ESLT
Elbit Systems Ltd.Close $771.00EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 230.00 | 647.60 | 0.00 | 0.00 | 0.00 | 12 | 0 | 0.0% | 1.000 | 0.0000 | -0.027 | 0.000 | 0.188 |
| 240.00 | 511.80 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.028 | 0.000 | 0.197 |
| 250.00 | 630.10 | 0.00 | 0.00 | 0.00 | 3 | 0 | 0.0% | 1.000 | 0.0000 | -0.029 | 0.000 | 0.205 |
| 260.00 | 623.20 | 0.00 | 0.00 | 0.00 | 4 | 0 | 0.0% | 1.000 | 0.0000 | -0.031 | 0.000 | 0.213 |
| 270.00 | 610.30 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.032 | 0.000 | 0.221 |
| 280.00 | 603.40 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.033 | 0.000 | 0.229 |
| 290.00 | 612.20 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.034 | 0.000 | 0.238 |
| 300.00 | 583.60 | 0.00 | 0.00 | 0.00 | 3 | 0 | 0.0% | 1.000 | 0.0000 | -0.035 | 0.000 | 0.246 |
| 310.00 | 476.00 | 457.00 | 465.80 | 0.00 | 3 | 7 | 126.8% | 0.997 | 0.0000 | -0.085 | 0.023 | 0.251 |
| 320.00 | 466.00 | 447.00 | 455.80 | 0.00 | 2 | 2 | 122.7% | 0.996 | 0.0000 | -0.086 | 0.024 | 0.260 |
| 330.00 | 493.00 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.039 | 0.000 | 0.270 |
| 340.00 | 419.80 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.040 | 0.000 | 0.278 |
| 350.00 | 529.00 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.041 | 0.000 | 0.287 |
| 360.00 | 576.85 | 387.10 | 397.00 | 0.00 | 1 | 14 | 0.0% | 1.000 | 0.0000 | -0.042 | 0.000 | 0.295 |
| 370.00 | 545.63 | 377.10 | 387.00 | 0.00 | 4 | 17 | 0.0% | 1.000 | 0.0000 | -0.043 | 0.000 | 0.303 |
| 380.00 | 301.50 | 290.60 | 295.50 | 0.00 | 0 | 5 | 0.0% | 1.000 | 0.0000 | -0.045 | 0.000 | 0.311 |
| 390.00 | 547.30 | 480.70 | 490.00 | 0.00 | 1 | 3 | 407.3% | 0.879 | 0.0002 | -3.040 | 0.444 | 0.160 |
| 410.00 | 489.20 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.048 | 0.000 | 0.336 |
| 420.00 | 284.20 | 452.70 | 461.30 | 0.00 | 1 | 2 | 378.7% | 0.866 | 0.0003 | -3.045 | 0.479 | 0.175 |
| 440.00 | 460.10 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.052 | 0.000 | 0.360 |
| 450.00 | 450.60 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.053 | 0.000 | 0.369 |
| 460.00 | 422.10 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.054 | 0.000 | 0.377 |
| 470.00 | 427.90 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.055 | 0.000 | 0.385 |
| 480.00 | 403.10 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.056 | 0.000 | 0.393 |
| 490.00 | 288.00 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.058 | 0.000 | 0.401 |
| 500.00 | 350.00 | 268.20 | 276.60 | 0.00 | 1 | 11 | 76.8% | 0.982 | 0.0003 | -0.183 | 0.099 | 0.397 |
