EL
Estee Lauder Companies, Inc. (TClose $84.27EOD onlyThis page reflects EL 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 | 26.20 | 22.60 | 26.40 | -1.63 | 2 | 10 | 186.7% | 0.982 | 0.0031 | -0.113 | 0.003 | 0.005 |
| 65.00 | 20.42 | 18.50 | 21.40 | 0.94 | 2 | 2 | 191.5% | 0.943 | 0.0078 | -0.284 | 0.009 | 0.005 |
| 69.00 | 16.48 | 13.90 | 17.00 | -0.02 | 3 | 2 | 114.5% | 0.976 | 0.0064 | -0.089 | 0.004 | 0.005 |
| 70.00 | 14.60 | 13.50 | 16.50 | -0.98 | 1 | 9 | 151.8% | 0.922 | 0.0126 | -0.289 | 0.011 | 0.005 |
| 71.00 | 14.10 | 12.60 | 15.20 | -0.74 | 3 | 7 | 137.1% | 0.926 | 0.0134 | -0.253 | 0.011 | 0.005 |
| 72.00 | 13.20 | 11.60 | 14.90 | 0.34 | 3 | 3 | 148.3% | 0.893 | 0.0163 | -0.357 | 0.014 | 0.005 |
| 73.00 | 12.65 | 10.30 | 13.40 | -0.09 | 4 | 8 | 117.6% | 0.920 | 0.0166 | -0.231 | 0.011 | 0.005 |
| 74.00 | 10.20 | 9.40 | 13.00 | -1.74 | 4 | 4 | 127.9% | 0.881 | 0.0203 | -0.331 | 0.015 | 0.005 |
| 75.00 | 10.30 | 9.10 | 11.60 | -0.20 | 5 | 40 | 125.8% | 0.860 | 0.0231 | -0.363 | 0.017 | 0.005 |
| 76.00 | 9.73 | 7.70 | 11.40 | -0.51 | 4 | 6 | 125.0% | 0.834 | 0.0261 | -0.403 | 0.019 | 0.005 |
| 77.00 | 9.10 | 7.50 | 10.60 | 0.67 | 16 | 44 | 134.3% | 0.790 | 0.0281 | -0.500 | 0.022 | 0.005 |
| 78.00 | 8.26 | 6.90 | 9.80 | 0.14 | 5 | 11 | 134.3% | 0.758 | 0.0305 | -0.541 | 0.024 | 0.005 |
| 79.00 | 8.30 | 5.40 | 9.10 | 0.30 | 4 | 14 | 120.0% | 0.743 | 0.0352 | -0.500 | 0.025 | 0.005 |
| 80.00 | 6.77 | 5.70 | 7.90 | 0.47 | 323 | 226 | 126.5% | 0.696 | 0.0362 | -0.569 | 0.027 | 0.004 |
| 81.00 | 6.14 | 5.00 | 7.80 | 0.07 | 2 | 8 | 132.9% | 0.652 | 0.0364 | -0.631 | 0.028 | 0.004 |
| 82.00 | 5.10 | 4.70 | 6.50 | 0.16 | 27 | 115 | 126.0% | 0.618 | 0.0396 | -0.618 | 0.029 | 0.004 |
| 83.00 | 5.10 | 4.20 | 5.60 | -2.24 | 5 | 64 | 121.3% | 0.578 | 0.0422 | -0.610 | 0.030 | 0.004 |
| 84.00 | 4.23 | 3.50 | 4.70 | 0.73 | 109 | 575 | 112.9% | 0.534 | 0.0461 | -0.576 | 0.030 | 0.003 |
| 85.00 | 3.57 | 3.30 | 3.90 | 0.27 | 678 | 418 | 111.9% | 0.488 | 0.0466 | -0.573 | 0.030 | 0.003 |
| 86.00 | 3.13 | 2.80 | 3.80 | 0.28 | 108 | 33 | 115.6% | 0.445 | 0.0448 | -0.586 | 0.030 | 0.003 |
| 87.00 | 2.80 | 2.40 | 3.80 | 0.15 | 32 | 339 | 121.1% | 0.408 | 0.0420 | -0.603 | 0.030 | 0.003 |
| 88.00 | 2.50 | 1.95 | 2.65 | 0.24 | 30 | 68 | 108.0% | 0.348 | 0.0448 | -0.512 | 0.028 | 0.002 |
| 89.00 | 2.30 | 1.50 | 3.70 | 0.40 | 268 | 258 | 126.8% | 0.339 | 0.0378 | -0.594 | 0.028 | 0.002 |
| 90.00 | 1.75 | 1.50 | 1.95 | 0.15 | 229 | 1,968 | 108.5% | 0.269 | 0.0398 | -0.458 | 0.025 | 0.002 |
