CIEN
Ciena CorporationClose $405.54EOD onlyThis page reflects CIEN 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 230.00 | 137.00 | 168.00 | 178.80 | 0.00 | 0 | 1 | 359.2% | 0.972 | 0.0005 | -1.454 | 0.024 | 0.018 |
| 240.00 | 202.37 | 158.00 | 168.70 | 0.00 | 1 | 17 | 334.0% | 0.970 | 0.0006 | -1.408 | 0.025 | 0.019 |
| 250.00 | 151.40 | 148.00 | 159.20 | -48.28 | 1 | 1 | 323.2% | 0.964 | 0.0007 | -1.595 | 0.029 | 0.019 |
| 260.00 | 102.00 | 138.00 | 148.90 | 0.00 | 0 | 0 | 295.4% | 0.964 | 0.0007 | -1.471 | 0.029 | 0.020 |
| 270.00 | 132.20 | 128.00 | 138.70 | 0.00 | 0 | 1 | 270.8% | 0.963 | 0.0008 | -1.385 | 0.030 | 0.021 |
| 280.00 | 109.39 | 118.00 | 129.00 | 0.00 | 1 | 2 | 256.7% | 0.956 | 0.0010 | -1.486 | 0.034 | 0.021 |
| 290.00 | 109.00 | 108.00 | 118.70 | 0.00 | 2 | 0 | 231.8% | 0.956 | 0.0011 | -1.363 | 0.034 | 0.022 |
| 300.00 | 157.00 | 101.00 | 108.70 | 0.00 | 1 | 8 | 213.1% | 0.951 | 0.0013 | -1.349 | 0.037 | 0.023 |
| 310.00 | 102.65 | 91.00 | 98.90 | 0.00 | 5 | 0 | 198.0% | 0.944 | 0.0016 | -1.404 | 0.042 | 0.023 |
| 315.00 | 67.50 | 86.00 | 93.60 | 0.00 | 0 | 5 | 184.2% | 0.945 | 0.0016 | -1.289 | 0.041 | 0.024 |
| 320.00 | 132.50 | 81.00 | 89.00 | 0.00 | 2 | 18 | 181.3% | 0.936 | 0.0019 | -1.418 | 0.046 | 0.024 |
| 325.00 | 127.60 | 76.00 | 84.30 | 0.00 | 2 | 2 | 176.4% | 0.929 | 0.0021 | -1.506 | 0.050 | 0.024 |
| 330.00 | 96.58 | 71.00 | 78.00 | 0.00 | 2 | 47 | 148.7% | 0.945 | 0.0020 | -1.049 | 0.041 | 0.025 |
| 335.00 | 91.54 | 66.00 | 73.80 | 0.00 | 4 | 1 | 151.8% | 0.928 | 0.0025 | -1.313 | 0.051 | 0.025 |
| 340.00 | 79.98 | 61.00 | 68.90 | -34.62 | 1 | 59 | 144.3% | 0.922 | 0.0028 | -1.331 | 0.054 | 0.025 |
| 345.00 | 76.40 | 56.00 | 64.10 | 0.00 | 1 | 2 | 137.9% | 0.913 | 0.0031 | -1.377 | 0.058 | 0.025 |
| 350.00 | 52.00 | 51.00 | 59.00 | -41.52 | 2 | 122 | 127.9% | 0.908 | 0.0035 | -1.327 | 0.061 | 0.026 |
| 355.00 | 39.70 | 47.00 | 54.60 | 0.00 | 1 | 4 | 65.5% | 0.989 | 0.0012 | -0.161 | 0.011 | 0.029 |
| 357.50 | 23.30 | 44.00 | 51.50 | 0.00 | 0 | 3 | 114.7% | 0.897 | 0.0042 | -1.293 | 0.066 | 0.026 |
| 360.00 | 54.50 | 42.00 | 49.20 | -19.00 | 1 | 47 | 112.5% | 0.889 | 0.0046 | -1.338 | 0.069 | 0.026 |
