CMI
Cummins Inc.Close $669.87EOD onlyThis page reflects CMI 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 140.00 | 479.70 | 527.80 | 531.80 | 0.00 | 1 | 1 | 273.3% | 0.992 | 0.0000 | -0.205 | 0.040 | 0.105 |
| 150.00 | 408.90 | 384.70 | 388.70 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.018 | 0.000 | 0.119 |
| 155.00 | 524.90 | 512.80 | 516.80 | 0.00 | 1 | 1 | 255.9% | 0.992 | 0.0000 | -0.206 | 0.043 | 0.117 |
| 160.00 | 521.50 | 507.80 | 511.80 | 0.00 | 0 | 1 | 250.5% | 0.991 | 0.0000 | -0.207 | 0.044 | 0.121 |
| 170.00 | 495.10 | 497.80 | 501.80 | 0.00 | 1 | 2 | 240.2% | 0.991 | 0.0001 | -0.208 | 0.046 | 0.129 |
| 175.00 | 411.50 | 360.00 | 363.90 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.021 | 0.000 | 0.139 |
| 180.00 | 516.00 | 487.80 | 491.80 | 0.00 | 0 | 1 | 230.6% | 0.991 | 0.0001 | -0.208 | 0.047 | 0.136 |
| 185.00 | 286.50 | 360.70 | 364.70 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.022 | 0.000 | 0.146 |
| 195.00 | 502.00 | 472.80 | 476.80 | 0.00 | 1 | 1 | 217.1% | 0.990 | 0.0001 | -0.210 | 0.050 | 0.148 |
| 200.00 | 280.60 | 346.10 | 349.80 | 0.00 | 1 | 1 | 0.0% | 1.000 | 0.0000 | -0.023 | 0.000 | 0.158 |
| 210.00 | 373.50 | 325.30 | 329.30 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.025 | 0.000 | 0.166 |
| 220.00 | 432.80 | 447.80 | 451.80 | 0.00 | 0 | 1 | 197.0% | 0.989 | 0.0001 | -0.211 | 0.055 | 0.167 |
| 230.00 | 434.00 | 437.80 | 441.80 | 0.00 | 1 | 1 | 189.7% | 0.988 | 0.0001 | -0.212 | 0.057 | 0.175 |
| 240.00 | 405.50 | 427.80 | 431.80 | 0.00 | 1 | 2 | 182.6% | 0.988 | 0.0001 | -0.212 | 0.059 | 0.182 |
| 250.00 | 111.84 | 170.70 | 174.10 | 0.00 | 5 | 5 | 0.0% | 1.000 | 0.0000 | -0.029 | 0.000 | 0.198 |
| 260.00 | 418.80 | 407.80 | 411.80 | 0.00 | 1 | 2 | 169.4% | 0.987 | 0.0001 | -0.213 | 0.063 | 0.198 |
| 270.00 | 396.30 | 397.80 | 401.80 | 0.00 | 1 | 2 | 163.2% | 0.987 | 0.0001 | -0.214 | 0.065 | 0.205 |
| 280.00 | 283.40 | 271.00 | 275.40 | 0.00 | 3 | 21 | 0.0% | 1.000 | 0.0000 | -0.033 | 0.000 | 0.222 |
| 290.00 | 377.30 | 377.80 | 381.80 | 0.00 | 1 | 8 | 151.4% | 0.985 | 0.0001 | -0.214 | 0.070 | 0.221 |
