EEM
iShares MSCI Emerging Markets ETFClose $67.32EOD onlyThis page reflects EEM 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35.00 | 32.97 | 32.00 | 34.00 | 4.57 | 2 | 2 | 382.0% | 0.967 | 0.0027 | -0.252 | 0.005 | 0.004 |
| 40.00 | 28.30 | 26.00 | 28.65 | 4.05 | 4 | 403 | 153.1% | 1.000 | 0.0001 | -0.007 | 0.000 | 0.004 |
| 43.00 | 24.50 | 24.05 | 25.40 | -0.08 | 7 | 39 | 247.3% | 0.969 | 0.0040 | -0.158 | 0.005 | 0.004 |
| 46.00 | 21.49 | 20.40 | 22.90 | 1.69 | 15 | 1 | 206.6% | 0.969 | 0.0048 | -0.131 | 0.005 | 0.005 |
| 49.00 | 17.00 | 16.95 | 20.40 | 0.00 | 0 | 9 | 180.9% | 0.962 | 0.0065 | -0.137 | 0.006 | 0.005 |
| 50.00 | 16.01 | 16.05 | 18.50 | 0.00 | 30 | 404 | 238.4% | 0.906 | 0.0100 | -0.356 | 0.012 | 0.005 |
| 50.50 | 15.30 | 15.45 | 18.45 | 0.00 | 0 | 18 | 135.9% | 0.982 | 0.0046 | -0.059 | 0.003 | 0.005 |
| 51.00 | 14.95 | 16.00 | 17.45 | 0.00 | 59 | 324 | 167.6% | 0.953 | 0.0083 | -0.151 | 0.007 | 0.005 |
| 52.50 | 15.90 | 12.40 | 14.75 | 0.00 | 0 | 2 | 0.0% | 1.000 | 0.0000 | -0.006 | 0.000 | 0.006 |
| 53.00 | 12.90 | 14.20 | 15.70 | 0.00 | 21 | 22 | 167.6% | 0.927 | 0.0117 | -0.210 | 0.010 | 0.005 |
| 53.50 | 15.00 | 11.45 | 13.80 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.006 | 0.000 | 0.006 |
| 54.00 | 11.95 | 13.15 | 14.60 | 0.00 | 0 | 2 | 152.1% | 0.929 | 0.0127 | -0.188 | 0.010 | 0.005 |
| 55.00 | 12.67 | 11.95 | 13.60 | 1.07 | 1 | 132 | 134.9% | 0.934 | 0.0135 | -0.159 | 0.009 | 0.006 |
| 56.00 | 11.36 | 11.00 | 12.70 | 1.31 | 1 | 19 | 131.3% | 0.921 | 0.0159 | -0.176 | 0.010 | 0.006 |
| 57.00 | 11.00 | 10.00 | 11.70 | 2.30 | 3 | 10 | 121.9% | 0.915 | 0.0181 | -0.173 | 0.011 | 0.006 |
| 57.50 | 10.50 | 9.50 | 11.10 | -0.04 | 2 | 1 | 113.9% | 0.917 | 0.0190 | -0.159 | 0.011 | 0.006 |
| 58.00 | 9.03 | 9.00 | 9.80 | 0.00 | 1 | 216 | 71.9% | 0.979 | 0.0101 | -0.039 | 0.004 | 0.006 |
| 58.50 | 7.45 | 8.55 | 9.30 | 0.00 | 1 | 0 | 71.9% | 0.972 | 0.0127 | -0.047 | 0.005 | 0.006 |
| 59.00 | 8.05 | 8.15 | 8.80 | 0.00 | 1 | 45 | 74.4% | 0.959 | 0.0168 | -0.064 | 0.006 | 0.006 |
| 59.50 | 7.15 | 7.45 | 8.30 | 0.00 | 386 | 386 | 57.4% | 0.982 | 0.0111 | -0.029 | 0.003 | 0.006 |
