CIEN
Ciena CorporationClose $554.76EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 210.00 | 237.50 | 336.90 | 353.00 | 0.00 | 0 | 1 | 413.7% | 1.000 | 0.0000 | -0.092 | 0.001 | 0.011 |
| 225.00 | 224.60 | 321.90 | 338.00 | 0.00 | 0 | 1 | 385.5% | 1.000 | 0.0000 | -0.093 | 0.001 | 0.012 |
| 310.00 | 137.30 | 237.00 | 253.00 | 0.00 | 0 | 1 | 263.5% | 0.999 | 0.0000 | -0.130 | 0.001 | 0.017 |
| 320.00 | 209.11 | 226.40 | 241.00 | 0.00 | 1 | 2 | 437.9% | 0.969 | 0.0004 | -3.215 | 0.029 | 0.016 |
| 350.00 | 128.15 | 197.00 | 210.90 | 0.00 | 1 | 0 | 377.2% | 0.963 | 0.0005 | -3.151 | 0.033 | 0.018 |
| 380.00 | 121.40 | 168.00 | 182.00 | 0.00 | 1 | 1 | 178.3% | 0.998 | 0.0001 | -0.143 | 0.002 | 0.021 |
| 390.00 | 135.12 | 157.00 | 171.30 | 0.00 | 1 | 1 | 310.3% | 0.951 | 0.0008 | -3.300 | 0.042 | 0.020 |
| 400.00 | 149.85 | 147.00 | 160.90 | 0.00 | 3 | 1 | 287.8% | 0.950 | 0.0009 | -3.102 | 0.043 | 0.020 |
| 410.00 | 88.80 | 137.00 | 151.00 | 0.00 | 0 | 22 | 272.3% | 0.945 | 0.0010 | -3.134 | 0.045 | 0.021 |
| 415.00 | 146.18 | 132.00 | 146.00 | 0.00 | 2 | 17 | 263.9% | 0.943 | 0.0010 | -3.125 | 0.047 | 0.021 |
| 420.00 | 81.60 | 127.00 | 141.00 | 0.00 | 22 | 27 | 255.6% | 0.941 | 0.0011 | -3.115 | 0.048 | 0.021 |
| 425.00 | 69.30 | 122.00 | 136.00 | 0.00 | 16 | 26 | 247.4% | 0.939 | 0.0012 | -3.106 | 0.049 | 0.021 |
| 430.00 | 106.10 | 117.00 | 131.10 | 0.00 | 2 | 27 | 240.4% | 0.936 | 0.0013 | -3.139 | 0.051 | 0.021 |
| 435.00 | 97.00 | 112.00 | 126.20 | 0.00 | 2 | 3 | 233.4% | 0.933 | 0.0014 | -3.172 | 0.054 | 0.022 |
| 440.00 | 132.39 | 107.00 | 121.60 | 0.00 | 1 | 5 | 229.5% | 0.927 | 0.0015 | -3.330 | 0.057 | 0.022 |
| 445.00 | 87.21 | 102.00 | 116.20 | 0.00 | 1 | 4 | 217.2% | 0.927 | 0.0016 | -3.144 | 0.057 | 0.022 |
| 450.00 | 129.25 | 100.00 | 109.90 | 0.00 | 2 | 12 | 102.1% | 0.998 | 0.0002 | -0.134 | 0.003 | 0.025 |
| 455.00 | 54.30 | 96.00 | 105.00 | 0.00 | 4 | 7 | 120.1% | 0.989 | 0.0006 | -0.420 | 0.012 | 0.025 |
| 460.00 | 113.06 | 91.00 | 100.90 | 0.00 | 1 | 27 | 125.4% | 0.981 | 0.0009 | -0.659 | 0.019 | 0.025 |
| 465.00 | 87.61 | 86.00 | 95.90 | -32.77 | 10 | 10 | 119.4% | 0.979 | 0.0010 | -0.660 | 0.020 | 0.025 |
| 470.00 | 74.09 | 81.00 | 90.90 | 0.00 | 2 | 61 | 113.5% | 0.978 | 0.0011 | -0.661 | 0.021 | 0.025 |
| 475.00 | 58.80 | 77.00 | 85.80 | 0.00 | 71 | 72 | 115.5% | 0.969 | 0.0015 | -0.892 | 0.029 | 0.025 |
| 477.50 | 75.41 | 74.00 | 83.90 | 12.48 | 10 | 21 | 113.2% | 0.967 | 0.0016 | -0.917 | 0.030 | 0.025 |
| 480.00 | 65.26 | 72.00 | 81.70 | 0.00 | 11 | 59 | 115.9% | 0.958 | 0.0019 | -1.113 | 0.037 | 0.025 |
| 485.00 | 40.62 | 67.00 | 76.90 | 0.00 | 11 | 42 | 110.8% | 0.954 | 0.0021 | -1.158 | 0.040 | 0.025 |
| 487.50 | 74.00 | 65.00 | 74.80 | 23.00 | 1 | 22 | 113.1% | 0.944 | 0.0024 | -1.367 | 0.046 | 0.025 |
| 490.00 | 72.01 | 63.00 | 72.30 | 14.77 | 10 | 41 | 112.6% | 0.937 | 0.0027 | -1.477 | 0.051 | 0.025 |
| 492.50 | 55.77 | 61.00 | 70.10 | 0.00 | 16 | 22 | 113.5% | 0.928 | 0.0029 | -1.649 | 0.056 | 0.025 |
