FICO
Fair Isaac CorporationClose $1270.83EOD onlyThis page reflects FICO 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 460.00 | 628.80 | 802.50 | 820.20 | 0.00 | 1 | 1 | 196.8% | 0.998 | 0.0000 | -0.180 | 0.018 | 0.175 |
| 480.00 | 740.90 | 782.70 | 800.80 | 0.00 | 1 | 1 | 202.1% | 0.996 | 0.0000 | -0.263 | 0.029 | 0.182 |
| 490.00 | 595.80 | 772.70 | 790.80 | 0.00 | 0 | 2 | 198.0% | 0.996 | 0.0000 | -0.264 | 0.029 | 0.185 |
| 570.00 | 636.00 | 692.90 | 711.00 | 0.00 | 0 | 1 | 172.9% | 0.994 | 0.0000 | -0.308 | 0.039 | 0.215 |
| 660.00 | 438.00 | 544.00 | 560.60 | 0.00 | 1 | 3 | 0.0% | 1.000 | 0.0000 | -0.078 | 0.000 | 0.253 |
| 680.00 | 421.80 | 523.50 | 540.80 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.080 | 0.000 | 0.260 |
| 720.00 | 486.00 | 543.40 | 561.50 | 0.00 | 0 | 1 | 132.9% | 0.990 | 0.0001 | -0.403 | 0.067 | 0.270 |
| 830.00 | 262.38 | 433.80 | 450.80 | 0.00 | 0 | 1 | 101.4% | 0.988 | 0.0001 | -0.380 | 0.078 | 0.311 |
| 840.00 | 220.00 | 367.70 | 384.90 | 0.00 | 2 | 2 | 0.0% | 1.000 | 0.0000 | -0.099 | 0.000 | 0.322 |
| 860.00 | 245.90 | 348.40 | 365.60 | 0.00 | 1 | 3 | 0.0% | 1.000 | 0.0000 | -0.101 | 0.000 | 0.329 |
| 880.00 | 180.80 | 328.00 | 345.20 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.103 | 0.000 | 0.337 |
| 900.00 | 200.90 | 270.00 | 286.60 | 0.00 | 1 | 28 | 0.0% | 1.000 | 0.0000 | -0.106 | 0.000 | 0.345 |
| 920.00 | 197.00 | 290.40 | 307.70 | 0.00 | 1 | 77 | 0.0% | 1.000 | 0.0000 | -0.108 | 0.000 | 0.352 |
| 930.00 | 363.40 | 334.80 | 350.80 | 0.00 | 0 | 1 | 81.0% | 0.980 | 0.0002 | -0.453 | 0.120 | 0.346 |
| 940.00 | 171.14 | 274.50 | 289.30 | 0.00 | 1 | 31 | 0.0% | 1.000 | 0.0000 | -0.111 | 0.000 | 0.360 |
| 960.00 | 216.00 | 305.20 | 322.40 | 0.00 | 1 | 5 | 79.6% | 0.970 | 0.0003 | -0.584 | 0.167 | 0.352 |
| 980.00 | 142.40 | 285.60 | 298.60 | 0.00 | 2 | 5 | 64.4% | 0.984 | 0.0003 | -0.346 | 0.101 | 0.367 |
| 990.00 | 199.40 | 275.90 | 291.50 | 0.00 | 1 | 1 | 71.8% | 0.968 | 0.0004 | -0.564 | 0.177 | 0.363 |
| 1000.00 | 190.00 | 266.20 | 279.50 | 0.00 | 1 | 16 | 65.0% | 0.975 | 0.0004 | -0.452 | 0.146 | 0.370 |
| 1020.00 | 104.60 | 246.90 | 263.50 | 0.00 | 9 | 25 | 70.5% | 0.953 | 0.0006 | -0.730 | 0.245 | 0.366 |
| 1040.00 | 178.50 | 227.20 | 245.00 | 0.00 | 1 | 13 | 68.4% | 0.942 | 0.0007 | -0.813 | 0.287 | 0.369 |
| 1060.00 | 80.19 | 208.60 | 222.80 | 0.00 | 6 | 22 | 62.0% | 0.941 | 0.0008 | -0.760 | 0.291 | 0.376 |
| 1080.00 | 144.50 | 189.80 | 206.70 | 0.00 | 2 | 25 | 63.5% | 0.917 | 0.0010 | -0.980 | 0.382 | 0.371 |
