COST
Costco Wholesale CorporationClose $920.65EOD onlyThis page reflects COST 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 590.00 | 309.74 | 327.50 | 334.85 | 0.00 | 0 | 2 | 130.8% | 0.995 | 0.0001 | -0.252 | 0.020 | 0.112 |
| 600.00 | 299.61 | 317.55 | 324.70 | 0.00 | 0 | 1 | 124.7% | 0.995 | 0.0001 | -0.237 | 0.019 | 0.114 |
| 620.00 | 278.04 | 297.45 | 304.80 | 0.00 | 1 | 1 | 116.1% | 0.995 | 0.0001 | -0.238 | 0.020 | 0.118 |
| 650.00 | 248.44 | 267.55 | 273.10 | 0.00 | 1 | 1 | 134.0% | 0.976 | 0.0003 | -0.770 | 0.073 | 0.120 |
| 660.00 | 238.32 | 257.50 | 263.40 | 0.00 | 0 | 2 | 131.9% | 0.972 | 0.0004 | -0.837 | 0.081 | 0.121 |
| 800.00 | 106.00 | 117.70 | 124.00 | 0.00 | 2 | 2 | 68.8% | 0.937 | 0.0014 | -0.861 | 0.158 | 0.142 |
| 810.00 | 109.17 | 107.75 | 114.95 | 0.00 | 2 | 2 | 68.4% | 0.920 | 0.0017 | -1.010 | 0.189 | 0.141 |
| 820.00 | 94.40 | 97.65 | 104.65 | -7.38 | 4 | 3 | 62.3% | 0.919 | 0.0019 | -0.942 | 0.192 | 0.142 |
| 830.00 | 88.38 | 87.65 | 93.45 | 0.00 | 2 | 3 | 52.1% | 0.931 | 0.0020 | -0.720 | 0.169 | 0.146 |
| 840.00 | 75.00 | 77.75 | 83.05 | -2.93 | 4 | 4 | 45.7% | 0.932 | 0.0022 | -0.635 | 0.167 | 0.149 |
| 850.00 | 71.58 | 67.70 | 73.25 | 0.00 | 6 | 6 | 42.0% | 0.921 | 0.0027 | -0.653 | 0.187 | 0.149 |
| 855.00 | 60.00 | 62.70 | 68.70 | 0.00 | 2 | 5 | 41.6% | 0.908 | 0.0031 | -0.715 | 0.211 | 0.147 |
| 860.00 | 51.63 | 57.85 | 63.20 | 0.00 | 0 | 1 | 37.2% | 0.914 | 0.0033 | -0.625 | 0.201 | 0.149 |
| 865.00 | 52.18 | 52.85 | 58.70 | 8.36 | 1 | 5 | 36.8% | 0.897 | 0.0038 | -0.690 | 0.228 | 0.147 |
| 870.00 | 38.20 | 47.85 | 55.05 | 0.00 | 1 | 12 | 38.8% | 0.863 | 0.0044 | -0.860 | 0.279 | 0.142 |
| 875.00 | 33.33 | 42.95 | 48.65 | 0.00 | 1 | 2 | 31.7% | 0.884 | 0.0048 | -0.653 | 0.248 | 0.147 |
| 880.00 | 39.10 | 38.10 | 44.85 | 0.90 | 7 | 14 | 32.9% | 0.849 | 0.0056 | -0.790 | 0.299 | 0.141 |
| 885.00 | 30.62 | 33.75 | 40.30 | -7.19 | 40 | 10 | 31.5% | 0.828 | 0.0063 | -0.816 | 0.325 | 0.139 |
| 890.00 | 30.50 | 29.40 | 35.00 | 0.40 | 11 | 61 | 27.9% | 0.820 | 0.0074 | -0.752 | 0.334 | 0.138 |
| 892.50 | 28.75 | 26.50 | 33.60 | -0.80 | 2 | 2 | 29.3% | 0.790 | 0.0077 | -0.849 | 0.367 | 0.133 |
| 895.00 | 21.82 | 24.60 | 31.75 | -4.43 | 14 | 51 | 29.3% | 0.769 | 0.0081 | -0.891 | 0.388 | 0.130 |