| 495.00 | 53.35 | 58.00 | 67.80 | 0.00 | 4 | 6 | 108.5% | 0.928 | 0.0031 | -1.578 | 0.056 | 0.025 |
| 500.00 | 58.70 | 54.00 | 63.20 | 8.66 | 18 | 56 | 108.2% | 0.910 | 0.0037 | -1.859 | 0.067 | 0.025 |
| 505.00 | 24.85 | 50.00 | 56.80 | 0.00 | 3 | 5 | 99.2% | 0.906 | 0.0041 | -1.756 | 0.069 | 0.025 |
| 510.00 | 58.70 | 46.00 | 52.80 | 31.20 | 1 | 9 | 100.3% | 0.880 | 0.0049 | -2.118 | 0.082 | 0.024 |
| 515.00 | 41.30 | 42.00 | 49.60 | 2.28 | 3 | 33 | 103.0% | 0.845 | 0.0056 | -2.568 | 0.098 | 0.023 |
| 517.50 | 55.50 | 40.00 | 48.10 | 29.20 | 1 | 12 | 104.2% | 0.827 | 0.0060 | -2.783 | 0.105 | 0.023 |
| 520.00 | 41.90 | 38.00 | 46.10 | 21.30 | 23 | 40 | 103.3% | 0.813 | 0.0063 | -2.901 | 0.110 | 0.023 |
| 525.00 | 41.70 | 34.00 | 41.40 | 10.93 | 2 | 65 | 98.8% | 0.786 | 0.0072 | -2.999 | 0.120 | 0.022 |
| 527.50 | 38.80 | 32.50 | 40.10 | 8.80 | 1 | 17 | 101.0% | 0.763 | 0.0075 | -3.249 | 0.127 | 0.021 |
| 530.00 | 38.25 | 31.00 | 37.50 | 9.66 | 3 | 36 | 99.0% | 0.746 | 0.0079 | -3.299 | 0.132 | 0.021 |
| 532.50 | 28.30 | 29.00 | 36.40 | 0.00 | 7 | 6 | 99.7% | 0.724 | 0.0082 | -3.464 | 0.137 | 0.020 |
| 535.00 | 39.00 | 27.50 | 35.40 | 13.43 | 6 | 58 | 101.7% | 0.699 | 0.0083 | -3.678 | 0.143 | 0.020 |
| 540.00 | 27.70 | 24.00 | 31.20 | 3.83 | 34 | 82 | 97.7% | 0.660 | 0.0091 | -3.715 | 0.150 | 0.019 |
| 542.50 | 17.66 | 22.00 | 29.60 | 0.00 | 3 | 6 | 96.0% | 0.638 | 0.0095 | -3.734 | 0.154 | 0.018 |
| 545.00 | 28.65 | 21.50 | 27.60 | 9.63 | 8 | 56 | 97.0% | 0.613 | 0.0096 | -3.849 | 0.157 | 0.017 |
| 547.50 | 23.07 | 19.00 | 26.40 | 4.07 | 2 | 12 | 94.6% | 0.590 | 0.0100 | -3.812 | 0.160 | 0.017 |
| 550.00 | 19.24 | 18.00 | 25.10 | -0.59 | 15 | 94 | 95.5% | 0.564 | 0.0100 | -3.896 | 0.162 | 0.016 |
| 552.50 | 20.17 | 17.70 | 23.70 | 6.67 | 2 | 5 | 97.7% | 0.538 | 0.0099 | -4.014 | 0.163 | 0.015 |
| 555.00 | 18.50 | 15.00 | 22.00 | 1.77 | 23 | 31 | 92.8% | 0.513 | 0.0105 | -3.831 | 0.164 | 0.015 |
| 557.50 | 22.00 | 14.30 | 21.40 | 6.25 | 12 | 18 | 95.4% | 0.488 | 0.0102 | -3.937 | 0.164 | 0.014 |
| 560.00 | 15.75 | 14.50 | 19.60 | -0.25 | 103 | 286 | 97.0% | 0.463 | 0.0100 | -3.987 | 0.163 | 0.013 |
| 562.50 | 14.70 | 12.00 | 18.60 | 4.70 | 6 | 8 | 93.7% | 0.436 | 0.0102 | -3.813 | 0.162 | 0.013 |
| 565.00 | 13.70 | 11.40 | 17.40 | 1.90 | 40 | 71 | 94.3% | 0.411 | 0.0100 | -3.791 | 0.160 | 0.012 |
| 567.50 | 12.53 | 11.60 | 16.30 | 0.23 | 5 | 660 | 96.9% | 0.391 | 0.0096 | -3.845 | 0.158 | 0.011 |
| 570.00 | 12.10 | 10.20 | 15.80 | 0.10 | 40 | 39 | 96.8% | 0.367 | 0.0095 | -3.767 | 0.155 | 0.011 |
| 572.50 | 13.00 | 8.30 | 15.70 | 3.00 | 2 | 14 | 96.2% | 0.343 | 0.0093 | -3.655 | 0.151 | 0.010 |
| 575.00 | 12.90 | 7.50 | 13.00 | 2.90 | 3 | 62 | 91.3% | 0.311 | 0.0094 | -3.331 | 0.145 | 0.009 |
| 577.50 | 9.55 | 6.20 | 12.90 | 0.20 | 2 | 32 | 91.7% | 0.290 | 0.0091 | -3.239 | 0.140 | 0.008 |
| 580.00 | 9.90 | 6.10 | 13.00 | 0.90 | 32 | 127 | 95.8% | 0.278 | 0.0085 | -3.316 | 0.138 | 0.008 |
| 582.50 | 9.40 | 6.10 | 11.10 | 1.70 | 54 | 80 | 94.4% | 0.255 | 0.0083 | -3.124 | 0.132 | 0.007 |