| 300.00 | 296.80 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.035 | 0.000 | 0.238 |
| 310.00 | 235.60 | 0.00 | 0.00 | 0.00 | 4 | 0 | 0.0% | 1.000 | 0.0000 | -0.036 | 0.000 | 0.245 |
| 320.00 | 277.10 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.038 | 0.000 | 0.253 |
| 330.00 | 215.30 | 384.00 | 387.90 | 0.00 | 5 | 11 | 305.5% | 0.896 | 0.0003 | -1.826 | 0.342 | 0.171 |
| 340.00 | 338.90 | 327.80 | 331.80 | 0.00 | 10 | 56 | 125.2% | 0.982 | 0.0002 | -0.215 | 0.082 | 0.259 |
| 350.00 | 204.00 | 364.00 | 368.00 | 0.00 | 1 | 25 | 286.1% | 0.887 | 0.0004 | -1.809 | 0.361 | 0.182 |
| 360.00 | 233.30 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.042 | 0.000 | 0.285 |
| 370.00 | 338.80 | 297.80 | 301.80 | 0.00 | 1 | 30 | 111.3% | 0.980 | 0.0002 | -0.215 | 0.090 | 0.281 |
| 380.00 | 306.50 | 287.80 | 291.80 | 0.00 | 1 | 26 | 106.9% | 0.980 | 0.0002 | -0.215 | 0.093 | 0.289 |
| 390.00 | 150.00 | 324.20 | 328.00 | 0.00 | 7 | 24 | 250.7% | 0.869 | 0.0004 | -1.762 | 0.401 | 0.204 |
| 400.00 | 251.10 | 267.80 | 271.70 | 0.00 | 6 | 35 | 97.5% | 0.979 | 0.0003 | -0.207 | 0.097 | 0.304 |
| 410.00 | 263.07 | 257.80 | 261.80 | 0.00 | 1 | 8 | 94.3% | 0.977 | 0.0003 | -0.214 | 0.103 | 0.311 |
| 420.00 | 247.81 | 247.80 | 251.80 | 0.00 | 2 | 13 | 90.3% | 0.976 | 0.0003 | -0.214 | 0.107 | 0.318 |
| 430.00 | 241.52 | 237.80 | 241.50 | 0.00 | 1 | 110 | 83.7% | 0.978 | 0.0003 | -0.193 | 0.100 | 0.328 |
| 440.00 | 230.18 | 227.60 | 231.90 | -1.22 | 2 | 183 | 83.2% | 0.973 | 0.0004 | -0.219 | 0.119 | 0.332 |
| 450.00 | 221.63 | 218.00 | 221.50 | -18.53 | 2 | 11 | 76.3% | 0.976 | 0.0004 | -0.192 | 0.107 | 0.342 |
| 460.00 | 236.90 | 207.90 | 211.50 | 0.00 | 30 | 30 | 72.7% | 0.975 | 0.0004 | -0.192 | 0.112 | 0.350 |
| 470.00 | 216.70 | 198.00 | 202.00 | 0.00 | 1 | 7 | 72.7% | 0.968 | 0.0005 | -0.223 | 0.136 | 0.354 |
| 480.00 | 192.10 | 188.10 | 191.80 | 9.20 | 1 | 39 | 67.7% | 0.969 | 0.0006 | -0.210 | 0.134 | 0.362 |
| 490.00 | 87.33 | 140.40 | 143.20 | 0.00 | 1 | 18 | 0.0% | 1.000 | 0.0000 | -0.058 | 0.000 | 0.388 |
| 500.00 | 213.28 | 168.30 | 172.00 | 0.00 | 1 | 48 | 61.9% | 0.963 | 0.0007 | -0.220 | 0.154 | 0.375 |