| 897.50 | 20.98 | 22.00 | 27.00 | -10.64 | 6 | 5 | 22.4% | 0.806 | 0.0096 | -0.647 | 0.351 | 0.137 |
| 900.00 | 24.10 | 20.70 | 24.80 | 1.70 | 33 | 117 | 21.7% | 0.787 | 0.0105 | -0.658 | 0.370 | 0.134 |
| 902.50 | 14.55 | 18.70 | 23.80 | -8.90 | 2 | 44 | 23.6% | 0.742 | 0.0107 | -0.772 | 0.412 | 0.127 |
| 905.00 | 19.10 | 17.60 | 21.60 | 0.61 | 17 | 115 | 22.7% | 0.722 | 0.0116 | -0.768 | 0.428 | 0.123 |
| 907.50 | 14.95 | 14.95 | 19.45 | 0.45 | 7 | 5 | 21.7% | 0.699 | 0.0126 | -0.762 | 0.444 | 0.120 |
| 910.00 | 14.63 | 14.20 | 17.25 | 0.35 | 161 | 122 | 20.6% | 0.674 | 0.0137 | -0.746 | 0.459 | 0.116 |
| 912.50 | 14.45 | 13.60 | 15.10 | 1.30 | 58 | 21 | 19.4% | 0.646 | 0.0150 | -0.727 | 0.474 | 0.111 |
| 915.00 | 13.00 | 12.25 | 14.00 | 0.67 | 192 | 320 | 20.2% | 0.604 | 0.0150 | -0.772 | 0.491 | 0.104 |
| 917.50 | 11.00 | 11.00 | 12.00 | 1.21 | 99 | 51 | 19.1% | 0.569 | 0.0162 | -0.742 | 0.501 | 0.098 |
| 920.00 | 10.07 | 9.45 | 10.35 | 0.87 | 285 | 226 | 18.4% | 0.529 | 0.0169 | -0.724 | 0.507 | 0.091 |
| 925.00 | 7.60 | 7.30 | 8.05 | 0.75 | 461 | 279 | 18.5% | 0.445 | 0.0168 | -0.712 | 0.504 | 0.077 |
| 930.00 | 5.60 | 4.60 | 6.25 | 0.30 | 335 | 475 | 18.8% | 0.365 | 0.0157 | -0.681 | 0.479 | 0.063 |
| 935.00 | 4.05 | 3.80 | 4.20 | -0.15 | 169 | 336 | 17.8% | 0.280 | 0.0149 | -0.575 | 0.429 | 0.049 |
| 940.00 | 2.78 | 2.65 | 2.97 | -0.02 | 286 | 214 | 17.7% | 0.211 | 0.0128 | -0.489 | 0.369 | 0.037 |
| 945.00 | 2.09 | 1.80 | 2.05 | -0.25 | 254 | 487 | 17.7% | 0.154 | 0.0105 | -0.399 | 0.303 | 0.027 |
| 950.00 | 1.30 | 1.14 | 1.59 | -0.20 | 222 | 611 | 18.5% | 0.118 | 0.0084 | -0.346 | 0.253 | 0.021 |
| 955.00 | 0.74 | 0.66 | 0.90 | -0.35 | 120 | 189 | 17.7% | 0.073 | 0.0062 | -0.232 | 0.178 | 0.013 |
| 960.00 | 0.63 | 0.35 | 0.66 | -0.05 | 76 | 278 | 18.2% | 0.053 | 0.0047 | -0.186 | 0.138 | 0.009 |
| 965.00 | 0.34 | 0.25 | 0.55 | -0.19 | 32 | 109 | 19.2% | 0.042 | 0.0037 | -0.163 | 0.115 | 0.007 |
| 970.00 | 0.13 | 0.14 | 0.49 | -0.20 | 242 | 157 | 20.4% | 0.036 | 0.0030 | -0.150 | 0.100 | 0.006 |
| 975.00 | 0.20 | 0.14 | 0.26 | -0.03 | 51 | 77 | 19.8% | 0.020 | 0.0019 | -0.089 | 0.062 | 0.004 |
| 980.00 | 0.15 | 0.09 | 0.37 | -0.05 | 48 | 117 | 22.5% | 0.025 | 0.0020 | -0.121 | 0.074 | 0.004 |
