ESLT
Elbit Systems Ltd.Close $795.71EOD onlyThis page reflects ESLT 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 350.00 | 421.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | 1.000 | 0.0000 | -0.041 | 0.000 | 0.029 |
| 360.00 | 356.30 | 314.00 | 318.50 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.042 | 0.000 | 0.030 |
| 380.00 | 365.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | 1.000 | 0.0000 | -0.045 | 0.000 | 0.031 |
| 390.00 | 355.70 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | 1.000 | 0.0000 | -0.046 | 0.000 | 0.032 |
| 410.00 | 308.50 | 268.00 | 272.50 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.048 | 0.000 | 0.034 |
| 420.00 | 302.30 | 489.20 | 498.30 | 0.00 | 0 | 1 | 1141.5% | 0.872 | 0.0003 | -28.771 | 0.151 | 0.019 |
| 430.00 | 291.90 | 250.50 | 255.00 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.051 | 0.000 | 0.035 |
| 450.00 | 272.50 | 233.00 | 237.50 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.053 | 0.000 | 0.037 |
| 460.00 | 285.80 | 452.40 | 461.10 | 0.00 | 0 | 1 | 1044.1% | 0.854 | 0.0003 | -28.809 | 0.165 | 0.020 |
| 480.00 | 201.00 | 402.10 | 410.70 | 0.00 | 1 | 2 | 839.8% | 0.852 | 0.0004 | -23.368 | 0.167 | 0.024 |
| 490.00 | 259.30 | 425.10 | 433.70 | 0.00 | 1 | 2 | 979.3% | 0.839 | 0.0003 | -28.794 | 0.176 | 0.022 |
| 500.00 | 342.00 | 230.00 | 238.00 | 0.00 | 1 | 1 | 0.0% | 1.000 | 0.0000 | -0.059 | 0.000 | 0.041 |
| 510.00 | 220.80 | 183.10 | 187.50 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.060 | 0.000 | 0.042 |
| 520.00 | 233.70 | 398.70 | 406.10 | 0.00 | 0 | 1 | 920.1% | 0.823 | 0.0004 | -28.737 | 0.187 | 0.023 |
| 570.00 | 198.94 | 223.00 | 230.50 | 0.00 | 1 | 1 | 161.6% | 0.991 | 0.0002 | -0.553 | 0.018 | 0.046 |
| 580.00 | 297.00 | 154.00 | 161.50 | 0.00 | 1 | 1 | 0.0% | 1.000 | 0.0000 | -0.068 | 0.000 | 0.048 |
| 590.00 | 180.19 | 202.00 | 211.00 | 0.00 | 1 | 1 | 140.8% | 0.992 | 0.0002 | -0.438 | 0.016 | 0.048 |
| 600.00 | 286.30 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.071 | 0.000 | 0.049 |
| 610.00 | 179.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | 1.000 | 0.0000 | -0.072 | 0.000 | 0.050 |
| 650.00 | 148.20 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | 1.000 | 0.0000 | -0.077 | 0.000 | 0.053 |
| 660.00 | 181.00 | 151.00 | 160.00 | 0.00 | 1 | 1 | 221.0% | 0.850 | 0.0015 | -6.266 | 0.168 | 0.043 |
| 680.00 | 176.66 | 113.00 | 119.60 | 0.00 | 3 | 3 | 77.3% | 0.989 | 0.0005 | -0.353 | 0.021 | 0.055 |
| 690.00 | 75.90 | 230.00 | 238.00 | 0.00 | 2 | 2 | 577.3% | 0.704 | 0.0008 | -24.043 | 0.249 | 0.029 |
| 700.00 | 83.62 | 93.10 | 99.70 | 0.00 | 1 | 6 | 66.8% | 0.984 | 0.0008 | -0.398 | 0.028 | 0.056 |
