CSCO
Cisco Systems, Inc.Close $115.38EOD onlyThis page reflects CSCO 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 60.00 | 55.55 | 53.55 | 57.15 | -3.30 | 1 | 1 | 473.8% | 0.959 | 0.0018 | -0.734 | 0.009 | 0.004 |
| 65.00 | 50.72 | 48.50 | 52.20 | 33.59 | 1 | 0 | 428.7% | 0.953 | 0.0022 | -0.744 | 0.010 | 0.005 |
| 70.00 | 47.18 | 44.10 | 47.30 | 0.00 | 137 | 55 | 260.5% | 0.987 | 0.0012 | -0.157 | 0.003 | 0.006 |
| 74.00 | 43.40 | 40.20 | 43.30 | 0.00 | 1 | 11 | 241.6% | 0.984 | 0.0016 | -0.179 | 0.004 | 0.006 |
| 75.00 | 42.15 | 39.00 | 42.30 | 0.00 | 1 | 7 | 222.3% | 0.987 | 0.0014 | -0.134 | 0.003 | 0.006 |
| 76.00 | 39.03 | 37.55 | 41.30 | 0.00 | 10 | 1 | 166.4% | 0.998 | 0.0004 | -0.029 | 0.001 | 0.006 |
| 77.00 | 38.72 | 36.30 | 40.20 | -1.96 | 1 | 7 | 324.8% | 0.936 | 0.0037 | -0.718 | 0.013 | 0.006 |
| 78.00 | 38.94 | 35.70 | 39.20 | -1.09 | 1 | 20 | 166.4% | 0.996 | 0.0006 | -0.042 | 0.001 | 0.006 |
| 79.00 | 37.96 | 34.55 | 38.30 | -1.17 | 1 | 6 | 152.3% | 0.998 | 0.0005 | -0.029 | 0.001 | 0.006 |
| 80.00 | 37.21 | 34.35 | 37.30 | -0.29 | 5 | 1,128 | 212.7% | 0.977 | 0.0024 | -0.210 | 0.006 | 0.006 |
| 81.00 | 35.63 | 32.90 | 36.20 | 0.00 | 1 | 10 | 173.4% | 0.990 | 0.0015 | -0.089 | 0.003 | 0.007 |
| 82.00 | 36.80 | 31.75 | 35.20 | 0.00 | 1 | 15 | 153.9% | 0.994 | 0.0010 | -0.054 | 0.002 | 0.007 |
| 83.00 | 33.83 | 31.05 | 34.30 | 0.00 | 2 | 54 | 179.5% | 0.982 | 0.0023 | -0.145 | 0.005 | 0.007 |
| 84.00 | 32.85 | 30.15 | 32.95 | 0.00 | 2 | 32 | 157.8% | 0.989 | 0.0017 | -0.089 | 0.003 | 0.007 |
| 85.00 | 30.57 | 29.45 | 31.85 | -2.32 | 5 | 91 | 165.8% | 0.983 | 0.0025 | -0.134 | 0.005 | 0.007 |
| 86.00 | 29.67 | 28.55 | 30.85 | -2.29 | 6 | 339 | 165.8% | 0.979 | 0.0029 | -0.156 | 0.005 | 0.007 |
| 87.00 | 29.90 | 27.25 | 29.90 | 0.07 | 2 | 197 | 146.1% | 0.986 | 0.0023 | -0.100 | 0.004 | 0.007 |
| 88.00 | 28.91 | 26.40 | 29.15 | -0.19 | 2 | 357 | 161.7% | 0.973 | 0.0037 | -0.187 | 0.007 | 0.007 |
| 89.00 | 28.50 | 25.55 | 28.10 | 0.45 | 1 | 203 | 160.2% | 0.969 | 0.0042 | -0.206 | 0.007 | 0.007 |
| 90.00 | 26.96 | 24.50 | 27.30 | -1.41 | 148 | 559 | 160.2% | 0.963 | 0.0048 | -0.236 | 0.008 | 0.007 |
| 91.00 | 26.00 | 23.45 | 26.15 | 0.00 | 3 | 222 | 147.1% | 0.968 | 0.0047 | -0.195 | 0.008 | 0.007 |
| 92.00 | 23.32 | 22.80 | 25.35 | -5.08 | 3 | 751 | 159.7% | 0.949 | 0.0062 | -0.300 | 0.011 | 0.007 |