| 60.00 | 6.85 | 7.15 | 7.80 | 0.00 | 13 | 244 | 66.8% | 0.954 | 0.0204 | -0.063 | 0.007 | 0.006 |
| 60.50 | 6.05 | 6.70 | 7.30 | 0.00 | 2 | 2 | 65.2% | 0.946 | 0.0239 | -0.070 | 0.008 | 0.006 |
| 61.00 | 6.83 | 6.15 | 6.85 | 1.03 | 1 | 133 | 61.4% | 0.942 | 0.0268 | -0.069 | 0.008 | 0.006 |
| 61.50 | 5.40 | 5.65 | 6.35 | 0.00 | 4 | 12 | 57.5% | 0.938 | 0.0301 | -0.069 | 0.009 | 0.006 |
| 62.00 | 5.85 | 5.10 | 5.85 | 1.97 | 4 | 35,405 | 51.6% | 0.941 | 0.0325 | -0.060 | 0.008 | 0.006 |
| 62.50 | 5.20 | 4.65 | 5.35 | 0.62 | 3 | 12 | 70.1% | 0.854 | 0.0463 | -0.147 | 0.016 | 0.006 |
| 63.00 | 3.48 | 4.20 | 4.75 | 0.00 | 1 | 431 | 60.4% | 0.862 | 0.0519 | -0.124 | 0.016 | 0.006 |
| 63.50 | 2.26 | 3.65 | 4.35 | 0.00 | 27 | 225 | 60.4% | 0.832 | 0.0590 | -0.139 | 0.018 | 0.006 |
| 64.00 | 3.36 | 3.25 | 3.55 | 0.68 | 8 | 1,871 | 40.6% | 0.889 | 0.0661 | -0.074 | 0.013 | 0.006 |
| 64.50 | 3.36 | 2.69 | 3.10 | 1.38 | 1 | 1,069 | 38.9% | 0.861 | 0.0810 | -0.082 | 0.016 | 0.006 |
| 65.00 | 2.50 | 2.31 | 2.60 | 0.63 | 111 | 23,168 | 34.3% | 0.843 | 0.0993 | -0.079 | 0.017 | 0.006 |
| 65.50 | 2.18 | 1.88 | 2.13 | 0.28 | 10 | 5,966 | 30.9% | 0.810 | 0.1246 | -0.080 | 0.019 | 0.006 |
| 66.00 | 1.54 | 1.35 | 1.88 | 0.37 | 116 | 3,848 | 35.2% | 0.715 | 0.1368 | -0.111 | 0.024 | 0.005 |
| 66.50 | 1.23 | 0.96 | 1.33 | 0.39 | 21 | 1,986 | 27.4% | 0.676 | 0.1858 | -0.092 | 0.025 | 0.005 |
| 67.00 | 0.95 | 0.75 | 0.98 | 0.32 | 86 | 16,202 | 25.8% | 0.582 | 0.2145 | -0.093 | 0.028 | 0.004 |
| 67.50 | 0.64 | 0.42 | 0.82 | 0.23 | 1,055 | 2,593 | 28.8% | 0.477 | 0.1962 | -0.105 | 0.028 | 0.003 |
| 68.00 | 0.41 | 0.33 | 0.46 | 0.09 | 1,633 | 25,068 | 23.8% | 0.355 | 0.2221 | -0.081 | 0.026 | 0.003 |
| 68.50 | 0.30 | 0.17 | 0.35 | 0.09 | 3,557 | 8,206 | 25.4% | 0.267 | 0.1834 | -0.076 | 0.023 | 0.002 |
| 69.00 | 0.16 | 0.02 | 0.33 | 0.03 | 1,053 | 22,378 | 29.6% | 0.222 | 0.1428 | -0.079 | 0.021 | 0.002 |
| 69.50 | 0.13 | 0.02 | 0.15 | 0.06 | 1,518 | 1,963 | 25.6% | 0.123 | 0.1130 | -0.047 | 0.014 | 0.001 |
| 70.00 | 0.06 | 0.01 | 0.10 | 0.02 | 1,239 | 34,909 | 26.1% | 0.081 | 0.0816 | -0.035 | 0.011 | 0.001 |
| 70.50 | 0.02 | 0.01 | 0.12 | -0.01 | 982 | 289 | 31.0% | 0.082 | 0.0693 | -0.042 | 0.011 | 0.001 |