| 1100.00 | 161.50 | 170.60 | 184.60 | 72.83 | 1 | 33 | 56.7% | 0.915 | 0.0011 | -0.901 | 0.388 | 0.378 |
| 1120.00 | 88.80 | 151.60 | 169.40 | 0.00 | 2 | 12 | 57.2% | 0.885 | 0.0014 | -1.102 | 0.484 | 0.369 |
| 1140.00 | 120.70 | 133.60 | 149.80 | 27.50 | 1 | 79 | 53.6% | 0.865 | 0.0016 | -1.146 | 0.540 | 0.367 |
| 1160.00 | 63.26 | 116.90 | 135.60 | 0.00 | 2 | 90 | 54.5% | 0.822 | 0.0019 | -1.371 | 0.648 | 0.352 |
| 1180.00 | 104.00 | 100.80 | 116.80 | 35.98 | 16 | 103 | 51.5% | 0.789 | 0.0023 | -1.431 | 0.720 | 0.343 |
| 1200.00 | 93.00 | 85.30 | 101.20 | 36.16 | 2 | 35 | 50.1% | 0.742 | 0.0026 | -1.540 | 0.804 | 0.326 |
| 1220.00 | 80.00 | 71.20 | 87.90 | 27.55 | 1 | 28 | 58.7% | 0.665 | 0.0025 | -1.988 | 0.906 | 0.291 |
| 1240.00 | 68.00 | 60.40 | 75.90 | 32.84 | 32 | 75 | 50.5% | 0.623 | 0.0030 | -1.790 | 0.945 | 0.278 |
| 1260.00 | 50.48 | 46.00 | 62.40 | 20.66 | 7 | 34 | 55.5% | 0.559 | 0.0029 | -2.025 | 0.982 | 0.249 |
| 1280.00 | 41.45 | 36.00 | 54.20 | 23.84 | 4 | 59 | 56.9% | 0.502 | 0.0028 | -2.087 | 0.993 | 0.224 |
| 1300.00 | 34.67 | 28.00 | 44.90 | 11.92 | 7 | 92 | 56.1% | 0.446 | 0.0028 | -2.034 | 0.984 | 0.200 |
| 1320.00 | 28.45 | 20.20 | 38.10 | 10.45 | 50 | 36 | 56.8% | 0.393 | 0.0027 | -1.997 | 0.957 | 0.178 |
| 1340.00 | 8.90 | 14.00 | 29.90 | 0.00 | 5 | 15 | 55.0% | 0.336 | 0.0027 | -1.831 | 0.908 | 0.153 |
| 1360.00 | 17.60 | 11.80 | 27.60 | 6.60 | 13 | 6 | 58.6% | 0.302 | 0.0024 | -1.859 | 0.868 | 0.137 |
| 1380.00 | 10.15 | 7.40 | 22.00 | -0.15 | 1 | 66 | 57.8% | 0.256 | 0.0022 | -1.686 | 0.800 | 0.117 |
| 1400.00 | 10.88 | 2.50 | 20.00 | 4.88 | 4 | 30 | 60.5% | 0.228 | 0.0020 | -1.658 | 0.753 | 0.104 |
| 1420.00 | 5.96 | 1.30 | 18.40 | 0.00 | 4 | 6 | 50.7% | 0.147 | 0.0018 | -1.055 | 0.571 | 0.068 |
| 1440.00 | 6.02 | 0.05 | 14.90 | 0.00 | 3 | 121 | 50.6% | 0.116 | 0.0016 | -0.894 | 0.486 | 0.054 |
| 1460.00 | 2.55 | 0.05 | 13.90 | 0.00 | 11 | 145 | 53.4% | 0.104 | 0.0014 | -0.873 | 0.450 | 0.048 |
| 1480.00 | 7.05 | 0.75 | 13.60 | 1.41 | 3 | 105 | 57.5% | 0.100 | 0.0012 | -0.912 | 0.437 | 0.046 |
| 1500.00 | 1.22 | 1.20 | 6.40 | 0.00 | 1 | 34 | 52.6% | 0.062 | 0.0009 | -0.577 | 0.302 | 0.029 |
| 1520.00 | 6.45 | 1.10 | 12.80 | 0.00 | 30 | 40 | 64.1% | 0.089 | 0.0010 | -0.927 | 0.399 | 0.041 |
| 1540.00 | 2.00 | 1.00 | 5.80 | -2.54 | 5 | 140 | 57.6% | 0.051 | 0.0007 | -0.546 | 0.262 | 0.024 |
| 1560.00 | 1.40 | 0.05 | 11.20 | 0.10 | 3 | 22 | 67.4% | 0.070 | 0.0008 | -0.816 | 0.335 | 0.032 |
| 1580.00 | 7.00 | 0.05 | 10.00 | 0.00 | 1 | 21 | 68.8% | 0.062 | 0.0007 | -0.759 | 0.305 | 0.029 |