| 510.00 | 153.00 | 158.60 | 162.10 | 0.00 | 3 | 16 | 59.0% | 0.959 | 0.0008 | -0.224 | 0.165 | 0.381 |
| 520.00 | 143.40 | 148.90 | 152.50 | 0.00 | 3 | 14 | 57.5% | 0.952 | 0.0009 | -0.244 | 0.189 | 0.384 |
| 530.00 | 165.56 | 139.40 | 143.00 | 0.00 | 26 | 51 | 56.2% | 0.943 | 0.0011 | -0.268 | 0.217 | 0.387 |
| 540.00 | 132.63 | 129.90 | 133.50 | -40.44 | 12 | 512 | 54.6% | 0.933 | 0.0013 | -0.288 | 0.245 | 0.389 |
| 550.00 | 104.03 | 120.50 | 123.80 | 0.00 | 2 | 83 | 52.0% | 0.925 | 0.0014 | -0.297 | 0.267 | 0.393 |
| 560.00 | 114.49 | 111.30 | 114.80 | -39.54 | 4 | 159 | 51.5% | 0.908 | 0.0017 | -0.334 | 0.311 | 0.391 |
| 570.00 | 129.67 | 101.80 | 105.50 | 0.00 | 2 | 0 | 49.6% | 0.894 | 0.0020 | -0.354 | 0.346 | 0.391 |
| 580.00 | 95.00 | 93.30 | 96.90 | -38.50 | 1 | 106 | 49.2% | 0.871 | 0.0023 | -0.394 | 0.397 | 0.386 |
| 590.00 | 87.58 | 84.80 | 88.10 | 0.00 | 1 | 2 | 47.8% | 0.850 | 0.0026 | -0.420 | 0.441 | 0.381 |
| 600.00 | 71.80 | 77.70 | 79.80 | 0.00 | 3 | 331 | 47.0% | 0.822 | 0.0029 | -0.453 | 0.492 | 0.373 |
| 610.00 | 97.20 | 68.70 | 72.00 | 0.00 | 0 | 4 | 46.5% | 0.790 | 0.0033 | -0.490 | 0.545 | 0.362 |
| 620.00 | 61.00 | 61.00 | 64.70 | -21.56 | 4 | 135 | 46.3% | 0.753 | 0.0036 | -0.528 | 0.596 | 0.349 |
| 630.00 | 43.05 | 54.00 | 57.70 | 0.00 | 1 | 6 | 45.9% | 0.714 | 0.0039 | -0.558 | 0.642 | 0.333 |
| 640.00 | 47.00 | 48.60 | 50.70 | 4.10 | 4 | 175 | 45.0% | 0.674 | 0.0042 | -0.575 | 0.681 | 0.318 |
| 650.00 | 40.98 | 42.40 | 44.70 | -6.02 | 1 | 19 | 44.9% | 0.629 | 0.0045 | -0.596 | 0.714 | 0.299 |
| 660.00 | 35.10 | 36.70 | 39.20 | 3.80 | 12 | 374 | 44.8% | 0.582 | 0.0046 | -0.610 | 0.737 | 0.278 |
| 670.00 | 30.20 | 31.50 | 33.20 | 4.70 | 25 | 27 | 43.4% | 0.535 | 0.0048 | -0.600 | 0.750 | 0.258 |
| 680.00 | 25.50 | 26.70 | 28.90 | 3.30 | 24 | 77 | 43.7% | 0.487 | 0.0048 | -0.602 | 0.753 | 0.236 |
| 690.00 | 21.20 | 21.30 | 23.90 | 3.60 | 3 | 61 | 42.5% | 0.437 | 0.0049 | -0.576 | 0.744 | 0.213 |
| 700.00 | 15.00 | 17.80 | 20.30 | 0.20 | 1 | 1,386 | 42.4% | 0.390 | 0.0048 | -0.558 | 0.724 | 0.191 |
| 710.00 | 15.20 | 13.90 | 17.30 | 5.55 | 5 | 104 | 42.6% | 0.346 | 0.0046 | -0.537 | 0.697 | 0.170 |