| 71.00 | 0.04 | 0.00 | 0.14 | 0.03 | 35 | 9,161 | 35.7% | 0.082 | 0.0602 | -0.048 | 0.011 | 0.001 |
| 71.50 | 0.02 | 0.00 | 0.10 | -0.05 | 2 | 630 | 35.9% | 0.058 | 0.0459 | -0.037 | 0.008 | 0.000 |
| 72.00 | 0.03 | 0.00 | 0.13 | -0.03 | 8 | 6,985 | 41.6% | 0.065 | 0.0435 | -0.047 | 0.009 | 0.000 |
| 72.50 | 0.02 | 0.00 | 0.02 | -0.08 | 2 | 1,384 | 31.3% | 0.013 | 0.0149 | -0.009 | 0.002 | 0.000 |
| 73.00 | 0.02 | 0.00 | 0.02 | -0.03 | 2 | 4,880 | 33.6% | 0.012 | 0.0127 | -0.009 | 0.002 | 0.000 |
| 73.50 | 0.09 | 0.00 | 0.02 | 0.00 | 1 | 1,406 | 35.9% | 0.011 | 0.0111 | -0.009 | 0.002 | 0.000 |
| 74.00 | 0.13 | 0.00 | 0.02 | 0.00 | 1 | 7,089 | 38.3% | 0.010 | 0.0098 | -0.009 | 0.002 | 0.000 |
| 74.50 | 0.01 | 0.00 | 0.02 | 0.00 | 2 | 1,015 | 40.6% | 0.009 | 0.0088 | -0.009 | 0.002 | 0.000 |
| 75.00 | 0.02 | 0.00 | 0.02 | -0.04 | 21 | 13,394 | 43.0% | 0.009 | 0.0080 | -0.009 | 0.002 | 0.000 |
| 76.00 | 0.05 | 0.00 | 0.02 | 0.00 | 38 | 11,509 | 47.7% | 0.008 | 0.0067 | -0.010 | 0.002 | 0.000 |
| 77.00 | 0.04 | 0.00 | 0.02 | 0.00 | 1,077 | 9,270 | 51.6% | 0.007 | 0.0054 | -0.009 | 0.001 | 0.000 |
| 78.00 | 0.07 | 0.00 | 0.02 | 0.00 | 1,817 | 10,052 | 51.6% | 0.004 | 0.0029 | -0.005 | 0.001 | 0.000 |
| 79.00 | 0.10 | 0.00 | 0.02 | 0.00 | 1 | 2,031 | 54.7% | 0.003 | 0.0023 | -0.004 | 0.001 | 0.000 |
| 80.00 | 0.01 | 0.00 | 0.02 | -0.09 | 21 | 1,560 | 59.4% | 0.003 | 0.0022 | -0.005 | 0.001 | 0.000 |
| 81.00 | 0.12 | 0.00 | 0.02 | 0.00 | 2 | 6 | 62.5% | 0.003 | 0.0019 | -0.005 | 0.001 | 0.000 |
| 82.00 | 0.07 | 0.00 | 0.02 | 0.00 | 2 | 7 | 65.6% | 0.002 | 0.0016 | -0.004 | 0.001 | 0.000 |
| 83.00 | 0.12 | 0.00 | 0.02 | 0.00 | 2 | 24 | 70.3% | 0.003 | 0.0016 | -0.005 | 0.001 | 0.000 |
| 84.00 | 0.10 | 0.00 | 0.02 | 0.00 | 2 | 2 | 73.4% | 0.002 | 0.0014 | -0.005 | 0.001 | 0.000 |
| 85.00 | 0.02 | 0.00 | 0.12 | 0.00 | 5 | 440 | 96.1% | 0.012 | 0.0046 | -0.026 | 0.002 | 0.000 |
| 95.00 | 0.22 | 0.00 | 0.50 | 0.00 | 0 | 11 | 167.6% | 0.031 | 0.0058 | -0.102 | 0.005 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35.00 | 0.01 | 0.00 | 0.12 | 0.00 | 3 | 107 | 248.4% | -0.004 | 0.0007 | -0.026 | 0.001 | -0.000 |