| 985.00 | 0.11 | 0.08 | 0.11 | -0.09 | 14 | 84 | 20.0% | 0.008 | 0.0009 | -0.042 | 0.029 | 0.001 |
| 990.00 | 0.13 | 0.02 | 0.17 | 0.01 | 10 | 203 | 22.6% | 0.011 | 0.0010 | -0.063 | 0.038 | 0.002 |
| 995.00 | 0.05 | 0.00 | 0.10 | -0.12 | 20 | 36 | 22.3% | 0.007 | 0.0007 | -0.039 | 0.024 | 0.001 |
| 1000.00 | 0.08 | 0.05 | 0.08 | -0.04 | 73 | 251 | 22.9% | 0.005 | 0.0005 | -0.032 | 0.019 | 0.001 |
| 1005.00 | 0.12 | 0.00 | 0.12 | -0.02 | 3 | 26 | 25.4% | 0.007 | 0.0006 | -0.046 | 0.025 | 0.001 |
| 1010.00 | 0.07 | 0.02 | 0.12 | -0.01 | 7 | 54 | 26.6% | 0.007 | 0.0006 | -0.046 | 0.024 | 0.001 |
| 1015.00 | 0.06 | 0.01 | 0.11 | -0.02 | 2 | 55 | 27.5% | 0.006 | 0.0005 | -0.043 | 0.021 | 0.001 |
| 1020.00 | 0.04 | 0.01 | 0.11 | -0.02 | 4 | 73 | 28.8% | 0.006 | 0.0004 | -0.043 | 0.021 | 0.001 |
| 1025.00 | 0.06 | 0.00 | 0.15 | 0.00 | 5 | 46 | 31.1% | 0.007 | 0.0005 | -0.057 | 0.025 | 0.001 |
| 1030.00 | 0.12 | 0.01 | 0.11 | -0.28 | 1 | 77 | 31.2% | 0.005 | 0.0004 | -0.043 | 0.019 | 0.001 |
| 1035.00 | 0.03 | 0.01 | 0.07 | -0.08 | 9 | 88 | 30.7% | 0.003 | 0.0003 | -0.028 | 0.013 | 0.001 |
| 1040.00 | 0.06 | 0.00 | 0.17 | 0.00 | 10 | 120 | 35.3% | 0.007 | 0.0004 | -0.064 | 0.025 | 0.001 |
| 1045.00 | 0.04 | 0.00 | 0.07 | -0.02 | 15 | 33 | 32.9% | 0.003 | 0.0002 | -0.028 | 0.012 | 0.001 |
| 1050.00 | 0.04 | 0.00 | 1.70 | 0.00 | 5 | 58 | 54.4% | 0.045 | 0.0014 | -0.472 | 0.120 | 0.008 |
| 1055.00 | 0.10 | 0.00 | 1.89 | 0.00 | 10 | 31 | 50.0% | 0.028 | 0.0010 | -0.291 | 0.081 | 0.005 |
| 1060.00 | 0.06 | 0.00 | 0.10 | 0.01 | 8 | 24 | 37.6% | 0.004 | 0.0002 | -0.040 | 0.015 | 0.001 |
| 1065.00 | 0.23 | 0.00 | 3.15 | 0.00 | 4 | 25 | 58.0% | 0.039 | 0.0011 | -0.451 | 0.108 | 0.007 |
| 1070.00 | 0.06 | 0.00 | 0.06 | 0.03 | 8 | 128 | 37.7% | 0.002 | 0.0001 | -0.025 | 0.009 | 0.000 |
| 1075.00 | 0.01 | 0.00 | 0.16 | -0.04 | 1 | 64 | 43.2% | 0.005 | 0.0003 | -0.061 | 0.020 | 0.001 |
| 1080.00 | 0.08 | 0.00 | 0.27 | -0.56 | 11 | 28 | 47.3% | 0.008 | 0.0004 | -0.099 | 0.029 | 0.001 |
| 1085.00 | 0.09 | 0.01 | 0.09 | -0.50 | 2 | 56 | 42.6% | 0.003 | 0.0002 | -0.036 | 0.012 | 0.001 |
| 1090.00 | 0.03 | 0.01 | 0.05 | -0.01 | 11 | 33 | 41.0% | 0.002 | 0.0001 | -0.021 | 0.007 | 0.000 |
| 1095.00 | 1.05 | 0.00 | 0.25 | 0.97 | 1 | 57 | 50.2% | 0.007 | 0.0003 | -0.092 | 0.026 | 0.001 |