| 362.50 | 95.60 | 40.00 | 47.50 | 0.00 | 0 | 3 | 68.8% | 0.967 | 0.0029 | -0.354 | 0.027 | 0.029 |
| 365.00 | 63.50 | 37.00 | 45.20 | 0.00 | 2 | 17 | 62.2% | 0.971 | 0.0029 | -0.291 | 0.024 | 0.029 |
| 367.50 | 56.55 | 35.00 | 41.90 | 0.00 | 0 | 1 | 55.4% | 0.977 | 0.0027 | -0.227 | 0.020 | 0.029 |
| 370.00 | 74.49 | 33.00 | 41.00 | 0.00 | 3 | 78 | 70.4% | 0.930 | 0.0052 | -0.620 | 0.049 | 0.028 |
| 372.50 | 82.86 | 31.00 | 38.10 | 0.00 | 2 | 13 | 67.2% | 0.924 | 0.0058 | -0.630 | 0.053 | 0.028 |
| 375.00 | 30.90 | 29.00 | 36.20 | -8.10 | 3 | 13 | 69.7% | 0.899 | 0.0069 | -0.795 | 0.065 | 0.027 |
| 377.50 | 77.93 | 27.00 | 33.50 | 0.00 | 4 | 13 | 67.2% | 0.887 | 0.0077 | -0.826 | 0.070 | 0.027 |
| 380.00 | 76.93 | 25.00 | 31.30 | 0.00 | 3 | 244 | 66.8% | 0.866 | 0.0088 | -0.921 | 0.079 | 0.027 |
| 382.50 | 56.21 | 23.00 | 29.50 | 0.00 | 3 | 9 | 67.7% | 0.839 | 0.0098 | -1.052 | 0.090 | 0.026 |
| 385.00 | 19.80 | 21.00 | 27.60 | -44.59 | 4 | 140 | 67.6% | 0.812 | 0.0109 | -1.152 | 0.099 | 0.025 |
| 387.50 | 19.60 | 19.00 | 25.70 | 0.00 | 16 | 16 | 66.9% | 0.784 | 0.0119 | -1.235 | 0.108 | 0.024 |
| 390.00 | 17.90 | 17.00 | 24.80 | -38.06 | 2 | 210 | 69.2% | 0.745 | 0.0126 | -1.395 | 0.118 | 0.023 |
| 392.50 | 59.64 | 16.00 | 22.40 | 0.00 | 1 | 17 | 69.2% | 0.712 | 0.0134 | -1.479 | 0.126 | 0.022 |
| 395.00 | 15.00 | 14.10 | 20.30 | -24.00 | 41 | 12 | 66.7% | 0.681 | 0.0146 | -1.489 | 0.131 | 0.021 |
| 397.50 | 15.10 | 13.00 | 18.80 | -46.82 | 7 | 19 | 68.2% | 0.641 | 0.0149 | -1.591 | 0.137 | 0.020 |
| 400.00 | 16.00 | 12.50 | 20.00 | -36.08 | 22 | 53 | 79.1% | 0.592 | 0.0134 | -1.908 | 0.143 | 0.019 |
| 402.50 | 11.32 | 10.00 | 16.00 | -46.33 | 6 | 13 | 67.7% | 0.563 | 0.0158 | -1.659 | 0.145 | 0.018 |
| 405.00 | 10.27 | 8.10 | 15.00 | -19.73 | 4 | 69 | 66.7% | 0.523 | 0.0163 | -1.650 | 0.146 | 0.017 |
| 407.50 | 8.77 | 7.70 | 15.30 | -38.19 | 5 | 9 | 73.4% | 0.486 | 0.0148 | -1.815 | 0.147 | 0.015 |
| 410.00 | 8.65 | 6.10 | 12.20 | -37.07 | 9 | 469 | 66.0% | 0.442 | 0.0163 | -1.617 | 0.145 | 0.014 |
| 412.50 | 7.20 | 6.10 | 12.50 | -3.80 | 4 | 38 | 73.0% | 0.413 | 0.0145 | -1.762 | 0.143 | 0.013 |
