DIA
SPDR Dow Jones Industrial Average ETFClose $527.88EOD onlyThis page reflects DIA 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 355.00 | 161.55 | 172.85 | 173.20 | 0.00 | 0 | 0 | 107.8% | 0.997 | 0.0001 | -0.095 | 0.007 | 0.068 |
| 360.00 | 150.80 | 167.85 | 168.20 | 0.00 | 0 | 0 | 104.3% | 0.997 | 0.0001 | -0.095 | 0.007 | 0.069 |
| 405.00 | 113.60 | 122.90 | 123.25 | 0.00 | 6 | 6 | 77.7% | 0.994 | 0.0003 | -0.114 | 0.012 | 0.077 |
| 425.00 | 96.20 | 102.90 | 103.30 | 0.00 | 1 | 4 | 66.2% | 0.992 | 0.0004 | -0.123 | 0.016 | 0.081 |
| 430.00 | 89.31 | 97.90 | 98.30 | 0.00 | 0 | 6 | 63.1% | 0.992 | 0.0005 | -0.124 | 0.016 | 0.082 |
| 435.00 | 85.35 | 92.90 | 93.30 | 0.00 | 0 | 1 | 60.0% | 0.991 | 0.0005 | -0.124 | 0.017 | 0.082 |
| 460.00 | 62.00 | 67.95 | 68.30 | 0.00 | 5 | 101 | 49.4% | 0.980 | 0.0013 | -0.177 | 0.035 | 0.086 |
| 465.00 | 54.63 | 62.95 | 63.30 | 0.00 | 1 | 2 | 46.1% | 0.979 | 0.0015 | -0.176 | 0.037 | 0.087 |
| 471.00 | 37.00 | 56.95 | 57.35 | 0.00 | 0 | 2 | 43.1% | 0.975 | 0.0019 | -0.187 | 0.043 | 0.088 |
| 480.00 | 43.67 | 47.95 | 48.35 | 0.00 | 1 | 0 | 37.1% | 0.971 | 0.0025 | -0.184 | 0.049 | 0.089 |
| 482.00 | 27.00 | 46.00 | 46.35 | 0.00 | 0 | 1 | 35.8% | 0.970 | 0.0026 | -0.183 | 0.050 | 0.089 |
| 485.00 | 41.11 | 43.00 | 43.35 | 8.22 | 2 | 4 | 33.8% | 0.968 | 0.0029 | -0.181 | 0.052 | 0.090 |
| 490.00 | 35.11 | 38.00 | 38.40 | 3.76 | 10 | 3 | 31.1% | 0.962 | 0.0037 | -0.190 | 0.061 | 0.090 |
| 491.00 | 21.30 | 37.00 | 37.40 | 0.00 | 11 | 6 | 30.4% | 0.961 | 0.0038 | -0.189 | 0.062 | 0.090 |
| 492.00 | 35.03 | 36.00 | 36.40 | 0.00 | 10 | 109 | 29.7% | 0.960 | 0.0040 | -0.189 | 0.063 | 0.090 |
| 493.00 | 30.55 | 35.00 | 35.40 | 0.00 | 1 | 134 | 29.0% | 0.959 | 0.0041 | -0.188 | 0.064 | 0.090 |
| 494.00 | 19.60 | 34.00 | 34.40 | 0.00 | 5 | 5 | 28.3% | 0.958 | 0.0043 | -0.187 | 0.065 | 0.090 |
| 495.00 | 28.65 | 33.05 | 33.40 | 0.00 | 2 | 18 | 27.6% | 0.957 | 0.0045 | -0.187 | 0.066 | 0.090 |
| 497.00 | 30.10 | 31.05 | 31.40 | 0.00 | 10 | 41 | 26.2% | 0.955 | 0.0049 | -0.185 | 0.069 | 0.091 |
| 497.50 | 23.11 | 30.55 | 30.90 | 0.00 | 4 | 4 | 25.9% | 0.955 | 0.0050 | -0.184 | 0.070 | 0.091 |
| 498.00 | 16.44 | 30.05 | 30.45 | 0.00 | 1 | 0 | 26.1% | 0.951 | 0.0053 | -0.194 | 0.074 | 0.090 |
