0.084 |
| 455.00 | 530.61 | 503.40 | 517.80 | -25.99 | 2 | 13 | 253.2% | 0.990 | 0.0001 | -0.708 | 0.036 | 0.085 |
| 460.00 | 525.62 | 498.45 | 513.25 | -26.00 | 8 | 5 | 254.4% | 0.989 | 0.0001 | -0.777 | 0.040 | 0.086 |
| 465.00 | 520.72 | 492.40 | 507.80 | -26.47 | 6 | 13 | 236.3% | 0.992 | 0.0001 | -0.567 | 0.030 | 0.087 |
| 470.00 | 515.52 | 487.85 | 502.80 | -20.18 | 2 | 3 | 237.9% | 0.991 | 0.0001 | -0.631 | 0.034 | 0.088 |
| 475.00 | 510.57 | 483.25 | 497.80 | -23.78 | 2 | 10 | 238.6% | 0.990 | 0.0001 | -0.687 | 0.037 | 0.089 |
| 500.00 | 492.19 | 457.35 | 472.30 | 0.00 | 0 | 5 | 208.8% | 0.992 | 0.0001 | -0.487 | 0.029 | 0.094 |
| 505.00 | 401.60 | 452.55 | 467.30 | 0.00 | 0 | 1 | 208.2% | 0.992 | 0.0001 | -0.516 | 0.031 | 0.095 |
| 525.00 | 381.60 | 432.65 | 447.85 | 0.00 | 0 | 2 | 203.3% | 0.989 | 0.0001 | -0.609 | 0.038 | 0.098 |
| 560.00 | 461.45 | 398.10 | 412.35 | 0.00 | 1 | 1 | 183.5% | 0.988 | 0.0001 | -0.600 | 0.041 | 0.105 |
| 620.00 | 384.45 | 338.35 | 352.95 | 0.00 | 1 | 2 | 158.7% | 0.983 | 0.0002 | -0.708 | 0.056 | 0.115 |
| 625.00 | 287.64 | 333.35 | 347.95 | 0.00 | 3 | 3 | 156.2% | 0.983 | 0.0002 | -0.708 | 0.057 | 0.116 |
| 630.00 | 390.45 | 328.15 | 342.75 | 0.00 | 1 | 0 | 151.1% | 0.984 | 0.0002 | -0.655 | 0.054 | 0.117 |
| 635.00 | 249.60 | 323.20 | 337.70 | 0.00 | 0 | 1 | 148.6% | 0.984 | 0.0002 | -0.654 | 0.055 | 0.118 |
| 640.00 | 372.71 | 318.20 | 332.95 | 0.00 | 2 | 2 | 147.8% | 0.982 | 0.0002 | -0.686 | 0.058 | 0.119 |
| 665.00 | 315.65 | 293.00 | 307.45 | 0.00 | 1 | 1 | 131.5% | 0.984 | 0.0002 | -0.591 | 0.055 | 0.124 |
| 670.00 | 355.39 | 287.90 | 303.00 | 0.00 | 1 | 1 | 132.0% | 0.981 | 0.0003 | -0.649 | 0.061 | 0.125 |
| 745.00 | 212.84 | 212.80 | 228.15 | -45.16 | 1 | 2 | 98.7% | 0.975 | 0.0004 | -0.637 | 0.078 | 0.138 |
| 750.00 | 264.02 | 208.55 | 223.15 | 0.00 | 10 | 11 | 99.8% | 0.970 | 0.0005 | -0.724 | 0.090 | 0.138 |
| 765.00 | 212.29 | 192.65 | 207.00 | 0.00 | 1 | 1 | 83.7% | 0.980 | 0.0004 | -0.472 | 0.064 | 0.143 |
| 770.00 | 298.08 | 188.45 | 202.00 | 0.00 | 1 | 2 | 85.7% | 0.975 | 0.0005 | -0.570 | 0.079 | 0.143 |
| 785.00 | 231.80 | 175.00 | 187.00 | 0.00 | 1 | 1 | 85.7% | 0.964 | 0.0007 | -0.741 | 0.107 | 0.143 |
| 790.00 | 91.85 | 170.00 | 182.00 | 0.00 | 0 | 6 | 83.5% | 0.963 | 0.0007 | -0.738 | 0.109 | 0.144 |
| 800.00 | 266.28 | 160.00 | 173.00 | 0.00 | 2 | 3 | 82.4% | 0.955 | 0.0009 | -0.836 | 0.127 | 0.145 |
| 805.00 | 260.79 | 155.00 | 168.00 | 0.00 | 1 | 3 | 80.2% | 0.954 | 0.0009 | -0.832 | 0.130 | 0.145 |
| 820.00 | 133.40 | 140.00 | 153.00 | -69.60 | 15 | 18 | 73.6% | 0.950 | 0.0011 | -0.819 | 0.138 | 0.147 |
| 825.00 | 167.05 | 135.00 | 148.00 | 0.00 | 1 | 2 | 71.4% | 0.948 | 0.0011 | -0.814 | 0.142 | 0.148 |