| 415.00 | 6.30 | 5.00 | 13.00 | -44.60 | 647 | 93 | 77.0% | 0.386 | 0.0135 | -1.823 | 0.141 | 0.012 |
| 417.50 | 17.10 | 4.60 | 12.00 | -14.40 | 2 | 12 | 78.2% | 0.356 | 0.0130 | -1.803 | 0.137 | 0.011 |
| 420.00 | 5.60 | 4.50 | 11.00 | -33.80 | 39 | 72 | 80.0% | 0.329 | 0.0123 | -1.790 | 0.133 | 0.010 |
| 422.50 | 3.60 | 3.00 | 7.30 | -28.58 | 2 | 4 | 67.9% | 0.265 | 0.0131 | -1.373 | 0.120 | 0.008 |
| 425.00 | 4.00 | 2.45 | 8.40 | -24.71 | 17 | 66 | 74.3% | 0.256 | 0.0118 | -1.476 | 0.118 | 0.008 |
| 427.50 | 3.20 | 2.35 | 10.00 | -19.80 | 34 | 2 | 84.0% | 0.258 | 0.0105 | -1.674 | 0.119 | 0.008 |
| 430.00 | 3.62 | 1.90 | 10.00 | -21.64 | 23 | 256 | 86.8% | 0.242 | 0.0098 | -1.672 | 0.115 | 0.008 |
| 432.50 | 2.24 | 1.65 | 6.00 | -11.26 | 24 | 1 | 75.1% | 0.182 | 0.0096 | -1.225 | 0.097 | 0.006 |
| 435.00 | 2.30 | 2.00 | 6.00 | -15.20 | 18 | 48 | 80.4% | 0.178 | 0.0088 | -1.294 | 0.096 | 0.006 |
| 437.50 | 1.90 | 1.20 | 8.20 | -16.10 | 4 | 7 | 89.8% | 0.188 | 0.0082 | -1.490 | 0.099 | 0.006 |
| 440.00 | 2.50 | 1.45 | 3.10 | -17.08 | 20 | 243 | 72.1% | 0.113 | 0.0072 | -0.854 | 0.071 | 0.004 |
| 442.50 | 4.45 | 0.80 | 5.20 | -18.35 | 2 | 20 | 82.6% | 0.131 | 0.0070 | -1.081 | 0.078 | 0.004 |
| 445.00 | 1.06 | 0.80 | 2.60 | -15.89 | 13 | 44 | 72.2% | 0.084 | 0.0058 | -0.685 | 0.057 | 0.003 |
| 447.50 | 19.80 | 0.30 | 5.40 | 0.00 | 4 | 10 | 87.9% | 0.117 | 0.0061 | -1.062 | 0.072 | 0.004 |
| 450.00 | 1.22 | 1.00 | 1.85 | -14.28 | 79 | 485 | 74.7% | 0.067 | 0.0047 | -0.599 | 0.048 | 0.002 |
| 452.50 | 3.02 | 0.50 | 3.30 | -12.48 | 3 | 9 | 83.8% | 0.081 | 0.0049 | -0.772 | 0.055 | 0.003 |
| 455.00 | 0.75 | 0.45 | 2.85 | -11.99 | 15 | 56 | 83.5% | 0.070 | 0.0044 | -0.688 | 0.049 | 0.002 |
| 457.50 | 0.65 | 0.30 | 1.10 | -12.68 | 5 | 22 | 70.9% | 0.033 | 0.0028 | -0.321 | 0.027 | 0.001 |
| 460.00 | 0.50 | 0.15 | 1.10 | -10.08 | 46 | 127 | 71.7% | 0.029 | 0.0025 | -0.290 | 0.024 | 0.001 |
| 462.50 | 0.52 | 0.00 | 1.30 | -12.00 | 12 | 22 | 74.7% | 0.029 | 0.0024 | -0.301 | 0.024 | 0.001 |
| 465.00 | 0.55 | 0.10 | 1.10 | -8.42 | 12 | 43 | 76.0% | 0.026 | 0.0021 | -0.280 | 0.022 | 0.001 |
| 467.50 | 11.00 | 0.00 | 3.00 | 0.00 | 3 | 6 | 95.2% | 0.055 | 0.0032 | -0.650 | 0.041 | 0.002 |