| 499.00 | 15.79 | 29.05 | 29.45 | 0.00 | 1 | 6 | 25.4% | 0.950 | 0.0056 | -0.193 | 0.076 | 0.090 |
| 500.00 | 24.56 | 28.05 | 28.45 | 0.51 | 2 | 20 | 24.7% | 0.948 | 0.0059 | -0.192 | 0.077 | 0.091 |
| 501.00 | 25.22 | 27.05 | 27.45 | 2.78 | 2 | 4 | 24.0% | 0.947 | 0.0062 | -0.191 | 0.079 | 0.091 |
| 502.00 | 22.01 | 26.10 | 26.45 | 0.00 | 2 | 7 | 23.3% | 0.945 | 0.0065 | -0.190 | 0.081 | 0.091 |
| 502.50 | 18.06 | 25.60 | 25.95 | 0.00 | 3 | 8 | 22.9% | 0.945 | 0.0067 | -0.189 | 0.082 | 0.091 |
| 503.00 | 18.20 | 25.10 | 25.50 | 0.00 | 10 | 16 | 23.0% | 0.940 | 0.0071 | -0.198 | 0.087 | 0.090 |
| 504.00 | 21.50 | 24.10 | 24.50 | 1.00 | 1 | 23 | 22.3% | 0.939 | 0.0075 | -0.197 | 0.089 | 0.090 |
| 505.00 | 19.66 | 23.10 | 23.50 | 0.78 | 1 | 34 | 21.6% | 0.937 | 0.0079 | -0.195 | 0.091 | 0.090 |
| 506.00 | 21.17 | 22.15 | 22.55 | 0.00 | 1 | 41 | 21.2% | 0.931 | 0.0086 | -0.203 | 0.097 | 0.090 |
| 507.00 | 17.45 | 21.15 | 21.55 | 0.00 | 4 | 18 | 20.5% | 0.929 | 0.0091 | -0.201 | 0.100 | 0.090 |
| 507.50 | 10.35 | 20.65 | 21.05 | 0.00 | 1 | 8 | 20.1% | 0.927 | 0.0094 | -0.200 | 0.101 | 0.090 |
| 508.00 | 16.31 | 20.15 | 20.55 | 0.00 | 1 | 23 | 19.7% | 0.926 | 0.0097 | -0.199 | 0.102 | 0.090 |
| 509.00 | 17.39 | 19.20 | 19.60 | 2.06 | 2 | 35 | 19.4% | 0.920 | 0.0105 | -0.206 | 0.109 | 0.089 |
| 510.00 | 17.10 | 18.25 | 18.65 | 1.45 | 82 | 258 | 18.9% | 0.913 | 0.0115 | -0.212 | 0.116 | 0.089 |
| 511.00 | 13.59 | 17.25 | 17.65 | 0.00 | 1 | 352 | 18.2% | 0.909 | 0.0123 | -0.209 | 0.119 | 0.089 |
| 512.00 | 14.81 | 16.30 | 16.70 | 3.01 | 2 | 71 | 17.7% | 0.902 | 0.0134 | -0.214 | 0.127 | 0.088 |
| 512.50 | 10.35 | 15.80 | 16.20 | 0.00 | 11 | 39 | 17.3% | 0.900 | 0.0139 | -0.213 | 0.128 | 0.088 |
| 513.00 | 13.82 | 15.35 | 15.75 | 1.51 | 1 | 37 | 17.2% | 0.894 | 0.0146 | -0.218 | 0.134 | 0.087 |
| 514.00 | 12.85 | 14.40 | 14.80 | 1.20 | 10 | 165 | 16.7% | 0.885 | 0.0159 | -0.222 | 0.142 | 0.087 |
| 515.00 | 11.71 | 13.45 | 13.85 | 2.04 | 10 | 160 | 16.1% | 0.876 | 0.0174 | -0.225 | 0.150 | 0.086 |
| 516.00 | 9.65 | 12.50 | 12.90 | 0.90 | 5 | 202 | 15.5% | 0.866 | 0.0190 | -0.227 | 0.158 | 0.085 |
| 517.00 | 10.06 | 11.60 | 12.00 | 0.65 | 1 | 172 | 15.2% | 0.851 | 0.0209 | -0.235 | 0.170 | 0.084 |
| 517.50 | 10.79 | 11.15 | 11.55 | 2.79 | 3 | 52 | 15.0% | 0.844 | 0.0219 | -0.238 | 0.175 | 0.083 |