| 1100.00 | 0.02 | 0.01 | 0.10 | -0.07 | 3 | 374 | 46.2% | 0.003 | 0.0002 | -0.040 | 0.012 | 0.001 |
| 1105.00 | 0.11 | 0.00 | 0.21 | 0.00 | 6 | 83 | 51.4% | 0.006 | 0.0003 | -0.079 | 0.021 | 0.001 |
| 1110.00 | 0.05 | 0.00 | 0.09 | 0.00 | 62 | 100 | 47.8% | 0.003 | 0.0001 | -0.036 | 0.011 | 0.000 |
| 1115.00 | 0.02 | 0.01 | 0.05 | -0.04 | 8 | 102 | 45.9% | 0.001 | 0.0001 | -0.021 | 0.006 | 0.000 |
| 1120.00 | 0.05 | 0.01 | 0.09 | -0.03 | 69 | 114 | 49.8% | 0.003 | 0.0001 | -0.037 | 0.010 | 0.000 |
| 1125.00 | 0.05 | 0.01 | 0.09 | -0.05 | 264 | 177 | 50.8% | 0.003 | 0.0001 | -0.037 | 0.010 | 0.000 |
| 1130.00 | 0.01 | 0.00 | 0.05 | -0.04 | 31 | 108 | 48.8% | 0.001 | 0.0001 | -0.021 | 0.006 | 0.000 |
| 1135.00 | 0.01 | 0.00 | 0.08 | -0.01 | 8 | 89 | 52.1% | 0.002 | 0.0001 | -0.033 | 0.009 | 0.000 |
| 1140.00 | 0.07 | 0.00 | 0.10 | 0.00 | 4 | 139 | 50.8% | 0.001 | 0.0001 | -0.021 | 0.006 | 0.000 |
| 1145.00 | 0.07 | 0.00 | 0.08 | 0.00 | 6 | 218 | 50.6% | 0.001 | 0.0001 | -0.017 | 0.005 | 0.000 |
| 1150.00 | 0.02 | 0.00 | 0.08 | -0.03 | 8 | 132 | 51.6% | 0.001 | 0.0001 | -0.017 | 0.005 | 0.000 |
| 1160.00 | 0.01 | 0.00 | 0.59 | 0.00 | 7 | 55 | 65.7% | 0.006 | 0.0002 | -0.110 | 0.023 | 0.001 |
| 1170.00 | 0.01 | 0.00 | 0.10 | -0.03 | 7 | 117 | 56.3% | 0.001 | 0.0001 | -0.021 | 0.005 | 0.000 |
| 1180.00 | 0.01 | 0.00 | 0.07 | -0.02 | 2 | 140 | 56.3% | 0.001 | 0.0000 | -0.015 | 0.004 | 0.000 |
| 1190.00 | 0.03 | 0.00 | 0.03 | 0.00 | 1 | 194 | 53.9% | 0.000 | 0.0000 | -0.006 | 0.002 | 0.000 |
| 1200.00 | 0.15 | 0.00 | 0.08 | 0.00 | 1 | 295 | 60.4% | 0.001 | 0.0000 | -0.017 | 0.004 | 0.000 |
| 1210.00 | 0.01 | 0.00 | 0.08 | -0.04 | 4 | 437 | 62.1% | 0.001 | 0.0000 | -0.017 | 0.004 | 0.000 |
| 1220.00 | 0.01 | 0.00 | 0.12 | 0.00 | 1 | 258 | 66.0% | 0.001 | 0.0000 | -0.025 | 0.005 | 0.000 |
| 1230.00 | 0.01 | 0.00 | 0.03 | 0.00 | 79 | 99 | 60.2% | 0.000 | 0.0000 | -0.006 | 0.001 | 0.000 |
| 1240.00 | 0.02 | 0.00 | 0.08 | 0.00 | 5 | 288 | 67.0% | 0.001 | 0.0000 | -0.017 | 0.004 | 0.000 |
| 1250.00 | 0.05 | 0.00 | 0.03 | 0.00 | 11 | 24 | 63.3% | 0.000 | 0.0000 | -0.006 | 0.001 | 0.000 |
| 1260.00 | 0.02 | 0.00 | 0.39 | 0.00 | 4 | 19 | 81.7% | 0.003 | 0.0001 | -0.076 | 0.013 | 0.001 |