| 93.00 | 22.00 | 21.90 | 24.15 | -2.19 | 1 | 256 | 150.8% | 0.950 | 0.0065 | -0.280 | 0.011 | 0.007 |
| 94.00 | 22.36 | 20.95 | 22.90 | -1.05 | 16 | 342 | 139.1% | 0.955 | 0.0066 | -0.242 | 0.010 | 0.007 |
| 95.00 | 21.96 | 19.60 | 22.30 | -2.36 | 20 | 440 | 134.9% | 0.951 | 0.0072 | -0.249 | 0.011 | 0.007 |
| 96.00 | 19.34 | 18.45 | 21.10 | -0.66 | 7 | 767 | 118.4% | 0.962 | 0.0067 | -0.182 | 0.009 | 0.008 |
| 97.00 | 18.83 | 17.95 | 19.95 | -1.37 | 5 | 1,391 | 123.6% | 0.946 | 0.0085 | -0.247 | 0.011 | 0.007 |
| 98.00 | 20.73 | 16.55 | 19.35 | 0.00 | 4 | 578 | 118.0% | 0.943 | 0.0092 | -0.245 | 0.012 | 0.007 |
| 99.00 | 19.74 | 15.50 | 18.15 | 0.00 | 13 | 170 | 105.5% | 0.951 | 0.0092 | -0.198 | 0.011 | 0.008 |
| 100.00 | 15.28 | 14.80 | 16.75 | -3.67 | 9 | 533 | 97.2% | 0.953 | 0.0097 | -0.178 | 0.010 | 0.008 |
| 101.00 | 15.00 | 13.50 | 15.50 | -3.00 | 5 | 273 | 71.3% | 0.982 | 0.0059 | -0.067 | 0.005 | 0.008 |
| 102.00 | 15.00 | 12.35 | 15.00 | -1.50 | 6 | 469 | 80.7% | 0.958 | 0.0106 | -0.138 | 0.009 | 0.008 |
| 103.00 | 11.97 | 11.85 | 13.40 | -2.66 | 3 | 339 | 72.5% | 0.961 | 0.0111 | -0.118 | 0.009 | 0.008 |
| 104.00 | 12.98 | 10.40 | 12.95 | -0.13 | 2 | 96 | 70.7% | 0.951 | 0.0137 | -0.136 | 0.011 | 0.008 |
| 105.00 | 11.10 | 9.85 | 12.15 | -3.00 | 27 | 412 | 80.8% | 0.908 | 0.0195 | -0.243 | 0.017 | 0.008 |
| 106.00 | 10.30 | 8.75 | 10.95 | -2.60 | 52 | 290 | 68.8% | 0.919 | 0.0209 | -0.192 | 0.016 | 0.008 |
| 107.00 | 8.50 | 7.45 | 10.25 | -2.10 | 20 | 183 | 63.4% | 0.911 | 0.0243 | -0.189 | 0.017 | 0.008 |
| 108.00 | 8.87 | 6.85 | 8.80 | -2.18 | 11 | 86 | 56.8% | 0.906 | 0.0282 | -0.178 | 0.018 | 0.008 |
| 109.00 | 7.00 | 6.05 | 8.10 | -1.16 | 2 | 98 | 59.9% | 0.860 | 0.0355 | -0.243 | 0.023 | 0.008 |
| 110.00 | 6.69 | 5.35 | 7.05 | -2.66 | 61 | 1,282 | 57.4% | 0.829 | 0.0423 | -0.264 | 0.027 | 0.007 |
| 111.00 | 5.30 | 4.45 | 5.35 | -2.87 | 2 | 136 | 54.8% | 0.791 | 0.0501 | -0.285 | 0.030 | 0.007 |
| 112.00 | 4.15 | 3.65 | 4.35 | -3.35 | 8 | 96 | 47.9% | 0.763 | 0.0617 | -0.268 | 0.032 | 0.007 |
| 113.00 | 4.00 | 3.00 | 3.55 | -1.30 | 17 | 218 | 45.2% | 0.705 | 0.0731 | -0.281 | 0.036 | 0.006 |
| 114.00 | 2.70 | 2.37 | 2.79 | -3.06 | 27 | 61 | 42.3% | 0.634 | 0.0851 | -0.286 | 0.039 | 0.006 |
| 115.00 | 2.01 | 2.01 | 2.11 | -2.94 | 438 | 2,432 | 39.8% | 0.547 | 0.0952 | -0.282 | 0.041 | 0.005 |