| 518.00 | 10.36 | 10.70 | 11.10 | 2.31 | 7 | 73 | 14.7% | 0.836 | 0.0230 | -0.241 | 0.181 | 0.082 |
| 519.00 | 7.55 | 9.80 | 10.20 | 1.20 | 8 | 236 | 14.3% | 0.819 | 0.0253 | -0.246 | 0.193 | 0.081 |
| 520.00 | 8.23 | 8.95 | 9.35 | 2.51 | 38 | 156 | 13.9% | 0.797 | 0.0277 | -0.254 | 0.206 | 0.079 |
| 521.00 | 6.31 | 8.10 | 8.50 | 1.36 | 512 | 633 | 13.5% | 0.774 | 0.0304 | -0.259 | 0.220 | 0.077 |
| 522.00 | 7.55 | 7.30 | 7.65 | 3.70 | 13 | 317 | 13.1% | 0.750 | 0.0333 | -0.262 | 0.232 | 0.074 |
| 523.00 | 5.58 | 6.50 | 6.85 | 2.38 | 46 | 464 | 12.7% | 0.720 | 0.0363 | -0.267 | 0.246 | 0.072 |
| 524.00 | 6.10 | 5.80 | 6.10 | 3.27 | 112 | 137 | 12.4% | 0.687 | 0.0391 | -0.272 | 0.259 | 0.068 |
| 525.00 | 5.26 | 5.10 | 5.35 | 2.61 | 1,348 | 650 | 12.0% | 0.651 | 0.0422 | -0.272 | 0.271 | 0.065 |
| 526.00 | 4.55 | 4.40 | 4.70 | 2.44 | 286 | 53 | 11.8% | 0.609 | 0.0444 | -0.275 | 0.281 | 0.061 |
| 527.00 | 4.02 | 3.80 | 4.05 | 1.94 | 596 | 172 | 11.5% | 0.565 | 0.0467 | -0.272 | 0.288 | 0.056 |
| 528.00 | 3.35 | 3.25 | 3.45 | 2.00 | 138 | 144 | 11.3% | 0.518 | 0.0484 | -0.266 | 0.291 | 0.052 |
| 529.00 | 2.86 | 2.74 | 2.93 | 1.80 | 248 | 60 | 11.1% | 0.469 | 0.0491 | -0.259 | 0.291 | 0.047 |
| 530.00 | 2.45 | 2.26 | 2.46 | 1.60 | 529 | 2,020 | 10.9% | 0.420 | 0.0489 | -0.249 | 0.286 | 0.042 |
| 531.00 | 1.98 | 1.88 | 2.04 | 1.09 | 106 | 42 | 10.8% | 0.370 | 0.0479 | -0.235 | 0.276 | 0.037 |
| 532.00 | 1.64 | 1.49 | 1.67 | 1.01 | 125 | 60 | 10.6% | 0.321 | 0.0460 | -0.219 | 0.262 | 0.032 |
| 533.00 | 1.29 | 1.21 | 1.35 | 0.84 | 163 | 375 | 10.5% | 0.275 | 0.0434 | -0.200 | 0.244 | 0.028 |
| 534.00 | 1.02 | 0.91 | 1.07 | 0.62 | 66 | 126 | 10.4% | 0.230 | 0.0401 | -0.179 | 0.222 | 0.023 |
| 535.00 | 0.80 | 0.74 | 0.86 | 0.51 | 261 | 204 | 10.4% | 0.192 | 0.0361 | -0.160 | 0.200 | 0.019 |
| 536.00 | 0.60 | 0.55 | 0.68 | 0.36 | 3,345 | 905 | 10.3% | 0.158 | 0.0320 | -0.140 | 0.176 | 0.016 |
| 537.00 | 0.44 | 0.41 | 0.54 | 0.30 | 274 | 123 | 10.4% | 0.129 | 0.0278 | -0.122 | 0.154 | 0.013 |
| 540.00 | 0.18 | 0.15 | 0.26 | 0.10 | 70 | 184 | 10.5% | 0.066 | 0.0168 | -0.074 | 0.094 | 0.007 |
| 545.00 | 0.04 | 0.02 | 0.09 | 0.01 | 77 | 114 | 11.2% | 0.023 | 0.0066 | -0.033 | 0.039 | 0.002 |
| 550.00 | 0.05 | 0.01 | 0.05 | 0.04 | 83 | 1,120 | 12.6% | 0.011 | 0.0031 | -0.019 | 0.021 | 0.001 |
