CF
CF Industries Holdings, Inc.Close $123.30EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 80.00 | 43.24 | 41.20 | 44.10 | 0.00 | 1 | 0 | 315.2% | 0.976 | 0.0020 | -0.420 | 0.005 | 0.004 |
| 95.00 | 28.50 | 26.30 | 29.00 | 0.00 | 5 | 1 | 202.9% | 0.965 | 0.0042 | -0.368 | 0.007 | 0.005 |
| 99.00 | 22.51 | 22.40 | 25.10 | -2.54 | 1 | 1 | 183.4% | 0.954 | 0.0057 | -0.414 | 0.009 | 0.005 |
| 100.00 | 21.24 | 21.60 | 24.00 | -3.75 | 4 | 60 | 170.9% | 0.957 | 0.0058 | -0.365 | 0.008 | 0.005 |
| 102.00 | 27.27 | 19.30 | 22.20 | 0.00 | 0 | 0 | 169.5% | 0.942 | 0.0074 | -0.457 | 0.011 | 0.005 |
| 104.00 | 14.98 | 17.30 | 20.10 | 0.00 | 0 | 0 | 151.4% | 0.943 | 0.0083 | -0.408 | 0.010 | 0.005 |
| 105.00 | 16.34 | 16.30 | 19.20 | -3.21 | 2 | 1 | 150.0% | 0.934 | 0.0094 | -0.452 | 0.012 | 0.005 |
| 106.00 | 16.00 | 15.30 | 18.10 | -2.65 | 1 | 1 | 138.6% | 0.937 | 0.0098 | -0.404 | 0.011 | 0.005 |
| 108.00 | 17.35 | 13.30 | 16.10 | 0.00 | 1 | 1 | 125.9% | 0.929 | 0.0118 | -0.400 | 0.012 | 0.005 |
| 109.00 | 12.32 | 12.30 | 15.10 | -4.13 | 1 | 1 | 119.5% | 0.925 | 0.0130 | -0.397 | 0.013 | 0.005 |
| 110.00 | 11.35 | 11.30 | 14.10 | -2.23 | 3 | 106 | 113.2% | 0.920 | 0.0144 | -0.395 | 0.014 | 0.005 |
| 111.00 | 10.80 | 10.30 | 13.10 | -1.90 | 10 | 137 | 106.8% | 0.915 | 0.0160 | -0.392 | 0.014 | 0.005 |
| 112.00 | 11.77 | 9.70 | 12.20 | 0.00 | 18 | 11 | 104.4% | 0.901 | 0.0183 | -0.428 | 0.016 | 0.005 |
| 113.00 | 10.59 | 8.80 | 11.20 | -6.19 | 2 | 35 | 97.9% | 0.893 | 0.0206 | -0.423 | 0.017 | 0.005 |
| 114.00 | 14.93 | 7.90 | 10.20 | 0.00 | 50 | 24 | 91.2% | 0.885 | 0.0234 | -0.416 | 0.018 | 0.005 |
| 115.00 | 10.10 | 6.90 | 9.30 | 1.70 | 5 | 19 | 88.0% | 0.866 | 0.0269 | -0.446 | 0.020 | 0.005 |
| 116.00 | 9.35 | 6.10 | 8.40 | 0.00 | 2 | 17 | 84.3% | 0.845 | 0.0310 | -0.470 | 0.022 | 0.005 |
| 117.00 | 7.42 | 5.20 | 7.40 | -1.18 | 1 | 3 | 77.1% | 0.829 | 0.0360 | -0.457 | 0.023 | 0.005 |
| 118.00 | 9.00 | 3.90 | 6.70 | 0.00 | 2 | 370 | 78.3% | 0.785 | 0.0408 | -0.532 | 0.027 | 0.005 |
| 119.00 | 4.20 | 3.90 | 5.80 | -2.80 | 2 | 17 | 73.0% | 0.754 | 0.0472 | -0.535 | 0.029 | 0.005 |