| 116.00 | 1.57 | 1.51 | 1.66 | -2.58 | 447 | 137 | 40.5% | 0.453 | 0.0936 | -0.285 | 0.041 | 0.004 |
| 117.00 | 1.13 | 1.06 | 1.29 | -2.37 | 1,674 | 800 | 41.2% | 0.365 | 0.0873 | -0.275 | 0.039 | 0.003 |
| 118.00 | 0.85 | 0.80 | 0.90 | -2.06 | 365 | 729 | 39.7% | 0.276 | 0.0804 | -0.235 | 0.035 | 0.003 |
| 119.00 | 0.84 | 0.49 | 0.74 | -1.63 | 334 | 255 | 42.2% | 0.218 | 0.0667 | -0.219 | 0.031 | 0.002 |
| 120.00 | 0.45 | 0.45 | 0.49 | -1.52 | 7,620 | 9,241 | 40.9% | 0.151 | 0.0548 | -0.169 | 0.025 | 0.001 |
| 121.00 | 0.43 | 0.27 | 0.42 | -1.16 | 159 | 320 | 43.8% | 0.121 | 0.0440 | -0.155 | 0.021 | 0.001 |
| 122.00 | 0.34 | 0.19 | 0.34 | -0.93 | 152 | 273 | 45.7% | 0.094 | 0.0350 | -0.134 | 0.017 | 0.001 |
| 123.00 | 0.21 | 0.15 | 0.27 | -0.85 | 156 | 732 | 47.2% | 0.071 | 0.0276 | -0.113 | 0.014 | 0.001 |
| 124.00 | 0.14 | 0.06 | 0.18 | -0.65 | 63 | 585 | 46.6% | 0.047 | 0.0201 | -0.080 | 0.010 | 0.000 |
| 125.00 | 0.06 | 0.09 | 0.12 | -0.57 | 1,442 | 5,683 | 46.3% | 0.030 | 0.0141 | -0.056 | 0.007 | 0.000 |
| 126.00 | 0.09 | 0.05 | 0.22 | -0.37 | 55 | 137 | 51.2% | 0.031 | 0.0130 | -0.063 | 0.007 | 0.000 |
| 127.00 | 0.07 | 0.05 | 0.08 | -0.43 | 84 | 208 | 49.6% | 0.018 | 0.0084 | -0.038 | 0.005 | 0.000 |
| 128.00 | 0.06 | 0.00 | 0.29 | -0.15 | 266 | 480 | 59.1% | 0.028 | 0.0105 | -0.067 | 0.007 | 0.000 |
| 129.00 | 0.03 | 0.00 | 0.11 | -0.22 | 30 | 8 | 52.7% | 0.011 | 0.0051 | -0.026 | 0.003 | 0.000 |
| 130.00 | 0.02 | 0.00 | 0.03 | -0.18 | 1,285 | 3,256 | 51.2% | 0.006 | 0.0030 | -0.014 | 0.002 | 0.000 |
| 131.00 | 0.13 | 0.00 | 0.16 | -0.03 | 13 | 25 | 62.5% | 0.014 | 0.0054 | -0.038 | 0.004 | 0.000 |
| 132.00 | 0.14 | 0.00 | 0.17 | 0.07 | 3 | 5 | 66.2% | 0.014 | 0.0051 | -0.041 | 0.004 | 0.000 |
| 133.00 | 0.14 | 0.00 | 0.19 | 0.04 | 17 | 18 | 70.5% | 0.014 | 0.0050 | -0.045 | 0.004 | 0.000 |
| 134.00 | 0.10 | 0.00 | 0.10 | 0.04 | 1 | 59 | 66.8% | 0.007 | 0.0029 | -0.024 | 0.002 | 0.000 |
| 135.00 | 0.01 | 0.00 | 0.02 | -0.09 | 110 | 2,966 | 57.0% | 0.001 | 0.0007 | -0.004 | 0.000 | 0.000 |
| 140.00 | 0.05 | 0.00 | 0.03 | 0.00 | 1 | 604 | 71.9% | 0.002 | 0.0007 | -0.007 | 0.001 | 0.000 |
| 145.00 | 0.01 | 0.00 | 0.01 | 0.00 | 9 | 1,532 | 75.0% | 0.000 | 0.0002 | -0.002 | 0.000 | 0.000 |
| 150.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 4,620 | 84.4% | 0.000 | 0.0001 | -0.002 | 0.000 | 0.000 |