| 555.00 | 0.02 | 0.00 | 0.04 | 0.00 | 13 | 1,106 | 14.6% | 0.007 | 0.0019 | -0.016 | 0.015 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 355.00 | 0.08 | 0.00 | 0.04 | 0.00 | 1 | 1 | 88.3% | -0.000 | 0.0000 | -0.008 | 0.001 | -0.000 |
| 390.00 | 0.03 | 0.00 | 0.04 | 0.00 | 1 | 1 | 68.8% | -0.001 | 0.0000 | -0.008 | 0.002 | -0.000 |
| 400.00 | 0.05 | 0.00 | 0.04 | 0.00 | 0 | 1 | 63.7% | -0.001 | 0.0001 | -0.008 | 0.002 | -0.000 |
| 410.00 | 0.01 | 0.00 | 0.04 | 0.00 | 1 | 1 | 58.6% | -0.001 | 0.0001 | -0.008 | 0.002 | -0.000 |
| 415.00 | 0.32 | 0.00 | 0.04 | 0.00 | 0 | 1 | 55.9% | -0.001 | 0.0001 | -0.008 | 0.002 | -0.000 |
| 420.00 | 0.01 | 0.00 | 0.04 | 0.00 | 5 | 7 | 53.1% | -0.001 | 0.0001 | -0.008 | 0.002 | -0.000 |
| 425.00 | 0.01 | 0.00 | 0.04 | 0.00 | 1 | 24 | 50.8% | -0.001 | 0.0001 | -0.008 | 0.002 | -0.000 |
| 430.00 | 0.01 | 0.00 | 0.04 | 0.00 | 1 | 21 | 51.6% | -0.002 | 0.0001 | -0.015 | 0.004 | -0.000 |
| 435.00 | 0.01 | 0.00 | 0.04 | -0.01 | 1 | 30 | 48.8% | -0.002 | 0.0002 | -0.015 | 0.004 | -0.000 |
| 440.00 | 0.01 | 0.00 | 0.04 | -0.11 | 1 | 15 | 46.3% | -0.002 | 0.0002 | -0.015 | 0.005 | -0.000 |
| 445.00 | 0.01 | 0.00 | 0.04 | -0.08 | 1 | 49 | 43.8% | -0.002 | 0.0002 | -0.015 | 0.005 | -0.000 |
| 450.00 | 0.01 | 0.00 | 0.05 | -0.03 | 1 | 38 | 42.0% | -0.003 | 0.0003 | -0.018 | 0.006 | -0.000 |
| 455.00 | 0.12 | 0.01 | 0.05 | 0.00 | 6 | 19 | 39.5% | -0.003 | 0.0003 | -0.018 | 0.006 | -0.000 |
| 460.00 | 0.08 | 0.00 | 0.05 | 0.00 | 16 | 47 | 36.9% | -0.003 | 0.0004 | -0.018 | 0.007 | -0.000 |
| 465.00 | 0.04 | 0.01 | 0.05 | 0.00 | 3 | 54 | 34.2% | -0.003 | 0.0004 | -0.017 | 0.007 | -0.000 |
| 470.00 | 0.02 | 0.00 | 0.06 | -0.02 | 53 | 66 | 32.3% | -0.004 | 0.0005 | -0.021 | 0.009 | -0.000 |
| 471.00 | 0.41 | 0.00 | 0.06 | 0.00 | 14 | 19 | 31.8% | -0.004 | 0.0005 | -0.021 | 0.009 | -0.000 |
| 472.00 | 0.43 | 0.00 | 0.06 | 0.00 | 1 | 1 | 31.3% | -0.004 | 0.0006 | -0.020 | 0.009 | -0.000 |
| 473.00 | 2.42 | 0.00 | 0.06 | 0.00 | 0 | 2 | 30.8% | -0.004 | 0.0006 | -0.021 | 0.009 | -0.000 |
| 474.00 | 0.46 | 0.00 | 0.06 | 0.00 | 2 | 20 | 30.3% | -0.005 | 0.0006 | -0.021 | 0.010 | -0.000 |
| 475.00 | 0.03 | 0.00 | 0.06 | -0.02 | 35 | 353 | 29.7% | -0.005 | 0.0006 | -0.020 | 0.010 | -0.000 |