| 91.00 | 1.89 | 1.20 | 2.25 | 0.44 | 223 | 127 | 116.9% | 0.252 | 0.0357 | -0.477 | 0.024 | 0.002 |
| 92.00 | 1.25 | 1.10 | 1.50 | 0.00 | 74 | 100 | 110.0% | 0.204 | 0.0337 | -0.399 | 0.022 | 0.001 |
| 93.00 | 1.24 | 0.60 | 1.30 | 0.14 | 116 | 42 | 103.7% | 0.159 | 0.0306 | -0.322 | 0.019 | 0.001 |
| 94.00 | 1.02 | 0.85 | 1.65 | -0.45 | 21 | 21 | 122.6% | 0.178 | 0.0278 | -0.408 | 0.020 | 0.001 |
| 95.00 | 0.79 | 0.05 | 0.85 | 0.03 | 238 | 432 | 92.6% | 0.084 | 0.0217 | -0.182 | 0.012 | 0.001 |
| 96.00 | 0.59 | 0.40 | 1.00 | -0.59 | 7 | 51 | 111.7% | 0.109 | 0.0219 | -0.267 | 0.014 | 0.001 |
| 97.00 | 0.58 | 0.35 | 1.10 | -0.03 | 22 | 15 | 118.8% | 0.106 | 0.0202 | -0.278 | 0.014 | 0.001 |
| 98.00 | 0.55 | 0.20 | 0.60 | 0.01 | 46 | 716 | 105.9% | 0.064 | 0.0155 | -0.170 | 0.010 | 0.000 |
| 99.00 | 0.60 | 0.00 | 0.75 | -0.40 | 15 | 12 | 109.2% | 0.058 | 0.0138 | -0.161 | 0.009 | 0.000 |
| 100.00 | 0.35 | 0.20 | 0.35 | 0.05 | 604 | 693 | 106.4% | 0.043 | 0.0111 | -0.123 | 0.007 | 0.000 |
| 105.00 | 0.14 | 0.05 | 0.20 | 0.04 | 94 | 940 | 111.3% | 0.017 | 0.0049 | -0.059 | 0.003 | 0.000 |
| 110.00 | 0.07 | 0.00 | 0.10 | -0.01 | 2 | 199 | 113.7% | 0.006 | 0.0019 | -0.024 | 0.001 | 0.000 |
| 115.00 | 0.34 | 0.00 | 1.20 | 0.22 | 1 | 70 | 198.3% | 0.051 | 0.0069 | -0.264 | 0.008 | 0.000 |
| 120.00 | 0.25 | 0.00 | 0.50 | 0.20 | 1 | 13 | 183.6% | 0.021 | 0.0036 | -0.117 | 0.004 | 0.000 |
| 125.00 | 0.07 | 0.00 | 3.30 | 0.00 | 1 | 5 | 302.6% | 0.097 | 0.0074 | -0.662 | 0.013 | 0.001 |
| 135.00 | 0.03 | 0.00 | 0.25 | 0.00 | 1 | 6 | 207.8% | 0.008 | 0.0014 | -0.059 | 0.002 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 45.00 | 0.27 | 0.00 | 0.05 | 0.00 | 1 | 3 | 234.4% | -0.001 | 0.0002 | -0.011 | 0.000 | -0.000 |
| 50.00 | 0.05 | 0.00 | 0.05 | -0.01 | 4 | 1 | 196.9% | -0.001 | 0.0003 | -0.011 | 0.000 | -0.000 |
| 55.00 | 0.10 | 0.00 | 1.00 | 0.00 | 2 | 3 | 264.6% | -0.029 | 0.0032 | -0.221 | 0.005 | -0.000 |
| 60.00 | 0.05 | 0.00 | 0.05 | 0.02 | 1 | 65 | 134.4% | -0.002 | 0.0007 | -0.012 | 0.001 | -0.000 |
| 65.00 | 0.05 | 0.00 | 0.10 | -0.05 | 74 | 122 | 115.2% | -0.006 | 0.0018 | -0.023 | 0.001 | -0.000 |
| 69.00 | 0.15 | 0.05 | 0.20 | 0.01 | 34 | 266 | 106.6% | -0.017 | 0.0052 | -0.057 | 0.003 | -0.000 |
| 70.00 | 0.25 | 0.15 | 0.25 | 0.05 | 170 | 223 | 110.0% | -0.028 | 0.0076 | -0.089 | 0.005 | -0.000 |
| 71.00 | 0.33 | 0.20 | 0.30 | 0.01 | 59 | 32 | 108.2% | -0.036 | 0.0096 | -0.109 | 0.006 | -0.000 |
| 72.00 | 0.35 | 0.35 | 0.40 | 0.04 | 120 | 44 | 111.7% | -0.054 | 0.0128 | -0.155 | 0.008 | -0.000 |
| 73.00 | 0.50 | 0.40 | 0.55 | -0.01 | 242 | 30 | 111.0% | -0.069 | 0.0157 | -0.188 | 0.010 | -0.001 |