| 165.00 | 0.01 | 0.00 | 0.01 | 0.00 | 29 | 29 | 112.5% | 0.000 | 0.0001 | -0.002 | 0.000 | 0.000 |
| 170.00 | 0.03 | 0.00 | 0.01 | 0.00 | 2 | 3 | 118.8% | 0.000 | 0.0001 | -0.002 | 0.000 | 0.000 |
| 175.00 | 0.05 | 0.00 | 0.01 | 0.00 | 21 | 21 | 128.1% | 0.000 | 0.0001 | -0.002 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 45.00 | 0.01 | 0.00 | 0.02 | 0.00 | 0 | 9 | 306.3% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 50.00 | 0.06 | 0.00 | 0.02 | 0.00 | 0 | 1 | 271.9% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 60.00 | 0.15 | 0.00 | 0.30 | 0.04 | 3 | 1 | 293.0% | -0.005 | 0.0004 | -0.070 | 0.001 | -0.000 |
| 65.00 | 0.25 | 0.00 | 0.25 | 0.20 | 7 | 4 | 253.9% | -0.005 | 0.0005 | -0.059 | 0.001 | -0.000 |
| 66.00 | 0.25 | 0.00 | 0.25 | -0.10 | 10 | 8 | 247.7% | -0.005 | 0.0005 | -0.058 | 0.001 | -0.000 |
| 67.00 | 0.25 | 0.00 | 0.25 | -0.05 | 4 | 26 | 241.8% | -0.005 | 0.0006 | -0.059 | 0.001 | -0.000 |
| 68.00 | 0.06 | 0.00 | 0.25 | 0.00 | 12 | 10 | 235.9% | -0.005 | 0.0006 | -0.059 | 0.001 | -0.000 |
| 69.00 | 0.25 | 0.00 | 0.25 | -0.05 | 2 | 75 | 229.7% | -0.005 | 0.0006 | -0.058 | 0.002 | -0.000 |
| 70.00 | 0.03 | 0.00 | 0.03 | 0.00 | 53 | 73 | 175.0% | -0.001 | 0.0001 | -0.007 | 0.000 | -0.000 |
| 71.00 | 0.25 | 0.00 | 0.25 | 0.12 | 3 | 9 | 218.4% | -0.005 | 0.0007 | -0.058 | 0.002 | -0.000 |
| 72.00 | 0.25 | 0.00 | 0.89 | -0.10 | 1 | 11 | 263.3% | -0.018 | 0.0016 | -0.203 | 0.005 | -0.000 |
| 73.00 | 0.03 | 0.00 | 0.03 | 0.00 | 1 | 20 | 159.4% | -0.001 | 0.0001 | -0.006 | 0.000 | -0.000 |
| 74.00 | 0.03 | 0.00 | 0.03 | 0.00 | 1 | 22 | 156.3% | -0.001 | 0.0001 | -0.006 | 0.000 | -0.000 |
| 75.00 | 0.04 | 0.00 | 0.02 | 0.00 | 246 | 268 | 146.9% | -0.000 | 0.0001 | -0.004 | 0.000 | -0.000 |
| 76.00 | 0.01 | 0.00 | 0.01 | 0.00 | 4 | 7 | 131.3% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 77.00 | 0.03 | 0.00 | 0.04 | 0.00 | 1 | 15 | 146.9% | -0.001 | 0.0002 | -0.008 | 0.000 | -0.000 |
| 78.00 | 0.31 | 0.00 | 0.42 | 0.27 | 4 | 35 | 196.1% | -0.011 | 0.0014 | -0.098 | 0.003 | -0.000 |
| 79.00 | 0.19 | 0.00 | 0.19 | 0.00 | 2 | 13 | 168.4% | -0.005 | 0.0009 | -0.044 | 0.002 | -0.000 |
| 80.00 | 0.01 | 0.00 | 0.05 | 0.00 | 25 | 154 | 137.5% | -0.001 | 0.0003 | -0.011 | 0.000 | -0.000 |
| 81.00 | 0.01 | 0.00 | 0.34 | 0.00 | 6 | 163 | 173.4% | -0.010 | 0.0015 | -0.080 | 0.003 | -0.000 |