| 710.00 | 86.00 | 83.20 | 90.20 | 0.00 | 0 | 39 | 64.9% | 0.976 | 0.0012 | -0.528 | 0.041 | 0.057 |
| 720.00 | 176.79 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.085 | 0.000 | 0.059 |
| 730.00 | 50.55 | 63.60 | 69.80 | 0.00 | 2 | 21 | 51.9% | 0.969 | 0.0019 | -0.520 | 0.051 | 0.058 |
| 740.00 | 47.30 | 53.90 | 60.60 | 0.00 | 1 | 8 | 50.2% | 0.948 | 0.0029 | -0.725 | 0.077 | 0.057 |
| 750.00 | 37.80 | 45.10 | 50.50 | 0.00 | 68 | 74 | 61.3% | 0.864 | 0.0049 | -1.685 | 0.158 | 0.052 |
| 760.00 | 32.00 | 36.70 | 41.80 | 0.00 | 5 | 5 | 57.8% | 0.818 | 0.0063 | -1.909 | 0.190 | 0.050 |
| 770.00 | 29.29 | 26.60 | 33.00 | 0.00 | 1 | 33 | 52.5% | 0.765 | 0.0081 | -2.011 | 0.222 | 0.047 |
| 780.00 | 18.00 | 18.40 | 24.40 | 3.00 | 1 | 40 | 46.4% | 0.693 | 0.0105 | -2.025 | 0.254 | 0.043 |
| 790.00 | 11.50 | 12.60 | 17.90 | -2.20 | 13 | 20 | 44.9% | 0.582 | 0.0121 | -2.162 | 0.282 | 0.037 |
| 800.00 | 6.90 | 6.00 | 12.40 | -2.35 | 2 | 23 | 43.3% | 0.457 | 0.0127 | -2.109 | 0.286 | 0.029 |
| 810.00 | 6.40 | 2.00 | 9.20 | 0.00 | 2 | 5 | 45.6% | 0.344 | 0.0112 | -2.050 | 0.266 | 0.022 |
| 820.00 | 4.30 | 0.15 | 4.20 | 0.99 | 1 | 9 | 38.1% | 0.200 | 0.0102 | -1.300 | 0.202 | 0.013 |
| 830.00 | 2.50 | 0.00 | 6.50 | 0.00 | 1 | 157 | 55.7% | 0.211 | 0.0072 | -1.954 | 0.208 | 0.013 |
| 840.00 | 1.60 | 0.00 | 4.10 | 0.00 | 1 | 21 | 53.7% | 0.140 | 0.0057 | -1.448 | 0.160 | 0.009 |
| 850.00 | 0.85 | 0.00 | 1.50 | 0.00 | 2 | 39 | 45.6% | 0.059 | 0.0036 | -0.647 | 0.084 | 0.004 |
| 860.00 | 0.40 | 0.00 | 1.80 | -0.54 | 16 | 72 | 53.9% | 0.060 | 0.0030 | -0.773 | 0.085 | 0.004 |
| 870.00 | 27.50 | 0.00 | 3.40 | 0.00 | 1 | 14 | 59.0% | 0.051 | 0.0025 | -0.746 | 0.075 | 0.003 |
| 880.00 | 0.50 | 0.00 | 3.60 | 0.00 | 1 | 18 | 65.5% | 0.048 | 0.0021 | -0.795 | 0.072 | 0.003 |
| 890.00 | 0.70 | 0.00 | 3.40 | 0.00 | 1 | 26 | 70.1% | 0.042 | 0.0018 | -0.762 | 0.065 | 0.003 |
| 900.00 | 0.35 | 0.00 | 3.40 | 0.00 | 1 | 8 | 75.4% | 0.039 | 0.0016 | -0.767 | 0.061 | 0.002 |
| 910.00 | 0.55 | 0.00 | 0.05 | 0.00 | 6 | 16 | 48.0% | 0.001 | 0.0001 | -0.022 | 0.003 | 0.000 |
| 920.00 | 0.25 | 0.00 | 3.40 | 0.00 | 4 | 70 | 85.6% | 0.034 | 0.0012 | -0.777 | 0.054 | 0.002 |
| 930.00 | 10.67 | 0.00 | 3.40 | 0.00 | 7 | 19 | 90.5% | 0.032 | 0.0011 | -0.781 | 0.052 | 0.002 |
| 940.00 | 9.18 | 0.00 | 5.50 | 0.00 | 49 | 71 | 105.6% | 0.046 | 0.0013 | -1.220 | 0.069 | 0.003 |
| 950.00 | 5.00 | 0.00 | 5.70 | 0.00 | 3 | 6 | 111.5% | 0.045 | 0.0012 | -1.267 | 0.068 | 0.003 |
| 960.00 | 9.00 | 0.00 | 5.50 | 0.00 | 1 | 3 | 115.6% | 0.041 | 0.0011 | -1.233 | 0.064 | 0.003 |
| 970.00 | 0.64 | 0.00 | 2.35 | 0.59 | 8 | 9 | 102.2% | 0.018 | 0.0006 | -0.556 | 0.033 | 0.001 |
| 980.00 | 0.01 | 0.00 | 3.00 | 0.00 | 1 | 24 | 111.1% | 0.022 | 0.0007 | -0.704 | 0.038 | 0.001 |
