FDS
FactSet Research Systems Inc.Close $223.68EOD onlyThis page reflects FDS 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 100.00 | 123.80 | 119.00 | 128.90 | 0.00 | 7 | 5 | 127.9% | 0.992 | 0.0003 | -0.041 | 0.013 | 0.078 |
| 125.00 | 99.60 | 104.10 | 112.70 | 0.00 | 2 | 2 | 218.9% | 0.896 | 0.0013 | -0.442 | 0.114 | 0.073 |
| 140.00 | 155.27 | 111.50 | 120.50 | 0.00 | 1 | 3 | 334.9% | 0.834 | 0.0012 | -0.914 | 0.157 | 0.057 |
| 150.00 | 62.19 | 80.40 | 86.90 | 0.00 | 2 | 7 | 168.5% | 0.861 | 0.0021 | -0.418 | 0.139 | 0.087 |
| 160.00 | 60.09 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.019 | 0.000 | 0.127 |
| 170.00 | 47.24 | 51.50 | 56.60 | 0.00 | 1 | 1 | 51.9% | 0.976 | 0.0017 | -0.051 | 0.036 | 0.130 |
| 175.00 | 58.10 | 0.00 | 0.00 | 0.00 | 3 | 0 | 0.0% | 1.000 | 0.0000 | -0.021 | 0.000 | 0.139 |
| 180.00 | 30.00 | 0.00 | 0.00 | 0.00 | 21 | 0 | 0.0% | 1.000 | 0.0000 | -0.021 | 0.000 | 0.143 |
| 185.00 | 28.10 | 0.00 | 0.00 | 0.00 | 11 | 0 | 0.0% | 1.000 | 0.0000 | -0.022 | 0.000 | 0.146 |
| 190.00 | 38.05 | 32.80 | 38.40 | 0.00 | 2 | 52 | 50.4% | 0.893 | 0.0058 | -0.120 | 0.116 | 0.130 |
| 195.00 | 26.65 | 0.00 | 0.00 | 0.00 | 41 | 0 | 0.0% | 1.000 | 0.0000 | -0.023 | 0.000 | 0.154 |
| 200.00 | 26.85 | 24.20 | 29.00 | 10.85 | 10 | 19 | 58.4% | 0.783 | 0.0080 | -0.203 | 0.185 | 0.116 |
| 210.00 | 20.58 | 18.90 | 21.30 | 0.00 | 4 | 337 | 53.9% | 0.696 | 0.0103 | -0.221 | 0.220 | 0.107 |
| 220.00 | 13.00 | 12.90 | 14.30 | 0.00 | 344 | 203 | 48.8% | 0.585 | 0.0127 | -0.221 | 0.246 | 0.092 |
| 230.00 | 9.10 | 8.30 | 10.50 | -3.50 | 1 | 59 | 51.8% | 0.462 | 0.0122 | -0.235 | 0.250 | 0.074 |
| 240.00 | 5.94 | 5.00 | 6.10 | -1.46 | 78 | 130 | 47.6% | 0.333 | 0.0121 | -0.196 | 0.229 | 0.054 |
| 250.00 | 3.50 | 2.95 | 3.70 | -0.20 | 1 | 111 | 47.2% | 0.229 | 0.0102 | -0.161 | 0.191 | 0.038 |
| 260.00 | 2.15 | 1.65 | 2.85 | -0.15 | 79 | 162 | 51.5% | 0.173 | 0.0079 | -0.148 | 0.162 | 0.029 |
| 270.00 | 1.40 | 0.95 | 1.50 | 0.00 | 17 | 125 | 49.5% | 0.105 | 0.0058 | -0.100 | 0.115 | 0.017 |
| 280.00 | 0.55 | 0.20 | 1.40 | -0.25 | 1 | 44 | 55.3% | 0.090 | 0.0047 | -0.100 | 0.102 | 0.015 |
| 290.00 | 0.43 | 0.05 | 1.50 | 0.00 | 2 | 36 | 54.2% | 0.055 | 0.0032 | -0.067 | 0.070 | 0.009 |
| 300.00 | 0.10 | 0.10 | 1.15 | 0.00 | 3 | 77 | 57.3% | 0.043 | 0.0025 | -0.058 | 0.058 | 0.007 |
| 310.00 | 1.00 | 0.00 | 1.00 | 0.00 | 2 | 1,091 | 59.9% | 0.034 | 0.0020 | -0.050 | 0.047 | 0.006 |
| 320.00 | 5.19 | 0.65 | 6.40 | 0.00 | 1 | 3 | 97.5% | 0.125 | 0.0033 | -0.221 | 0.129 | 0.019 |
| 330.00 | 1.00 | 0.00 | 1.50 | 0.00 | 1 | 5 | 73.9% | 0.040 | 0.0019 | -0.071 | 0.055 | 0.007 |