| 470.00 | 0.25 | 0.05 | 1.10 | -7.35 | 21 | 1,004 | 80.0% | 0.023 | 0.0019 | -0.270 | 0.020 | 0.001 |
| 475.00 | 0.25 | 0.00 | 1.00 | -6.95 | 648 | 676 | 82.5% | 0.019 | 0.0015 | -0.236 | 0.017 | 0.001 |
| 480.00 | 0.20 | 0.00 | 0.75 | -4.60 | 49 | 544 | 82.8% | 0.014 | 0.0012 | -0.179 | 0.013 | 0.000 |
| 485.00 | 0.20 | 0.00 | 0.95 | -3.86 | 43 | 194 | 90.4% | 0.016 | 0.0012 | -0.226 | 0.015 | 0.001 |
| 490.00 | 0.18 | 0.00 | 0.15 | -3.27 | 58 | 216 | 73.2% | 0.002 | 0.0003 | -0.035 | 0.003 | 0.000 |
| 500.00 | 0.15 | 0.05 | 0.50 | -2.09 | 129 | 493 | 94.5% | 0.008 | 0.0006 | -0.131 | 0.008 | 0.000 |
| 510.00 | 0.16 | 0.00 | 0.75 | -1.29 | 15 | 139 | 106.7% | 0.010 | 0.0007 | -0.179 | 0.010 | 0.000 |
| 520.00 | 0.11 | 0.00 | 0.75 | -0.89 | 19 | 589 | 114.2% | 0.009 | 0.0006 | -0.178 | 0.009 | 0.000 |
| 530.00 | 0.01 | 0.00 | 0.30 | -0.50 | 15 | 188 | 107.4% | 0.004 | 0.0003 | -0.070 | 0.004 | 0.000 |
| 540.00 | 0.10 | 0.00 | 0.80 | -0.27 | 3 | 87 | 129.7% | 0.009 | 0.0005 | -0.190 | 0.009 | 0.000 |
| 550.00 | 0.05 | 0.00 | 0.05 | -0.20 | 8 | 115 | 99.6% | 0.000 | 0.0000 | -0.010 | 0.001 | 0.000 |
| 560.00 | 0.04 | 0.00 | 0.80 | -0.07 | 2 | 80 | 143.3% | 0.008 | 0.0004 | -0.189 | 0.008 | 0.000 |
| 570.00 | 0.40 | 0.00 | 0.80 | 0.00 | 1 | 106 | 149.8% | 0.007 | 0.0004 | -0.189 | 0.008 | 0.000 |
| 580.00 | 1.40 | 0.00 | 0.80 | 0.00 | 1 | 966 | 156.3% | 0.007 | 0.0003 | -0.189 | 0.007 | 0.000 |
| 590.00 | 0.10 | 0.00 | 0.80 | 0.00 | 6 | 23 | 162.4% | 0.007 | 0.0003 | -0.188 | 0.007 | 0.000 |
| 600.00 | 0.05 | 0.00 | 0.05 | 0.00 | 10 | 496 | 125.0% | 0.000 | 0.0000 | -0.010 | 0.000 | 0.000 |
| 610.00 | 0.05 | 0.00 | 2.65 | 0.00 | 19 | 54 | 209.5% | 0.020 | 0.0006 | -0.624 | 0.018 | 0.001 |
| 620.00 | 0.10 | 0.00 | 0.40 | 0.08 | 1 | 35 | 165.2% | 0.003 | 0.0001 | -0.091 | 0.003 | 0.000 |
| 630.00 | 0.05 | 0.00 | 0.05 | 0.00 | 1 | 26 | 139.1% | 0.000 | 0.0000 | -0.010 | 0.000 | 0.000 |
| 640.00 | 0.19 | 0.00 | 0.80 | 0.15 | 1 | 72 | 191.5% | 0.006 | 0.0002 | -0.187 | 0.006 | 0.000 |
| 650.00 | 0.04 | 0.00 | 0.05 | 0.00 | 1 | 205 | 147.7% | 0.000 | 0.0000 | -0.009 | 0.000 | 0.000 |