| 510.00 | 389.80 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.060 | 0.000 | 0.418 |
| 520.00 | 218.90 | 358.00 | 366.00 | 0.00 | 1 | 4 | 297.1% | 0.814 | 0.0004 | -2.963 | 0.592 | 0.220 |
| 530.00 | 395.00 | 343.10 | 352.00 | 0.00 | 1 | 8 | 281.8% | 0.808 | 0.0004 | -2.864 | 0.603 | 0.228 |
| 540.00 | 401.60 | 333.40 | 341.90 | 0.00 | 1 | 7 | 274.2% | 0.802 | 0.0005 | -2.840 | 0.614 | 0.232 |
| 550.00 | 355.80 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.065 | 0.000 | 0.450 |
| 560.00 | 145.00 | 321.00 | 329.00 | 0.00 | 1 | 2 | 270.4% | 0.789 | 0.0005 | -2.909 | 0.638 | 0.235 |
| 570.00 | 290.98 | 200.00 | 206.90 | 0.00 | 1 | 1 | 62.5% | 0.964 | 0.0006 | -0.247 | 0.176 | 0.442 |
| 580.00 | 166.87 | 303.00 | 310.90 | 0.00 | 1 | 6 | 258.4% | 0.776 | 0.0005 | -2.880 | 0.661 | 0.241 |
| 590.00 | 55.50 | 110.60 | 115.50 | 0.00 | 1 | 1 | 0.0% | 1.000 | 0.0000 | -0.069 | 0.000 | 0.483 |
| 600.00 | 156.72 | 171.00 | 178.20 | 0.00 | 1 | 123 | 58.4% | 0.945 | 0.0009 | -0.303 | 0.244 | 0.454 |
| 610.00 | 299.00 | 266.30 | 274.30 | 0.00 | 2 | 13 | 227.3% | 0.755 | 0.0006 | -2.668 | 0.695 | 0.258 |
| 620.00 | 274.39 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.073 | 0.000 | 0.508 |
| 630.00 | 265.69 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.074 | 0.000 | 0.516 |
| 640.00 | 288.30 | 0.00 | 0.00 | 0.00 | 5 | 0 | 0.0% | 1.000 | 0.0000 | -0.075 | 0.000 | 0.524 |
| 650.00 | 210.20 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.076 | 0.000 | 0.532 |
| 660.00 | 307.10 | 219.60 | 227.80 | 0.00 | 1 | 39 | 198.1% | 0.714 | 0.0008 | -2.522 | 0.752 | 0.269 |
| 680.00 | 207.72 | 101.50 | 109.00 | 0.00 | 1 | 97 | 54.9% | 0.816 | 0.0022 | -0.599 | 0.588 | 0.429 |
| 700.00 | 77.60 | 85.60 | 94.00 | 0.00 | 2 | 5 | 53.7% | 0.767 | 0.0026 | -0.664 | 0.677 | 0.411 |
| 720.00 | 214.10 | 60.30 | 67.00 | 0.00 | 1 | 10 | 41.4% | 0.747 | 0.0035 | -0.548 | 0.707 | 0.417 |
| 740.00 | 56.61 | 59.50 | 66.90 | 0.00 | 1 | 8 | 52.5% | 0.645 | 0.0032 | -0.771 | 0.823 | 0.356 |
| 750.00 | 48.87 | 54.00 | 61.00 | 0.00 | 1 | 1 | 52.4% | 0.611 | 0.0033 | -0.788 | 0.847 | 0.340 |
| 760.00 | 42.02 | 48.10 | 55.00 | 0.00 | 4 | 31 | 51.6% | 0.577 | 0.0034 | -0.790 | 0.865 | 0.323 |
| 780.00 | 44.00 | 39.00 | 45.00 | -5.80 | 2 | 2 | 51.5% | 0.508 | 0.0035 | -0.797 | 0.882 | 0.287 |
| 790.00 | 29.95 | 34.80 | 41.00 | 0.00 | 4 | 53 | 51.6% | 0.473 | 0.0035 | -0.795 | 0.880 | 0.269 |
| 800.00 | 39.20 | 31.00 | 37.00 | 10.20 | 1 | 39 | 51.6% | 0.440 | 0.0035 | -0.786 | 0.872 | 0.250 |
| 810.00 | 22.34 | 27.50 | 33.00 | 0.00 | 1 | 14 | 51.4% | 0.406 | 0.0034 | -0.768 | 0.857 | 0.232 |
| 820.00 | 22.50 | 23.90 | 30.00 | 0.00 | 2 | 15 | 51.4% | 0.374 | 0.0033 | -0.748 | 0.838 | 0.215 |