| 585.00 | 8.90 | 6.50 | 10.50 | 1.90 | 57 | 90 | 97.6% | 0.243 | 0.0078 | -3.154 | 0.129 | 0.007 |
| 587.50 | 6.60 | 4.80 | 10.80 | -0.99 | 9 | 643 | 97.2% | 0.224 | 0.0075 | -3.001 | 0.123 | 0.007 |
| 590.00 | 7.00 | 4.50 | 8.80 | 0.00 | 25 | 109 | 93.7% | 0.198 | 0.0072 | -2.686 | 0.114 | 0.006 |
| 592.50 | 6.86 | 4.10 | 9.30 | 2.54 | 5 | 17 | 97.5% | 0.191 | 0.0068 | -2.739 | 0.112 | 0.006 |
| 595.00 | 6.04 | 3.90 | 8.20 | 0.58 | 3 | 44 | 96.6% | 0.174 | 0.0065 | -2.554 | 0.105 | 0.005 |
| 597.50 | 10.17 | 4.10 | 7.50 | 4.70 | 28 | 29 | 98.2% | 0.163 | 0.0061 | -2.495 | 0.101 | 0.005 |
| 600.00 | 4.82 | 3.30 | 6.60 | 0.65 | 122 | 140 | 95.4% | 0.142 | 0.0057 | -2.210 | 0.092 | 0.004 |
| 602.50 | 4.89 | 2.15 | 6.50 | 0.56 | 7 | 108 | 93.8% | 0.125 | 0.0053 | -1.988 | 0.084 | 0.004 |
| 605.00 | 4.08 | 2.35 | 5.80 | 0.72 | 3 | 107 | 94.8% | 0.116 | 0.0050 | -1.903 | 0.080 | 0.003 |
| 607.50 | 14.98 | 2.00 | 5.50 | 0.00 | 20 | 21 | 95.0% | 0.105 | 0.0047 | -1.782 | 0.075 | 0.003 |
| 610.00 | 3.80 | 2.00 | 5.20 | -0.20 | 9 | 74 | 96.5% | 0.099 | 0.0044 | -1.729 | 0.071 | 0.003 |
| 612.50 | 27.21 | 0.75 | 5.00 | 0.00 | 0 | 2 | 92.7% | 0.080 | 0.0039 | -1.421 | 0.061 | 0.002 |
| 615.00 | 6.57 | 1.35 | 4.40 | 3.97 | 26 | 115 | 95.4% | 0.078 | 0.0037 | -1.426 | 0.060 | 0.002 |
| 617.50 | 2.35 | 1.10 | 4.20 | 0.00 | 5 | 9 | 95.7% | 0.070 | 0.0034 | -1.328 | 0.055 | 0.002 |
| 620.00 | 2.50 | 1.00 | 4.00 | 0.77 | 16 | 31 | 96.7% | 0.065 | 0.0032 | -1.262 | 0.052 | 0.002 |
| 622.50 | 2.31 | 1.00 | 3.80 | 0.69 | 10 | 175 | 98.1% | 0.061 | 0.0030 | -1.218 | 0.050 | 0.002 |
| 625.00 | 2.16 | 0.40 | 3.90 | 0.31 | 14 | 223 | 97.7% | 0.054 | 0.0027 | -1.100 | 0.045 | 0.002 |
| 627.50 | 17.55 | 0.00 | 4.10 | 0.00 | 0 | 1 | 98.9% | 0.050 | 0.0025 | -1.052 | 0.042 | 0.001 |
| 630.00 | 2.33 | 0.35 | 3.50 | 1.28 | 65 | 39 | 99.7% | 0.046 | 0.0024 | -0.992 | 0.040 | 0.001 |
| 632.50 | 12.50 | 0.00 | 3.50 | 0.00 | 0 | 1 | 99.7% | 0.041 | 0.0022 | -0.905 | 0.036 | 0.001 |
| 635.00 | 1.75 | 0.10 | 3.10 | -9.25 | 33 | 2 | 99.8% | 0.037 | 0.0020 | -0.829 | 0.033 | 0.001 |
| 637.50 | 1.30 | 0.00 | 2.95 | 0.00 | 36 | 84 | 100.2% | 0.033 | 0.0018 | -0.765 | 0.030 | 0.001 |
| 640.00 | 1.21 | 0.10 | 3.10 | -0.74 | 23 | 87 | 104.2% | 0.035 | 0.0018 | -0.829 | 0.032 | 0.001 |
| 642.50 | 1.20 | 0.20 | 2.40 | -3.70 | 34 | 35 | 101.7% | 0.028 | 0.0015 | -0.674 | 0.026 | 0.001 |
| 645.00 | 4.50 | 0.05 | 2.30 | 0.00 | 90 | 33 | 101.6% | 0.025 | 0.0014 | -0.608 | 0.024 | 0.001 |
| 650.00 | 0.85 | 0.80 | 3.70 | 0.05 | 152 | 129 | 121.8% | 0.044 | 0.0019 | -1.161 | 0.038 | 0.001 |
| 652.50 | 1.05 | 0.00 | 2.05 | 0.00 | 166 | 79 | 104.8% | 0.020 | 0.0011 | -0.527 | 0.020 | 0.001 |
| 657.50 | 0.90 | 0.00 | 1.90 | 0.00 | 97 | 44 | 107.1% | 0.018 | 0.0010 | -0.485 | 0.018 | 0.001 |
| 660.00 | 0.60 | 0.00 | 1.80 | 0.00 | 158 | 164 | 108.0% | 0.017 | 0.0009 | -0.458 | 0.017 | 0.000 |
| 662.50 | 0.83 | 0.00 | 1.75 | 0.00 | 66 | 32 | 109.3% | 0.016 | 0.0009 | -0.444 | 0.016 | 0.000 |
| 665.00 | 0.45 | 0.05 | 1.70 | -0.45 | 78 | 29 | 111.1% | 0.015 | 0.0008 | -0.443 | 0.016 | 0.000 |