| 830.00 | 161.92 | 130.00 | 143.00 | 0.00 | 1 | 6 | 69.2% | 0.947 | 0.0012 | -0.809 | 0.145 | 0.149 |
| 835.00 | 125.82 | 125.00 | 138.00 | 0.00 | 0 | 1 | 67.0% | 0.945 | 0.0012 | -0.803 | 0.149 | 0.149 |
| 840.00 | 219.70 | 121.00 | 133.00 | 0.00 | 1 | 6 | 67.4% | 0.937 | 0.0014 | -0.891 | 0.166 | 0.149 |
| 845.00 | 114.18 | 116.00 | 129.00 | 0.00 | 1 | 5 | 67.4% | 0.928 | 0.0015 | -0.972 | 0.183 | 0.148 |
| 850.00 | 216.15 | 111.00 | 124.00 | 0.00 | 1 | 10 | 65.1% | 0.926 | 0.0016 | -0.964 | 0.188 | 0.149 |
| 855.00 | 141.47 | 106.00 | 119.00 | 0.00 | 5 | 5 | 62.8% | 0.923 | 0.0017 | -0.955 | 0.192 | 0.149 |
| 860.00 | 180.92 | 102.00 | 115.75 | 0.00 | 1 | 15 | 65.9% | 0.903 | 0.0019 | -1.166 | 0.229 | 0.146 |
| 865.00 | 151.52 | 100.00 | 107.00 | 0.00 | 1 | 10 | 62.1% | 0.904 | 0.0020 | -1.096 | 0.227 | 0.147 |
| 870.00 | 142.83 | 95.00 | 102.00 | 0.00 | 2 | 7 | 59.7% | 0.901 | 0.0022 | -1.083 | 0.233 | 0.148 |
| 875.00 | 141.59 | 91.00 | 97.00 | 0.00 | 2 | 13 | 59.0% | 0.891 | 0.0024 | -1.143 | 0.250 | 0.147 |
| 880.00 | 89.80 | 86.00 | 93.00 | 0.00 | 5 | 3 | 58.2% | 0.880 | 0.0026 | -1.198 | 0.267 | 0.146 |
| 885.00 | 112.45 | 82.00 | 88.00 | 0.00 | 2 | 12 | 57.2% | 0.869 | 0.0028 | -1.247 | 0.283 | 0.144 |
| 890.00 | 95.70 | 77.00 | 84.00 | 16.05 | 2 | 11 | 56.1% | 0.858 | 0.0030 | -1.290 | 0.300 | 0.143 |
| 895.00 | 64.15 | 73.00 | 80.00 | 0.00 | 5 | 30 | 56.3% | 0.840 | 0.0032 | -1.389 | 0.324 | 0.141 |
| 900.00 | 83.65 | 68.00 | 75.00 | -14.54 | 1 | 14 | 53.6% | 0.833 | 0.0035 | -1.361 | 0.333 | 0.140 |
| 905.00 | 93.45 | 64.00 | 71.00 | 0.00 | 2 | 9 | 53.4% | 0.815 | 0.0037 | -1.442 | 0.356 | 0.138 |
| 910.00 | 57.35 | 60.00 | 67.00 | -106.61 | 2 | 17 | 52.9% | 0.796 | 0.0040 | -1.512 | 0.378 | 0.135 |
| 915.00 | 57.16 | 56.00 | 63.00 | -101.95 | 2 | 17 | 52.3% | 0.777 | 0.0043 | -1.570 | 0.398 | 0.132 |
| 920.00 | 55.64 | 52.00 | 59.00 | -46.97 | 3 | 6 | 51.5% | 0.757 | 0.0046 | -1.616 | 0.418 | 0.129 |
| 925.00 | 45.00 | 48.00 | 55.00 | -32.90 | 3 | 5 | 50.5% | 0.736 | 0.0049 | -1.651 | 0.436 | 0.126 |
| 930.00 | 129.15 | 44.00 | 51.95 | 0.00 | 1 | 69 | 50.2% | 0.711 | 0.0051 | -1.712 | 0.456 | 0.122 |
| 935.00 | 39.52 | 41.05 | 47.95 | -49.43 | 2 | 76 | 56.5% | 0.668 | 0.0048 | -2.025 | 0.485 | 0.114 |
| 940.00 | 36.42 | 37.00 | 44.55 | -49.38 | 5 | 111 | 55.9% | 0.644 | 0.0050 | -2.052 | 0.497 | 0.111 |
| 945.00 | 49.26 | 34.15 | 40.40 | -13.24 | 1 | 112 | 53.7% | 0.622 | 0.0053 | -2.011 | 0.507 | 0.107 |
| 950.00 | 34.50 | 31.70 | 36.60 | -26.55 | 38 | 65 | 51.9% | 0.596 | 0.0056 | -1.980 | 0.517 | 0.103 |
| 955.00 | 28.04 | 28.25 | 35.00 | -29.01 | 88 | 37 | 53.9% | 0.566 | 0.0055 | -2.082 | 0.525 | 0.098 |
| 960.00 | 28.30 | 25.40 | 31.85 | -18.76 | 57 | 16 | 52.9% | 0.539 | 0.0056 | -2.060 | 0.530 | 0.094 |