| 720.00 | 12.10 | 13.00 | 14.50 | 3.90 | 597 | 176 | 42.6% | 0.304 | 0.0043 | -0.507 | 0.661 | 0.150 |
| 730.00 | 10.68 | 10.20 | 11.20 | 3.78 | 257 | 202 | 41.1% | 0.257 | 0.0041 | -0.450 | 0.608 | 0.128 |
| 740.00 | 8.20 | 8.10 | 9.10 | 1.77 | 152 | 31 | 40.9% | 0.219 | 0.0038 | -0.410 | 0.558 | 0.109 |
| 750.00 | 3.99 | 5.30 | 8.00 | 0.00 | 1 | 65 | 42.0% | 0.193 | 0.0035 | -0.390 | 0.518 | 0.097 |
| 760.00 | 3.68 | 3.80 | 6.50 | 0.00 | 1 | 26 | 42.0% | 0.164 | 0.0031 | -0.350 | 0.466 | 0.082 |
| 770.00 | 4.40 | 2.50 | 5.90 | 0.00 | 10 | 20 | 43.4% | 0.147 | 0.0028 | -0.336 | 0.434 | 0.074 |
| 780.00 | 1.55 | 1.90 | 4.20 | 0.00 | 1 | 23 | 41.8% | 0.114 | 0.0024 | -0.272 | 0.365 | 0.058 |
| 790.00 | 2.40 | 1.05 | 4.50 | 0.00 | 1 | 5 | 45.1% | 0.114 | 0.0023 | -0.291 | 0.363 | 0.057 |
| 800.00 | 2.00 | 0.55 | 3.00 | 0.80 | 1 | 1,015 | 42.9% | 0.084 | 0.0019 | -0.222 | 0.291 | 0.042 |
| 810.00 | 1.35 | 0.20 | 3.00 | -1.65 | 3 | 2 | 45.1% | 0.080 | 0.0018 | -0.225 | 0.282 | 0.040 |
| 820.00 | 2.60 | 0.00 | 3.30 | 0.00 | 1 | 3 | 48.4% | 0.082 | 0.0017 | -0.245 | 0.286 | 0.041 |
| 830.00 | 1.90 | 0.00 | 2.75 | 0.00 | 1 | 8 | 48.5% | 0.070 | 0.0015 | -0.217 | 0.254 | 0.035 |
| 840.00 | 1.00 | 0.00 | 2.55 | 0.00 | 30 | 31 | 49.7% | 0.064 | 0.0013 | -0.208 | 0.237 | 0.032 |
| 850.00 | 0.55 | 0.25 | 0.90 | -1.30 | 18 | 24 | 42.7% | 0.029 | 0.0008 | -0.095 | 0.126 | 0.015 |
| 860.00 | 0.70 | 0.00 | 2.40 | 0.00 | 1 | 1 | 53.0% | 0.058 | 0.0012 | -0.203 | 0.218 | 0.029 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 140.00 | 1.15 | 0.00 | 2.00 | 0.00 | 0 | 1 | 247.8% | -0.005 | 0.0000 | -0.110 | 0.026 | -0.003 |
| 145.00 | 2.70 | 0.00 | 2.15 | 0.00 | 1 | 3 | 244.8% | -0.005 | 0.0000 | -0.117 | 0.028 | -0.003 |
| 150.00 | 0.38 | 0.00 | 2.35 | 0.00 | 0 | 1 | 242.5% | -0.006 | 0.0000 | -0.126 | 0.030 | -0.004 |
| 155.00 | 0.93 | 0.00 | 1.80 | 0.00 | 1 | 7 | 228.7% | -0.005 | 0.0000 | -0.101 | 0.026 | -0.003 |
| 160.00 | 4.62 | 0.60 | 3.50 | 0.00 | 0 | 7 | 253.0% | -0.009 | 0.0001 | -0.197 | 0.045 | -0.006 |
| 170.00 | 0.39 | 0.00 | 2.40 | 0.00 | 2 | 21 | 223.5% | -0.006 | 0.0000 | -0.128 | 0.033 | -0.004 |