| 667.50 | 0.55 | 0.00 | 1.65 | 0.00 | 82 | 53 | 111.8% | 0.014 | 0.0008 | -0.416 | 0.015 | 0.000 |
| 670.00 | 0.55 | 0.00 | 1.75 | -2.08 | 1 | 25 | 114.8% | 0.015 | 0.0008 | -0.442 | 0.015 | 0.000 |
| 675.00 | 0.80 | 0.00 | 1.70 | 0.00 | 2 | 3 | 117.8% | 0.014 | 0.0007 | -0.427 | 0.014 | 0.000 |
| 680.00 | 6.30 | 0.00 | 4.00 | 0.00 | 2 | 21 | 143.3% | 0.031 | 0.0012 | -1.035 | 0.029 | 0.001 |
| 682.50 | 2.25 | 0.00 | 1.30 | 0.00 | 164 | 50 | 117.7% | 0.010 | 0.0005 | -0.319 | 0.011 | 0.000 |
| 685.00 | 1.52 | 0.00 | 1.40 | 0.00 | 1 | 1,520 | 120.9% | 0.010 | 0.0006 | -0.345 | 0.011 | 0.000 |
| 687.50 | 0.22 | 0.00 | 2.75 | 0.00 | 3 | 4 | 138.3% | 0.021 | 0.0009 | -0.705 | 0.020 | 0.001 |
| 690.00 | 0.06 | 0.00 | 1.35 | 0.00 | 1 | 65 | 123.5% | 0.010 | 0.0005 | -0.330 | 0.011 | 0.000 |
| 695.00 | 1.80 | 0.00 | 1.30 | 0.00 | 48 | 20 | 126.1% | 0.009 | 0.0005 | -0.316 | 0.010 | 0.000 |
| 697.50 | 5.87 | 0.00 | 1.30 | 0.00 | 0 | 1 | 127.7% | 0.009 | 0.0005 | -0.315 | 0.010 | 0.000 |
| 700.00 | 1.23 | 0.00 | 3.10 | 0.00 | 12 | 20 | 150.8% | 0.021 | 0.0008 | -0.795 | 0.021 | 0.001 |
| 702.50 | 1.75 | 0.00 | 4.70 | 0.00 | 16 | 41 | 166.1% | 0.032 | 0.0010 | -1.215 | 0.029 | 0.001 |
| 705.00 | 0.10 | 0.00 | 1.20 | 0.00 | 3 | 19 | 131.0% | 0.008 | 0.0004 | -0.287 | 0.009 | 0.000 |
| 707.50 | 1.10 | 0.00 | 1.25 | 0.00 | 16 | 51 | 133.4% | 0.008 | 0.0004 | -0.300 | 0.009 | 0.000 |
| 710.00 | 0.10 | 0.00 | 1.40 | 0.00 | 5 | 141 | 137.5% | 0.009 | 0.0004 | -0.339 | 0.010 | 0.000 |
| 712.50 | 0.10 | 0.00 | 1.25 | 0.00 | 2 | 18 | 136.6% | 0.008 | 0.0004 | -0.299 | 0.009 | 0.000 |
| 715.00 | 8.40 | 0.00 | 1.20 | 0.00 | 0 | 1 | 137.3% | 0.007 | 0.0004 | -0.285 | 0.008 | 0.000 |
| 720.00 | 0.10 | 0.00 | 3.00 | 0.05 | 18 | 41 | 163.9% | 0.018 | 0.0007 | -0.763 | 0.019 | 0.001 |
| 722.50 | 0.50 | 0.00 | 1.15 | 0.00 | 4 | 92 | 141.1% | 0.007 | 0.0003 | -0.271 | 0.008 | 0.000 |
| 727.50 | 0.50 | 0.00 | 1.15 | 0.00 | 2 | 51 | 144.1% | 0.006 | 0.0003 | -0.270 | 0.007 | 0.000 |
| 730.00 | 0.50 | 0.00 | 1.15 | 0.00 | 1 | 20 | 145.7% | 0.006 | 0.0003 | -0.269 | 0.007 | 0.000 |
| 732.50 | 2.20 | 0.00 | 1.15 | 0.00 | 0 | 2 | 147.2% | 0.006 | 0.0003 | -0.269 | 0.007 | 0.000 |
| 735.00 | 0.25 | 0.00 | 1.00 | 0.00 | 1 | 29 | 145.6% | 0.005 | 0.0003 | -0.229 | 0.006 | 0.000 |
| 737.50 | 0.30 | 0.00 | 2.60 | 0.00 | 2 | 22 | 171.3% | 0.015 | 0.0005 | -0.652 | 0.015 | 0.000 |
| 740.00 | 0.25 | 0.00 | 4.80 | 0.00 | 1 | 45 | 194.2% | 0.027 | 0.0008 | -1.236 | 0.025 | 0.001 |
| 750.00 | 0.05 | 0.00 | 1.10 | 0.00 | 170 | 177 | 156.4% | 0.005 | 0.0002 | -0.252 | 0.006 | 0.000 |
| 760.00 | 0.30 | 0.00 | 4.80 | 0.00 | 1 | 4 | 207.9% | 0.025 | 0.0007 | -1.232 | 0.024 | 0.001 |
| 770.00 | 2.10 | 0.00 | 4.80 | 0.00 | 10 | 12 | 214.6% | 0.024 | 0.0006 | -1.231 | 0.023 | 0.001 |
| 780.00 | 3.41 | 0.00 | 4.80 | 0.00 | 3 | 13 | 221.0% | 0.023 | 0.0006 | -1.228 | 0.022 | 0.001 |
| 790.00 | 0.20 | 0.00 | 0.05 | 0.00 | 1 | 47 | 128.1% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 210.00 | 0.32 | 0.00 | 1.35 | 0.11 | 1 | 30 | 482.6% | -0.002 | 0.0000 | -0.296 | 0.002 | -0.000 |