| 990.00 | 2.60 | 0.00 | 7.00 | 0.00 | 1 | 30 | 136.7% | 0.045 | 0.0010 | -1.557 | 0.068 | 0.003 |
| 1000.00 | 2.75 | 0.00 | 7.00 | 0.00 | 22 | 29 | 141.5% | 0.043 | 0.0009 | -1.563 | 0.066 | 0.003 |
| 1020.00 | 1.88 | 0.00 | 7.00 | 0.00 | 3 | 12 | 150.7% | 0.040 | 0.0008 | -1.575 | 0.063 | 0.002 |
| 1040.00 | 1.56 | 0.00 | 7.00 | 0.00 | 4 | 8 | 159.6% | 0.038 | 0.0007 | -1.585 | 0.059 | 0.002 |
| 1060.00 | 0.10 | 0.00 | 0.05 | 0.00 | 1 | 17 | 89.1% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1080.00 | 24.00 | 13.40 | 18.90 | 0.00 | 1 | 10 | 258.5% | 0.118 | 0.0011 | -6.154 | 0.143 | 0.007 |
| 1100.00 | 0.94 | 0.00 | 8.80 | 0.00 | 1 | 3 | 193.5% | 0.040 | 0.0006 | -1.988 | 0.062 | 0.002 |
| 1120.00 | 19.95 | 8.60 | 15.20 | 0.00 | 0 | 1 | 255.1% | 0.087 | 0.0009 | -4.854 | 0.114 | 0.005 |
| 1140.00 | 20.00 | 0.00 | 0.00 | 0.00 | 5 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1160.00 | 15.60 | 6.50 | 12.40 | 0.00 | 0 | 4 | 257.4% | 0.067 | 0.0007 | -4.029 | 0.094 | 0.004 |
| 1180.00 | 8.50 | 0.00 | 4.80 | 0.00 | 1 | 7 | 200.9% | 0.019 | 0.0003 | -1.131 | 0.034 | 0.001 |
| 1200.00 | 0.10 | 0.00 | 10.00 | 0.00 | 2 | 57 | 237.9% | 0.036 | 0.0005 | -2.281 | 0.057 | 0.002 |
| 1220.00 | 13.70 | 1.00 | 9.00 | 0.00 | 14 | 3 | 245.2% | 0.035 | 0.0004 | -2.288 | 0.056 | 0.002 |
| 1240.00 | 29.04 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1260.00 | 1.50 | 0.00 | 4.80 | 0.00 | 3 | 3 | 227.1% | 0.017 | 0.0003 | -1.135 | 0.030 | 0.001 |
| 1280.00 | 24.52 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1300.00 | 1.10 | 0.00 | 4.80 | 0.00 | 1 | 12 | 239.4% | 0.016 | 0.0002 | -1.135 | 0.028 | 0.001 |
| 1320.00 | 12.30 | 0.20 | 7.10 | 0.00 | 2 | 30 | 263.3% | 0.023 | 0.0003 | -1.712 | 0.039 | 0.001 |
| 1340.00 | 19.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1360.00 | 18.60 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1380.00 | 11.90 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1400.00 | 0.40 | 0.00 | 0.25 | 0.00 | 1 | 63 | 188.3% | 0.001 | 0.0000 | -0.050 | 0.002 | 0.000 |
| 1420.00 | 5.02 | 0.00 | 8.20 | 2.70 | 1 | 24 | 298.5% | 0.023 | 0.0002 | -1.925 | 0.039 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 440.00 | 0.78 | 0.00 | 0.80 | 0.00 | 1 | 3 | 236.1% | -0.002 | 0.0000 | -0.181 | 0.005 | -0.000 |
| 450.00 | 11.00 | 1.65 | 9.80 | 0.00 | 1 | 1 | 351.9% | -0.026 | 0.0002 | -2.532 | 0.043 | -0.002 |
| 480.00 | 4.00 | 0.05 | 8.50 | 0.00 | 1 | 1 | 298.6% | -0.023 | 0.0002 | -1.922 | 0.039 | -0.002 |
| 500.00 | 3.40 | 0.00 | 0.00 | 0.00 | 2 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 520.00 | 7.50 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 530.00 | 12.04 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 540.00 | 5.20 | 1.20 | 6.90 | 0.00 | 1 | 1 | 236.3% | -0.028 | 0.0004 | -1.798 | 0.046 | -0.002 |