| 830.00 | 17.79 | 18.90 | 27.00 | 0.00 | 7 | 11 | 50.2% | 0.339 | 0.0033 | -0.704 | 0.809 | 0.196 |
| 840.00 | 24.00 | 18.50 | 24.00 | 0.00 | 31 | 109 | 51.4% | 0.314 | 0.0031 | -0.698 | 0.784 | 0.182 |
| 850.00 | 19.50 | 16.40 | 19.50 | 3.80 | 9 | 14 | 50.3% | 0.281 | 0.0030 | -0.648 | 0.745 | 0.163 |
| 860.00 | 12.94 | 14.30 | 20.00 | 0.00 | 30 | 28 | 52.2% | 0.264 | 0.0028 | -0.651 | 0.723 | 0.153 |
| 870.00 | 25.18 | 12.10 | 18.00 | 0.00 | 6 | 12 | 52.1% | 0.239 | 0.0027 | -0.615 | 0.685 | 0.139 |
| 880.00 | 9.40 | 8.90 | 16.60 | 0.00 | 1 | 8 | 51.4% | 0.212 | 0.0026 | -0.566 | 0.640 | 0.124 |
| 890.00 | 19.73 | 9.50 | 15.00 | 0.00 | 5 | 6 | 53.2% | 0.200 | 0.0024 | -0.564 | 0.618 | 0.117 |
| 900.00 | 12.00 | 7.30 | 13.80 | -19.00 | 1 | 31 | 52.8% | 0.178 | 0.0022 | -0.522 | 0.576 | 0.104 |
| 910.00 | 7.90 | 7.10 | 12.60 | 0.00 | 7 | 5 | 53.9% | 0.166 | 0.0021 | -0.508 | 0.550 | 0.097 |
| 920.00 | 11.71 | 6.20 | 11.10 | 0.00 | 2 | 8 | 53.9% | 0.149 | 0.0019 | -0.473 | 0.512 | 0.087 |
| 930.00 | 5.90 | 5.80 | 10.00 | 0.89 | 1 | 12 | 54.6% | 0.136 | 0.0018 | -0.452 | 0.484 | 0.080 |
| 940.00 | 62.55 | 0.00 | 0.00 | 0.00 | 2 | 0 | 12.5% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 950.00 | 5.00 | 2.60 | 9.20 | 0.00 | 1 | 9 | 54.3% | 0.107 | 0.0015 | -0.379 | 0.408 | 0.063 |
| 960.00 | 63.60 | 1.60 | 9.00 | 0.00 | 1 | 6 | 54.7% | 0.097 | 0.0014 | -0.355 | 0.380 | 0.057 |
| 970.00 | 18.55 | 0.90 | 8.60 | 0.00 | 0 | 5 | 55.1% | 0.088 | 0.0013 | -0.332 | 0.353 | 0.052 |
| 980.00 | 60.02 | 0.00 | 0.00 | 0.00 | 1 | 0 | 12.5% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 990.00 | 15.60 | 0.50 | 7.20 | 0.00 | 0 | 3 | 55.9% | 0.073 | 0.0011 | -0.290 | 0.305 | 0.043 |
| 1000.00 | 3.30 | 0.05 | 4.80 | -14.10 | 1 | 28 | 52.4% | 0.051 | 0.0009 | -0.207 | 0.232 | 0.031 |
| 1020.00 | 3.10 | 0.00 | 4.80 | 0.00 | 1 | 16 | 55.4% | 0.048 | 0.0008 | -0.209 | 0.222 | 0.029 |
| 1040.00 | 2.50 | 0.00 | 4.80 | 0.00 | 1 | 7 | 58.4% | 0.046 | 0.0007 | -0.212 | 0.214 | 0.027 |
| 1060.00 | 1.70 | 0.00 | 4.80 | 0.00 | 1 | 9 | 61.3% | 0.044 | 0.0007 | -0.215 | 0.206 | 0.026 |
| 1080.00 | 1.60 | 0.00 | 4.80 | 0.00 | 3 | 9 | 64.1% | 0.042 | 0.0006 | -0.217 | 0.200 | 0.025 |
| 1100.00 | 4.30 | 0.00 | 4.80 | 0.00 | 7 | 18 | 66.8% | 0.041 | 0.0006 | -0.220 | 0.194 | 0.024 |
| 1120.00 | 3.15 | 0.00 | 4.80 | 0.00 | 1 | 5 | 69.5% | 0.040 | 0.0006 | -0.222 | 0.189 | 0.023 |
| 1140.00 | 20.36 | 0.00 | 0.00 | 0.00 | 0 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1160.00 | 39.28 | 3.00 | 11.60 | 0.00 | 0 | 1 | 92.9% | 0.083 | 0.0007 | -0.528 | 0.337 | 0.047 |