| 965.00 | 23.00 | 23.60 | 29.15 | -41.56 | 23 | 30 | 52.5% | 0.511 | 0.0057 | -2.049 | 0.532 | 0.089 |
| 970.00 | 22.05 | 20.95 | 26.15 | -15.40 | 9 | 21 | 51.3% | 0.481 | 0.0058 | -1.999 | 0.532 | 0.084 |
| 972.50 | 17.50 | 18.20 | 24.15 | -55.50 | 11 | 7 | 49.7% | 0.465 | 0.0060 | -1.933 | 0.530 | 0.082 |
| 975.00 | 16.45 | 17.15 | 22.90 | -30.30 | 7 | 35 | 49.4% | 0.450 | 0.0060 | -1.911 | 0.528 | 0.079 |
| 980.00 | 17.60 | 14.95 | 20.60 | -16.78 | 21 | 47 | 48.9% | 0.419 | 0.0060 | -1.867 | 0.521 | 0.074 |
| 982.50 | 13.74 | 14.40 | 20.75 | -22.16 | 7 | 19 | 50.9% | 0.409 | 0.0057 | -1.930 | 0.518 | 0.072 |
| 985.00 | 16.30 | 14.40 | 19.00 | -16.00 | 7 | 36 | 49.5% | 0.391 | 0.0058 | -1.853 | 0.513 | 0.069 |
| 987.50 | 21.75 | 11.90 | 18.40 | -5.50 | 1 | 29 | 50.0% | 0.379 | 0.0057 | -1.855 | 0.508 | 0.067 |
| 990.00 | 13.35 | 12.15 | 16.65 | -15.98 | 31 | 43 | 48.4% | 0.360 | 0.0058 | -1.765 | 0.499 | 0.064 |
| 995.00 | 11.29 | 9.25 | 15.30 | -15.32 | 21 | 47 | 48.9% | 0.334 | 0.0056 | -1.734 | 0.486 | 0.059 |
| 1000.00 | 11.40 | 10.25 | 13.40 | -13.40 | 205 | 121 | 48.2% | 0.305 | 0.0054 | -1.641 | 0.467 | 0.054 |
| 1005.00 | 9.40 | 6.45 | 13.00 | -12.25 | 24 | 65 | 50.2% | 0.288 | 0.0051 | -1.663 | 0.455 | 0.051 |
| 1010.00 | 6.50 | 7.25 | 10.35 | -12.33 | 273 | 114 | 47.3% | 0.250 | 0.0050 | -1.462 | 0.424 | 0.045 |
| 1015.00 | 6.91 | 6.25 | 11.50 | -9.09 | 78 | 43 | 52.4% | 0.252 | 0.0046 | -1.619 | 0.425 | 0.045 |
| 1020.00 | 7.00 | 5.75 | 9.05 | -8.65 | 182 | 663 | 49.4% | 0.216 | 0.0044 | -1.403 | 0.391 | 0.038 |
| 1025.00 | 6.20 | 5.00 | 7.10 | -7.50 | 56 | 171 | 47.0% | 0.183 | 0.0042 | -1.208 | 0.354 | 0.033 |
| 1030.00 | 5.27 | 3.85 | 6.75 | -7.03 | 159 | 288 | 48.4% | 0.171 | 0.0039 | -1.189 | 0.339 | 0.030 |
| 1035.00 | 3.55 | 3.30 | 7.80 | -7.30 | 24 | 186 | 53.3% | 0.178 | 0.0037 | -1.344 | 0.348 | 0.032 |
| 1040.00 | 4.12 | 3.25 | 4.75 | -4.69 | 132 | 114 | 46.8% | 0.129 | 0.0034 | -0.953 | 0.280 | 0.023 |
| 1045.00 | 3.23 | 2.75 | 4.20 | -5.01 | 116 | 134 | 47.0% | 0.115 | 0.0031 | -0.882 | 0.259 | 0.021 |
| 1050.00 | 2.50 | 1.88 | 4.85 | -5.50 | 142 | 148 | 51.1% | 0.121 | 0.0030 | -0.995 | 0.269 | 0.022 |
| 1055.00 | 2.12 | 1.58 | 4.60 | -4.03 | 72 | 33 | 52.2% | 0.114 | 0.0028 | -0.969 | 0.257 | 0.020 |
| 1060.00 | 1.88 | 0.75 | 4.20 | -3.90 | 67 | 96 | 52.6% | 0.104 | 0.0026 | -0.915 | 0.240 | 0.018 |
| 1065.00 | 1.64 | 1.18 | 2.81 | -3.45 | 38 | 555 | 49.0% | 0.076 | 0.0022 | -0.679 | 0.192 | 0.014 |
| 1070.00 | 1.70 | 0.96 | 2.54 | -2.80 | 42 | 382 | 49.5% | 0.069 | 0.0020 | -0.633 | 0.177 | 0.012 |
| 1075.00 | 1.84 | 0.17 | 3.00 | -4.91 | 9 | 344 | 53.2% | 0.075 | 0.0020 | -0.727 | 0.189 | 0.013 |