| 476.00 | 0.35 | 0.00 | 0.06 | 0.00 | 1 | 162 | 29.2% | -0.005 | 0.0006 | -0.020 | 0.010 | -0.000 |
| 477.00 | 0.29 | 0.00 | 0.06 | 0.00 | 20 | 137 | 28.7% | -0.005 | 0.0007 | -0.021 | 0.010 | -0.000 |
| 478.00 | 0.06 | 0.00 | 0.06 | 0.00 | 10 | 45 | 28.1% | -0.005 | 0.0007 | -0.020 | 0.010 | -0.000 |
| 479.00 | 0.50 | 0.00 | 0.06 | 0.00 | 2 | 49 | 27.6% | -0.005 | 0.0007 | -0.020 | 0.010 | -0.001 |
| 480.00 | 0.02 | 0.00 | 0.07 | -0.04 | 170 | 120 | 27.6% | -0.006 | 0.0008 | -0.023 | 0.012 | -0.001 |
| 481.00 | 0.12 | 0.00 | 0.07 | 0.00 | 6 | 10 | 27.1% | -0.006 | 0.0008 | -0.023 | 0.012 | -0.001 |
| 482.00 | 0.06 | 0.00 | 0.07 | -0.01 | 306 | 23 | 26.6% | -0.006 | 0.0009 | -0.023 | 0.012 | -0.001 |
| 483.00 | 0.07 | 0.00 | 0.07 | -0.05 | 62 | 23 | 26.1% | -0.006 | 0.0009 | -0.023 | 0.013 | -0.001 |
| 484.00 | 0.05 | 0.00 | 0.07 | -0.08 | 21 | 14 | 25.5% | -0.006 | 0.0009 | -0.023 | 0.013 | -0.001 |
| 485.00 | 0.07 | 0.00 | 0.07 | 0.00 | 10 | 275 | 25.0% | -0.006 | 0.0010 | -0.023 | 0.013 | -0.001 |
| 486.00 | 0.05 | 0.02 | 0.07 | -0.05 | 25 | 9 | 24.4% | -0.006 | 0.0010 | -0.023 | 0.013 | -0.001 |
| 487.00 | 0.46 | 0.00 | 0.08 | 0.00 | 11 | 13 | 24.3% | -0.007 | 0.0012 | -0.026 | 0.015 | -0.001 |
| 488.00 | 0.05 | 0.00 | 0.08 | -0.07 | 1 | 499 | 23.8% | -0.008 | 0.0012 | -0.026 | 0.015 | -0.001 |
| 489.00 | 0.07 | 0.00 | 0.09 | -0.47 | 1 | 13 | 23.6% | -0.009 | 0.0014 | -0.029 | 0.017 | -0.001 |
| 490.00 | 0.06 | 0.01 | 0.09 | -0.06 | 10 | 277 | 23.0% | -0.009 | 0.0014 | -0.028 | 0.017 | -0.001 |
| 491.00 | 0.14 | 0.01 | 0.09 | 0.00 | 9 | 66 | 22.6% | -0.009 | 0.0015 | -0.028 | 0.018 | -0.001 |
| 492.00 | 0.10 | 0.01 | 0.09 | 0.00 | 31 | 439 | 22.0% | -0.009 | 0.0015 | -0.028 | 0.018 | -0.001 |
| 493.00 | 0.15 | 0.02 | 0.10 | 0.00 | 12 | 60 | 21.8% | -0.010 | 0.0017 | -0.031 | 0.020 | -0.001 |
| 494.00 | 0.10 | 0.02 | 0.10 | -0.02 | 2 | 93 | 21.2% | -0.011 | 0.0018 | -0.030 | 0.021 | -0.001 |
| 495.00 | 0.07 | 0.03 | 0.11 | -0.09 | 72 | 596 | 20.9% | -0.012 | 0.0020 | -0.033 | 0.023 | -0.001 |
| 496.00 | 0.15 | 0.03 | 0.11 | 0.00 | 12 | 50 | 20.4% | -0.012 | 0.0021 | -0.033 | 0.023 | -0.001 |
| 497.00 | 0.20 | 0.04 | 0.12 | 0.00 | 12 | 26 | 20.1% | -0.013 | 0.0024 | -0.035 | 0.025 | -0.001 |
| 497.50 | 0.15 | 0.04 | 0.13 | -1.38 | 3 | 133 | 20.0% | -0.015 | 0.0025 | -0.038 | 0.027 | -0.002 |