| 1600.00 | 0.85 | 0.50 | 9.10 | -2.15 | 5 | 7 | 71.1% | 0.058 | 0.0007 | -0.741 | 0.289 | 0.027 |
| 1610.00 | 0.80 | 0.60 | 11.70 | 0.00 | 1 | 9 | 76.6% | 0.068 | 0.0007 | -0.903 | 0.327 | 0.031 |
| 1620.00 | 0.80 | 0.05 | 11.20 | 0.00 | 1 | 4 | 76.6% | 0.063 | 0.0006 | -0.848 | 0.307 | 0.029 |
| 1630.00 | 9.70 | 0.80 | 13.90 | 0.00 | 1 | 2 | 82.8% | 0.074 | 0.0007 | -1.047 | 0.350 | 0.034 |
| 1640.00 | 14.00 | 0.50 | 10.80 | 0.00 | 1 | 20 | 79.6% | 0.061 | 0.0006 | -0.861 | 0.300 | 0.028 |
| 1650.00 | 0.10 | 0.05 | 10.80 | 0.00 | 1 | 14 | 80.3% | 0.058 | 0.0006 | -0.838 | 0.289 | 0.027 |
| 1660.00 | 2.07 | 0.05 | 10.50 | 0.00 | 1 | 4 | 81.3% | 0.056 | 0.0006 | -0.824 | 0.281 | 0.026 |
| 1670.00 | 9.95 | 0.50 | 10.30 | 0.00 | 1 | 2 | 83.1% | 0.056 | 0.0005 | -0.844 | 0.282 | 0.026 |
| 1680.00 | 43.60 | 0.00 | 0.00 | 0.00 | 0 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1690.00 | 53.50 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1700.00 | 0.25 | 0.10 | 9.90 | -5.70 | 19 | 5 | 85.9% | 0.051 | 0.0005 | -0.805 | 0.260 | 0.023 |
| 1710.00 | 0.25 | 0.10 | 9.90 | -9.05 | 22 | 0 | 87.2% | 0.050 | 0.0005 | -0.809 | 0.257 | 0.023 |
| 1720.00 | 0.20 | 0.10 | 9.80 | -47.50 | 2 | 0 | 88.4% | 0.049 | 0.0005 | -0.806 | 0.253 | 0.022 |
| 1740.00 | 0.05 | 0.05 | 9.50 | 0.00 | 1 | 2 | 90.3% | 0.047 | 0.0004 | -0.790 | 0.243 | 0.021 |
| 1750.00 | 0.19 | 0.05 | 0.60 | -13.18 | 328 | 2 | 62.0% | 0.005 | 0.0001 | -0.084 | 0.037 | 0.002 |
| 1760.00 | 0.07 | 0.05 | 9.40 | -3.09 | 41 | 1 | 92.7% | 0.045 | 0.0004 | -0.789 | 0.236 | 0.020 |
| 1770.00 | 0.07 | 0.00 | 0.10 | -40.23 | 71 | 0 | 53.3% | 0.001 | 0.0000 | -0.015 | 0.008 | 0.000 |
| 1780.00 | 0.07 | 0.00 | 0.30 | -39.23 | 170 | 0 | 59.9% | 0.003 | 0.0001 | -0.042 | 0.020 | 0.001 |
| 1790.00 | 56.30 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1800.00 | 0.08 | 0.05 | 0.10 | 0.00 | 6 | 12 | 57.8% | 0.001 | 0.0000 | -0.023 | 0.011 | 0.001 |
| 1810.00 | 7.14 | 0.00 | 0.10 | 0.00 | 3 | 1 | 56.6% | 0.001 | 0.0000 | -0.016 | 0.008 | 0.000 |
| 1820.00 | 5.90 | 0.00 | 0.10 | 0.00 | 0 | 1 | 57.4% | 0.001 | 0.0000 | -0.016 | 0.008 | 0.000 |
| 1830.00 | 7.00 | 0.00 | 0.10 | 0.00 | 0 | 2 | 58.2% | 0.001 | 0.0000 | -0.016 | 0.007 | 0.000 |
| 1840.00 | 4.60 | 0.00 | 0.10 | 0.00 | 1 | 2 | 59.0% | 0.001 | 0.0000 | -0.016 | 0.007 | 0.000 |
| 1850.00 | 4.60 | 0.00 | 0.10 | 0.00 | 1 | 1 | 59.8% | 0.001 | 0.0000 | -0.016 | 0.007 | 0.000 |