| 230.00 | 2.39 | 0.00 | 0.10 | 0.00 | 0 | 5 | 330.5% | -0.000 | 0.0000 | -0.013 | 0.000 | -0.000 |
| 235.00 | 0.32 | 0.00 | 4.80 | 0.11 | 3 | 25 | 526.1% | -0.008 | 0.0001 | -1.206 | 0.009 | -0.000 |
| 240.00 | 0.35 | 0.00 | 0.10 | 0.00 | 32 | 37 | 315.6% | -0.000 | 0.0000 | -0.014 | 0.000 | -0.000 |
| 250.00 | 0.05 | 0.00 | 4.80 | 0.04 | 36 | 267 | 491.8% | -0.009 | 0.0001 | -1.208 | 0.010 | -0.000 |
| 255.00 | 0.21 | 0.00 | 4.80 | -3.59 | 24 | 1 | 480.9% | -0.009 | 0.0001 | -1.209 | 0.010 | -0.000 |
| 260.00 | 0.32 | 0.00 | 4.80 | -0.72 | 33 | 0 | 470.1% | -0.009 | 0.0001 | -1.209 | 0.010 | -0.000 |
| 265.00 | 0.29 | 0.00 | 4.80 | -1.76 | 34 | 4 | 459.6% | -0.010 | 0.0001 | -1.211 | 0.011 | -0.000 |
| 270.00 | 0.26 | 0.00 | 4.80 | -0.58 | 33 | 1 | 449.3% | -0.010 | 0.0001 | -1.212 | 0.011 | -0.000 |
| 275.00 | 0.21 | 0.00 | 0.45 | -2.25 | 61 | 3 | 310.7% | -0.001 | 0.0000 | -0.084 | 0.001 | -0.000 |
| 280.00 | 0.28 | 0.00 | 0.10 | -0.82 | 46 | 80 | 260.2% | -0.000 | 0.0000 | -0.014 | 0.000 | -0.000 |
| 290.00 | 0.31 | 0.00 | 0.10 | -1.65 | 62 | 6 | 247.7% | -0.000 | 0.0000 | -0.014 | 0.000 | -0.000 |
| 295.00 | 0.34 | 0.00 | 4.80 | -1.75 | 33 | 7 | 400.2% | -0.011 | 0.0002 | -1.215 | 0.012 | -0.000 |
| 300.00 | 0.28 | 0.00 | 4.80 | 0.23 | 34 | 21 | 390.9% | -0.012 | 0.0002 | -1.217 | 0.012 | -0.000 |
| 310.00 | 0.30 | 0.00 | 4.80 | -1.58 | 34 | 3 | 372.7% | -0.012 | 0.0002 | -1.218 | 0.013 | -0.000 |
| 315.00 | 0.35 | 0.00 | 4.80 | -2.15 | 33 | 5 | 363.8% | -0.013 | 0.0002 | -1.219 | 0.013 | -0.000 |
| 320.00 | 0.05 | 0.00 | 0.10 | 0.02 | 519 | 8 | 212.5% | -0.000 | 0.0000 | -0.014 | 0.000 | -0.000 |
| 325.00 | 2.30 | 0.00 | 4.80 | 0.00 | 11 | 13 | 346.4% | -0.013 | 0.0002 | -1.221 | 0.014 | -0.000 |
| 330.00 | 0.09 | 0.00 | 4.80 | 0.00 | 4 | 94 | 337.8% | -0.014 | 0.0003 | -1.221 | 0.014 | -0.000 |
| 332.50 | 0.56 | 0.00 | 4.80 | 0.00 | 0 | 17 | 333.6% | -0.014 | 0.0003 | -1.222 | 0.015 | -0.000 |
| 335.00 | 0.05 | 0.00 | 4.80 | 0.00 | 2 | 5 | 329.4% | -0.014 | 0.0003 | -1.222 | 0.015 | -0.000 |
| 340.00 | 0.08 | 0.00 | 4.80 | 0.00 | 4 | 13 | 321.2% | -0.015 | 0.0003 | -1.224 | 0.015 | -0.000 |
| 345.00 | 1.26 | 0.00 | 4.80 | 0.00 | 11 | 27 | 313.0% | -0.015 | 0.0003 | -1.224 | 0.016 | -0.001 |
| 347.50 | 1.32 | 0.00 | 4.80 | 0.00 | 8 | 10 | 308.9% | -0.015 | 0.0003 | -1.224 | 0.016 | -0.001 |
| 350.00 | 0.09 | 0.00 | 0.20 | -0.06 | 23 | 87 | 192.6% | -0.000 | 0.0000 | -0.034 | 0.001 | -0.000 |
| 355.00 | 2.40 | 0.00 | 4.80 | 0.00 | 1 | 7 | 296.9% | -0.016 | 0.0003 | -1.225 | 0.017 | -0.001 |
| 360.00 | 0.03 | 0.00 | 4.80 | -0.02 | 3 | 15 | 289.1% | -0.017 | 0.0003 | -1.226 | 0.017 | -0.001 |
| 365.00 | 0.25 | 0.00 | 4.80 | 0.00 | 44 | 170 | 281.3% | -0.017 | 0.0004 | -1.226 | 0.017 | -0.001 |
| 367.50 | 0.31 | 0.00 | 4.80 | 0.19 | 3 | 86 | 277.4% | -0.017 | 0.0004 | -1.227 | 0.018 | -0.001 |
| 370.00 | 0.28 | 0.00 | 1.20 | -2.11 | 14 | 35 | 214.7% | -0.004 | 0.0001 | -0.277 | 0.005 | -0.000 |