| 498.00 | 0.12 | 0.04 | 0.12 | -0.17 | 57 | 31 | 19.5% | -0.014 | 0.0025 | -0.035 | 0.026 | -0.001 |
| 499.00 | 0.11 | 0.05 | 0.14 | -0.19 | 31 | 175 | 19.4% | -0.016 | 0.0029 | -0.040 | 0.030 | -0.002 |
| 500.00 | 0.11 | 0.06 | 0.15 | -0.13 | 160 | 73 | 19.0% | -0.018 | 0.0031 | -0.042 | 0.032 | -0.002 |
| 501.00 | 0.15 | 0.06 | 0.15 | -0.09 | 37 | 33 | 18.5% | -0.018 | 0.0033 | -0.042 | 0.033 | -0.002 |
| 502.00 | 0.22 | 0.07 | 0.17 | -0.01 | 10 | 1,009 | 18.3% | -0.021 | 0.0038 | -0.047 | 0.037 | -0.002 |
| 502.50 | 0.24 | 0.08 | 0.17 | -0.17 | 81 | 10 | 17.9% | -0.021 | 0.0039 | -0.046 | 0.037 | -0.002 |
| 503.00 | 0.16 | 0.08 | 0.18 | -0.08 | 1 | 52 | 17.8% | -0.023 | 0.0041 | -0.049 | 0.039 | -0.002 |
| 504.00 | 0.21 | 0.10 | 0.19 | -0.09 | 3 | 37 | 17.4% | -0.024 | 0.0045 | -0.051 | 0.042 | -0.002 |
| 505.00 | 0.16 | 0.11 | 0.21 | -0.20 | 245 | 84 | 17.1% | -0.028 | 0.0051 | -0.055 | 0.046 | -0.003 |
| 506.00 | 0.22 | 0.13 | 0.23 | -0.17 | 24 | 454 | 16.7% | -0.031 | 0.0056 | -0.059 | 0.051 | -0.003 |
| 507.00 | 0.29 | 0.14 | 0.25 | -0.14 | 40 | 55 | 16.4% | -0.034 | 0.0063 | -0.062 | 0.055 | -0.003 |
| 507.50 | 0.25 | 0.16 | 0.26 | -0.21 | 19 | 31 | 16.2% | -0.036 | 0.0066 | -0.064 | 0.057 | -0.004 |
| 508.00 | 0.31 | 0.16 | 0.27 | -0.19 | 80 | 51 | 16.0% | -0.037 | 0.0070 | -0.066 | 0.060 | -0.004 |
| 509.00 | 0.36 | 0.19 | 0.30 | -0.63 | 39 | 50 | 15.7% | -0.042 | 0.0078 | -0.071 | 0.066 | -0.004 |
| 510.00 | 0.25 | 0.22 | 0.33 | -0.35 | 146 | 289 | 15.3% | -0.047 | 0.0088 | -0.076 | 0.072 | -0.005 |
| 511.00 | 0.38 | 0.25 | 0.36 | -0.22 | 25 | 73 | 14.9% | -0.052 | 0.0098 | -0.080 | 0.078 | -0.005 |
| 512.00 | 0.38 | 0.29 | 0.40 | -0.50 | 144 | 89 | 14.6% | -0.059 | 0.0110 | -0.086 | 0.086 | -0.006 |
| 512.50 | 0.51 | 0.31 | 0.43 | -0.61 | 67 | 37 | 14.5% | -0.064 | 0.0118 | -0.091 | 0.091 | -0.007 |
| 513.00 | 0.43 | 0.34 | 0.45 | -0.45 | 84 | 67 | 14.3% | -0.068 | 0.0125 | -0.093 | 0.095 | -0.007 |
| 514.00 | 0.44 | 0.39 | 0.48 | -0.53 | 143 | 109 | 13.8% | -0.074 | 0.0139 | -0.096 | 0.102 | -0.008 |
| 515.00 | 0.51 | 0.45 | 0.56 | -0.67 | 580 | 373 | 13.6% | -0.087 | 0.0158 | -0.107 | 0.115 | -0.009 |
| 516.00 | 0.53 | 0.53 | 0.64 | -0.73 | 234 | 238 | 13.4% | -0.099 | 0.0179 | -0.116 | 0.128 | -0.010 |