| 660.00 | 0.01 | 0.00 | 2.65 | -0.03 | 2 | 23 | 241.0% | 0.017 | 0.0005 | -0.626 | 0.016 | 0.001 |
| 670.00 | 0.01 | 0.00 | 10.00 | -0.03 | 5 | 18 | 318.8% | 0.056 | 0.0010 | -2.201 | 0.041 | 0.002 |
| 680.00 | 0.01 | 0.00 | 10.00 | -0.03 | 2 | 104 | 325.6% | 0.055 | 0.0009 | -2.208 | 0.041 | 0.002 |
| 690.00 | 0.01 | 0.00 | 10.00 | -0.03 | 27 | 100 | 332.2% | 0.053 | 0.0009 | -2.215 | 0.040 | 0.002 |
| 700.00 | 0.15 | 0.00 | 0.05 | 0.00 | 2 | 15 | 168.8% | 0.000 | 0.0000 | -0.009 | 0.000 | 0.000 |
| 710.00 | 0.02 | 0.00 | 10.00 | -0.25 | 26 | 50 | 345.1% | 0.051 | 0.0008 | -2.227 | 0.039 | 0.002 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 210.00 | 0.04 | 0.00 | 0.05 | -0.61 | 1 | 12 | 209.4% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 220.00 | 0.10 | 0.00 | 10.00 | 0.00 | 6 | 9 | 423.7% | -0.037 | 0.0005 | -2.103 | 0.030 | -0.001 |
| 230.00 | 0.11 | 0.00 | 5.50 | 0.00 | 2 | 39 | 345.9% | -0.025 | 0.0005 | -1.222 | 0.021 | -0.001 |
| 240.00 | 0.15 | 0.00 | 8.90 | 0.00 | 2 | 85 | 362.4% | -0.039 | 0.0006 | -1.874 | 0.031 | -0.001 |
| 250.00 | 0.09 | 0.00 | 0.80 | 0.00 | 1 | 68 | 214.8% | -0.005 | 0.0002 | -0.187 | 0.005 | -0.000 |
| 260.00 | 0.38 | 0.00 | 0.80 | 0.00 | 1 | 522 | 199.2% | -0.005 | 0.0002 | -0.187 | 0.006 | -0.000 |
| 270.00 | 0.04 | 0.00 | 0.10 | -0.31 | 4 | 322 | 143.0% | -0.001 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 280.00 | 0.13 | 0.00 | 0.70 | 0.00 | 2 | 345 | 166.3% | -0.006 | 0.0003 | -0.163 | 0.006 | -0.000 |
| 290.00 | 1.16 | 0.00 | 0.40 | 0.00 | 10 | 289 | 141.0% | -0.004 | 0.0002 | -0.092 | 0.004 | -0.000 |
| 300.00 | 0.25 | 0.00 | 0.45 | 0.21 | 2 | 674 | 130.3% | -0.004 | 0.0003 | -0.104 | 0.005 | -0.000 |
| 305.00 | 0.12 | 0.00 | 0.90 | 0.00 | 11 | 281 | 137.3% | -0.009 | 0.0005 | -0.210 | 0.009 | -0.000 |
| 310.00 | 0.41 | 0.00 | 0.75 | 0.00 | 1 | 56 | 126.9% | -0.008 | 0.0005 | -0.175 | 0.008 | -0.000 |
| 315.00 | 0.27 | 0.00 | 0.75 | 0.00 | 10 | 48 | 120.3% | -0.009 | 0.0005 | -0.175 | 0.009 | -0.000 |
| 320.00 | 0.04 | 0.00 | 0.90 | 0.00 | 7 | 138 | 117.2% | -0.011 | 0.0007 | -0.209 | 0.011 | -0.000 |
| 325.00 | 0.30 | 0.00 | 0.35 | 0.25 | 26 | 865 | 95.9% | -0.005 | 0.0004 | -0.081 | 0.005 | -0.000 |