| 35.50 | 0.01 | 0.00 | 0.02 | 0.00 | 2 | 63 | 196.9% | -0.001 | 0.0002 | -0.004 | 0.000 | -0.000 |
| 36.00 | 0.01 | 0.00 | 0.02 | 0.00 | 2 | 42 | 193.8% | -0.001 | 0.0002 | -0.004 | 0.000 | -0.000 |
| 36.50 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 52 | 190.6% | -0.001 | 0.0002 | -0.004 | 0.000 | -0.000 |
| 37.00 | 0.01 | 0.00 | 0.02 | 0.00 | 4 | 100 | 187.5% | -0.001 | 0.0002 | -0.005 | 0.000 | -0.000 |
| 37.50 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 32 | 181.3% | -0.001 | 0.0002 | -0.004 | 0.000 | -0.000 |
| 38.00 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 36 | 178.1% | -0.001 | 0.0002 | -0.004 | 0.000 | -0.000 |
| 38.50 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 12 | 175.0% | -0.001 | 0.0002 | -0.004 | 0.000 | -0.000 |
| 39.00 | 0.01 | 0.00 | 0.02 | 0.00 | 11 | 76 | 171.9% | -0.001 | 0.0002 | -0.005 | 0.000 | -0.000 |
| 39.50 | 0.01 | 0.00 | 0.02 | 0.00 | 4 | 256 | 168.8% | -0.001 | 0.0003 | -0.005 | 0.000 | -0.000 |
| 40.00 | 0.01 | 0.00 | 0.02 | 0.00 | 16 | 398 | 162.5% | -0.001 | 0.0002 | -0.004 | 0.000 | -0.000 |
| 40.50 | 0.01 | 0.00 | 0.02 | 0.00 | 3 | 309 | 159.4% | -0.001 | 0.0003 | -0.004 | 0.000 | -0.000 |
| 41.00 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 27 | 156.3% | -0.001 | 0.0003 | -0.004 | 0.000 | -0.000 |
| 41.50 | 0.01 | 0.00 | 0.02 | 0.00 | 2 | 44 | 153.1% | -0.001 | 0.0003 | -0.004 | 0.000 | -0.000 |
| 42.00 | 0.01 | 0.00 | 0.12 | 0.00 | 4 | 20 | 185.2% | -0.006 | 0.0012 | -0.026 | 0.001 | -0.000 |
| 42.50 | 0.01 | 0.00 | 0.02 | 0.00 | 309 | 311 | 146.9% | -0.001 | 0.0003 | -0.005 | 0.000 | -0.000 |
| 43.00 | 0.05 | 0.00 | 0.02 | 0.00 | 4 | 240 | 143.8% | -0.001 | 0.0004 | -0.005 | 0.000 | -0.000 |
| 43.50 | 0.06 | 0.00 | 0.02 | 0.00 | 2 | 6 | 140.6% | -0.001 | 0.0004 | -0.005 | 0.000 | -0.000 |
| 44.00 | 0.04 | 0.00 | 0.02 | 0.00 | 4 | 148 | 135.9% | -0.001 | 0.0004 | -0.004 | 0.000 | -0.000 |
| 44.50 | 0.05 | 0.00 | 0.02 | 0.00 | 2 | 420 | 131.3% | -0.001 | 0.0004 | -0.004 | 0.000 | -0.000 |
| 45.00 | 0.05 | 0.00 | 0.02 | 0.00 | 12 | 316 | 128.1% | -0.001 | 0.0004 | -0.004 | 0.000 | -0.000 |
| 45.50 | 0.04 | 0.00 | 0.02 | 0.00 | 2 | 60 | 125.0% | -0.001 | 0.0004 | -0.004 | 0.000 | -0.000 |
