CF
CF Industries Holdings, Inc.Close $119.72EOD onlyThis page reflects CF 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 72.50 | 44.65 | 45.70 | 49.30 | 0.00 | 15 | 0 | 253.7% | 0.989 | 0.0010 | -0.139 | 0.003 | 0.006 |
| 75.00 | 42.25 | 43.70 | 46.80 | 0.00 | 30 | 0 | 268.8% | 0.979 | 0.0017 | -0.249 | 0.005 | 0.006 |
| 80.00 | 37.15 | 38.40 | 41.80 | 0.00 | 65 | 0 | 221.9% | 0.982 | 0.0018 | -0.183 | 0.005 | 0.006 |
| 85.00 | 32.10 | 34.20 | 36.80 | 0.00 | 200 | 0 | 225.8% | 0.962 | 0.0034 | -0.345 | 0.009 | 0.007 |
| 87.50 | 32.28 | 30.70 | 33.50 | 2.75 | 2 | 0 | 239.0% | 0.940 | 0.0046 | -0.522 | 0.013 | 0.007 |
| 90.00 | 29.79 | 28.90 | 31.00 | 2.72 | 2 | 0 | 151.0% | 0.984 | 0.0024 | -0.117 | 0.004 | 0.007 |
| 92.50 | 24.60 | 27.00 | 29.30 | 0.00 | 190 | 0 | 188.6% | 0.945 | 0.0055 | -0.391 | 0.012 | 0.007 |
| 95.00 | 22.25 | 24.50 | 26.80 | 0.00 | 85 | 0 | 173.4% | 0.940 | 0.0064 | -0.386 | 0.013 | 0.007 |
| 97.50 | 19.60 | 22.00 | 24.30 | 0.00 | 100 | 1 | 158.5% | 0.934 | 0.0075 | -0.380 | 0.014 | 0.007 |
| 100.00 | 20.81 | 18.90 | 21.10 | 2.41 | 7 | 1 | 107.0% | 0.972 | 0.0056 | -0.137 | 0.007 | 0.008 |
| 105.00 | 15.71 | 13.90 | 15.60 | 3.68 | 1 | 0 | 56.3% | 0.995 | 0.0022 | -0.026 | 0.001 | 0.009 |
| 107.00 | 10.05 | 11.80 | 14.00 | 0.00 | 0 | 0 | 66.7% | 0.971 | 0.0092 | -0.092 | 0.007 | 0.008 |
| 108.00 | 9.06 | 10.90 | 13.80 | 0.00 | 0 | 0 | 85.4% | 0.915 | 0.0168 | -0.252 | 0.017 | 0.008 |
| 109.00 | 8.20 | 9.80 | 12.80 | 0.00 | 340 | 0 | 78.0% | 0.914 | 0.0185 | -0.233 | 0.017 | 0.008 |
| 110.00 | 10.87 | 9.10 | 10.90 | 2.66 | 9 | 398 | 59.2% | 0.946 | 0.0169 | -0.129 | 0.012 | 0.008 |
| 112.00 | 6.00 | 7.60 | 9.80 | 0.00 | 9 | 5 | 74.4% | 0.848 | 0.0291 | -0.327 | 0.026 | 0.008 |
| 113.00 | 7.69 | 6.60 | 8.20 | 3.95 | 2 | 109 | 59.1% | 0.867 | 0.0335 | -0.242 | 0.023 | 0.008 |
| 114.00 | 7.09 | 5.40 | 8.00 | 3.79 | 2 | 106 | 61.8% | 0.818 | 0.0394 | -0.306 | 0.029 | 0.008 |
| 115.00 | 3.08 | 4.60 | 7.20 | 0.00 | 8 | 1,384 | 60.4% | 0.779 | 0.0453 | -0.335 | 0.032 | 0.007 |
| 116.00 | 4.05 | 3.80 | 4.80 | 0.00 | 58 | 82 | 51.1% | 0.762 | 0.0558 | -0.296 | 0.034 | 0.007 |