| 570.00 | 2.32 | 0.00 | 10.00 | 0.00 | 1 | 7 | 219.2% | -0.038 | 0.0005 | -2.152 | 0.059 | -0.003 |
| 580.00 | 13.44 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 590.00 | 0.30 | 0.00 | 10.00 | 0.00 | 1 | 77 | 200.8% | -0.041 | 0.0006 | -2.130 | 0.064 | -0.003 |
| 600.00 | 7.00 | 0.05 | 7.80 | 0.00 | 1 | 67 | 181.1% | -0.036 | 0.0006 | -1.705 | 0.057 | -0.002 |
| 610.00 | 12.77 | 4.70 | 11.40 | 0.00 | 38 | 17 | 207.4% | -0.066 | 0.0009 | -3.180 | 0.092 | -0.005 |
| 620.00 | 0.35 | 0.00 | 10.00 | 0.00 | 1 | 14 | 174.0% | -0.048 | 0.0008 | -2.091 | 0.072 | -0.003 |
| 630.00 | 0.40 | 0.00 | 10.00 | 0.00 | 1 | 7 | 165.3% | -0.051 | 0.0009 | -2.075 | 0.076 | -0.004 |
| 640.00 | 2.74 | 0.00 | 10.00 | 0.00 | 1 | 11 | 156.6% | -0.054 | 0.0010 | -2.058 | 0.079 | -0.004 |
| 650.00 | 0.80 | 0.00 | 3.60 | 0.00 | 1 | 38 | 116.9% | -0.025 | 0.0007 | -0.810 | 0.042 | -0.002 |
| 660.00 | 2.18 | 0.00 | 3.40 | 0.00 | 1 | 37 | 108.4% | -0.025 | 0.0008 | -0.764 | 0.042 | -0.002 |
| 670.00 | 14.00 | 0.00 | 3.40 | 0.00 | 1 | 39 | 101.2% | -0.027 | 0.0009 | -0.760 | 0.045 | -0.002 |
| 680.00 | 1.88 | 0.00 | 3.60 | 0.00 | 1 | 21 | 95.2% | -0.031 | 0.0010 | -0.796 | 0.050 | -0.002 |
| 690.00 | 0.86 | 0.05 | 3.60 | 0.00 | 2 | 14 | 88.3% | -0.034 | 0.0012 | -0.799 | 0.055 | -0.002 |
| 700.00 | 1.45 | 0.00 | 1.85 | 0.95 | 1 | 47 | 70.6% | -0.021 | 0.0010 | -0.420 | 0.036 | -0.001 |
| 710.00 | 1.55 | 0.00 | 2.20 | 0.55 | 1 | 11 | 66.3% | -0.027 | 0.0013 | -0.490 | 0.045 | -0.002 |
| 720.00 | 3.98 | 0.00 | 1.55 | 0.00 | 3 | 122 | 55.7% | -0.022 | 0.0013 | -0.350 | 0.038 | -0.001 |
| 730.00 | 0.90 | 0.00 | 2.45 | 0.00 | 1 | 59 | 54.3% | -0.037 | 0.0021 | -0.529 | 0.059 | -0.002 |
| 740.00 | 1.42 | 0.00 | 2.85 | -1.58 | 1 | 15 | 59.3% | -0.083 | 0.0036 | -1.086 | 0.111 | -0.006 |
| 750.00 | 4.10 | 0.00 | 5.30 | -2.60 | 2 | 80 | 50.2% | -0.092 | 0.0045 | -0.986 | 0.119 | -0.006 |
| 760.00 | 6.66 | 0.20 | 8.30 | -3.74 | 3 | 24 | 66.6% | -0.213 | 0.0060 | -2.305 | 0.210 | -0.014 |
| 770.00 | 10.34 | 1.65 | 9.00 | -2.06 | 2 | 43 | 58.7% | -0.258 | 0.0076 | -2.252 | 0.233 | -0.017 |
| 780.00 | 10.20 | 3.80 | 8.80 | 0.00 | 1 | 18 | 46.8% | -0.309 | 0.0104 | -1.952 | 0.254 | -0.021 |
| 790.00 | 17.50 | 6.50 | 11.50 | -10.50 | 1 | 23 | 42.8% | -0.415 | 0.0126 | -1.967 | 0.281 | -0.028 |
| 800.00 | 37.50 | 11.10 | 15.70 | 0.00 | 3 | 13 | 40.4% | -0.547 | 0.0136 | -1.869 | 0.286 | -0.037 |
| 810.00 | 46.50 | 16.40 | 22.80 | 0.00 | 2 | 33 | 43.4% | -0.664 | 0.0116 | -1.839 | 0.263 | -0.045 |
| 820.00 | 37.22 | 24.80 | 29.10 | 0.00 | 2 | 15 | 40.5% | -0.786 | 0.0100 | -1.343 | 0.210 | -0.054 |
| 830.00 | 61.72 | 32.00 | 37.90 | 0.00 | 5 | 11 | 43.8% | -0.849 | 0.0074 | -1.149 | 0.169 | -0.059 |