| 46.00 | 0.10 | 0.00 | 0.02 | 0.00 | 1 | 5,052 | 121.9% | -0.001 | 0.0004 | -0.004 | 0.000 | -0.000 |
| 46.50 | 0.02 | 0.00 | 0.02 | 0.00 | 3 | 24 | 118.8% | -0.001 | 0.0005 | -0.004 | 0.000 | -0.000 |
| 47.00 | 0.05 | 0.00 | 0.02 | 0.00 | 11 | 21 | 115.6% | -0.001 | 0.0005 | -0.004 | 0.000 | -0.000 |
| 47.50 | 0.02 | 0.00 | 0.02 | 0.00 | 4 | 18 | 112.5% | -0.001 | 0.0005 | -0.004 | 0.000 | -0.000 |
| 48.00 | 0.01 | 0.00 | 0.02 | 0.00 | 2 | 33 | 109.4% | -0.001 | 0.0005 | -0.004 | 0.000 | -0.000 |
| 48.50 | 0.05 | 0.00 | 0.02 | 0.00 | 4 | 23 | 106.3% | -0.001 | 0.0006 | -0.004 | 0.000 | -0.000 |
| 49.00 | 0.07 | 0.00 | 0.02 | 0.00 | 4 | 415 | 103.1% | -0.001 | 0.0006 | -0.004 | 0.000 | -0.000 |
| 49.50 | 0.03 | 0.00 | 0.02 | 0.00 | 10 | 16 | 100.0% | -0.001 | 0.0006 | -0.004 | 0.000 | -0.000 |
| 50.00 | 0.07 | 0.00 | 0.02 | 0.00 | 2 | 6,050 | 98.4% | -0.002 | 0.0008 | -0.005 | 0.000 | -0.000 |
| 50.50 | 0.02 | 0.00 | 0.02 | 0.00 | 3 | 9 | 95.3% | -0.002 | 0.0008 | -0.004 | 0.000 | -0.000 |
| 51.00 | 0.01 | 0.00 | 0.02 | -0.03 | 20 | 40 | 92.2% | -0.002 | 0.0008 | -0.004 | 0.000 | -0.000 |
| 51.50 | 0.03 | 0.00 | 0.02 | 0.00 | 12 | 12 | 89.1% | -0.002 | 0.0009 | -0.004 | 0.000 | -0.000 |
| 52.00 | 0.04 | 0.00 | 0.02 | 0.00 | 3 | 222 | 85.9% | -0.002 | 0.0009 | -0.004 | 0.000 | -0.000 |
| 52.50 | 0.03 | 0.00 | 0.02 | 0.00 | 13 | 7 | 82.8% | -0.002 | 0.0010 | -0.004 | 0.000 | -0.000 |
| 53.00 | 0.03 | 0.00 | 0.02 | 0.00 | 10 | 7,981 | 81.3% | -0.002 | 0.0012 | -0.005 | 0.000 | -0.000 |
| 53.50 | 0.03 | 0.00 | 0.02 | 0.00 | 4 | 12 | 78.1% | -0.002 | 0.0012 | -0.005 | 0.000 | -0.000 |
| 54.00 | 0.02 | 0.00 | 0.02 | 0.00 | 2 | 12,985 | 75.0% | -0.002 | 0.0013 | -0.004 | 0.000 | -0.000 |
| 54.50 | 0.10 | 0.00 | 0.02 | 0.00 | 1 | 159 | 71.9% | -0.002 | 0.0014 | -0.004 | 0.000 | -0.000 |
| 55.00 | 0.03 | 0.00 | 0.02 | -0.01 | 20 | 54,172 | 68.8% | -0.002 | 0.0014 | -0.004 | 0.000 | -0.000 |
| 55.50 | 0.02 | 0.00 | 0.02 | 0.00 | 1 | 35 | 65.6% | -0.002 | 0.0015 | -0.004 | 0.000 | -0.000 |
| 56.00 | 0.02 | 0.00 | 0.02 | 0.00 | 19 | 16,989 | 64.1% | -0.003 | 0.0018 | -0.005 | 0.001 | -0.000 |