| 1180.00 | 17.76 | 0.00 | 0.00 | 0.00 | 22 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1200.00 | 1.91 | 0.00 | 4.80 | 0.00 | 1 | 39 | 79.5% | 0.035 | 0.0004 | -0.230 | 0.171 | 0.020 |
| 1220.00 | 13.69 | 0.00 | 0.00 | 0.00 | 10 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1260.00 | 9.50 | 0.00 | 4.80 | 0.00 | 0 | 1 | 86.5% | 0.033 | 0.0004 | -0.235 | 0.161 | 0.019 |
| 1280.00 | 11.00 | 0.70 | 8.60 | 0.00 | 0 | 1 | 99.5% | 0.052 | 0.0005 | -0.397 | 0.237 | 0.030 |
| 1320.00 | 12.00 | 0.80 | 4.60 | 0.00 | 1 | 0 | 94.7% | 0.034 | 0.0004 | -0.263 | 0.165 | 0.019 |
| 1360.00 | 6.00 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1420.00 | 0.37 | 0.00 | 4.80 | 0.00 | 1 | 2 | 102.9% | 0.028 | 0.0003 | -0.247 | 0.142 | 0.016 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 230.00 | 0.05 | 0.00 | 4.80 | 0.00 | 2 | 10 | 212.3% | -0.011 | 0.0001 | -0.221 | 0.063 | -0.009 |
| 240.00 | 2.37 | 0.00 | 4.80 | 0.00 | 3 | 14 | 205.2% | -0.011 | 0.0001 | -0.221 | 0.065 | -0.009 |
| 260.00 | 0.10 | 0.00 | 9.90 | 0.00 | 1 | 3 | 218.6% | -0.020 | 0.0001 | -0.388 | 0.107 | -0.016 |
| 270.00 | 2.85 | 0.00 | 3.70 | 0.00 | 0 | 2 | 178.1% | -0.010 | 0.0001 | -0.178 | 0.060 | -0.008 |
| 280.00 | 2.43 | 0.00 | 4.80 | 0.00 | 1 | 21 | 179.8% | -0.013 | 0.0001 | -0.218 | 0.073 | -0.010 |
| 290.00 | 2.44 | 0.00 | 4.80 | 0.00 | 1 | 4 | 174.0% | -0.013 | 0.0001 | -0.218 | 0.076 | -0.010 |
| 300.00 | 2.45 | 0.00 | 4.80 | 0.00 | 1 | 20 | 168.4% | -0.014 | 0.0001 | -0.217 | 0.078 | -0.010 |
| 310.00 | 0.05 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 320.00 | 0.85 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 330.00 | 0.50 | 0.00 | 4.20 | 0.00 | 1 | 1 | 149.4% | -0.014 | 0.0001 | -0.192 | 0.078 | -0.010 |
| 360.00 | 16.50 | 0.05 | 2.90 | 0.00 | 0 | 1 | 128.1% | -0.012 | 0.0001 | -0.143 | 0.067 | -0.008 |
| 390.00 | 2.00 | 0.00 | 4.20 | 0.00 | 1 | 2 | 122.6% | -0.017 | 0.0002 | -0.187 | 0.092 | -0.012 |
| 410.00 | 5.90 | 0.50 | 5.00 | 0.00 | 0 | 1 | 120.1% | -0.022 | 0.0002 | -0.229 | 0.116 | -0.016 |
| 420.00 | 30.60 | 26.20 | 29.90 | 0.00 | 0 | 1 | 208.6% | -0.093 | 0.0004 | -1.271 | 0.369 | -0.081 |
| 440.00 | 1.75 | 0.00 | 0.00 | 0.00 | 2 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 450.00 | 5.14 | 0.00 | 0.00 | 0.00 | 3 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 460.00 | 1.41 | 0.00 | 3.70 | 0.00 | 1 | 5 | 93.9% | -0.019 | 0.0002 | -0.161 | 0.104 | -0.014 |
| 470.00 | 2.50 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 480.00 | 1.61 | 0.00 | 4.30 | 0.00 | 1 | 1 | 89.5% | -0.023 | 0.0003 | -0.179 | 0.122 | -0.016 |