| 1270.00 | 0.03 | 0.00 | 0.02 | 0.00 | 0 | 12 | 64.1% | 0.000 | 0.0000 | -0.004 | 0.001 | 0.000 |
| 1280.00 | 0.01 | 0.00 | 0.03 | 0.00 | 3 | 18 | 68.0% | 0.000 | 0.0000 | -0.007 | 0.001 | 0.000 |
| 1290.00 | 0.10 | 0.00 | 0.02 | 0.00 | 16 | 37 | 67.2% | 0.000 | 0.0000 | -0.004 | 0.001 | 0.000 |
| 1300.00 | 0.02 | 0.00 | 0.39 | 0.00 | 1 | 109 | 88.9% | 0.003 | 0.0001 | -0.077 | 0.012 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 540.00 | 0.03 | 0.00 | 0.02 | 0.00 | 2 | 46 | 106.3% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 550.00 | 0.01 | 0.00 | 0.36 | 0.00 | 368 | 200 | 132.0% | -0.002 | 0.0000 | -0.069 | 0.007 | -0.000 |
| 560.00 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 190 | 99.2% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 570.00 | 0.01 | 0.00 | 0.02 | 0.00 | 55 | 291 | 96.1% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 580.00 | 0.01 | 0.00 | 0.36 | 0.00 | 19 | 119 | 119.3% | -0.002 | 0.0000 | -0.068 | 0.008 | -0.000 |
| 590.00 | 0.02 | 0.00 | 0.36 | 0.00 | 3 | 369 | 115.3% | -0.002 | 0.0000 | -0.068 | 0.008 | -0.000 |
| 600.00 | 0.01 | 0.00 | 0.36 | 0.00 | 4 | 209 | 111.3% | -0.002 | 0.0000 | -0.068 | 0.009 | -0.000 |
| 610.00 | 0.01 | 0.00 | 0.36 | -0.03 | 4 | 180 | 107.4% | -0.002 | 0.0001 | -0.068 | 0.009 | -0.000 |
| 620.00 | 0.01 | 0.00 | 0.08 | 0.00 | 38 | 304 | 89.5% | -0.001 | 0.0000 | -0.016 | 0.003 | -0.000 |
| 630.00 | 0.03 | 0.00 | 0.07 | 0.00 | 1 | 213 | 85.2% | -0.001 | 0.0000 | -0.014 | 0.002 | -0.000 |
| 640.00 | 0.01 | 0.00 | 0.08 | -0.04 | 11 | 577 | 82.8% | -0.001 | 0.0000 | -0.016 | 0.003 | -0.000 |
| 650.00 | 0.06 | 0.00 | 0.73 | 0.05 | 3 | 701 | 100.2% | -0.005 | 0.0001 | -0.129 | 0.018 | -0.001 |
| 660.00 | 0.01 | 0.00 | 0.08 | -0.02 | 22 | 170 | 76.2% | -0.001 | 0.0000 | -0.016 | 0.003 | -0.000 |
| 670.00 | 0.01 | 0.00 | 0.10 | 0.00 | 130 | 483 | 74.6% | -0.001 | 0.0000 | -0.020 | 0.004 | -0.000 |
| 680.00 | 0.03 | 0.00 | 0.13 | 0.00 | 5 | 133 | 73.0% | -0.001 | 0.0000 | -0.025 | 0.005 | -0.000 |
| 690.00 | 0.03 | 0.00 | 0.09 | 0.01 | 198 | 60 | 67.6% | -0.001 | 0.0000 | -0.018 | 0.004 | -0.000 |
| 700.00 | 0.01 | 0.00 | 4.90 | -0.07 | 1 | 33 | 109.7% | -0.030 | 0.0005 | -0.670 | 0.086 | -0.006 |