| 372.50 | 0.15 | 0.00 | 2.90 | 0.00 | 1 | 5 | 244.7% | -0.011 | 0.0003 | -0.727 | 0.012 | -0.000 |
| 375.00 | 0.33 | 0.00 | 0.90 | -2.09 | 24 | 24 | 199.9% | -0.003 | 0.0001 | -0.201 | 0.004 | -0.000 |
| 380.00 | 0.05 | 0.00 | 0.95 | -0.11 | 4 | 16 | 195.4% | -0.004 | 0.0001 | -0.215 | 0.004 | -0.000 |
| 382.50 | 3.20 | 0.00 | 1.20 | 0.00 | 1 | 9 | 199.2% | -0.005 | 0.0002 | -0.280 | 0.006 | -0.000 |
| 385.00 | 3.25 | 0.00 | 1.45 | 0.00 | 1 | 23 | 202.0% | -0.006 | 0.0002 | -0.345 | 0.007 | -0.000 |
| 390.00 | 0.05 | 0.00 | 1.00 | -0.10 | 8 | 29 | 184.9% | -0.004 | 0.0002 | -0.229 | 0.005 | -0.000 |
| 395.00 | 0.37 | 0.00 | 1.45 | 0.00 | 10 | 36 | 189.6% | -0.006 | 0.0002 | -0.347 | 0.007 | -0.000 |
| 397.50 | 0.42 | 0.00 | 1.25 | 0.00 | 3 | 13 | 182.1% | -0.006 | 0.0002 | -0.295 | 0.006 | -0.000 |
| 400.00 | 0.64 | 0.00 | 1.30 | 0.00 | 8 | 218 | 180.3% | -0.006 | 0.0002 | -0.309 | 0.007 | -0.000 |
| 405.00 | 0.53 | 0.00 | 1.60 | 0.00 | 2 | 1 | 180.3% | -0.008 | 0.0003 | -0.388 | 0.009 | -0.000 |
| 410.00 | 0.95 | 0.00 | 1.55 | 0.00 | 1 | 72 | 173.3% | -0.008 | 0.0003 | -0.376 | 0.009 | -0.000 |
| 412.50 | 0.50 | 0.00 | 1.60 | 0.00 | 19 | 20 | 171.2% | -0.008 | 0.0003 | -0.390 | 0.009 | -0.000 |
| 415.00 | 0.40 | 0.00 | 1.80 | 0.00 | 2 | 15 | 171.6% | -0.009 | 0.0004 | -0.444 | 0.010 | -0.000 |
| 420.00 | 0.70 | 0.00 | 1.55 | 0.00 | 4 | 12 | 161.4% | -0.008 | 0.0003 | -0.378 | 0.009 | -0.000 |
| 425.00 | 1.45 | 0.00 | 1.80 | 0.00 | 33 | 48 | 159.6% | -0.010 | 0.0004 | -0.446 | 0.011 | -0.000 |
| 430.00 | 1.00 | 0.00 | 2.05 | 0.00 | 31 | 84 | 157.2% | -0.012 | 0.0005 | -0.513 | 0.013 | -0.000 |
| 432.50 | 1.35 | 0.00 | 4.80 | 0.00 | 175 | 86 | 183.5% | -0.029 | 0.0009 | -1.228 | 0.027 | -0.001 |
| 435.00 | 3.30 | 0.00 | 4.80 | 0.00 | 16 | 30 | 180.1% | -0.029 | 0.0009 | -1.228 | 0.027 | -0.001 |
| 440.00 | 1.81 | 0.15 | 3.30 | 0.00 | 55 | 132 | 161.1% | -0.022 | 0.0008 | -0.882 | 0.022 | -0.001 |
| 445.00 | 2.16 | 0.00 | 3.40 | 0.00 | 55 | 63 | 154.2% | -0.023 | 0.0009 | -0.869 | 0.023 | -0.001 |
| 447.50 | 2.20 | 0.00 | 3.60 | 0.00 | 2 | 14 | 152.9% | -0.025 | 0.0009 | -0.920 | 0.024 | -0.001 |
| 450.00 | 0.90 | 0.10 | 2.20 | -1.45 | 26 | 508 | 136.4% | -0.017 | 0.0007 | -0.583 | 0.017 | -0.001 |
| 452.50 | 1.70 | 0.00 | 2.35 | 0.00 | 2 | 23 | 134.0% | -0.018 | 0.0008 | -0.596 | 0.018 | -0.001 |
| 455.00 | 2.60 | 0.00 | 2.60 | 0.00 | 10 | 93 | 133.7% | -0.020 | 0.0009 | -0.661 | 0.020 | -0.001 |
| 457.50 | 4.09 | 0.00 | 4.80 | 0.00 | 2 | 32 | 149.8% | -0.036 | 0.0013 | -1.221 | 0.033 | -0.001 |
| 460.00 | 1.00 | 0.10 | 1.60 | -1.50 | 61 | 259 | 117.5% | -0.014 | 0.0007 | -0.427 | 0.015 | -0.000 |
| 462.50 | 1.61 | 0.00 | 2.20 | -2.94 | 162 | 34 | 120.5% | -0.018 | 0.0009 | -0.559 | 0.019 | -0.001 |
| 465.00 | 1.47 | 0.30 | 2.65 | -4.53 | 3 | 45 | 125.0% | -0.025 | 0.0011 | -0.753 | 0.024 | -0.001 |
| 467.50 | 1.89 | 0.10 | 2.35 | -1.04 | 28 | 21 | 117.2% | -0.022 | 0.0011 | -0.624 | 0.021 | -0.001 |
| 470.00 | 1.15 | 1.00 | 1.50 | -7.07 | 48 | 132 | 114.7% | -0.023 | 0.0012 | -0.637 | 0.022 | -0.001 |