| 117.00 | 1.95 | 3.10 | 4.70 | 0.00 | 4 | 10 | 63.8% | 0.667 | 0.0524 | -0.429 | 0.039 | 0.006 |
| 118.00 | 3.56 | 2.45 | 3.40 | 1.74 | 1 | 111 | 49.2% | 0.638 | 0.0701 | -0.342 | 0.041 | 0.006 |
| 119.00 | 1.20 | 1.85 | 2.75 | 0.00 | 7 | 67 | 47.6% | 0.567 | 0.0761 | -0.346 | 0.043 | 0.005 |
| 120.00 | 1.93 | 1.40 | 2.20 | 0.88 | 36 | 1,124 | 46.7% | 0.490 | 0.0787 | -0.343 | 0.043 | 0.005 |
| 121.00 | 1.60 | 1.00 | 1.90 | 0.65 | 20 | 17 | 49.5% | 0.418 | 0.0727 | -0.355 | 0.042 | 0.004 |
| 122.00 | 1.50 | 0.70 | 1.45 | 0.75 | 9 | 105 | 48.0% | 0.343 | 0.0706 | -0.324 | 0.040 | 0.003 |
| 123.00 | 1.80 | 0.45 | 1.15 | 1.00 | 2 | 64 | 48.3% | 0.279 | 0.0640 | -0.297 | 0.036 | 0.003 |
| 124.00 | 1.10 | 0.25 | 0.80 | 0.70 | 1 | 55 | 46.1% | 0.209 | 0.0574 | -0.242 | 0.031 | 0.002 |
| 125.00 | 0.35 | 0.15 | 0.55 | 0.04 | 9 | 799 | 44.6% | 0.150 | 0.0481 | -0.190 | 0.025 | 0.001 |
| 126.00 | 0.25 | 0.05 | 0.45 | 0.10 | 2 | 157 | 46.4% | 0.118 | 0.0392 | -0.168 | 0.021 | 0.001 |
| 127.00 | 0.10 | 0.05 | 0.30 | 0.00 | 3 | 43 | 45.3% | 0.080 | 0.0301 | -0.122 | 0.016 | 0.001 |
| 128.00 | 0.25 | 0.00 | 0.30 | 0.00 | 10 | 33 | 49.6% | 0.073 | 0.0256 | -0.125 | 0.015 | 0.001 |
| 129.00 | 0.05 | 0.00 | 0.25 | 0.00 | 10 | 302 | 51.3% | 0.058 | 0.0207 | -0.108 | 0.013 | 0.001 |
| 130.00 | 0.09 | 0.00 | 0.15 | 0.04 | 20 | 1,231 | 49.2% | 0.035 | 0.0144 | -0.069 | 0.008 | 0.000 |
| 131.00 | 0.21 | 0.00 | 0.20 | 0.00 | 4 | 37 | 56.2% | 0.041 | 0.0145 | -0.090 | 0.010 | 0.000 |
| 132.00 | 0.30 | 0.00 | 0.30 | 0.00 | 124 | 123 | 56.3% | 0.030 | 0.0111 | -0.069 | 0.007 | 0.000 |
| 133.00 | 0.17 | 0.00 | 0.25 | 0.00 | 37 | 44 | 57.6% | 0.024 | 0.0090 | -0.059 | 0.006 | 0.000 |
| 134.00 | 0.18 | 0.00 | 0.25 | 0.00 | 1 | 3 | 60.9% | 0.022 | 0.0081 | -0.059 | 0.006 | 0.000 |
| 135.00 | 0.01 | 0.00 | 0.10 | 0.00 | 7 | 664 | 55.1% | 0.009 | 0.0040 | -0.024 | 0.003 | 0.000 |
| 136.00 | 0.60 | 0.00 | 0.25 | 0.00 | 2 | 71 | 67.2% | 0.020 | 0.0066 | -0.059 | 0.005 | 0.000 |
| 137.00 | 2.41 | 0.00 | 0.25 | 0.00 | 0 | 10 | 70.3% | 0.019 | 0.0060 | -0.059 | 0.005 | 0.000 |