| 120.00 | 6.95 | 3.30 | 4.80 | 0.00 | 1 | 87 | 64.8% | 0.724 | 0.0565 | -0.504 | 0.031 | 0.005 |
| 121.00 | 7.00 | 2.75 | 4.20 | 0.00 | 31 | 83 | 65.8% | 0.661 | 0.0609 | -0.559 | 0.033 | 0.004 |
| 122.00 | 2.36 | 2.20 | 3.50 | -5.10 | 1 | 45 | 63.2% | 0.601 | 0.0670 | -0.565 | 0.035 | 0.004 |
| 123.00 | 2.25 | 2.20 | 2.90 | -4.25 | 221 | 15 | 53.8% | 0.535 | 0.0809 | -0.495 | 0.036 | 0.003 |
| 124.00 | 1.50 | 1.40 | 2.45 | -2.22 | 2 | 64 | 50.5% | 0.450 | 0.0859 | -0.462 | 0.036 | 0.003 |
| 125.00 | 1.40 | 1.10 | 2.10 | -3.00 | 15 | 365 | 52.4% | 0.372 | 0.0791 | -0.457 | 0.035 | 0.002 |
| 126.00 | 1.05 | 0.70 | 1.65 | -1.95 | 8 | 327 | 50.4% | 0.289 | 0.0743 | -0.398 | 0.031 | 0.002 |
| 127.00 | 0.55 | 0.70 | 1.40 | -3.17 | 13 | 107 | 54.6% | 0.240 | 0.0624 | -0.391 | 0.028 | 0.002 |
| 128.00 | 0.62 | 0.40 | 1.10 | -2.39 | 8 | 98 | 52.9% | 0.176 | 0.0536 | -0.315 | 0.024 | 0.001 |
| 129.00 | 0.76 | 0.30 | 0.80 | -1.09 | 21 | 70 | 52.5% | 0.128 | 0.0436 | -0.252 | 0.019 | 0.001 |
| 130.00 | 0.45 | 0.20 | 1.00 | -1.75 | 34 | 528 | 59.9% | 0.122 | 0.0370 | -0.278 | 0.018 | 0.001 |
| 131.00 | 0.27 | 0.15 | 0.65 | -0.98 | 54 | 54 | 57.4% | 0.081 | 0.0286 | -0.198 | 0.014 | 0.001 |
| 132.00 | 0.23 | 0.00 | 0.60 | -1.11 | 14 | 88 | 57.6% | 0.058 | 0.0221 | -0.153 | 0.011 | 0.000 |
| 133.00 | 0.50 | 0.10 | 0.90 | -0.72 | 3 | 51 | 71.7% | 0.081 | 0.0230 | -0.247 | 0.014 | 0.001 |
| 134.00 | 0.82 | 0.00 | 0.55 | 0.00 | 30 | 135 | 65.2% | 0.045 | 0.0159 | -0.142 | 0.009 | 0.000 |
| 135.00 | 0.82 | 0.00 | 0.35 | 0.00 | 3 | 766 | 62.9% | 0.027 | 0.0110 | -0.091 | 0.006 | 0.000 |
| 136.00 | 0.39 | 0.00 | 0.75 | 0.00 | 10 | 138 | 79.6% | 0.051 | 0.0145 | -0.192 | 0.010 | 0.000 |
| 137.00 | 0.05 | 0.00 | 0.80 | -0.38 | 30 | 351 | 85.4% | 0.051 | 0.0135 | -0.206 | 0.010 | 0.000 |
| 138.00 | 0.30 | 0.00 | 0.80 | 0.00 | 6 | 44 | 89.6% | 0.048 | 0.0123 | -0.206 | 0.009 | 0.000 |
| 139.00 | 0.50 | 0.00 | 0.80 | 0.00 | 3 | 42 | 93.8% | 0.046 | 0.0112 | -0.206 | 0.009 | 0.000 |