| 1080.00 | 1.15 | 0.40 | 1.96 | -2.30 | 7 | 158 | 49.7% | 0.054 | 0.0016 | -0.522 | 0.145 | 0.010 |
| 1090.00 | 0.95 | 0.50 | 1.58 | -1.59 | 32 | 292 | 50.5% | 0.043 | 0.0014 | -0.444 | 0.122 | 0.008 |
| 1095.00 | 1.50 | 0.25 | 1.26 | -0.99 | 26 | 92 | 49.7% | 0.035 | 0.0012 | -0.370 | 0.103 | 0.006 |
| 1100.00 | 0.61 | 0.33 | 1.52 | -1.49 | 65 | 152 | 53.0% | 0.039 | 0.0012 | -0.435 | 0.114 | 0.007 |
| 1110.00 | 0.50 | 0.11 | 1.47 | -1.24 | 402 | 46 | 55.5% | 0.037 | 0.0011 | -0.427 | 0.107 | 0.007 |
| 1115.00 | 0.55 | 0.01 | 1.30 | -0.95 | 1 | 31 | 55.6% | 0.032 | 0.0010 | -0.388 | 0.097 | 0.006 |
| 1120.00 | 0.79 | 0.02 | 1.65 | -0.60 | 8 | 50 | 52.7% | 0.022 | 0.0007 | -0.267 | 0.070 | 0.004 |
| 1125.00 | 0.36 | 0.01 | 1.05 | -1.01 | 22 | 54 | 50.3% | 0.015 | 0.0006 | -0.181 | 0.050 | 0.003 |
| 1130.00 | 0.38 | 0.00 | 0.93 | -1.10 | 1 | 69 | 50.5% | 0.013 | 0.0005 | -0.161 | 0.044 | 0.002 |
| 1135.00 | 1.00 | 0.00 | 3.15 | 0.00 | 1 | 17 | 63.2% | 0.034 | 0.0009 | -0.463 | 0.102 | 0.006 |
| 1140.00 | 0.50 | 0.00 | 0.77 | -0.35 | 2 | 127 | 51.5% | 0.010 | 0.0004 | -0.137 | 0.037 | 0.002 |
| 1145.00 | 1.71 | 0.00 | 2.75 | 0.00 | 10 | 24 | 64.2% | 0.030 | 0.0008 | -0.416 | 0.090 | 0.005 |
| 1150.00 | 0.89 | 0.00 | 1.08 | 0.38 | 1 | 36 | 56.4% | 0.013 | 0.0005 | -0.186 | 0.046 | 0.002 |
| 1155.00 | 0.64 | 0.00 | 3.35 | 0.00 | 10 | 10 | 69.3% | 0.033 | 0.0008 | -0.495 | 0.099 | 0.006 |
| 1160.00 | 0.82 | 0.01 | 0.99 | -0.38 | 4 | 127 | 58.1% | 0.012 | 0.0004 | -0.174 | 0.042 | 0.002 |
| 1170.00 | 0.55 | 0.00 | 1.25 | 0.00 | 14 | 8 | 62.3% | 0.014 | 0.0004 | -0.213 | 0.048 | 0.003 |
| 1175.00 | 2.68 | 0.00 | 3.05 | 0.00 | 42 | 24 | 73.2% | 0.029 | 0.0007 | -0.463 | 0.088 | 0.005 |
| 1180.00 | 1.03 | 0.05 | 0.69 | 0.53 | 12 | 83 | 60.1% | 0.009 | 0.0003 | -0.135 | 0.031 | 0.002 |
| 1190.00 | 0.98 | 0.00 | 4.35 | 0.78 | 11 | 61 | 82.1% | 0.037 | 0.0007 | -0.631 | 0.107 | 0.006 |
| 1200.00 | 0.06 | 0.05 | 0.31 | -0.21 | 6 | 44 | 59.0% | 0.004 | 0.0002 | -0.070 | 0.016 | 0.001 |
| 1210.00 | 1.21 | 0.00 | 3.30 | 0.00 | 1 | 17 | 83.0% | 0.028 | 0.0006 | -0.505 | 0.085 | 0.005 |
| 1220.00 | 0.52 | 0.00 | 4.30 | 0.00 | 66 | 43 | 89.5% | 0.033 | 0.0006 | -0.636 | 0.099 | 0.006 |
| 1240.00 | 0.21 | 0.00 | 4.30 | 0.00 | 4 | 1 | 94.4% | 0.032 | 0.0006 | -0.643 | 0.095 | 0.006 |
| 1250.00 | 0.07 | 0.01 | 0.10 | -0.19 | 2 | 5 | 60.7% | 0.001 | 0.0000 | -0.023 | 0.005 | 0.000 |
| 1260.00 | 0.04 | 0.00 | 3.00 | -0.26 | 1 | 3 | 93.3% | 0.022 | 0.0004 | -0.476 | 0.071 | 0.004 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 450.00 | 0.03 | 0.00 | 2.00 | -0.08 | 42 | 68 | 230.7% | -0.005 | 0.0001 | -0.343 | 0.021 | -0.001 |
| 455.00 | 0.04 | 0.00 | 0.08 | 0.00 | 2 | 56 | 162.5% | -0.000 | 0.0000 | -0.016 | 0.001 | -0.000 |