| 1860.00 | 6.00 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1870.00 | 0.10 | 0.00 | 0.10 | 0.00 | 0 | 1 | 61.3% | 0.001 | 0.0000 | -0.016 | 0.007 | 0.000 |
| 1890.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 9 | 62.9% | 0.001 | 0.0000 | -0.016 | 0.007 | 0.000 |
| 1900.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 29 | 63.7% | 0.001 | 0.0000 | -0.016 | 0.007 | 0.000 |
| 1920.00 | 0.05 | 0.00 | 0.10 | 0.00 | 3 | 5 | 65.0% | 0.001 | 0.0000 | -0.016 | 0.007 | 0.000 |
| 1940.00 | 0.05 | 0.00 | 0.10 | 0.00 | 3 | 27 | 66.6% | 0.001 | 0.0000 | -0.016 | 0.007 | 0.000 |
| 2000.00 | 6.50 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 2040.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 2 | 73.6% | 0.001 | 0.0000 | -0.016 | 0.006 | 0.000 |
| 2060.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 2 | 75.0% | 0.001 | 0.0000 | -0.016 | 0.006 | 0.000 |
| 2080.00 | 5.27 | 0.00 | 0.10 | 0.00 | 4 | 1 | 76.4% | 0.001 | 0.0000 | -0.016 | 0.006 | 0.000 |
| 2100.00 | 5.26 | 0.00 | 0.30 | 0.00 | 0 | 2 | 85.3% | 0.002 | 0.0000 | -0.043 | 0.014 | 0.001 |
| 2120.00 | 0.05 | 0.00 | 0.10 | 0.00 | 2 | 3 | 79.1% | 0.001 | 0.0000 | -0.016 | 0.006 | 0.000 |
| 2140.00 | 0.05 | 0.00 | 0.10 | 0.00 | 7 | 4 | 80.5% | 0.001 | 0.0000 | -0.016 | 0.006 | 0.000 |
| 2160.00 | 0.10 | 0.00 | 0.10 | 0.00 | 5 | 5 | 81.6% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2180.00 | 2.25 | 0.00 | 0.10 | 0.00 | 2 | 1 | 83.0% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2200.00 | 6.62 | 0.00 | 0.10 | 0.00 | 4 | 3 | 84.2% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2220.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 3 | 85.5% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2240.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 6 | 86.7% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2260.00 | 0.12 | 0.00 | 0.10 | 0.00 | 9 | 10 | 87.9% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2280.00 | 0.05 | 0.00 | 0.10 | 0.00 | 4 | 5 | 89.1% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2300.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 15 | 90.2% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2320.00 | 0.10 | 0.00 | 0.10 | 0.00 | 4 | 5 | 91.4% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2340.00 | 0.05 | 0.00 | 0.10 | 0.00 | 0 | 2 | 92.8% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2360.00 | 0.10 | 0.00 | 0.10 | 0.00 | 1 | 3 | 93.8% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2380.00 | 0.01 | 0.00 | 0.30 | 0.00 | 6 | 6 | 103.9% | 0.001 | 0.0000 | -0.045 | 0.012 | 0.001 |