| 56.50 | 0.10 | 0.00 | 0.02 | 0.00 | 13 | 642 | 60.9% | -0.003 | 0.0019 | -0.004 | 0.001 | -0.000 |
| 57.00 | 0.06 | 0.00 | 0.02 | 0.00 | 60 | 8,446 | 57.8% | -0.003 | 0.0020 | -0.004 | 0.001 | -0.000 |
| 57.50 | 0.03 | 0.00 | 0.02 | 0.00 | 21 | 210 | 55.5% | -0.003 | 0.0023 | -0.004 | 0.001 | -0.000 |
| 58.00 | 0.01 | 0.01 | 0.02 | -0.02 | 124 | 20,560 | 55.5% | -0.005 | 0.0034 | -0.007 | 0.001 | -0.000 |
| 58.50 | 0.02 | 0.00 | 0.02 | 0.00 | 4 | 1,012 | 50.0% | -0.003 | 0.0028 | -0.004 | 0.001 | -0.000 |
| 59.00 | 0.02 | 0.00 | 0.02 | 0.01 | 15 | 16,447 | 51.6% | -0.007 | 0.0051 | -0.008 | 0.001 | -0.000 |
| 59.50 | 0.01 | 0.00 | 0.02 | 0.00 | 17 | 562 | 49.2% | -0.008 | 0.0060 | -0.009 | 0.001 | -0.000 |
| 60.00 | 0.01 | 0.01 | 0.02 | 0.00 | 3 | 74,975 | 46.1% | -0.008 | 0.0066 | -0.009 | 0.002 | -0.000 |
| 60.50 | 0.05 | 0.00 | 0.02 | 0.00 | 2 | 175 | 43.0% | -0.008 | 0.0073 | -0.008 | 0.002 | -0.000 |
| 61.00 | 0.02 | 0.00 | 0.02 | -0.01 | 12 | 30,309 | 40.2% | -0.009 | 0.0084 | -0.008 | 0.002 | -0.000 |
| 61.50 | 0.03 | 0.00 | 0.13 | 0.00 | 144 | 9,104 | 53.1% | -0.048 | 0.0268 | -0.047 | 0.007 | -0.000 |
| 62.00 | 0.05 | 0.01 | 0.05 | 0.01 | 29 | 73,519 | 40.2% | -0.023 | 0.0196 | -0.019 | 0.004 | -0.000 |
| 62.50 | 0.03 | 0.01 | 0.08 | -0.09 | 2 | 8,715 | 40.8% | -0.038 | 0.0289 | -0.030 | 0.006 | -0.000 |
| 63.00 | 0.02 | 0.01 | 0.08 | -0.06 | 326 | 8,841 | 37.3% | -0.042 | 0.0340 | -0.029 | 0.006 | -0.000 |
| 63.50 | 0.04 | 0.01 | 0.16 | -0.06 | 98 | 544 | 40.3% | -0.078 | 0.0515 | -0.051 | 0.010 | -0.001 |
| 64.00 | 0.03 | 0.03 | 0.08 | -0.10 | 178 | 6,478 | 30.3% | -0.052 | 0.0498 | -0.028 | 0.007 | -0.000 |
| 64.50 | 0.07 | 0.02 | 0.11 | -0.11 | 668 | 1,937 | 28.9% | -0.074 | 0.0690 | -0.035 | 0.010 | -0.001 |
| 65.00 | 0.12 | 0.05 | 0.23 | -0.12 | 60 | 14,790 | 31.8% | -0.139 | 0.0989 | -0.061 | 0.016 | -0.001 |
| 65.50 | 0.15 | 0.06 | 0.24 | -0.23 | 19 | 408 | 27.7% | -0.165 | 0.1269 | -0.059 | 0.017 | -0.001 |
| 66.00 | 0.22 | 0.18 | 0.43 | -0.21 | 46 | 15,204 | 30.5% | -0.257 | 0.1503 | -0.085 | 0.023 | -0.002 |
| 66.50 | 0.35 | 0.31 | 0.58 | -0.38 | 10 | 1,421 | 29.9% | -0.336 | 0.1733 | -0.093 | 0.026 | -0.003 |