| 460.00 | 0.01 | 0.00 | 0.15 | 0.00 | 60 | 73 | 169.1% | -0.001 | 0.0000 | -0.030 | 0.002 | -0.000 |
| 465.00 | 0.03 | 0.00 | 1.98 | -0.10 | 72 | 134 | 221.3% | -0.006 | 0.0001 | -0.339 | 0.022 | -0.001 |
| 470.00 | 0.16 | 0.00 | 0.53 | 0.00 | 167 | 169 | 186.1% | -0.002 | 0.0000 | -0.100 | 0.008 | -0.000 |
| 490.00 | 0.17 | 0.00 | 0.07 | 0.00 | 7 | 11 | 146.1% | -0.000 | 0.0000 | -0.015 | 0.001 | -0.000 |
| 495.00 | 0.13 | 0.00 | 4.30 | 0.00 | 6 | 7 | 228.8% | -0.012 | 0.0001 | -0.671 | 0.041 | -0.002 |
| 500.00 | 0.15 | 0.00 | 4.30 | 0.00 | 5 | 8 | 225.7% | -0.012 | 0.0001 | -0.670 | 0.042 | -0.002 |
| 620.00 | 0.81 | 0.00 | 4.30 | 0.00 | 12 | 10 | 159.1% | -0.017 | 0.0002 | -0.643 | 0.057 | -0.003 |
| 650.00 | 0.88 | 0.00 | 4.30 | 0.00 | 1 | 1 | 144.2% | -0.019 | 0.0002 | -0.635 | 0.062 | -0.004 |
| 655.00 | 0.50 | 0.00 | 4.30 | 0.00 | 19 | 19 | 141.8% | -0.019 | 0.0002 | -0.633 | 0.063 | -0.004 |
| 660.00 | 0.43 | 0.00 | 4.30 | 0.00 | 19 | 19 | 139.4% | -0.020 | 0.0003 | -0.632 | 0.064 | -0.004 |
| 665.00 | 0.36 | 0.00 | 4.30 | 0.00 | 0 | 1 | 137.0% | -0.020 | 0.0003 | -0.630 | 0.065 | -0.004 |
| 670.00 | 0.35 | 0.00 | 4.30 | 0.00 | 1 | 2 | 134.6% | -0.020 | 0.0003 | -0.629 | 0.066 | -0.004 |
| 680.00 | 0.24 | 0.00 | 4.30 | 0.00 | 2 | 3 | 129.9% | -0.021 | 0.0003 | -0.625 | 0.068 | -0.004 |
| 685.00 | 1.53 | 0.00 | 4.30 | 0.00 | 0 | 1 | 127.6% | -0.021 | 0.0003 | -0.623 | 0.069 | -0.004 |
| 690.00 | 0.17 | 0.00 | 4.30 | 0.00 | 24 | 6 | 125.3% | -0.022 | 0.0003 | -0.621 | 0.070 | -0.004 |
| 695.00 | 0.85 | 0.00 | 4.30 | 0.00 | 0 | 1 | 123.0% | -0.022 | 0.0003 | -0.620 | 0.071 | -0.004 |
| 700.00 | 0.20 | 0.00 | 0.76 | -0.15 | 4 | 2 | 92.7% | -0.005 | 0.0001 | -0.133 | 0.020 | -0.001 |
| 705.00 | 0.31 | 0.00 | 2.92 | 0.00 | 58 | 9 | 110.6% | -0.017 | 0.0003 | -0.441 | 0.056 | -0.003 |
| 710.00 | 0.13 | 0.00 | 0.23 | 0.08 | 25 | 44 | 77.5% | -0.002 | 0.0001 | -0.043 | 0.008 | -0.000 |
| 715.00 | 0.41 | 0.00 | 1.30 | 0.00 | 65 | 11 | 93.8% | -0.009 | 0.0002 | -0.215 | 0.032 | -0.002 |
| 720.00 | 0.20 | 0.00 | 4.35 | 0.00 | 396 | 27 | 111.9% | -0.025 | 0.0004 | -0.616 | 0.077 | -0.005 |
| 730.00 | 3.40 | 0.00 | 4.35 | 0.00 | 0 | 2 | 107.4% | -0.026 | 0.0004 | -0.612 | 0.080 | -0.005 |
| 735.00 | 0.20 | 0.00 | 4.35 | 0.00 | 18 | 11 | 105.2% | -0.026 | 0.0004 | -0.609 | 0.082 | -0.005 |
| 740.00 | 0.16 | 0.00 | 4.40 | 0.00 | 20 | 53 | 103.2% | -0.027 | 0.0005 | -0.613 | 0.084 | -0.005 |
| 745.00 | 0.10 | 0.00 | 4.35 | 0.00 | 1 | 26 | 100.8% | -0.028 | 0.0005 | -0.605 | 0.084 | -0.005 |
| 750.00 | 0.20 | 0.00 | 1.00 | -1.96 | 1 | 20 | 77.5% | -0.008 | 0.0002 | -0.167 | 0.030 | -0.002 |
| 755.00 | 0.26 | 0.00 | 4.40 | 0.00 | 21 | 41 | 96.6% | -0.029 | 0.0005 | -0.606 | 0.088 | -0.006 |