| 140.00 | 0.32 | 0.00 | 0.60 | 0.07 | 1 | 129 | 91.7% | 0.033 | 0.0089 | -0.156 | 0.007 | 0.000 |
| 141.00 | 0.22 | 0.00 | 0.75 | 0.00 | 2 | 4 | 100.5% | 0.039 | 0.0092 | -0.194 | 0.008 | 0.000 |
| 142.00 | 0.20 | 0.00 | 0.15 | 0.00 | 2 | 21 | 77.3% | 0.007 | 0.0029 | -0.037 | 0.002 | 0.000 |
| 143.00 | 0.10 | 0.00 | 0.55 | 0.00 | 10 | 16 | 101.4% | 0.027 | 0.0066 | -0.142 | 0.006 | 0.000 |
| 144.00 | 1.86 | 0.00 | 0.75 | 0.00 | 0 | 1 | 112.3% | 0.034 | 0.0074 | -0.195 | 0.007 | 0.000 |
| 145.00 | 0.36 | 0.00 | 0.75 | 0.00 | 1 | 12 | 116.0% | 0.033 | 0.0069 | -0.194 | 0.007 | 0.000 |
| 148.00 | 0.94 | 0.00 | 0.75 | 0.00 | 0 | 1 | 127.1% | 0.029 | 0.0058 | -0.194 | 0.006 | 0.000 |
| 150.00 | 1.18 | 0.00 | 0.75 | 0.00 | 1 | 29 | 134.3% | 0.027 | 0.0052 | -0.194 | 0.006 | 0.000 |
| 155.00 | 1.05 | 0.00 | 1.35 | 0.00 | 4 | 56 | 171.8% | 0.041 | 0.0057 | -0.348 | 0.008 | 0.000 |
| 157.50 | 0.82 | 0.00 | 1.35 | 0.00 | 0 | 6 | 180.7% | 0.039 | 0.0051 | -0.349 | 0.008 | 0.000 |
| 160.00 | 0.85 | 0.00 | 1.35 | 0.00 | 44 | 6 | 189.3% | 0.037 | 0.0047 | -0.349 | 0.007 | 0.000 |
| 165.00 | 0.46 | 0.00 | 1.35 | 0.00 | 7 | 7 | 205.9% | 0.033 | 0.0040 | -0.349 | 0.007 | 0.000 |
| 170.00 | 0.45 | 0.00 | 1.35 | 0.00 | 100 | 14 | 221.6% | 0.030 | 0.0034 | -0.348 | 0.006 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 85.00 | 0.47 | 0.00 | 1.20 | 0.00 | 10 | 5 | 261.1% | -0.022 | 0.0022 | -0.307 | 0.005 | -0.000 |
| 90.00 | 0.02 | 0.00 | 1.35 | 0.00 | 10 | 6 | 233.9% | -0.028 | 0.0030 | -0.346 | 0.006 | -0.000 |
| 95.00 | 0.63 | 0.00 | 0.75 | 0.00 | 1 | 81 | 176.6% | -0.020 | 0.0030 | -0.191 | 0.004 | -0.000 |
| 96.00 | 0.05 | 0.00 | 0.75 | 0.00 | 1 | 9 | 170.7% | -0.020 | 0.0032 | -0.191 | 0.004 | -0.000 |
| 97.00 | 0.30 | 0.00 | 1.00 | 0.00 | 0 | 7 | 175.6% | -0.028 | 0.0040 | -0.256 | 0.006 | -0.000 |
| 98.00 | 0.40 | 0.00 | 0.75 | 0.00 | 0 | 4 | 159.2% | -0.022 | 0.0036 | -0.192 | 0.005 | -0.000 |
| 99.00 | 0.40 | 0.00 | 0.75 | 0.00 | 8 | 6 | 153.3% | -0.023 | 0.0039 | -0.191 | 0.005 | -0.000 |
| 100.00 | 0.05 | 0.00 | 0.75 | 0.00 | 12 | 252 | 147.7% | -0.024 | 0.0042 | -0.192 | 0.005 | -0.000 |