| 67.00 | 0.51 | 0.47 | 0.77 | -0.49 | 33 | 1,101 | 29.4% | -0.426 | 0.1893 | -0.098 | 0.028 | -0.003 |
| 67.50 | 0.76 | 0.61 | 0.87 | -0.54 | 5,103 | 177 | 24.7% | -0.529 | 0.2285 | -0.082 | 0.028 | -0.004 |
| 68.00 | 0.81 | 0.78 | 1.19 | -0.89 | 7 | 1,059 | 25.5% | -0.635 | 0.2092 | -0.079 | 0.026 | -0.005 |
| 68.50 | 2.12 | 1.30 | 1.57 | 0.00 | 2 | 399 | 26.9% | -0.721 | 0.1772 | -0.074 | 0.024 | -0.005 |
| 69.00 | 2.43 | 1.66 | 2.07 | 0.00 | 1 | 537 | 31.9% | -0.760 | 0.1381 | -0.081 | 0.022 | -0.006 |
| 69.50 | 2.64 | 1.81 | 2.56 | -0.12 | 1 | 126 | 36.2% | -0.791 | 0.1127 | -0.085 | 0.020 | -0.006 |
| 70.00 | 2.83 | 2.52 | 2.96 | -0.52 | 1 | 94 | 36.1% | -0.842 | 0.0950 | -0.070 | 0.017 | -0.007 |
| 70.50 | 3.25 | 5.95 | 6.80 | 0.00 | 479 | 427 | 143.5% | -0.591 | 0.0384 | -0.486 | 0.027 | -0.005 |
| 71.00 | 3.33 | 3.20 | 3.85 | -3.57 | 1 | 5,300 | 37.8% | -0.905 | 0.0632 | -0.048 | 0.012 | -0.007 |
| 71.50 | 6.78 | 3.70 | 4.60 | 0.00 | 4 | 8 | 55.0% | -0.844 | 0.0618 | -0.109 | 0.017 | -0.007 |
| 72.00 | 8.45 | 4.20 | 4.90 | 0.00 | 4 | 1 | 47.9% | -0.904 | 0.0504 | -0.064 | 0.012 | -0.007 |
| 72.50 | 6.55 | 7.60 | 9.05 | 0.00 | 0 | 1 | 163.9% | -0.634 | 0.0326 | -0.537 | 0.027 | -0.006 |
| 73.00 | 4.60 | 8.20 | 9.20 | 0.00 | 10 | 1 | 164.9% | -0.648 | 0.0319 | -0.533 | 0.026 | -0.006 |
| 74.00 | 5.05 | 8.95 | 10.35 | 0.00 | 0 | 4 | 173.1% | -0.666 | 0.0298 | -0.549 | 0.026 | -0.006 |
| 75.00 | 8.21 | 9.45 | 10.90 | 0.00 | 2 | 103 | 166.1% | -0.703 | 0.0296 | -0.500 | 0.024 | -0.006 |
| 77.00 | 9.43 | 7.65 | 10.90 | 0.00 | 0 | 0 | 133.8% | -0.812 | 0.0286 | -0.310 | 0.019 | -0.007 |
| 79.00 | 11.54 | 11.50 | 11.85 | 0.23 | 2 | 0 | 85.5% | -0.959 | 0.0147 | -0.058 | 0.006 | -0.008 |
| 80.00 | 12.20 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.009 | 0.000 | -0.009 |
| 85.00 | 17.70 | 0.00 | 18.80 | 1.87 | 1 | 0 | 182.3% | -0.869 | 0.0165 | -0.332 | 0.015 | -0.008 |
| 90.00 | 22.74 | 21.05 | 24.25 | 2.08 | 2 | 0 | 233.9% | -0.856 | 0.0138 | -0.458 | 0.016 | -0.009 |
| 95.00 | 25.61 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | -1.000 | 0.0000 | 0.011 | 0.000 | -0.010 |
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.