| 330.00 | 0.20 | 0.00 | 0.40 | 0.09 | 3 | 367 | 91.8% | -0.006 | 0.0005 | -0.093 | 0.006 | -0.000 |
| 335.00 | 0.22 | 0.00 | 1.05 | 0.00 | 24 | 603 | 100.3% | -0.016 | 0.0011 | -0.242 | 0.015 | -0.001 |
| 340.00 | 0.50 | 0.00 | 0.80 | 0.45 | 8 | 82 | 89.4% | -0.013 | 0.0010 | -0.185 | 0.012 | -0.000 |
| 345.00 | 0.55 | 0.00 | 1.00 | 0.15 | 1 | 78 | 86.5% | -0.018 | 0.0014 | -0.229 | 0.016 | -0.001 |
| 350.00 | 0.84 | 0.30 | 1.05 | 0.74 | 44 | 328 | 84.8% | -0.025 | 0.0019 | -0.303 | 0.022 | -0.001 |
| 355.00 | 1.15 | 0.20 | 1.60 | 0.05 | 29 | 16 | 83.1% | -0.035 | 0.0025 | -0.393 | 0.029 | -0.001 |
| 357.50 | 1.25 | 0.15 | 1.55 | 1.05 | 27 | 231 | 78.6% | -0.035 | 0.0027 | -0.371 | 0.028 | -0.001 |
| 360.00 | 1.45 | 0.00 | 2.05 | 1.22 | 61 | 182 | 78.4% | -0.043 | 0.0032 | -0.437 | 0.034 | -0.001 |
| 362.50 | 3.00 | 0.70 | 3.90 | 2.32 | 15 | 6 | 92.9% | -0.084 | 0.0045 | -0.875 | 0.057 | -0.003 |
| 365.00 | 2.28 | 0.05 | 2.85 | 0.65 | 6 | 26 | 77.9% | -0.063 | 0.0043 | -0.585 | 0.045 | -0.002 |
| 367.50 | 2.71 | 0.05 | 3.50 | 0.85 | 9 | 2 | 78.4% | -0.077 | 0.0050 | -0.689 | 0.053 | -0.003 |
| 370.00 | 2.55 | 1.65 | 3.30 | 2.33 | 715 | 105 | 82.5% | -0.102 | 0.0059 | -0.898 | 0.066 | -0.004 |
| 372.50 | 3.70 | 1.20 | 4.60 | 2.50 | 3 | 2 | 82.7% | -0.120 | 0.0066 | -1.007 | 0.073 | -0.004 |
| 375.00 | 2.90 | 0.80 | 4.00 | 2.50 | 25 | 71 | 73.3% | -0.112 | 0.0071 | -0.850 | 0.070 | -0.004 |
| 377.50 | 5.50 | 0.80 | 6.80 | 4.80 | 27 | 96 | 82.1% | -0.157 | 0.0080 | -1.203 | 0.089 | -0.005 |
| 380.00 | 6.10 | 1.20 | 9.20 | 5.60 | 52 | 293 | 88.7% | -0.197 | 0.0085 | -1.496 | 0.102 | -0.007 |
| 382.50 | 2.44 | 1.65 | 9.60 | -15.46 | 2 | 153 | 86.9% | -0.216 | 0.0092 | -1.548 | 0.108 | -0.008 |
| 385.00 | 5.78 | 2.95 | 7.50 | 4.98 | 36 | 130 | 78.7% | -0.221 | 0.0103 | -1.422 | 0.109 | -0.008 |
| 387.50 | 3.28 | 4.70 | 10.40 | 2.53 | 2 | 23 | 89.8% | -0.273 | 0.0101 | -1.815 | 0.122 | -0.010 |
| 390.00 | 9.53 | 5.30 | 11.00 | 8.33 | 40 | 149 | 88.1% | -0.297 | 0.0107 | -1.853 | 0.127 | -0.010 |
| 392.50 | 1.85 | 5.80 | 12.00 | 0.00 | 1 | 5 | 87.0% | -0.323 | 0.0112 | -1.899 | 0.132 | -0.011 |