| 82.00 | 0.04 | 0.00 | 2.13 | 0.01 | 1 | 525 | 245.5% | -0.050 | 0.0040 | -0.439 | 0.011 | -0.001 |
| 83.00 | 0.01 | 0.00 | 0.01 | 0.00 | 12 | 212 | 106.3% | -0.000 | 0.0001 | -0.002 | 0.000 | -0.000 |
| 84.00 | 0.02 | 0.00 | 0.01 | 0.00 | 1 | 127 | 103.1% | -0.000 | 0.0001 | -0.002 | 0.000 | -0.000 |
| 85.00 | 0.03 | 0.00 | 0.03 | 0.02 | 1 | 1,301 | 110.9% | -0.001 | 0.0003 | -0.006 | 0.000 | -0.000 |
| 86.00 | 0.04 | 0.00 | 0.22 | 0.03 | 1 | 74 | 137.9% | -0.008 | 0.0015 | -0.052 | 0.002 | -0.000 |
| 87.00 | 0.01 | 0.00 | 0.10 | 0.00 | 2 | 246 | 118.8% | -0.004 | 0.0009 | -0.023 | 0.001 | -0.000 |
| 88.00 | 0.02 | 0.00 | 0.02 | 0.00 | 21 | 308 | 95.3% | -0.001 | 0.0003 | -0.004 | 0.000 | -0.000 |
| 89.00 | 0.01 | 0.00 | 0.04 | -0.01 | 1 | 83 | 98.4% | -0.002 | 0.0005 | -0.009 | 0.001 | -0.000 |
| 90.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 1,556 | 81.3% | -0.000 | 0.0001 | -0.002 | 0.000 | -0.000 |
| 91.00 | 0.01 | 0.00 | 0.05 | 0.00 | 112 | 391 | 93.8% | -0.002 | 0.0007 | -0.012 | 0.001 | -0.000 |
| 92.00 | 0.02 | 0.00 | 0.06 | 0.01 | 24 | 369 | 91.4% | -0.003 | 0.0009 | -0.013 | 0.001 | -0.000 |
| 93.00 | 0.03 | 0.00 | 0.09 | 0.02 | 4 | 155 | 92.2% | -0.004 | 0.0013 | -0.020 | 0.001 | -0.000 |
| 94.00 | 0.03 | 0.00 | 0.01 | 0.02 | 2 | 352 | 68.8% | -0.000 | 0.0002 | -0.002 | 0.000 | -0.000 |
| 95.00 | 0.01 | 0.00 | 0.02 | -0.09 | 5 | 427 | 70.3% | -0.001 | 0.0005 | -0.004 | 0.000 | -0.000 |
| 96.00 | 0.02 | 0.00 | 0.25 | -0.02 | 20 | 226 | 94.1% | -0.014 | 0.0036 | -0.058 | 0.004 | -0.000 |
| 97.00 | 0.01 | 0.00 | 0.15 | -0.02 | 1 | 107 | 82.4% | -0.009 | 0.0028 | -0.035 | 0.003 | -0.000 |
| 98.00 | 0.02 | 0.00 | 0.05 | 0.00 | 8 | 1,502 | 67.2% | -0.003 | 0.0014 | -0.012 | 0.001 | -0.000 |
| 99.00 | 0.01 | 0.00 | 0.09 | -0.04 | 11 | 488 | 68.4% | -0.006 | 0.0024 | -0.020 | 0.002 | -0.000 |
| 100.00 | 0.01 | 0.00 | 0.08 | -0.01 | 260 | 996 | 63.7% | -0.006 | 0.0025 | -0.019 | 0.002 | -0.000 |
| 101.00 | 0.04 | 0.00 | 0.08 | 0.01 | 2 | 330 | 59.8% | -0.006 | 0.0029 | -0.019 | 0.002 | -0.000 |
| 102.00 | 0.03 | 0.00 | 0.05 | -0.01 | 51 | 259 | 52.3% | -0.004 | 0.0023 | -0.011 | 0.001 | -0.000 |
| 103.00 | 0.06 | 0.01 | 0.18 | 0.00 | 27 | 49 | 60.0% | -0.017 | 0.0067 | -0.044 | 0.004 | -0.000 |
| 104.00 | 0.05 | 0.01 | 0.09 | -0.02 | 31 | 72 | 50.0% | -0.010 | 0.0052 | -0.023 | 0.003 | -0.000 |
| 105.00 | 0.18 | 0.05 | 0.16 | 0.07 | 373 | 583 | 52.3% | -0.022 | 0.0095 | -0.047 | 0.005 | -0.000 |