| 517.00 | 0.73 | 0.58 | 0.72 | -0.72 | 128 | 206 | 13.0% | -0.113 | 0.0202 | -0.124 | 0.140 | -0.012 |
| 517.50 | 0.73 | 0.66 | 0.76 | -0.80 | 83 | 67 | 12.8% | -0.121 | 0.0214 | -0.127 | 0.147 | -0.012 |
| 518.00 | 0.80 | 0.71 | 0.82 | -1.20 | 90 | 118 | 12.7% | -0.130 | 0.0227 | -0.133 | 0.155 | -0.013 |
| 519.00 | 0.85 | 0.82 | 0.91 | -1.46 | 179 | 144 | 12.3% | -0.147 | 0.0255 | -0.139 | 0.168 | -0.015 |
| 520.00 | 1.04 | 0.94 | 1.05 | -1.55 | 3,479 | 846 | 12.1% | -0.170 | 0.0286 | -0.149 | 0.185 | -0.017 |
| 521.00 | 1.18 | 1.09 | 1.22 | -1.80 | 190 | 94 | 11.9% | -0.196 | 0.0318 | -0.160 | 0.202 | -0.020 |
| 522.00 | 1.34 | 1.28 | 1.41 | -1.99 | 279 | 141 | 11.7% | -0.226 | 0.0353 | -0.169 | 0.220 | -0.023 |
| 523.00 | 1.58 | 1.44 | 1.58 | -2.18 | 659 | 121 | 11.2% | -0.256 | 0.0391 | -0.173 | 0.235 | -0.026 |
| 524.00 | 1.80 | 1.73 | 1.88 | -2.60 | 872 | 375 | 11.2% | -0.296 | 0.0422 | -0.184 | 0.253 | -0.030 |
| 525.00 | 2.13 | 1.99 | 2.17 | -2.87 | 3,498 | 633 | 11.0% | -0.337 | 0.0454 | -0.189 | 0.267 | -0.034 |
| 526.00 | 2.45 | 2.33 | 2.50 | -2.73 | 1,216 | 76 | 10.8% | -0.382 | 0.0483 | -0.191 | 0.279 | -0.039 |
| 527.00 | 2.84 | 2.71 | 2.89 | -2.79 | 348 | 63 | 10.6% | -0.430 | 0.0505 | -0.191 | 0.287 | -0.044 |
| 528.00 | 3.25 | 3.10 | 3.35 | -3.05 | 111 | 17 | 10.6% | -0.481 | 0.0516 | -0.189 | 0.291 | -0.049 |
| 529.00 | 3.52 | 3.55 | 3.85 | -0.87 | 17 | 53 | 10.4% | -0.533 | 0.0521 | -0.183 | 0.291 | -0.055 |
| 530.00 | 4.30 | 4.15 | 4.40 | -2.92 | 126 | 56 | 10.3% | -0.585 | 0.0516 | -0.174 | 0.285 | -0.060 |
| 531.00 | 5.08 | 4.70 | 5.00 | -2.87 | 25 | 6 | 10.2% | -0.637 | 0.0501 | -0.161 | 0.274 | -0.065 |
| 532.00 | 5.25 | 5.30 | 5.65 | -4.65 | 5 | 6 | 10.1% | -0.687 | 0.0478 | -0.144 | 0.259 | -0.071 |
| 533.00 | 12.50 | 6.00 | 6.35 | 0.00 | 0 | 0 | 10.1% | -0.735 | 0.0446 | -0.126 | 0.240 | -0.075 |
| 534.00 | 6.50 | 6.75 | 7.15 | -5.20 | 23 | 7 | 10.2% | -0.773 | 0.0403 | -0.112 | 0.220 | -0.080 |
| 535.00 | 7.95 | 7.55 | 7.95 | -6.75 | 30 | 0 | 10.2% | -0.811 | 0.0362 | -0.093 | 0.198 | -0.083 |
| 545.00 | 23.60 | 17.05 | 17.40 | 0.00 | 0 | 0 | 13.8% | -0.947 | 0.0107 | -0.018 | 0.079 | -0.099 |
| 550.00 | 33.40 | 22.05 | 22.40 | 0.00 | 0 | 0 | 16.9% | -0.956 | 0.0075 | -0.019 | 0.068 | -0.101 |
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.