| 138.00 | 2.02 | 0.00 | 0.25 | 0.00 | 0 | 29 | 73.4% | 0.018 | 0.0056 | -0.059 | 0.005 | 0.000 |
| 140.00 | 0.01 | 0.00 | 0.05 | -0.03 | 4 | 359 | 62.9% | 0.003 | 0.0015 | -0.012 | 0.001 | 0.000 |
| 145.00 | 0.01 | 0.00 | 0.10 | 0.00 | 1 | 555 | 82.0% | 0.006 | 0.0018 | -0.024 | 0.002 | 0.000 |
| 150.00 | 0.14 | 0.00 | 0.05 | 0.00 | 1 | 627 | 86.7% | 0.002 | 0.0008 | -0.012 | 0.001 | 0.000 |
| 155.00 | 0.30 | 0.00 | 0.20 | 0.00 | 10 | 94 | 116.0% | 0.008 | 0.0018 | -0.047 | 0.002 | 0.000 |
| 160.00 | 0.45 | 0.00 | 0.75 | 0.00 | 2 | 60 | 158.7% | 0.026 | 0.0035 | -0.174 | 0.007 | 0.000 |
| 165.00 | 1.75 | 0.00 | 0.00 | 0.00 | 2 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 170.00 | 0.06 | 0.00 | 1.00 | 0.00 | 8 | 50 | 194.3% | 0.029 | 0.0031 | -0.231 | 0.007 | 0.000 |
| 175.00 | 0.15 | 0.00 | 1.00 | 0.00 | 9 | 73 | 206.8% | 0.027 | 0.0028 | -0.233 | 0.007 | 0.000 |
| 180.00 | 0.37 | 0.00 | 0.30 | 0.00 | 1 | 39 | 180.1% | 0.008 | 0.0011 | -0.071 | 0.002 | 0.000 |
| 185.00 | 0.25 | 0.00 | 0.30 | 0.00 | 20 | 27 | 190.2% | 0.007 | 0.0010 | -0.071 | 0.002 | 0.000 |
| 190.00 | 1.60 | 1.05 | 2.10 | 0.00 | 2 | 18 | 304.9% | 0.063 | 0.0037 | -0.682 | 0.013 | 0.001 |
| 195.00 | 0.30 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 200.00 | 0.73 | 0.00 | 1.40 | 0.00 | 1 | 6 | 278.1% | 0.028 | 0.0021 | -0.326 | 0.007 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 45.00 | 0.13 | 0.00 | 1.25 | 0.00 | 3 | 5 | 531.1% | -0.011 | 0.0005 | -0.289 | 0.003 | -0.000 |
| 55.00 | 0.70 | 0.00 | 1.00 | 0.00 | 4 | 35 | 414.1% | -0.012 | 0.0007 | -0.232 | 0.003 | -0.000 |
| 60.00 | 1.93 | 0.50 | 1.30 | 0.00 | 0 | 12 | 418.9% | -0.022 | 0.0012 | -0.401 | 0.006 | -0.000 |
| 65.00 | 0.09 | 0.00 | 0.80 | 0.00 | 3 | 4 | 320.9% | -0.012 | 0.0009 | -0.186 | 0.003 | -0.000 |
| 67.50 | 0.05 | 0.00 | 0.85 | 0.00 | 1 | 22 | 306.8% | -0.014 | 0.0011 | -0.197 | 0.004 | -0.000 |
| 70.00 | 0.10 | 0.00 | 0.10 | 0.00 | 2 | 6 | 210.9% | -0.002 | 0.0003 | -0.022 | 0.001 | -0.000 |
| 72.50 | 2.72 | 0.35 | 2.70 | 0.00 | 4 | 4 | 363.0% | -0.046 | 0.0024 | -0.628 | 0.010 | -0.001 |