| 710.00 | 0.03 | 0.00 | 0.10 | 0.00 | 2 | 80 | 61.9% | -0.001 | 0.0000 | -0.019 | 0.004 | -0.000 |
| 720.00 | 0.03 | 0.01 | 0.09 | -0.05 | 17 | 75 | 58.8% | -0.001 | 0.0000 | -0.019 | 0.005 | -0.000 |
| 725.00 | 0.02 | 0.00 | 4.90 | 0.00 | 3 | 12 | 97.9% | -0.033 | 0.0006 | -0.656 | 0.094 | -0.006 |
| 730.00 | 0.10 | 0.00 | 4.90 | 0.00 | 1 | 32 | 95.6% | -0.034 | 0.0006 | -0.653 | 0.096 | -0.006 |
| 735.00 | 0.09 | 0.00 | 4.90 | 0.00 | 2 | 34 | 93.3% | -0.035 | 0.0006 | -0.650 | 0.098 | -0.006 |
| 740.00 | 0.10 | 0.00 | 4.90 | 0.00 | 8 | 73 | 91.0% | -0.036 | 0.0007 | -0.646 | 0.100 | -0.007 |
| 745.00 | 0.10 | 0.00 | 4.90 | 0.00 | 4 | 20 | 88.7% | -0.037 | 0.0007 | -0.643 | 0.102 | -0.007 |
| 750.00 | 0.04 | 0.01 | 1.10 | 0.01 | 6 | 70 | 66.5% | -0.011 | 0.0003 | -0.178 | 0.038 | -0.002 |
| 760.00 | 0.10 | 0.00 | 4.90 | 0.00 | 1 | 28 | 81.8% | -0.040 | 0.0008 | -0.632 | 0.109 | -0.007 |
| 770.00 | 0.10 | 0.00 | 4.65 | 0.00 | 5 | 61 | 76.5% | -0.040 | 0.0009 | -0.598 | 0.110 | -0.007 |
| 780.00 | 0.01 | 0.00 | 4.90 | 0.00 | 1 | 31 | 72.8% | -0.044 | 0.0010 | -0.615 | 0.119 | -0.008 |
| 785.00 | 0.04 | 0.00 | 4.25 | 0.00 | 8 | 303 | 68.4% | -0.041 | 0.0010 | -0.544 | 0.112 | -0.008 |
| 790.00 | 0.01 | 0.00 | 3.25 | 0.00 | 7 | 18 | 62.6% | -0.035 | 0.0010 | -0.432 | 0.097 | -0.006 |
| 795.00 | 0.01 | 0.00 | 0.13 | -0.12 | 22 | 19 | 40.8% | -0.004 | 0.0002 | -0.045 | 0.016 | -0.001 |
| 800.00 | 0.05 | 0.01 | 0.08 | 0.03 | 13 | 94 | 37.1% | -0.003 | 0.0002 | -0.028 | 0.011 | -0.000 |
| 805.00 | 0.04 | 0.01 | 0.08 | 0.02 | 13 | 55 | 35.6% | -0.003 | 0.0002 | -0.028 | 0.011 | -0.001 |
| 810.00 | 0.10 | 0.01 | 0.08 | 0.06 | 2 | 21 | 34.2% | -0.003 | 0.0002 | -0.028 | 0.012 | -0.001 |
| 815.00 | 0.10 | 0.01 | 0.02 | 0.08 | 2 | 80 | 28.5% | -0.001 | 0.0001 | -0.008 | 0.004 | -0.000 |
| 820.00 | 0.05 | 0.00 | 0.08 | -0.01 | 4 | 52 | 31.3% | -0.003 | 0.0003 | -0.028 | 0.013 | -0.001 |
| 825.00 | 0.07 | 0.00 | 0.09 | 0.00 | 4 | 40 | 30.2% | -0.004 | 0.0003 | -0.031 | 0.015 | -0.001 |
| 830.00 | 0.06 | 0.00 | 0.09 | 0.01 | 19 | 53 | 28.7% | -0.004 | 0.0003 | -0.031 | 0.015 | -0.001 |
| 835.00 | 0.06 | 0.00 | 0.12 | 0.00 | 3 | 177 | 28.2% | -0.006 | 0.0004 | -0.040 | 0.020 | -0.001 |
| 840.00 | 0.02 | 0.00 | 0.08 | -0.25 | 98 | 309 | 25.4% | -0.004 | 0.0004 | -0.027 | 0.015 | -0.001 |