| 74.00 | 0.60 | 0.55 | 0.65 | 0.03 | 144 | 67 | 110.6% | -0.089 | 0.0190 | -0.225 | 0.012 | -0.001 |
| 75.00 | 0.77 | 0.75 | 0.80 | 0.07 | 2,743 | 2,542 | 111.5% | -0.114 | 0.0226 | -0.272 | 0.015 | -0.001 |
| 76.00 | 1.00 | 0.90 | 1.20 | 0.12 | 300 | 128 | 115.3% | -0.148 | 0.0263 | -0.338 | 0.018 | -0.001 |
| 77.00 | 1.05 | 1.05 | 1.30 | 0.00 | 502 | 102 | 111.1% | -0.171 | 0.0299 | -0.358 | 0.019 | -0.001 |
| 78.00 | 1.38 | 1.10 | 1.75 | 0.12 | 237 | 133 | 111.0% | -0.205 | 0.0336 | -0.400 | 0.022 | -0.002 |
| 79.00 | 1.80 | 1.60 | 1.90 | 0.20 | 190 | 161 | 112.2% | -0.245 | 0.0367 | -0.447 | 0.024 | -0.002 |
| 80.00 | 2.05 | 1.75 | 2.20 | 0.25 | 871 | 1,247 | 108.7% | -0.281 | 0.0406 | -0.464 | 0.026 | -0.002 |
| 81.00 | 2.40 | 1.60 | 3.30 | 0.15 | 44 | 123 | 112.1% | -0.329 | 0.0422 | -0.513 | 0.028 | -0.002 |
| 82.00 | 2.70 | 2.50 | 3.20 | 0.16 | 48 | 128 | 111.8% | -0.373 | 0.0443 | -0.535 | 0.029 | -0.003 |
| 83.00 | 3.30 | 2.95 | 3.60 | 0.10 | 165 | 152 | 111.0% | -0.419 | 0.0461 | -0.548 | 0.030 | -0.003 |
| 84.00 | 3.70 | 3.70 | 3.90 | 0.20 | 563 | 263 | 112.0% | -0.466 | 0.0464 | -0.562 | 0.030 | -0.003 |
| 85.00 | 4.30 | 4.00 | 4.60 | 0.20 | 573 | 402 | 111.1% | -0.513 | 0.0470 | -0.558 | 0.030 | -0.004 |
| 86.00 | 4.40 | 2.65 | 5.00 | 0.10 | 4 | 54 | 81.0% | -0.593 | 0.0627 | -0.394 | 0.030 | -0.004 |
| 87.00 | 5.36 | 3.30 | 7.10 | 0.16 | 166 | 59 | 102.8% | -0.615 | 0.0487 | -0.494 | 0.029 | -0.005 |
| 88.00 | 4.68 | 4.90 | 7.70 | 0.00 | 2 | 12 | 116.1% | -0.639 | 0.0422 | -0.546 | 0.029 | -0.005 |
| 89.00 | 7.10 | 5.80 | 7.90 | 0.00 | 4 | 5 | 112.1% | -0.685 | 0.0415 | -0.499 | 0.027 | -0.005 |
| 90.00 | 6.64 | 6.00 | 7.90 | -0.66 | 21 | 53 | 91.6% | -0.772 | 0.0431 | -0.344 | 0.023 | -0.006 |
| 91.00 | 6.39 | 6.80 | 9.00 | 0.00 | 0 | 11 | 97.7% | -0.794 | 0.0382 | -0.346 | 0.022 | -0.006 |
| 95.00 | 11.36 | 10.20 | 12.10 | 0.94 | 6 | 15 | 90.8% | -0.921 | 0.0213 | -0.160 | 0.011 | -0.007 |
| 98.00 | 11.06 | 12.70 | 15.90 | 0.00 | 0 | 2 | 116.2% | -0.916 | 0.0174 | -0.218 | 0.012 | -0.007 |
| 100.00 | 15.61 | 13.90 | 17.40 | 0.00 | 5 | 6 | 178.6% | -0.835 | 0.0182 | -0.554 | 0.019 | -0.007 |
| 105.00 | 20.54 | 18.70 | 22.50 | 0.04 | 124 | 61 | 212.3% | -0.852 | 0.0143 | -0.614 | 0.018 | -0.008 |
| 110.00 | 25.47 | 24.20 | 26.90 | 0.07 | 79 | 34 | 210.8% | -0.903 | 0.0107 | -0.450 | 0.013 | -0.008 |
| 115.00 | 28.13 | 28.60 | 32.40 | 0.00 | 12 | 11 | 259.6% | -0.885 | 0.0098 | -0.628 | 0.015 | -0.009 |
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.