| 175.00 | 0.55 | 0.00 | 2.50 | 0.00 | 1 | 2 | 220.2% | -0.007 | 0.0000 | -0.132 | 0.035 | -0.004 |
| 180.00 | 0.25 | 0.00 | 2.15 | 0.00 | 3 | 9 | 211.1% | -0.006 | 0.0000 | -0.116 | 0.032 | -0.004 |
| 185.00 | 0.51 | 0.00 | 2.45 | 0.00 | 4 | 3 | 210.8% | -0.007 | 0.0000 | -0.130 | 0.036 | -0.004 |
| 190.00 | 3.10 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 195.00 | 2.80 | 0.05 | 2.15 | 0.00 | 60 | 62 | 199.5% | -0.007 | 0.0000 | -0.118 | 0.035 | -0.004 |
| 200.00 | 0.10 | 0.00 | 2.15 | 0.00 | 1 | 11 | 194.9% | -0.007 | 0.0001 | -0.116 | 0.035 | -0.004 |
| 230.00 | 1.53 | 0.00 | 2.90 | 0.00 | 10 | 11 | 181.3% | -0.009 | 0.0001 | -0.147 | 0.047 | -0.006 |
| 240.00 | 0.30 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 250.00 | 0.25 | 0.00 | 2.15 | 0.00 | 2 | 35 | 160.8% | -0.008 | 0.0001 | -0.114 | 0.041 | -0.005 |
| 260.00 | 0.80 | 0.00 | 2.35 | 0.00 | 4 | 29 | 156.9% | -0.009 | 0.0001 | -0.122 | 0.045 | -0.006 |
| 270.00 | 1.22 | 0.00 | 2.15 | 0.00 | 1 | 11 | 149.1% | -0.009 | 0.0001 | -0.113 | 0.044 | -0.005 |
| 280.00 | 1.27 | 0.00 | 2.15 | 0.00 | 1 | 7 | 143.6% | -0.009 | 0.0001 | -0.113 | 0.046 | -0.006 |
| 290.00 | 0.80 | 0.00 | 2.15 | 0.00 | 1 | 46 | 138.2% | -0.009 | 0.0001 | -0.112 | 0.047 | -0.006 |
| 300.00 | 1.25 | 0.00 | 2.45 | 0.00 | 8 | 38 | 135.7% | -0.011 | 0.0001 | -0.124 | 0.053 | -0.007 |
| 310.00 | 1.55 | 0.00 | 2.95 | 0.00 | 2 | 16 | 134.5% | -0.013 | 0.0001 | -0.144 | 0.062 | -0.008 |
| 320.00 | 3.35 | 0.00 | 3.30 | 0.00 | 1 | 13 | 131.8% | -0.014 | 0.0001 | -0.156 | 0.069 | -0.009 |
| 330.00 | 1.90 | 0.00 | 2.55 | 0.00 | 1 | 28 | 121.7% | -0.012 | 0.0001 | -0.126 | 0.061 | -0.007 |
| 340.00 | 0.19 | 0.00 | 2.20 | -0.30 | 5 | 8 | 114.5% | -0.011 | 0.0001 | -0.111 | 0.057 | -0.007 |
| 350.00 | 1.85 | 0.00 | 2.30 | 0.00 | 1 | 53 | 110.8% | -0.012 | 0.0002 | -0.115 | 0.061 | -0.007 |
| 360.00 | 1.10 | 0.00 | 2.25 | 0.00 | 1 | 13 | 106.1% | -0.013 | 0.0002 | -0.112 | 0.062 | -0.008 |
| 370.00 | 2.80 | 0.00 | 2.75 | 0.00 | 1 | 40 | 105.2% | -0.015 | 0.0002 | -0.131 | 0.073 | -0.009 |
| 380.00 | 0.80 | 0.00 | 2.25 | 0.00 | 3 | 48 | 97.8% | -0.014 | 0.0002 | -0.110 | 0.066 | -0.008 |
| 390.00 | 2.94 | 0.00 | 2.25 | 0.00 | 6 | 17 | 93.8% | -0.014 | 0.0002 | -0.109 | 0.068 | -0.008 |