| 395.00 | 9.56 | 5.10 | 12.30 | 8.23 | 7 | 24 | 79.7% | -0.343 | 0.0125 | -1.776 | 0.135 | -0.012 |
| 397.50 | 12.10 | 7.90 | 14.00 | 10.38 | 7 | 15 | 87.2% | -0.383 | 0.0119 | -2.021 | 0.140 | -0.014 |
| 400.00 | 11.38 | 9.10 | 14.50 | 9.65 | 86 | 439 | 85.6% | -0.413 | 0.0124 | -2.022 | 0.143 | -0.015 |
| 402.50 | 13.12 | 9.90 | 16.90 | 11.26 | 6 | 122 | 88.2% | -0.445 | 0.0122 | -2.112 | 0.145 | -0.016 |
| 405.00 | 15.16 | 11.00 | 17.00 | 12.16 | 8 | 82 | 84.3% | -0.476 | 0.0128 | -2.034 | 0.146 | -0.017 |
| 407.50 | 15.20 | 12.10 | 19.00 | 12.43 | 22 | 66 | 85.7% | -0.507 | 0.0127 | -2.070 | 0.147 | -0.018 |
| 410.00 | 20.30 | 13.10 | 20.00 | 16.71 | 44 | 163 | 83.5% | -0.541 | 0.0129 | -2.002 | 0.146 | -0.019 |
| 412.50 | 21.85 | 15.20 | 22.00 | 18.12 | 4 | 5 | 87.0% | -0.568 | 0.0123 | -2.067 | 0.145 | -0.020 |
| 415.00 | 21.88 | 15.90 | 23.00 | 16.78 | 28 | 44 | 83.0% | -0.604 | 0.0126 | -1.929 | 0.142 | -0.022 |
| 417.50 | 24.89 | 18.40 | 25.00 | 20.24 | 633 | 636 | 87.1% | -0.627 | 0.0118 | -1.989 | 0.139 | -0.023 |
| 420.00 | 23.90 | 19.40 | 26.00 | 18.74 | 10 | 226 | 83.1% | -0.664 | 0.0119 | -1.825 | 0.134 | -0.024 |
| 422.50 | 31.70 | 21.10 | 28.00 | 27.13 | 8 | 25 | 84.0% | -0.690 | 0.0114 | -1.781 | 0.130 | -0.025 |
| 425.00 | 30.70 | 22.90 | 30.00 | 25.06 | 12 | 233 | 84.9% | -0.714 | 0.0109 | -1.732 | 0.125 | -0.026 |
| 427.50 | 18.77 | 24.70 | 32.00 | 13.14 | 2 | 19 | 85.5% | -0.738 | 0.0104 | -1.667 | 0.120 | -0.027 |
| 430.00 | 34.53 | 25.80 | 34.00 | 25.43 | 1 | 165 | 83.2% | -0.769 | 0.0100 | -1.513 | 0.112 | -0.028 |
| 432.50 | 30.72 | 28.90 | 36.00 | 21.72 | 5 | 21 | 87.8% | -0.778 | 0.0092 | -1.561 | 0.109 | -0.028 |
| 435.00 | 32.79 | 30.40 | 38.00 | 21.69 | 5 | 65 | 86.2% | -0.803 | 0.0087 | -1.422 | 0.102 | -0.029 |
| 437.50 | 41.77 | 32.00 | 40.00 | 33.57 | 14 | 5 | 84.5% | -0.828 | 0.0082 | -1.275 | 0.094 | -0.030 |
| 440.00 | 42.00 | 34.10 | 42.00 | 30.15 | 4 | 228 | 84.4% | -0.847 | 0.0076 | -1.178 | 0.087 | -0.031 |
| 442.50 | 31.31 | 36.20 | 44.00 | 21.31 | 5 | 12 | 83.9% | -0.865 | 0.0070 | -1.070 | 0.080 | -0.032 |
| 445.00 | 50.45 | 38.70 | 46.00 | 39.35 | 1 | 20 | 85.0% | -0.877 | 0.0065 | -1.010 | 0.075 | -0.033 |