| 845.00 | 0.09 | 0.00 | 0.11 | -0.11 | 5 | 57 | 24.9% | -0.006 | 0.0005 | -0.036 | 0.021 | -0.001 |
| 850.00 | 0.02 | 0.01 | 0.30 | -0.08 | 57 | 133 | 27.0% | -0.015 | 0.0011 | -0.090 | 0.047 | -0.003 |
| 855.00 | 0.05 | 0.01 | 0.15 | -0.39 | 27 | 77 | 22.8% | -0.009 | 0.0008 | -0.047 | 0.030 | -0.002 |
| 860.00 | 0.09 | 0.05 | 0.13 | -0.02 | 213 | 214 | 20.8% | -0.008 | 0.0008 | -0.041 | 0.028 | -0.001 |
| 865.00 | 0.18 | 0.09 | 0.23 | -0.12 | 123 | 98 | 21.0% | -0.014 | 0.0014 | -0.068 | 0.046 | -0.003 |
| 870.00 | 0.16 | 0.01 | 0.21 | -0.27 | 160 | 160 | 19.0% | -0.014 | 0.0015 | -0.061 | 0.046 | -0.003 |
| 875.00 | 0.32 | 0.24 | 0.58 | -0.29 | 233 | 344 | 20.9% | -0.036 | 0.0030 | -0.146 | 0.100 | -0.006 |
| 880.00 | 0.41 | 0.35 | 0.47 | -0.52 | 453 | 303 | 18.2% | -0.033 | 0.0032 | -0.119 | 0.094 | -0.006 |
| 885.00 | 0.69 | 0.53 | 0.86 | -0.51 | 339 | 323 | 18.7% | -0.058 | 0.0049 | -0.191 | 0.148 | -0.010 |
| 890.00 | 0.88 | 0.86 | 1.09 | -0.96 | 440 | 257 | 17.7% | -0.076 | 0.0064 | -0.222 | 0.183 | -0.014 |
| 892.50 | 1.53 | 0.55 | 1.68 | -0.87 | 13 | 28 | 18.8% | -0.108 | 0.0077 | -0.306 | 0.237 | -0.019 |
| 895.00 | 1.49 | 1.34 | 1.67 | -1.29 | 101 | 351 | 17.6% | -0.114 | 0.0086 | -0.296 | 0.246 | -0.020 |
| 897.50 | 2.54 | 1.62 | 2.25 | -0.78 | 199 | 164 | 18.2% | -0.145 | 0.0098 | -0.361 | 0.291 | -0.026 |
| 900.00 | 2.35 | 2.00 | 2.49 | -1.66 | 470 | 444 | 17.5% | -0.163 | 0.0110 | -0.376 | 0.315 | -0.029 |
| 902.50 | 2.80 | 2.28 | 2.96 | -1.74 | 44 | 89 | 17.4% | -0.191 | 0.0123 | -0.411 | 0.348 | -0.034 |
| 905.00 | 3.19 | 3.00 | 3.55 | -2.70 | 171 | 288 | 17.4% | -0.224 | 0.0135 | -0.449 | 0.381 | -0.040 |
| 907.50 | 3.81 | 3.70 | 4.30 | -2.79 | 19 | 24 | 17.5% | -0.261 | 0.0146 | -0.490 | 0.415 | -0.047 |
| 910.00 | 4.54 | 4.35 | 5.05 | -3.51 | 123 | 215 | 17.5% | -0.299 | 0.0156 | -0.519 | 0.443 | -0.054 |
| 912.50 | 5.29 | 5.15 | 5.95 | -3.39 | 47 | 23 | 17.5% | -0.340 | 0.0164 | -0.546 | 0.467 | -0.061 |
| 915.00 | 6.45 | 6.05 | 6.65 | -3.60 | 161 | 156 | 17.0% | -0.379 | 0.0176 | -0.546 | 0.485 | -0.068 |
| 917.50 | 8.50 | 6.75 | 7.95 | -2.25 | 94 | 34 | 17.4% | -0.425 | 0.0177 | -0.574 | 0.500 | -0.076 |
| 920.00 | 8.60 | 8.00 | 10.25 | -2.65 | 187 | 201 | 19.5% | -0.472 | 0.0160 | -0.653 | 0.507 | -0.085 |