| 101.00 | 0.28 | 0.00 | 0.80 | 0.00 | 2 | 4 | 144.0% | -0.027 | 0.0047 | -0.205 | 0.006 | -0.000 |
| 102.00 | 0.38 | 0.00 | 0.75 | 0.00 | 2 | 2 | 136.3% | -0.027 | 0.0050 | -0.192 | 0.006 | -0.000 |
| 103.00 | 0.40 | 0.00 | 0.80 | 0.00 | 4 | 7 | 132.6% | -0.030 | 0.0056 | -0.204 | 0.006 | -0.000 |
| 104.00 | 0.35 | 0.00 | 0.80 | 0.00 | 2 | 9 | 127.0% | -0.031 | 0.0061 | -0.204 | 0.006 | -0.000 |
| 105.00 | 0.05 | 0.00 | 0.95 | 0.00 | 3 | 44 | 126.4% | -0.039 | 0.0073 | -0.241 | 0.008 | -0.000 |
| 106.00 | 0.18 | 0.00 | 0.95 | 0.00 | 4 | 11 | 120.5% | -0.041 | 0.0080 | -0.240 | 0.008 | -0.000 |
| 107.00 | 0.18 | 0.00 | 0.95 | 0.00 | 15 | 6 | 114.7% | -0.043 | 0.0088 | -0.240 | 0.008 | -0.000 |
| 108.00 | 0.23 | 0.00 | 0.95 | 0.00 | 8 | 7 | 109.0% | -0.046 | 0.0097 | -0.239 | 0.009 | -0.000 |
| 109.00 | 0.33 | 0.00 | 0.95 | 0.00 | 4 | 7 | 103.2% | -0.049 | 0.0108 | -0.238 | 0.009 | -0.000 |
| 110.00 | 0.20 | 0.00 | 0.90 | 0.00 | 1 | 71 | 96.0% | -0.050 | 0.0118 | -0.225 | 0.009 | -0.000 |
| 111.00 | 0.60 | 0.00 | 0.65 | 0.00 | 21 | 36 | 83.0% | -0.041 | 0.0115 | -0.164 | 0.008 | -0.000 |
| 112.00 | 0.25 | 0.00 | 0.40 | -0.05 | 69 | 90 | 69.1% | -0.028 | 0.0102 | -0.101 | 0.006 | -0.000 |
| 113.00 | 0.25 | 0.00 | 0.40 | 0.05 | 20 | 55 | 64.1% | -0.031 | 0.0119 | -0.101 | 0.006 | -0.000 |
| 114.00 | 0.35 | 0.15 | 0.35 | 0.09 | 21 | 51 | 62.2% | -0.042 | 0.0157 | -0.126 | 0.008 | -0.000 |
| 115.00 | 0.45 | 0.20 | 0.40 | 0.30 | 180 | 140 | 59.7% | -0.054 | 0.0202 | -0.149 | 0.010 | -0.000 |
| 116.00 | 0.60 | 0.25 | 0.80 | 0.42 | 2 | 30 | 64.1% | -0.094 | 0.0287 | -0.244 | 0.015 | -0.001 |
| 117.00 | 0.85 | 0.35 | 0.85 | 0.63 | 143 | 125 | 60.6% | -0.116 | 0.0353 | -0.268 | 0.018 | -0.001 |
| 118.00 | 0.90 | 0.50 | 0.95 | 0.65 | 24 | 250 | 58.3% | -0.148 | 0.0434 | -0.305 | 0.021 | -0.001 |
| 119.00 | 1.02 | 0.70 | 1.35 | 0.61 | 218 | 22 | 60.2% | -0.205 | 0.0517 | -0.387 | 0.026 | -0.001 |
| 120.00 | 1.20 | 0.45 | 1.65 | 0.70 | 48 | 55 | 53.2% | -0.237 | 0.0637 | -0.371 | 0.028 | -0.002 |