| 472.50 | 3.64 | 0.05 | 4.00 | -2.13 | 8 | 3 | 124.6% | -0.037 | 0.0016 | -1.029 | 0.033 | -0.001 |
| 475.00 | 1.82 | 0.05 | 5.00 | -3.84 | 45 | 108 | 128.3% | -0.046 | 0.0018 | -1.271 | 0.040 | -0.001 |
| 480.00 | 1.90 | 1.20 | 2.40 | -3.60 | 59 | 166 | 111.8% | -0.036 | 0.0017 | -0.914 | 0.033 | -0.001 |
| 482.50 | 0.97 | 0.60 | 5.20 | -5.53 | 6 | 3 | 122.9% | -0.057 | 0.0023 | -1.437 | 0.047 | -0.002 |
| 485.00 | 2.45 | 0.90 | 2.85 | -4.05 | 3 | 83 | 106.6% | -0.040 | 0.0020 | -0.949 | 0.036 | -0.001 |
| 487.50 | 7.50 | 1.15 | 3.10 | 0.00 | 55 | 30 | 106.8% | -0.047 | 0.0022 | -1.068 | 0.040 | -0.001 |
| 490.00 | 3.66 | 1.50 | 2.95 | -4.09 | 29 | 107 | 104.8% | -0.050 | 0.0024 | -1.113 | 0.043 | -0.002 |
| 492.50 | 3.20 | 1.40 | 5.20 | -8.91 | 1 | 688 | 113.6% | -0.072 | 0.0029 | -1.597 | 0.056 | -0.002 |
| 495.00 | 3.70 | 1.80 | 6.60 | -5.10 | 16 | 138 | 118.8% | -0.090 | 0.0033 | -1.969 | 0.067 | -0.003 |
| 497.50 | 13.80 | 2.40 | 6.40 | 0.00 | 3 | 52 | 117.0% | -0.096 | 0.0035 | -2.040 | 0.070 | -0.003 |
| 500.00 | 4.80 | 2.90 | 6.40 | -5.20 | 48 | 364 | 115.4% | -0.104 | 0.0038 | -2.126 | 0.074 | -0.003 |
| 502.50 | 4.32 | 2.50 | 6.70 | -7.72 | 1 | 47 | 111.3% | -0.107 | 0.0040 | -2.092 | 0.075 | -0.003 |
| 505.00 | 6.00 | 2.70 | 6.90 | -14.86 | 11 | 680 | 109.2% | -0.114 | 0.0043 | -2.154 | 0.079 | -0.004 |
| 507.50 | 6.45 | 2.40 | 7.50 | -8.25 | 1 | 7 | 106.6% | -0.121 | 0.0046 | -2.193 | 0.083 | -0.004 |
| 510.00 | 5.66 | 5.00 | 8.60 | -20.84 | 30 | 110 | 116.6% | -0.154 | 0.0050 | -2.825 | 0.097 | -0.005 |
| 512.50 | 17.75 | 4.50 | 8.20 | 0.00 | 4 | 32 | 109.3% | -0.153 | 0.0053 | -2.643 | 0.097 | -0.005 |
| 515.00 | 6.37 | 5.00 | 9.90 | -7.52 | 39 | 205 | 112.8% | -0.175 | 0.0056 | -2.971 | 0.106 | -0.006 |
| 517.50 | 9.58 | 5.00 | 12.00 | -7.19 | 1 | 52 | 115.4% | -0.195 | 0.0058 | -3.255 | 0.113 | -0.006 |
| 520.00 | 9.00 | 5.20 | 11.70 | -7.00 | 24 | 253 | 110.7% | -0.202 | 0.0062 | -3.192 | 0.116 | -0.006 |
| 522.50 | 8.35 | 6.40 | 10.00 | -21.20 | 19 | 30 | 104.8% | -0.208 | 0.0067 | -3.067 | 0.118 | -0.007 |
| 525.00 | 9.00 | 7.10 | 10.90 | -13.42 | 11 | 241 | 105.3% | -0.227 | 0.0070 | -3.240 | 0.124 | -0.007 |
| 527.50 | 7.73 | 7.30 | 15.00 | -10.37 | 10 | 193 | 113.3% | -0.259 | 0.0070 | -3.751 | 0.133 | -0.008 |
| 530.00 | 12.20 | 6.00 | 13.70 | -8.80 | 56 | 47 | 101.1% | -0.258 | 0.0078 | -3.332 | 0.133 | -0.008 |
| 532.50 | 33.85 | 9.10 | 16.00 | 0.00 | 2 | 71 | 111.5% | -0.294 | 0.0075 | -3.925 | 0.142 | -0.009 |
| 535.00 | 10.01 | 9.90 | 15.00 | -32.99 | 10 | 105 | 105.9% | -0.307 | 0.0081 | -3.797 | 0.144 | -0.010 |
| 537.50 | 33.20 | 9.60 | 18.00 | 0.00 | 2 | 2 | 108.0% | -0.331 | 0.0082 | -3.997 | 0.149 | -0.011 |
| 540.00 | 11.90 | 11.60 | 18.10 | -25.61 | 28 | 83 | 108.3% | -0.352 | 0.0083 | -4.102 | 0.152 | -0.011 |
| 542.50 | 17.79 | 12.60 | 19.60 | 1.69 | 3 | 7 | 109.3% | -0.375 | 0.0084 | -4.228 | 0.156 | -0.012 |
| 545.00 | 34.25 | 12.00 | 19.90 | 0.00 | 1 | 12 | 102.9% | -0.392 | 0.0091 | -4.033 | 0.158 | -0.013 |