| 106.00 | 0.09 | 0.05 | 0.13 | -0.04 | 16 | 252 | 50.2% | -0.029 | 0.0126 | -0.058 | 0.007 | -0.000 |
| 107.00 | 0.08 | 0.08 | 0.14 | -0.01 | 82 | 342 | 46.4% | -0.034 | 0.0156 | -0.061 | 0.008 | -0.000 |
| 108.00 | 0.17 | 0.09 | 0.17 | 0.06 | 369 | 265 | 43.8% | -0.045 | 0.0207 | -0.072 | 0.010 | -0.000 |
| 109.00 | 0.24 | 0.19 | 0.24 | 0.09 | 553 | 123 | 42.6% | -0.067 | 0.0290 | -0.095 | 0.014 | -0.001 |
| 110.00 | 0.29 | 0.26 | 0.36 | 0.08 | 362 | 1,949 | 42.4% | -0.102 | 0.0401 | -0.130 | 0.019 | -0.001 |
| 111.00 | 0.45 | 0.38 | 0.48 | 0.08 | 542 | 157 | 40.8% | -0.141 | 0.0525 | -0.158 | 0.023 | -0.001 |
| 112.00 | 0.62 | 0.54 | 0.66 | 0.16 | 369 | 842 | 39.7% | -0.197 | 0.0667 | -0.189 | 0.029 | -0.002 |
| 113.00 | 0.83 | 0.75 | 0.91 | 0.27 | 165 | 650 | 39.1% | -0.269 | 0.0807 | -0.221 | 0.035 | -0.003 |
| 114.00 | 1.25 | 1.12 | 1.26 | 0.50 | 270 | 1,819 | 39.0% | -0.356 | 0.0914 | -0.249 | 0.039 | -0.003 |
| 115.00 | 1.63 | 1.51 | 1.71 | 0.66 | 1,083 | 2,375 | 39.4% | -0.452 | 0.0962 | -0.265 | 0.041 | -0.004 |
| 116.00 | 2.16 | 1.99 | 2.25 | 1.01 | 746 | 390 | 39.8% | -0.548 | 0.0950 | -0.267 | 0.041 | -0.005 |
| 117.00 | 2.10 | 2.60 | 3.05 | 0.67 | 354 | 320 | 44.2% | -0.625 | 0.0820 | -0.283 | 0.040 | -0.006 |
| 118.00 | 3.08 | 3.10 | 3.70 | 1.03 | 104 | 183 | 43.9% | -0.704 | 0.0753 | -0.255 | 0.036 | -0.007 |
| 119.00 | 3.76 | 3.85 | 4.55 | 0.96 | 20 | 238 | 47.0% | -0.756 | 0.0637 | -0.246 | 0.033 | -0.008 |
| 120.00 | 4.55 | 4.30 | 5.35 | 1.49 | 26 | 272 | 47.9% | -0.809 | 0.0543 | -0.216 | 0.028 | -0.008 |
| 121.00 | 4.93 | 4.15 | 6.40 | 0.00 | 56 | 51 | 55.0% | -0.822 | 0.0453 | -0.238 | 0.027 | -0.008 |
| 122.00 | 5.35 | 4.95 | 7.55 | 0.28 | 1 | 13 | 64.8% | -0.820 | 0.0387 | -0.285 | 0.027 | -0.008 |
| 124.00 | 6.90 | 6.85 | 9.50 | 0.00 | 3 | 2 | 74.0% | -0.850 | 0.0302 | -0.289 | 0.024 | -0.009 |
| 125.00 | 7.70 | 8.75 | 10.30 | 0.95 | 6 | 74 | 72.4% | -0.881 | 0.0262 | -0.237 | 0.021 | -0.009 |
| 130.00 | 14.03 | 12.70 | 15.65 | 0.00 | 0 | 36 | 107.8% | -0.879 | 0.0179 | -0.365 | 0.021 | -0.010 |
| 135.00 | 20.20 | 17.70 | 20.40 | 0.00 | 0 | 26 | 119.5% | -0.918 | 0.0121 | -0.301 | 0.016 | -0.010 |
| 140.00 | 23.15 | 22.70 | 25.25 | 0.00 | 0 | 1 | 131.3% | -0.941 | 0.0086 | -0.254 | 0.012 | -0.011 |
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.