| 400.00 | 0.85 | 0.00 | 2.30 | 0.00 | 1 | 111 | 90.2% | -0.015 | 0.0002 | -0.110 | 0.072 | -0.009 |
| 410.00 | 6.32 | 0.00 | 2.25 | 0.00 | 18 | 28 | 86.1% | -0.015 | 0.0002 | -0.108 | 0.073 | -0.009 |
| 420.00 | 4.41 | 0.00 | 2.35 | 0.00 | 5 | 54 | 82.9% | -0.017 | 0.0003 | -0.110 | 0.078 | -0.010 |
| 430.00 | 1.23 | 0.00 | 2.40 | 0.00 | 31 | 81 | 79.5% | -0.018 | 0.0003 | -0.111 | 0.082 | -0.010 |
| 440.00 | 1.17 | 0.00 | 2.45 | 0.00 | 26 | 84 | 76.2% | -0.019 | 0.0003 | -0.112 | 0.087 | -0.011 |
| 450.00 | 0.36 | 0.05 | 0.40 | 0.00 | 11 | 96 | 57.2% | -0.005 | 0.0001 | -0.027 | 0.028 | -0.003 |
| 460.00 | 0.50 | 0.00 | 2.60 | 0.00 | 19 | 82 | 69.8% | -0.021 | 0.0004 | -0.115 | 0.097 | -0.012 |
| 470.00 | 1.40 | 0.00 | 2.65 | 0.00 | 1 | 46 | 66.6% | -0.023 | 0.0004 | -0.115 | 0.102 | -0.013 |
| 480.00 | 1.38 | 0.00 | 2.75 | 0.00 | 1 | 30 | 63.6% | -0.025 | 0.0005 | -0.117 | 0.109 | -0.014 |
| 490.00 | 2.97 | 0.05 | 2.90 | 0.00 | 10 | 41 | 61.0% | -0.027 | 0.0005 | -0.122 | 0.118 | -0.015 |
| 500.00 | 0.50 | 0.00 | 1.00 | -0.50 | 8 | 468 | 53.9% | -0.021 | 0.0005 | -0.088 | 0.097 | -0.012 |
| 510.00 | 1.64 | 0.00 | 3.10 | 0.00 | 3 | 75 | 54.9% | -0.031 | 0.0007 | -0.123 | 0.133 | -0.018 |
| 520.00 | 1.94 | 0.00 | 3.60 | 0.00 | 3 | 59 | 53.2% | -0.037 | 0.0008 | -0.137 | 0.152 | -0.021 |
| 530.00 | 1.80 | 0.20 | 3.60 | 0.00 | 5 | 32 | 50.4% | -0.041 | 0.0009 | -0.140 | 0.165 | -0.023 |
| 540.00 | 3.50 | 1.10 | 4.00 | 0.00 | 1 | 523 | 50.2% | -0.053 | 0.0011 | -0.172 | 0.204 | -0.030 |
| 550.00 | 3.30 | 1.10 | 4.40 | 0.00 | 1 | 26 | 53.6% | -0.080 | 0.0015 | -0.254 | 0.282 | -0.046 |
| 560.00 | 2.07 | 1.95 | 4.90 | 0.00 | 5 | 191 | 51.4% | -0.091 | 0.0017 | -0.267 | 0.310 | -0.052 |
| 570.00 | 4.56 | 2.90 | 5.90 | 0.00 | 2 | 19 | 50.4% | -0.109 | 0.0020 | -0.297 | 0.353 | -0.062 |
| 580.00 | 5.70 | 5.00 | 7.20 | -0.29 | 1 | 128 | 49.6% | -0.130 | 0.0023 | -0.331 | 0.400 | -0.075 |
| 590.00 | 5.27 | 6.60 | 8.90 | 0.00 | 5 | 15 | 49.2% | -0.156 | 0.0026 | -0.371 | 0.453 | -0.090 |
| 600.00 | 9.19 | 8.40 | 11.00 | -0.21 | 1 | 162 | 49.0% | -0.186 | 0.0029 | -0.412 | 0.506 | -0.107 |