| 75.00 | 0.20 | 0.00 | 0.15 | 0.00 | 10 | 11 | 196.1% | -0.003 | 0.0005 | -0.035 | 0.001 | -0.000 |
| 77.50 | 0.75 | 0.00 | 0.30 | 0.00 | 0 | 17 | 202.3% | -0.007 | 0.0009 | -0.070 | 0.002 | -0.000 |
| 80.00 | 0.05 | 0.00 | 0.15 | 0.00 | 1 | 21 | 171.5% | -0.004 | 0.0006 | -0.035 | 0.001 | -0.000 |
| 82.50 | 0.05 | 0.00 | 0.20 | 0.00 | 2 | 15 | 166.4% | -0.005 | 0.0009 | -0.047 | 0.002 | -0.000 |
| 85.00 | 0.04 | 0.00 | 0.10 | 0.00 | 9 | 70 | 140.6% | -0.003 | 0.0006 | -0.023 | 0.001 | -0.000 |
| 87.50 | 0.24 | 0.00 | 0.10 | 0.00 | 1 | 57 | 129.7% | -0.003 | 0.0007 | -0.023 | 0.001 | -0.000 |
| 90.00 | 0.38 | 0.00 | 0.05 | 0.00 | 1 | 393 | 109.4% | -0.002 | 0.0005 | -0.011 | 0.001 | -0.000 |
| 92.50 | 0.10 | 0.00 | 0.10 | 0.00 | 21 | 4,521 | 109.4% | -0.004 | 0.0010 | -0.023 | 0.001 | -0.000 |
| 95.00 | 0.03 | 0.00 | 0.20 | 0.00 | 1 | 229 | 109.8% | -0.009 | 0.0020 | -0.047 | 0.003 | -0.000 |
| 97.50 | 0.05 | 0.00 | 0.20 | 0.00 | 21 | 258 | 99.0% | -0.010 | 0.0024 | -0.047 | 0.003 | -0.000 |
| 100.00 | 0.05 | 0.00 | 0.25 | 0.00 | 1 | 265 | 91.8% | -0.014 | 0.0035 | -0.058 | 0.004 | -0.000 |
| 105.00 | 0.05 | 0.00 | 0.05 | 0.03 | 1 | 1,676 | 54.7% | -0.004 | 0.0019 | -0.011 | 0.001 | -0.000 |
| 106.00 | 0.25 | - | 0.25 | 0.00 | 0 | 1 | 76.4% | -0.036 | 0.0096 | -0.109 | 0.009 | -0.000 |
| 108.00 | 0.05 | 0.00 | 0.25 | 0.00 | 3 | 30 | 57.8% | -0.023 | 0.0086 | -0.056 | 0.006 | -0.000 |
| 109.00 | 0.21 | 0.00 | 0.30 | 0.00 | 1 | 24 | 55.6% | -0.029 | 0.0110 | -0.066 | 0.007 | -0.000 |
| 110.00 | 0.15 | 0.00 | 0.25 | 0.05 | 8 | 509 | 57.5% | -0.049 | 0.0162 | -0.105 | 0.011 | -0.000 |
| 111.00 | 0.31 | 0.00 | 0.35 | 0.00 | 3 | 22 | 57.7% | -0.070 | 0.0214 | -0.139 | 0.015 | -0.001 |
| 112.00 | 0.22 | 0.00 | 0.40 | 0.00 | 1 | 9 | 54.7% | -0.084 | 0.0261 | -0.152 | 0.017 | -0.001 |
| 113.00 | 0.15 | 0.00 | 0.35 | -0.18 | 1 | 88 | 47.5% | -0.085 | 0.0302 | -0.132 | 0.017 | -0.001 |
| 114.00 | 0.45 | 0.05 | 0.35 | 0.00 | 9 | 137 | 42.3% | -0.096 | 0.0371 | -0.129 | 0.018 | -0.001 |
| 115.00 | 0.35 | 0.25 | 0.45 | -0.35 | 20 | 624 | 40.3% | -0.129 | 0.0482 | -0.152 | 0.023 | -0.001 |
| 116.00 | 0.45 | 0.35 | 0.60 | -0.79 | 103 | 87 | 38.8% | -0.178 | 0.0618 | -0.180 | 0.028 | -0.002 |