| 760.00 | 0.55 | 0.00 | 4.45 | 0.00 | 3 | 42 | 94.7% | -0.030 | 0.0005 | -0.609 | 0.091 | -0.006 |
| 765.00 | 2.16 | 0.00 | 4.45 | 0.00 | 2 | 9 | 92.5% | -0.031 | 0.0006 | -0.606 | 0.092 | -0.006 |
| 770.00 | 0.26 | 0.00 | 4.50 | 0.00 | 80 | 67 | 90.5% | -0.032 | 0.0006 | -0.609 | 0.095 | -0.006 |
| 775.00 | 2.69 | 0.00 | 4.50 | 0.00 | 1 | 16 | 88.4% | -0.032 | 0.0006 | -0.606 | 0.097 | -0.006 |
| 780.00 | 0.48 | 0.00 | 4.55 | 0.00 | 46 | 36 | 86.4% | -0.033 | 0.0006 | -0.609 | 0.099 | -0.006 |
| 785.00 | 0.37 | 0.00 | 3.00 | 0.00 | 42 | 73 | 77.8% | -0.025 | 0.0006 | -0.426 | 0.077 | -0.005 |
| 790.00 | 0.26 | 0.00 | 1.28 | 0.21 | 4 | 51 | 65.6% | -0.013 | 0.0004 | -0.202 | 0.043 | -0.002 |
| 795.00 | 1.08 | 0.00 | 2.58 | 0.00 | 1 | 19 | 71.7% | -0.023 | 0.0006 | -0.371 | 0.073 | -0.004 |
| 800.00 | 0.57 | 0.17 | 0.90 | 0.33 | 37 | 73 | 60.4% | -0.011 | 0.0004 | -0.171 | 0.040 | -0.002 |
| 805.00 | 0.64 | 0.45 | 2.64 | 0.18 | 2 | 17 | 70.1% | -0.028 | 0.0007 | -0.428 | 0.086 | -0.005 |
| 810.00 | 0.67 | 0.00 | 2.44 | -0.41 | 1 | 25 | 65.2% | -0.024 | 0.0006 | -0.348 | 0.075 | -0.005 |
| 815.00 | 0.85 | 0.00 | 2.32 | 0.00 | 1 | 53 | 62.7% | -0.024 | 0.0007 | -0.332 | 0.075 | -0.005 |
| 820.00 | 0.72 | 0.05 | 2.56 | 0.00 | 139 | 103 | 62.1% | -0.027 | 0.0008 | -0.364 | 0.083 | -0.005 |
| 825.00 | 0.87 | 0.10 | 1.83 | 0.54 | 3 | 59 | 56.9% | -0.022 | 0.0007 | -0.280 | 0.069 | -0.004 |
| 830.00 | 0.45 | 0.50 | 1.87 | 0.00 | 7 | 49 | 57.2% | -0.027 | 0.0008 | -0.331 | 0.082 | -0.005 |
| 835.00 | 1.55 | 0.50 | 2.23 | 1.19 | 9 | 109 | 56.8% | -0.031 | 0.0009 | -0.371 | 0.092 | -0.006 |
| 840.00 | 1.20 | 1.20 | 2.98 | 0.64 | 33 | 28 | 59.9% | -0.044 | 0.0012 | -0.526 | 0.124 | -0.008 |
| 845.00 | 1.69 | 0.80 | 1.80 | 0.89 | 28 | 140 | 52.4% | -0.032 | 0.0010 | -0.351 | 0.095 | -0.006 |
| 850.00 | 1.95 | 0.97 | 2.43 | 1.20 | 135 | 127 | 53.3% | -0.040 | 0.0012 | -0.436 | 0.116 | -0.008 |
| 855.00 | 2.29 | 1.46 | 3.85 | 1.25 | 7 | 53 | 56.7% | -0.058 | 0.0015 | -0.621 | 0.155 | -0.011 |
| 860.00 | 2.35 | 1.22 | 4.05 | 1.37 | 4 | 44 | 54.5% | -0.060 | 0.0016 | -0.611 | 0.159 | -0.011 |
| 865.00 | 2.99 | 1.39 | 3.90 | 2.08 | 22 | 69 | 52.4% | -0.062 | 0.0018 | -0.606 | 0.164 | -0.012 |
| 870.00 | 3.35 | 1.51 | 4.50 | 2.03 | 23 | 437 | 51.9% | -0.071 | 0.0020 | -0.663 | 0.181 | -0.014 |
| 875.00 | 3.80 | 2.38 | 4.25 | 2.18 | 67 | 79 | 51.0% | -0.079 | 0.0022 | -0.707 | 0.197 | -0.015 |
| 880.00 | 4.35 | 1.86 | 4.75 | 2.55 | 99 | 70 | 54.1% | -0.104 | 0.0025 | -0.920 | 0.241 | -0.020 |
| 885.00 | 4.99 | 3.05 | 6.15 | 2.89 | 5 | 55 | 51.2% | -0.106 | 0.0027 | -0.883 | 0.245 | -0.020 |
| 890.00 | 5.19 | 2.29 | 6.70 | 3.03 | 30 | 470 | 55.3% | -0.139 | 0.0030 | -1.152 | 0.296 | -0.027 |