| 490.00 | 2.60 | 0.00 | 0.00 | 0.00 | 2 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 500.00 | 5.70 | 0.00 | 0.00 | 0.00 | 2 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 510.00 | 1.25 | 0.00 | 3.60 | 0.00 | 1 | 2 | 77.0% | -0.023 | 0.0003 | -0.151 | 0.120 | -0.016 |
| 530.00 | 12.00 | 1.40 | 9.90 | 0.00 | 11 | 4 | 89.7% | -0.055 | 0.0006 | -0.361 | 0.245 | -0.039 |
| 540.00 | 11.00 | 2.00 | 10.50 | 0.00 | 10 | 73 | 88.2% | -0.061 | 0.0006 | -0.385 | 0.266 | -0.043 |
| 550.00 | 3.42 | 0.00 | 4.80 | 0.00 | 1 | 3 | 68.4% | -0.033 | 0.0005 | -0.182 | 0.163 | -0.023 |
| 560.00 | 39.70 | 15.50 | 19.60 | 0.00 | 1 | 7 | 110.1% | -0.119 | 0.0008 | -0.792 | 0.439 | -0.089 |
| 570.00 | 2.40 | 0.30 | 3.00 | 0.00 | 1 | 3 | 58.0% | -0.027 | 0.0005 | -0.132 | 0.139 | -0.019 |
| 580.00 | 25.00 | 5.80 | 13.10 | 0.00 | 1 | 9 | 83.0% | -0.092 | 0.0009 | -0.494 | 0.364 | -0.065 |
| 590.00 | 20.91 | 7.40 | 13.70 | 0.00 | 35 | 7 | 81.9% | -0.102 | 0.0010 | -0.526 | 0.393 | -0.072 |
| 600.00 | 3.30 | 0.35 | 6.00 | 0.00 | 1 | 30 | 56.8% | -0.050 | 0.0008 | -0.211 | 0.228 | -0.034 |
| 610.00 | 3.10 | 3.30 | 8.70 | 0.00 | 1 | 27 | 63.0% | -0.080 | 0.0011 | -0.336 | 0.327 | -0.055 |
| 620.00 | 6.00 | 2.00 | 6.80 | 0.00 | 1 | 17 | 54.9% | -0.069 | 0.0011 | -0.261 | 0.293 | -0.047 |
| 630.00 | 4.20 | 1.85 | 9.20 | 0.00 | 2 | 5 | 55.0% | -0.084 | 0.0013 | -0.303 | 0.339 | -0.057 |
| 640.00 | 7.00 | 4.00 | 8.20 | 0.00 | 1 | 4 | 53.2% | -0.094 | 0.0014 | -0.319 | 0.369 | -0.064 |
| 650.00 | 6.33 | 6.00 | 8.10 | -2.17 | 1 | 8 | 52.2% | -0.108 | 0.0016 | -0.345 | 0.409 | -0.073 |
| 660.00 | 12.23 | 6.80 | 10.90 | 0.00 | 5 | 17 | 52.6% | -0.129 | 0.0018 | -0.396 | 0.466 | -0.089 |
| 670.00 | 9.90 | 7.50 | 13.60 | 0.00 | 0 | 1 | 52.3% | -0.150 | 0.0020 | -0.435 | 0.516 | -0.103 |
| 680.00 | 16.90 | 10.50 | 14.30 | 0.00 | 1 | 29 | 51.8% | -0.173 | 0.0022 | -0.471 | 0.565 | -0.119 |
| 690.00 | 14.30 | 12.10 | 17.70 | 0.00 | 1 | 2 | 52.0% | -0.200 | 0.0024 | -0.516 | 0.618 | -0.138 |
| 700.00 | 22.95 | 13.50 | 18.70 | 0.00 | 1 | 18 | 53.5% | -0.233 | 0.0026 | -0.580 | 0.676 | -0.162 |
| 710.00 | 16.60 | 17.30 | 21.90 | 0.00 | 0 | 9 | 50.6% | -0.253 | 0.0029 | -0.570 | 0.707 | -0.175 |
| 720.00 | 22.50 | 20.20 | 25.30 | -1.30 | 1 | 10 | 50.4% | -0.284 | 0.0030 | -0.601 | 0.749 | -0.198 |
| 730.00 | 33.48 | 23.50 | 29.00 | 0.00 | 1 | 4 | 50.2% | -0.317 | 0.0032 | -0.627 | 0.787 | -0.221 |
| 740.00 | 39.72 | 27.40 | 33.00 | 0.00 | 3 | 43 | 50.1% | -0.351 | 0.0033 | -0.649 | 0.820 | -0.246 |
| 750.00 | 44.10 | 31.30 | 37.30 | 0.00 | 1 | 5 | 53.3% | -0.390 | 0.0033 | -0.713 | 0.848 | -0.276 |
| 760.00 | 37.10 | 35.10 | 41.90 | -10.42 | 1 | 23 | 53.1% | -0.423 | 0.0033 | -0.723 | 0.865 | -0.301 |