| 610.00 | 11.00 | 10.50 | 12.20 | -0.20 | 1 | 106 | 46.7% | -0.211 | 0.0033 | -0.421 | 0.545 | -0.121 |
| 620.00 | 13.70 | 12.90 | 15.10 | 0.00 | 7 | 131 | 46.8% | -0.249 | 0.0036 | -0.461 | 0.598 | -0.143 |
| 630.00 | 16.80 | 15.80 | 18.00 | -1.30 | 3 | 177 | 46.2% | -0.287 | 0.0039 | -0.488 | 0.643 | -0.166 |
| 640.00 | 20.40 | 19.20 | 21.50 | -1.90 | 9 | 44 | 46.0% | -0.329 | 0.0042 | -0.513 | 0.683 | -0.191 |
| 650.00 | 23.90 | 23.00 | 25.70 | -2.11 | 2 | 62 | 46.1% | -0.373 | 0.0044 | -0.535 | 0.715 | -0.218 |
| 660.00 | 28.40 | 27.20 | 29.90 | -1.40 | 3 | 54 | 45.5% | -0.418 | 0.0045 | -0.543 | 0.737 | -0.245 |
| 670.00 | 32.90 | 31.80 | 34.50 | -3.71 | 12 | 137 | 45.0% | -0.465 | 0.0047 | -0.541 | 0.750 | -0.273 |
| 680.00 | 39.10 | 37.10 | 39.50 | 6.60 | 5 | 207 | 44.3% | -0.512 | 0.0048 | -0.531 | 0.753 | -0.302 |
| 690.00 | 36.31 | 41.80 | 45.60 | 0.00 | 1 | 12 | 44.5% | -0.558 | 0.0047 | -0.523 | 0.745 | -0.332 |
| 700.00 | 62.00 | 48.20 | 51.80 | 0.00 | 2 | 41 | 44.3% | -0.604 | 0.0046 | -0.502 | 0.728 | -0.361 |
| 710.00 | 52.31 | 55.00 | 58.50 | 0.00 | 10 | 83 | 44.2% | -0.647 | 0.0045 | -0.477 | 0.701 | -0.389 |
| 720.00 | 44.90 | 62.10 | 65.60 | 0.00 | 1 | 141 | 44.0% | -0.689 | 0.0043 | -0.445 | 0.668 | -0.417 |
| 740.00 | 192.30 | 202.40 | 206.30 | 0.00 | 1 | 0 | 210.4% | -0.447 | 0.0010 | -2.649 | 0.747 | -0.397 |
| 760.00 | 169.10 | 94.40 | 98.20 | 0.00 | 0 | 1 | 45.2% | -0.816 | 0.0031 | -0.316 | 0.502 | -0.510 |
| 780.00 | 129.10 | 112.50 | 116.20 | 0.00 | 1 | 1 | 46.5% | -0.858 | 0.0026 | -0.260 | 0.425 | -0.547 |
| 800.00 | 162.40 | 131.70 | 135.10 | 0.00 | 1 | 1 | 48.8% | -0.884 | 0.0021 | -0.224 | 0.368 | -0.576 |
| 820.00 | 129.70 | 151.30 | 154.40 | 0.00 | 1 | 1 | 51.5% | -0.903 | 0.0018 | -0.199 | 0.325 | -0.601 |
| 830.00 | 140.30 | 160.10 | 164.20 | 0.00 | 1 | 4 | 53.1% | -0.909 | 0.0016 | -0.192 | 0.309 | -0.612 |
| 840.00 | 172.00 | 170.10 | 174.00 | -10.40 | 1 | 1 | 54.6% | -0.915 | 0.0015 | -0.184 | 0.294 | -0.623 |
| 850.00 | 182.00 | 180.10 | 184.30 | 8.30 | 1 | 2 | 57.7% | -0.913 | 0.0014 | -0.203 | 0.298 | -0.630 |
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.