| 340.00 | 0.03 | 0.00 | 1.70 | 0.00 | 2 | 14 | 80.1% | 0.042 | 0.0018 | -0.079 | 0.057 | 0.007 |
| 350.00 | 0.05 | 0.00 | 1.70 | 0.00 | 1 | 29 | 84.5% | 0.040 | 0.0016 | -0.081 | 0.055 | 0.007 |
| 360.00 | 0.30 | 0.00 | 1.50 | 0.00 | 13 | 16 | 86.8% | 0.035 | 0.0014 | -0.074 | 0.049 | 0.006 |
| 370.00 | 1.25 | 0.00 | 1.90 | 0.00 | 1 | 2 | 94.4% | 0.041 | 0.0015 | -0.090 | 0.055 | 0.006 |
| 380.00 | 1.35 | 0.00 | 1.50 | 0.00 | 1 | 5 | 94.5% | 0.033 | 0.0012 | -0.076 | 0.046 | 0.005 |
| 390.00 | 3.50 | 0.00 | 4.80 | 0.00 | 1 | 6 | 121.6% | 0.075 | 0.0018 | -0.189 | 0.089 | 0.012 |
| 400.00 | 2.10 | 0.00 | 4.80 | 0.00 | 1 | 12 | 125.7% | 0.073 | 0.0018 | -0.191 | 0.087 | 0.011 |
| 410.00 | 5.40 | 0.00 | 1.70 | 0.00 | 1 | 5 | 107.3% | 0.033 | 0.0011 | -0.086 | 0.046 | 0.005 |
| 420.00 | 2.10 | 0.00 | 1.50 | 0.00 | 1 | 10 | 108.5% | 0.029 | 0.0010 | -0.079 | 0.042 | 0.005 |
| 430.00 | 0.15 | 0.00 | 4.80 | 0.00 | 4 | 13 | 137.0% | 0.068 | 0.0015 | -0.197 | 0.083 | 0.010 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 100.00 | 0.78 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 105.00 | 1.90 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 110.00 | 1.30 | 0.00 | 1.50 | 0.00 | 1 | 2 | 133.9% | -0.019 | 0.0005 | -0.067 | 0.029 | -0.004 |
| 120.00 | 0.20 | 0.00 | 1.70 | 0.00 | 1 | 173 | 122.0% | -0.023 | 0.0007 | -0.072 | 0.035 | -0.005 |
| 125.00 | 1.00 | 0.00 | 1.50 | 0.00 | 1 | 3 | 112.4% | -0.022 | 0.0008 | -0.065 | 0.034 | -0.005 |
| 130.00 | 0.85 | 0.00 | 1.50 | 0.00 | 1 | 11 | 105.8% | -0.024 | 0.0008 | -0.064 | 0.035 | -0.005 |
| 135.00 | 2.30 | 0.00 | 1.30 | 0.00 | 1 | 2 | 96.8% | -0.023 | 0.0009 | -0.056 | 0.034 | -0.004 |
| 140.00 | 0.72 | 0.00 | 1.70 | 0.00 | 7 | 42 | 95.4% | -0.029 | 0.0011 | -0.068 | 0.042 | -0.006 |
| 145.00 | 0.60 | 0.00 | 1.50 | 0.00 | 2 | 7 | 87.1% | -0.029 | 0.0012 | -0.061 | 0.041 | -0.006 |
| 150.00 | 0.71 | 0.00 | 1.65 | 0.00 | 1 | 7 | 82.8% | -0.033 | 0.0014 | -0.065 | 0.046 | -0.006 |
| 155.00 | 0.60 | 1.30 | 6.20 | 0.00 | 1 | 3 | 112.1% | -0.092 | 0.0023 | -0.198 | 0.104 | -0.019 |
| 160.00 | 0.50 | 0.00 | 1.70 | 0.00 | 1 | 178 | 71.9% | -0.038 | 0.0018 | -0.064 | 0.052 | -0.007 |
| 165.00 | 0.95 | 0.00 | 1.60 | 0.00 | 1 | 38 | 65.6% | -0.039 | 0.0021 | -0.060 | 0.054 | -0.008 |
| 170.00 | 1.22 | 0.60 | 2.05 | -0.90 | 11 | 86 | 67.5% | -0.060 | 0.0028 | -0.086 | 0.075 | -0.012 |
| 175.00 | 1.19 | 0.80 | 2.05 | 0.14 | 1 | 39 | 62.9% | -0.068 | 0.0033 | -0.088 | 0.083 | -0.013 |
| 180.00 | 1.41 | 1.00 | 2.00 | 0.00 | 4 | 156 | 58.1% | -0.076 | 0.0039 | -0.088 | 0.090 | -0.015 |