| 117.00 | 0.70 | 0.40 | 0.95 | -0.85 | 11 | 40 | 41.0% | -0.259 | 0.0727 | -0.236 | 0.035 | -0.003 |
| 118.00 | 1.00 | 0.65 | 1.35 | -0.97 | 10 | 25 | 42.3% | -0.342 | 0.0801 | -0.276 | 0.040 | -0.003 |
| 119.00 | 1.15 | 0.95 | 1.65 | -1.40 | 9 | 23 | 39.9% | -0.423 | 0.0904 | -0.276 | 0.042 | -0.004 |
| 120.00 | 1.75 | 1.40 | 2.25 | -1.15 | 60 | 1,300 | 42.1% | -0.513 | 0.0873 | -0.296 | 0.043 | -0.005 |
| 121.00 | 2.22 | 1.85 | 2.75 | -1.58 | 5 | 5 | 40.7% | -0.603 | 0.0873 | -0.275 | 0.042 | -0.006 |
| 122.00 | 5.23 | 2.25 | 4.30 | 0.00 | 1 | 16 | 59.9% | -0.623 | 0.0584 | -0.402 | 0.041 | -0.006 |
| 123.00 | 9.13 | 3.00 | 4.60 | 0.00 | 0 | 3 | 52.1% | -0.706 | 0.0609 | -0.315 | 0.037 | -0.007 |
| 124.00 | 7.75 | 3.90 | 5.10 | 0.00 | 8 | 14 | 46.6% | -0.789 | 0.0572 | -0.232 | 0.031 | -0.008 |
| 125.00 | 8.66 | 4.30 | 6.00 | 0.00 | 2 | 510 | 49.5% | -0.824 | 0.0481 | -0.219 | 0.028 | -0.009 |
| 126.00 | 5.60 | 5.20 | 6.80 | -3.55 | 5 | 87 | 48.7% | -0.870 | 0.0400 | -0.173 | 0.023 | -0.009 |
| 127.00 | 9.59 | 6.10 | 7.80 | 0.00 | 1 | 84 | 53.6% | -0.882 | 0.0340 | -0.178 | 0.021 | -0.009 |
| 128.00 | 10.64 | 7.00 | 8.70 | 0.00 | 2 | 12 | 54.5% | -0.907 | 0.0282 | -0.151 | 0.018 | -0.010 |
| 129.00 | 11.50 | 7.30 | 9.60 | 0.00 | 2 | 5 | 54.7% | -0.930 | 0.0227 | -0.119 | 0.015 | -0.010 |
| 130.00 | 12.40 | 8.50 | 10.70 | 0.00 | 1 | 100 | 63.1% | -0.920 | 0.0217 | -0.156 | 0.016 | -0.010 |
| 135.00 | 17.50 | 13.30 | 16.20 | 0.00 | 3 | 9 | 103.2% | -0.891 | 0.0167 | -0.334 | 0.020 | -0.010 |
| 140.00 | 14.94 | 18.30 | 21.30 | 0.00 | 1 | 6 | 127.3% | -0.902 | 0.0125 | -0.382 | 0.019 | -0.011 |
| 145.00 | 30.98 | 0.00 | 0.00 | 0.00 | 6 | 0 | 0.0% | -1.000 | 0.0000 | 0.017 | 0.000 | -0.012 |
| 150.00 | 23.90 | 28.30 | 30.60 | 0.00 | 1 | 0 | 126.4% | -0.972 | 0.0047 | -0.131 | 0.007 | -0.012 |
| 155.00 | 31.10 | 47.60 | 50.50 | 0.00 | 4 | 13 | 495.2% | -0.637 | 0.0070 | -3.347 | 0.041 | -0.010 |
| 175.00 | 49.90 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.021 | 0.000 | -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.