| 121.00 | 2.30 | 1.20 | 2.00 | 1.65 | 33 | 19 | 58.6% | -0.322 | 0.0671 | -0.475 | 0.033 | -0.002 |
| 122.00 | 2.90 | 1.60 | 2.35 | 2.00 | 19 | 105 | 58.0% | -0.392 | 0.0726 | -0.503 | 0.035 | -0.003 |
| 123.00 | 1.00 | 1.90 | 2.95 | 0.00 | 13 | 92 | 57.8% | -0.467 | 0.0754 | -0.517 | 0.036 | -0.003 |
| 124.00 | 1.75 | 2.30 | 3.60 | 0.55 | 1 | 146 | 57.8% | -0.542 | 0.0752 | -0.515 | 0.036 | -0.004 |
| 125.00 | 4.00 | 3.00 | 4.00 | 2.52 | 106 | 587 | 57.0% | -0.617 | 0.0733 | -0.487 | 0.035 | -0.004 |
| 126.00 | 4.87 | 3.60 | 4.80 | 2.87 | 5 | 101 | 58.4% | -0.682 | 0.0669 | -0.465 | 0.033 | -0.005 |
| 127.00 | 2.80 | 4.30 | 5.40 | 0.50 | 1 | 70 | 57.2% | -0.749 | 0.0610 | -0.404 | 0.029 | -0.005 |
| 128.00 | 4.60 | 5.00 | 7.50 | 0.00 | 42 | 61 | 74.7% | -0.740 | 0.0475 | -0.541 | 0.030 | -0.005 |
| 129.00 | 3.50 | 5.60 | 8.00 | 0.00 | 6 | 24 | 69.4% | -0.802 | 0.0439 | -0.428 | 0.025 | -0.006 |
| 130.00 | 7.92 | 6.60 | 8.90 | 4.12 | 1 | 13 | 74.3% | -0.824 | 0.0382 | -0.426 | 0.024 | -0.006 |
| 131.00 | 8.35 | 7.50 | 9.70 | -6.95 | 1 | 40 | 75.6% | -0.853 | 0.0333 | -0.383 | 0.021 | -0.006 |
| 132.00 | 9.26 | 8.20 | 10.70 | -6.97 | 1 | 42 | 76.1% | -0.881 | 0.0287 | -0.333 | 0.018 | -0.006 |
| 133.00 | 15.15 | 9.10 | 11.50 | 0.00 | 0 | 2 | 75.8% | -0.906 | 0.0242 | -0.275 | 0.015 | -0.007 |
| 134.00 | 12.76 | 10.10 | 12.90 | 0.00 | 274 | 126 | 88.5% | -0.891 | 0.0231 | -0.362 | 0.017 | -0.007 |
| 135.00 | 12.73 | 11.00 | 13.90 | 0.00 | 506 | 92 | 91.7% | -0.903 | 0.0205 | -0.345 | 0.016 | -0.007 |
| 136.00 | 13.65 | 12.00 | 14.90 | 0.00 | 234 | 97 | 96.7% | -0.908 | 0.0186 | -0.348 | 0.015 | -0.007 |
| 137.00 | 17.85 | 13.20 | 15.80 | 0.00 | 1 | 2 | 103.5% | -0.909 | 0.0174 | -0.372 | 0.015 | -0.007 |
| 138.00 | 15.82 | 14.00 | 16.80 | 0.00 | 2 | 1 | 104.1% | -0.922 | 0.0153 | -0.331 | 0.013 | -0.007 |
| 139.00 | 16.72 | 15.00 | 17.80 | 0.00 | 2 | 1 | 108.7% | -0.926 | 0.0141 | -0.332 | 0.013 | -0.007 |
| 140.00 | 27.75 | 13.90 | 16.30 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.016 | 0.000 | -0.008 |
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.