| 185.00 | 2.03 | 1.45 | 2.70 | 0.00 | 36 | 124 | 57.5% | -0.102 | 0.0049 | -0.108 | 0.112 | -0.020 |
| 190.00 | 2.30 | 1.95 | 2.85 | -0.40 | 3 | 270 | 54.1% | -0.121 | 0.0059 | -0.115 | 0.127 | -0.023 |
| 195.00 | 3.50 | 2.65 | 3.40 | 0.00 | 1 | 56 | 52.1% | -0.151 | 0.0071 | -0.129 | 0.148 | -0.029 |
| 200.00 | 4.00 | 3.50 | 4.40 | -0.40 | 2 | 153 | 51.0% | -0.191 | 0.0085 | -0.146 | 0.172 | -0.037 |
| 210.00 | 6.90 | 6.10 | 7.10 | 0.25 | 1 | 58 | 51.6% | -0.298 | 0.0106 | -0.186 | 0.219 | -0.058 |
| 220.00 | 10.94 | 9.90 | 11.80 | 1.14 | 2 | 45 | 53.5% | -0.418 | 0.0116 | -0.215 | 0.246 | -0.083 |
| 230.00 | 16.44 | 15.20 | 16.60 | 3.14 | 2 | 983 | 50.9% | -0.539 | 0.0124 | -0.204 | 0.250 | -0.108 |
| 240.00 | 21.20 | 22.00 | 24.20 | 0.00 | 2 | 35 | 50.6% | -0.655 | 0.0116 | -0.183 | 0.232 | -0.134 |
| 250.00 | 28.44 | 28.40 | 32.20 | 0.00 | 1 | 57 | 57.9% | -0.719 | 0.0092 | -0.190 | 0.213 | -0.153 |
| 260.00 | 43.85 | 36.90 | 41.60 | 0.00 | 2 | 26 | 52.0% | -0.824 | 0.0079 | -0.120 | 0.163 | -0.177 |
| 270.00 | 69.82 | 46.00 | 50.80 | 0.00 | 1 | 20 | 54.2% | -0.872 | 0.0061 | -0.095 | 0.132 | -0.193 |
| 280.00 | 58.15 | 55.00 | 60.40 | 0.00 | 1 | 21 | 55.1% | -0.911 | 0.0046 | -0.066 | 0.102 | -0.207 |
| 290.00 | 64.00 | 65.20 | 70.10 | 0.00 | 1 | 21 | 60.8% | -0.921 | 0.0039 | -0.066 | 0.093 | -0.217 |
| 300.00 | 56.51 | 73.20 | 81.60 | 0.00 | 4 | 7 | 63.8% | -0.936 | 0.0031 | -0.053 | 0.079 | -0.227 |
| 310.00 | 77.27 | 82.80 | 91.50 | 0.00 | 12 | 32 | 65.7% | -0.951 | 0.0025 | -0.038 | 0.064 | -0.237 |
| 320.00 | 123.00 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.038 | 0.000 | -0.253 |
| 330.00 | 124.33 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.039 | 0.000 | -0.261 |
| 340.00 | 118.40 | 112.60 | 121.30 | 0.00 | 1 | 2 | 76.2% | -0.966 | 0.0016 | -0.023 | 0.047 | -0.264 |
| 350.00 | 119.00 | 133.90 | 142.80 | 0.00 | 2 | 0 | 165.2% | -0.765 | 0.0030 | -0.516 | 0.194 | -0.245 |
| 360.00 | 161.00 | 0.00 | 0.00 | 0.00 | 3 | 0 | 0.0% | -1.000 | 0.0000 | 0.042 | 0.000 | -0.285 |
| 370.00 | 164.00 | 142.50 | 151.20 | 0.00 | 1 | 1 | 85.9% | -0.974 | 0.0011 | -0.014 | 0.038 | -0.289 |
| 380.00 | 162.34 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.045 | 0.000 | -0.301 |
| 390.00 | 168.50 | 162.50 | 171.20 | 0.00 | 1 | 1 | 93.2% | -0.976 | 0.0010 | -0.013 | 0.036 | -0.305 |
| 400.00 | 196.25 | 172.50 | 181.20 | 0.00 | 1 | 3 | 96.6% | -0.977 | 0.0009 | -0.012 | 0.035 | -0.313 |
| 410.00 | 200.54 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.048 | 0.000 | -0.325 |
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.