| 450.00 | 35.65 | 43.80 | 51.00 | 18.95 | 1 | 1,096 | 92.1% | -0.885 | 0.0057 | -1.047 | 0.071 | -0.033 |
| 452.50 | 14.20 | 45.70 | 53.00 | 0.00 | 1 | 4 | 89.5% | -0.904 | 0.0052 | -0.883 | 0.063 | -0.034 |
| 455.00 | 16.30 | 48.20 | 55.00 | 0.00 | 3 | 22 | 89.6% | -0.915 | 0.0047 | -0.807 | 0.057 | -0.035 |
| 460.00 | 19.10 | 51.90 | 60.00 | 0.00 | 24 | 101 | 86.9% | -0.940 | 0.0037 | -0.583 | 0.044 | -0.036 |
| 462.50 | 26.70 | 55.40 | 62.00 | 0.00 | 0 | 6 | 93.2% | -0.934 | 0.0037 | -0.679 | 0.047 | -0.036 |
| 465.00 | 28.40 | 57.10 | 65.00 | 0.00 | 0 | 5 | 93.9% | -0.941 | 0.0034 | -0.627 | 0.043 | -0.036 |
| 467.50 | 29.70 | 59.10 | 67.00 | 0.00 | 0 | 1 | 88.5% | -0.958 | 0.0028 | -0.433 | 0.033 | -0.037 |
| 470.00 | 24.50 | 62.30 | 70.00 | 0.00 | 11 | 168 | 100.7% | -0.941 | 0.0032 | -0.670 | 0.043 | -0.037 |
| 475.00 | 72.40 | 67.20 | 74.00 | 41.00 | 1 | 2 | 96.9% | -0.960 | 0.0024 | -0.457 | 0.032 | -0.038 |
| 480.00 | 32.59 | 71.70 | 79.00 | 0.00 | 1 | 31 | 96.8% | -0.969 | 0.0019 | -0.354 | 0.025 | -0.038 |
| 490.00 | 65.05 | 82.20 | 89.00 | 0.00 | 2 | 17 | 111.3% | -0.966 | 0.0019 | -0.463 | 0.028 | -0.039 |
| 500.00 | 50.00 | 92.50 | 99.00 | 0.00 | 4 | 167 | 123.5% | -0.965 | 0.0017 | -0.529 | 0.028 | -0.040 |
| 510.00 | 104.64 | 100.70 | 109.00 | 0.00 | 4 | 7 | 107.4% | -0.989 | 0.0007 | -0.126 | 0.010 | -0.042 |
| 520.00 | 112.70 | 112.50 | 122.00 | 0.00 | 20 | 16 | 166.9% | -0.941 | 0.0019 | -1.141 | 0.043 | -0.041 |
| 530.00 | 154.40 | 121.20 | 132.00 | 0.00 | 2 | 1 | 165.9% | -0.956 | 0.0015 | -0.892 | 0.034 | -0.042 |
| 540.00 | 79.80 | 132.00 | 142.00 | 0.00 | 2 | 1 | 181.3% | -0.951 | 0.0015 | -1.059 | 0.037 | -0.043 |
| 550.00 | 141.80 | 141.00 | 152.00 | 0.00 | 2 | 0 | 181.1% | -0.962 | 0.0012 | -0.859 | 0.031 | -0.044 |
| 560.00 | 189.00 | 151.40 | 162.00 | 0.00 | 3 | 0 | 192.9% | -0.960 | 0.0012 | -0.946 | 0.031 | -0.045 |
| 580.00 | 188.10 | 170.90 | 182.00 | 0.00 | 0 | 0 | 203.8% | -0.967 | 0.0010 | -0.845 | 0.027 | -0.047 |
| 600.00 | 148.57 | 191.10 | 202.00 | 0.00 | 0 | 0 | 220.6% | -0.968 | 0.0009 | -0.892 | 0.026 | -0.048 |
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.