| 547.50 | 49.88 | 14.60 | 21.90 | 0.00 | 1 | 4 | 108.8% | -0.418 | 0.0087 | -4.335 | 0.160 | -0.013 |
| 550.00 | 16.10 | 15.40 | 23.00 | -35.78 | 3 | 35 | 107.6% | -0.440 | 0.0089 | -4.328 | 0.162 | -0.014 |
| 552.50 | 17.78 | 16.60 | 23.10 | -23.07 | 4 | 5 | 104.7% | -0.462 | 0.0092 | -4.238 | 0.163 | -0.015 |
| 555.00 | 21.30 | 18.00 | 25.00 | -25.59 | 3 | 78 | 106.6% | -0.485 | 0.0091 | -4.328 | 0.164 | -0.016 |
| 557.50 | 19.10 | 19.30 | 27.00 | -12.50 | 1 | 6 | 108.2% | -0.507 | 0.0090 | -4.395 | 0.164 | -0.016 |
| 560.00 | 24.21 | 20.40 | 26.50 | -30.69 | 4 | 36 | 102.8% | -0.533 | 0.0094 | -4.161 | 0.163 | -0.017 |
| 562.50 | 61.75 | 22.00 | 28.50 | 0.00 | 2 | 11 | 104.7% | -0.554 | 0.0092 | -4.211 | 0.162 | -0.018 |
| 565.00 | 60.45 | 22.80 | 30.70 | 0.00 | 4 | 24 | 104.9% | -0.577 | 0.0091 | -4.177 | 0.161 | -0.019 |
| 567.50 | 32.37 | 24.80 | 32.00 | 0.00 | 0 | 28 | 105.6% | -0.598 | 0.0089 | -4.153 | 0.159 | -0.020 |
| 570.00 | 68.61 | 26.20 | 34.00 | 0.00 | 6 | 46 | 106.4% | -0.619 | 0.0087 | -4.120 | 0.157 | -0.020 |
| 572.50 | 31.50 | 27.60 | 35.00 | 0.00 | 56 | 29 | 104.4% | -0.643 | 0.0087 | -3.952 | 0.153 | -0.021 |
| 575.00 | 53.88 | 29.10 | 37.00 | 0.00 | 2 | 19 | 104.9% | -0.663 | 0.0085 | -3.889 | 0.150 | -0.022 |
| 577.50 | 33.02 | 30.70 | 39.00 | 0.00 | 1 | 1 | 105.6% | -0.682 | 0.0082 | -3.819 | 0.147 | -0.022 |
| 580.00 | 61.80 | 32.50 | 40.00 | 0.00 | 3 | 64 | 103.8% | -0.705 | 0.0081 | -3.630 | 0.142 | -0.023 |
| 582.50 | 27.80 | 34.00 | 42.00 | -9.65 | 2 | 8 | 103.7% | -0.724 | 0.0079 | -3.510 | 0.137 | -0.024 |
| 585.00 | 45.70 | 36.20 | 44.00 | 0.00 | 0 | 1 | 105.4% | -0.738 | 0.0075 | -3.469 | 0.134 | -0.024 |
| 587.50 | 38.50 | 37.60 | 46.00 | -8.54 | 1 | 1 | 104.6% | -0.758 | 0.0073 | -3.303 | 0.128 | -0.025 |
| 590.00 | 70.40 | 39.70 | 48.00 | 0.00 | 1 | 27 | 105.7% | -0.772 | 0.0070 | -3.223 | 0.124 | -0.026 |
| 595.00 | 40.82 | 42.80 | 51.00 | 0.00 | 0 | 1 | 100.6% | -0.816 | 0.0064 | -2.690 | 0.109 | -0.027 |
| 600.00 | 43.42 | 48.20 | 55.00 | 0.00 | 1 | 4 | 105.2% | -0.833 | 0.0058 | -2.646 | 0.103 | -0.028 |
| 605.00 | 50.26 | 50.90 | 60.00 | 0.39 | 6 | 4 | 103.4% | -0.862 | 0.0052 | -2.273 | 0.090 | -0.029 |
| 607.50 | 51.61 | 53.20 | 62.00 | 0.00 | 1 | 1 | 103.8% | -0.873 | 0.0049 | -2.156 | 0.086 | -0.030 |
| 610.00 | 53.42 | 55.20 | 64.00 | 0.00 | 39 | 21 | 102.8% | -0.886 | 0.0046 | -1.971 | 0.079 | -0.030 |
| 612.50 | 54.97 | 59.00 | 66.00 | 0.00 | 1 | 1 | 108.9% | -0.882 | 0.0044 | -2.143 | 0.081 | -0.030 |
| 622.50 | 88.00 | 66.40 | 75.00 | 0.00 | 31 | 16 | 103.9% | -0.927 | 0.0032 | -1.405 | 0.057 | -0.032 |
| 640.00 | 116.90 | 82.80 | 91.00 | 0.00 | 7 | 8 | 105.1% | -0.964 | 0.0018 | -0.785 | 0.033 | -0.034 |
| 650.00 | 96.00 | 92.40 | 101.00 | -1.00 | 3 | 3 | 110.5% | -0.971 | 0.0015 | -0.680 | 0.027 | -0.035 |
| 652.50 | 98.10 | 94.20 | 103.00 | 0.00 | 1 | 1 | 101.4% | -0.983 | 0.0010 | -0.362 | 0.017 | -0.035 |
| 700.00 | 135.40 | 140.20 | 153.00 | 0.00 | 6 | 20 | 147.1% | -0.981 | 0.0008 | -0.612 | 0.019 | -0.038 |
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.