| 925.00 | 10.95 | 10.35 | 11.90 | -3.30 | 40 | 159 | 17.6% | -0.559 | 0.0176 | -0.569 | 0.503 | -0.101 |
| 930.00 | 14.30 | 12.90 | 15.80 | -1.75 | 20 | 189 | 19.2% | -0.632 | 0.0154 | -0.587 | 0.481 | -0.114 |
| 935.00 | 24.15 | 15.05 | 20.50 | 2.62 | 5 | 15 | 21.9% | -0.680 | 0.0128 | -0.636 | 0.456 | -0.124 |
| 940.00 | 31.59 | 20.35 | 23.75 | 0.00 | 1 | 17 | 21.1% | -0.748 | 0.0119 | -0.529 | 0.407 | -0.136 |
| 945.00 | 31.05 | 22.35 | 29.50 | 0.00 | 6 | 26 | 25.6% | -0.756 | 0.0096 | -0.645 | 0.399 | -0.139 |
| 950.00 | 34.53 | 27.30 | 33.95 | 0.00 | 7 | 12 | 27.0% | -0.788 | 0.0084 | -0.623 | 0.370 | -0.145 |
| 955.00 | 32.35 | 33.15 | 38.60 | 0.00 | 4 | 7 | 28.6% | -0.812 | 0.0074 | -0.611 | 0.344 | -0.150 |
| 960.00 | 44.80 | 37.25 | 43.35 | 6.60 | 1 | 9 | 30.3% | -0.830 | 0.0065 | -0.604 | 0.322 | -0.155 |
| 965.00 | 45.70 | 42.60 | 48.20 | 0.00 | 4 | 0 | 32.2% | -0.844 | 0.0058 | -0.604 | 0.305 | -0.158 |
| 970.00 | 73.41 | 47.65 | 53.15 | 0.00 | 4 | 0 | 34.3% | -0.855 | 0.0052 | -0.615 | 0.291 | -0.161 |
| 975.00 | 40.15 | 51.80 | 58.05 | 0.00 | 0 | 0 | 36.2% | -0.865 | 0.0047 | -0.617 | 0.277 | -0.164 |
| 980.00 | 64.58 | 55.85 | 63.05 | 0.00 | 1 | 0 | 38.4% | -0.872 | 0.0043 | -0.631 | 0.267 | -0.166 |
| 990.00 | 53.85 | 66.00 | 73.05 | 0.00 | 0 | 0 | 42.5% | -0.883 | 0.0036 | -0.657 | 0.251 | -0.170 |
| 995.00 | 93.65 | 71.85 | 78.05 | 0.00 | 0 | 0 | 44.5% | -0.888 | 0.0034 | -0.668 | 0.243 | -0.171 |
| 1005.00 | 100.80 | 82.05 | 88.05 | 0.00 | 0 | 0 | 48.5% | -0.896 | 0.0029 | -0.689 | 0.230 | -0.175 |
| 1010.00 | 105.70 | 85.85 | 93.05 | 0.00 | 0 | 0 | 50.4% | -0.900 | 0.0027 | -0.698 | 0.224 | -0.176 |
| 1015.00 | 101.05 | 90.85 | 98.05 | 0.00 | 2 | 0 | 52.3% | -0.903 | 0.0026 | -0.707 | 0.219 | -0.178 |
| 1020.00 | 104.35 | 95.85 | 103.05 | 0.00 | 2 | 0 | 54.2% | -0.906 | 0.0024 | -0.715 | 0.213 | -0.179 |
| 1035.00 | 119.65 | 112.40 | 118.05 | 0.00 | 0 | 0 | 59.6% | -0.914 | 0.0021 | -0.738 | 0.200 | -0.184 |
| 1045.00 | 119.25 | 120.85 | 128.05 | 0.00 | 2 | 0 | 63.1% | -0.919 | 0.0019 | -0.751 | 0.192 | -0.186 |
| 1085.00 | 168.85 | 161.10 | 168.00 | 0.00 | 0 | 0 | 76.2% | -0.933 | 0.0013 | -0.785 | 0.166 | -0.197 |
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.