| 895.00 | 6.92 | 2.09 | 6.45 | 4.17 | 33 | 41 | 52.0% | -0.142 | 0.0032 | -1.097 | 0.300 | -0.027 |
| 900.00 | 6.00 | 5.50 | 7.00 | 2.98 | 178 | 267 | 51.0% | -0.155 | 0.0035 | -1.141 | 0.319 | -0.030 |
| 905.00 | 8.40 | 4.00 | 9.00 | 4.93 | 41 | 95 | 53.4% | -0.185 | 0.0037 | -1.339 | 0.357 | -0.036 |
| 910.00 | 9.16 | 5.85 | 12.15 | 4.66 | 25 | 46 | 50.6% | -0.194 | 0.0041 | -1.304 | 0.367 | -0.037 |
| 915.00 | 9.90 | 7.00 | 9.85 | 5.77 | 20 | 20 | 49.8% | -0.213 | 0.0044 | -1.352 | 0.388 | -0.041 |
| 920.00 | 11.84 | 8.30 | 11.30 | 6.77 | 68 | 73 | 50.0% | -0.238 | 0.0046 | -1.446 | 0.413 | -0.046 |
| 925.00 | 12.25 | 8.70 | 13.20 | 7.08 | 30 | 62 | 51.0% | -0.266 | 0.0048 | -1.562 | 0.438 | -0.051 |
| 930.00 | 13.50 | 11.25 | 14.20 | 7.45 | 123 | 820 | 49.8% | -0.288 | 0.0051 | -1.583 | 0.455 | -0.056 |
| 935.00 | 13.59 | 11.50 | 16.65 | 6.60 | 92 | 46 | 51.2% | -0.319 | 0.0052 | -1.704 | 0.476 | -0.062 |
| 940.00 | 15.00 | 12.25 | 16.90 | 7.03 | 72 | 74 | 48.1% | -0.338 | 0.0057 | -1.638 | 0.488 | -0.065 |
| 945.00 | 16.80 | 15.15 | 19.25 | 8.54 | 41 | 40 | 48.9% | -0.370 | 0.0058 | -1.713 | 0.504 | -0.072 |
| 950.00 | 18.61 | 17.70 | 20.45 | 8.66 | 216 | 313 | 47.2% | -0.397 | 0.0061 | -1.688 | 0.514 | -0.077 |
| 955.00 | 25.49 | 18.45 | 23.30 | 14.34 | 70 | 435 | 48.3% | -0.429 | 0.0061 | -1.756 | 0.524 | -0.083 |
| 960.00 | 23.75 | 20.70 | 25.35 | 11.25 | 188 | 239 | 47.7% | -0.460 | 0.0062 | -1.749 | 0.530 | -0.089 |
| 965.00 | 27.80 | 22.80 | 27.05 | 14.10 | 92 | 435 | 46.2% | -0.492 | 0.0065 | -1.698 | 0.532 | -0.096 |
| 967.50 | 33.40 | 23.15 | 29.85 | 18.75 | 30 | 5 | 48.8% | -0.506 | 0.0061 | -1.795 | 0.532 | -0.099 |
| 970.00 | 33.80 | 25.30 | 29.85 | 19.22 | 85 | 122 | 46.4% | -0.524 | 0.0064 | -1.699 | 0.531 | -0.102 |
| 972.50 | 18.01 | 25.95 | 31.25 | 0.00 | 4 | 15 | 46.4% | -0.540 | 0.0064 | -1.691 | 0.530 | -0.105 |
| 975.00 | 32.05 | 27.95 | 33.30 | 14.52 | 73 | 120 | 47.5% | -0.553 | 0.0062 | -1.723 | 0.528 | -0.108 |
| 977.50 | 23.00 | 29.35 | 35.05 | 18.88 | 1 | 4 | 48.0% | -0.568 | 0.0061 | -1.730 | 0.525 | -0.111 |
| 980.00 | 38.98 | 30.05 | 36.45 | 18.98 | 666 | 195 | 47.8% | -0.583 | 0.0061 | -1.708 | 0.521 | -0.114 |
| 985.00 | 43.40 | 33.05 | 39.90 | 22.51 | 49 | 96 | 48.4% | -0.611 | 0.0059 | -1.695 | 0.511 | -0.120 |
| 990.00 | 39.67 | 35.95 | 42.00 | 15.28 | 124 | 134 | 46.3% | -0.647 | 0.0060 | -1.561 | 0.496 | -0.127 |
| 992.50 | 46.64 | 38.05 | 44.85 | 21.75 | 39 | 32 | 48.5% | -0.654 | 0.0057 | -1.627 | 0.492 | -0.129 |
| 995.00 | 51.74 | 39.20 | 46.85 | 27.02 | 9 | 70 | 49.1% | -0.665 | 0.0056 | -1.623 | 0.486 | -0.131 |
| 1000.00 | 52.90 | 43.00 | 48.95 | 25.80 | 191 | 495 | 46.4% | -0.703 | 0.0056 | -1.443 | 0.462 | -0.139 |