| 840.00 | 53.36 | 40.80 | 48.10 | 0.00 | 1 | 60 | 52.3% | -0.867 | 0.0057 | -1.268 | 0.155 | -0.060 |
| 850.00 | 62.86 | 51.00 | 57.60 | 0.00 | 1 | 10 | 56.9% | -0.894 | 0.0045 | -1.165 | 0.132 | -0.063 |
| 860.00 | 95.20 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | -1.000 | 0.0000 | 0.101 | 0.000 | -0.071 |
| 870.00 | 41.44 | 69.00 | 77.40 | 0.00 | 1 | 1 | 68.9% | -0.918 | 0.0030 | -1.158 | 0.109 | -0.066 |
| 880.00 | 91.70 | 152.00 | 160.00 | 0.00 | 1 | 2 | 312.3% | -0.584 | 0.0017 | -14.572 | 0.281 | -0.050 |
| 890.00 | 101.90 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.105 | 0.000 | -0.073 |
| 900.00 | 143.22 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.106 | 0.000 | -0.074 |
| 910.00 | 131.00 | 109.70 | 117.40 | 0.00 | 0 | 0 | 92.5% | -0.940 | 0.0018 | -1.223 | 0.086 | -0.071 |
| 920.00 | 139.30 | 119.70 | 127.40 | 0.00 | 1 | 0 | 98.0% | -0.944 | 0.0016 | -1.234 | 0.082 | -0.072 |
| 930.00 | 91.30 | 129.70 | 137.40 | 0.00 | 2 | 0 | 103.4% | -0.947 | 0.0015 | -1.244 | 0.078 | -0.073 |
| 950.00 | 168.00 | 150.90 | 157.40 | 0.00 | 0 | 0 | 113.7% | -0.952 | 0.0012 | -1.260 | 0.072 | -0.075 |
| 960.00 | 242.80 | 140.60 | 149.00 | 0.00 | 0 | 1 | 0.0% | -1.000 | 0.0000 | 0.113 | 0.000 | -0.079 |
| 970.00 | 187.00 | 170.30 | 177.40 | 0.00 | 0 | 0 | 123.7% | -0.956 | 0.0010 | -1.272 | 0.067 | -0.077 |
| 990.00 | 122.00 | 190.10 | 197.40 | 0.00 | 1 | 0 | 133.3% | -0.960 | 0.0009 | -1.282 | 0.063 | -0.079 |
| 1000.00 | 275.40 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.118 | 0.000 | -0.082 |
| 1020.00 | 281.30 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | -1.000 | 0.0000 | 0.120 | 0.000 | -0.084 |
| 1040.00 | 284.70 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.122 | 0.000 | -0.085 |
| 1060.00 | 302.20 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | -1.000 | 0.0000 | 0.125 | 0.000 | -0.087 |
| 1080.00 | 303.00 | 279.70 | 287.40 | 0.00 | 1 | 0 | 172.5% | -0.969 | 0.0006 | -1.306 | 0.050 | -0.087 |
| 1100.00 | 323.00 | 299.70 | 307.40 | 0.00 | 0 | 0 | 180.4% | -0.971 | 0.0005 | -1.309 | 0.048 | -0.089 |
| 1120.00 | 343.00 | 319.70 | 327.40 | 0.00 | 0 | 0 | 188.2% | -0.972 | 0.0005 | -1.311 | 0.046 | -0.090 |
| 1140.00 | 363.00 | 339.70 | 347.40 | 0.00 | 0 | 0 | 195.8% | -0.974 | 0.0004 | -1.312 | 0.044 | -0.092 |
| 1180.00 | 392.20 | 379.70 | 387.40 | 0.00 | 1 | 0 | 210.3% | -0.976 | 0.0004 | -1.314 | 0.041 | -0.095 |
| 1260.00 | 472.20 | 459.70 | 467.40 | 0.00 | 0 | 0 | 237.4% | -0.979 | 0.0003 | -1.313 | 0.037 | -0.102 |
| 1420.00 | 637.00 | 620.50 | 627.40 | 0.00 | 0 | 0 | 284.9% | -0.983 | 0.0002 | -1.303 | 0.031 | -0.116 |
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.