| 770.00 | 44.08 | 40.30 | 46.90 | 0.00 | 2 | 3 | 53.0% | -0.457 | 0.0034 | -0.727 | 0.877 | -0.326 |
| 780.00 | 46.22 | 44.60 | 52.40 | 0.00 | 1 | 44 | 53.0% | -0.491 | 0.0034 | -0.729 | 0.882 | -0.352 |
| 790.00 | 54.80 | 50.70 | 58.00 | 0.00 | 1 | 15 | 52.8% | -0.525 | 0.0034 | -0.721 | 0.880 | -0.378 |
| 800.00 | 57.80 | 56.70 | 63.70 | -8.80 | 1 | 11 | 52.4% | -0.558 | 0.0034 | -0.704 | 0.872 | -0.404 |
| 810.00 | 60.80 | 63.30 | 70.00 | 0.00 | 2 | 5 | 52.3% | -0.591 | 0.0034 | -0.687 | 0.859 | -0.430 |
| 820.00 | 40.91 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.096 | 0.000 | -0.672 |
| 840.00 | 63.77 | 84.20 | 91.00 | 0.00 | 12 | 16 | 52.4% | -0.682 | 0.0031 | -0.616 | 0.789 | -0.504 |
| 850.00 | 94.13 | 92.50 | 99.00 | 0.00 | 2 | 6 | 53.0% | -0.706 | 0.0029 | -0.597 | 0.761 | -0.527 |
| 860.00 | 112.50 | 99.70 | 107.00 | 0.00 | 1 | 26 | 53.4% | -0.730 | 0.0028 | -0.571 | 0.730 | -0.548 |
| 870.00 | 55.58 | 107.60 | 115.00 | 0.00 | 1 | 4 | 53.5% | -0.754 | 0.0027 | -0.539 | 0.696 | -0.570 |
| 880.00 | 71.00 | 115.70 | 123.80 | 0.00 | 1 | 10 | 54.5% | -0.772 | 0.0025 | -0.522 | 0.668 | -0.588 |
| 900.00 | 129.99 | 133.90 | 141.00 | 0.00 | 1 | 21 | 55.2% | -0.809 | 0.0022 | -0.464 | 0.601 | -0.626 |
| 910.00 | 68.20 | 81.50 | 88.30 | 0.00 | 0 | 2 | 0.0% | -1.000 | 0.0000 | 0.107 | 0.000 | -0.745 |
| 920.00 | 97.00 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.108 | 0.000 | -0.753 |
| 930.00 | 157.25 | 160.70 | 168.80 | 0.00 | 3 | 13 | 58.4% | -0.845 | 0.0018 | -0.416 | 0.526 | -0.672 |
| 940.00 | 146.25 | 168.90 | 178.00 | 0.00 | 1 | 1 | 59.0% | -0.857 | 0.0017 | -0.392 | 0.499 | -0.687 |
| 950.00 | 97.10 | 107.20 | 115.00 | 0.00 | 0 | 13 | 0.0% | -1.000 | 0.0000 | 0.112 | 0.000 | -0.778 |
| 960.00 | 90.70 | 209.10 | 216.00 | 0.00 | 1 | 2 | 87.5% | -0.769 | 0.0016 | -0.887 | 0.673 | -0.659 |
| 980.00 | 108.50 | 226.50 | 235.00 | 0.00 | 1 | 3 | 89.4% | -0.787 | 0.0015 | -0.860 | 0.643 | -0.685 |
| 1000.00 | 109.60 | 144.70 | 152.00 | 0.00 | 0 | 1 | 0.0% | -1.000 | 0.0000 | 0.117 | 0.000 | -0.819 |
| 1020.00 | 121.50 | 160.90 | 169.00 | 0.00 | 2 | 3 | 0.0% | -1.000 | 0.0000 | 0.120 | 0.000 | -0.835 |
| 1060.00 | 399.00 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | -1.000 | 0.0000 | 0.124 | 0.000 | -0.868 |
| 1080.00 | 368.00 | 227.40 | 236.20 | 0.00 | 2 | 0 | 0.0% | -1.000 | 0.0000 | 0.127 | 0.000 | -0.885 |
| 1300.00 | 484.00 | 525.40 | 534.00 | 0.00 | 1 | 0 | 76.4% | -0.988 | 0.0002 | 0.064 | 0.069 | -1.058 |
| 1420.00 | 604.00 | 645.30 | 654.00 | 0.00 | 1 | 0 | 86.5% | -0.990 | 0.0001 | 0.081 | 0.059 | -1.157 |
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.