| 1005.00 | 50.35 | 46.85 | 53.90 | 17.55 | 110 | 164 | 49.0% | -0.717 | 0.0052 | -1.493 | 0.451 | -0.142 |
| 1010.00 | 52.87 | 49.80 | 56.95 | 19.51 | 167 | 277 | 47.6% | -0.748 | 0.0050 | -1.356 | 0.426 | -0.149 |
| 1015.00 | 68.60 | 53.10 | 61.00 | 38.39 | 5 | 79 | 48.1% | -0.769 | 0.0047 | -1.300 | 0.406 | -0.153 |
| 1020.00 | 67.66 | 57.80 | 65.00 | 23.07 | 24 | 54 | 48.2% | -0.790 | 0.0045 | -1.226 | 0.384 | -0.158 |
| 1025.00 | 70.20 | 61.75 | 69.00 | 30.38 | 16 | 147 | 48.1% | -0.811 | 0.0042 | -1.140 | 0.361 | -0.163 |
| 1030.00 | 79.02 | 66.30 | 73.00 | 35.65 | 24 | 99 | 47.8% | -0.832 | 0.0039 | -1.040 | 0.335 | -0.167 |
| 1035.00 | 73.20 | 70.40 | 78.00 | 25.20 | 62 | 40 | 49.9% | -0.838 | 0.0037 | -1.061 | 0.327 | -0.170 |
| 1040.00 | 92.00 | 75.00 | 82.00 | 32.00 | 66 | 189 | 49.2% | -0.859 | 0.0034 | -0.943 | 0.299 | -0.174 |
| 1045.00 | 57.82 | 79.00 | 87.00 | 0.00 | 6 | 36 | 51.2% | -0.864 | 0.0032 | -0.959 | 0.292 | -0.176 |
| 1050.00 | 82.97 | 84.00 | 91.00 | 21.22 | 5 | 27 | 50.0% | -0.884 | 0.0029 | -0.822 | 0.261 | -0.180 |
| 1055.00 | 68.60 | 88.00 | 95.75 | 0.00 | 15 | 12 | 51.1% | -0.892 | 0.0027 | -0.794 | 0.248 | -0.183 |
| 1060.00 | 101.00 | 93.00 | 100.00 | 30.00 | 1 | 29 | 50.2% | -0.908 | 0.0025 | -0.677 | 0.221 | -0.187 |
| 1065.00 | 93.50 | 98.00 | 105.00 | 39.20 | 2 | 9 | 52.0% | -0.911 | 0.0023 | -0.685 | 0.216 | -0.188 |
| 1070.00 | 117.51 | 101.05 | 110.00 | 57.41 | 5 | 30 | 53.7% | -0.913 | 0.0022 | -0.692 | 0.211 | -0.190 |
| 1075.00 | 103.15 | 105.40 | 118.00 | 29.60 | 1 | 9 | 65.9% | -0.874 | 0.0024 | -1.191 | 0.277 | -0.184 |
| 1080.00 | 95.00 | 109.55 | 123.00 | 0.00 | 17 | 18 | 67.8% | -0.877 | 0.0023 | -1.204 | 0.272 | -0.185 |
| 1085.00 | 107.05 | 115.50 | 127.00 | 39.05 | 1 | 3 | 66.4% | -0.892 | 0.0021 | -1.058 | 0.248 | -0.189 |
| 1090.00 | 81.40 | 119.00 | 133.00 | 0.00 | 2 | 1 | 71.5% | -0.882 | 0.0021 | -1.228 | 0.263 | -0.188 |
| 1095.00 | 63.05 | 124.45 | 137.00 | 0.00 | 0 | 2 | 69.9% | -0.897 | 0.0019 | -1.077 | 0.239 | -0.192 |
| 1100.00 | 43.25 | 129.20 | 143.00 | 0.00 | 2 | 4 | 75.1% | -0.888 | 0.0019 | -1.250 | 0.255 | -0.191 |
| 1120.00 | 66.85 | 149.00 | 162.00 | 0.00 | 2 | 3 | 78.4% | -0.907 | 0.0016 | -1.120 | 0.222 | -0.198 |
| 1160.00 | 112.20 | 189.00 | 202.90 | 0.00 | 2 | 0 | 94.8% | -0.910 | 0.0013 | -1.339 | 0.216 | -0.207 |
| 1180.00 | 130.45 | 208.20 | 222.70 | 0.00 | 0 | 0 | 100.2% | -0.917 | 0.0011 | -1.329 | 0.204 | -0.212 |
| 1210.00 | 159.25 | 238.20 | 252.45 | 0.00 | 0 | 0 | 108.0% | -0.925 | 0.0010 | -1.316 | 0.188 | -0.219 |
| 1240.00 | 176.00 | 269.20 | 282.50 | 0.00 | 4 | 0 | 116.7% | -0.930 | 0.0009 | -1.355 | 0.179 | -0.226 |
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.