| 2400.00 | 0.10 | 0.00 | 0.10 | 0.00 | 5 | 4 | 96.1% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2420.00 | 0.05 | 0.00 | 0.10 | 0.00 | 3 | 19 | 97.3% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2440.00 | 0.05 | 0.00 | 0.10 | 0.00 | 3 | 5 | 98.4% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2460.00 | 0.05 | 0.00 | 0.10 | 0.00 | 3 | 8 | 99.6% | 0.001 | 0.0000 | -0.016 | 0.005 | 0.000 |
| 2480.00 | 0.05 | 0.00 | 0.10 | 0.00 | 3 | 7 | 100.8% | 0.001 | 0.0000 | -0.017 | 0.005 | 0.000 |
| 2500.00 | 0.05 | 0.00 | 0.10 | 0.00 | 5 | 13 | 101.8% | 0.001 | 0.0000 | -0.016 | 0.004 | 0.000 |
| 2600.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 16 | 107.0% | 0.000 | 0.0000 | -0.016 | 0.004 | 0.000 |
| 2700.00 | 0.10 | 0.00 | 0.10 | 0.00 | 1 | 52 | 112.1% | 0.000 | 0.0000 | -0.016 | 0.004 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 460.00 | 0.05 | 0.00 | 0.10 | 0.00 | 2 | 42 | 158.2% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 470.00 | 0.05 | 0.00 | 0.10 | 0.00 | 4 | 38 | 154.7% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 480.00 | 0.05 | 0.00 | 0.10 | 0.00 | 2 | 13 | 151.6% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 490.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 3 | 148.4% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 500.00 | 0.25 | 0.00 | 0.10 | 0.00 | 1 | 17 | 145.7% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 510.00 | 0.05 | 0.00 | 0.10 | 0.00 | 3 | 6 | 142.6% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 520.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 7 | 139.8% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 530.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 4 | 136.7% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 540.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 3 | 134.0% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 550.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 8 | 131.3% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 560.00 | 0.50 | 0.00 | 0.10 | 0.00 | 1 | 3 | 128.5% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 570.00 | 1.31 | 0.00 | 0.10 | 0.00 | 0 | 3 | 126.2% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 580.00 | 1.00 | 0.00 | 0.10 | 0.00 | 1 | 1 | 123.4% | -0.000 | 0.0000 | -0.015 | 0.003 | -0.000 |
| 600.00 | 0.05 | 0.00 | 0.10 | 0.00 | 2 | 11 | 118.4% | -0.000 | 0.0000 | -0.015 | 0.004 | -0.000 |
| 640.00 | 0.09 | 0.00 | 0.10 | -0.90 | 3 | 3 | 108.6% | -0.000 | 0.0000 | -0.015 | 0.004 | -0.000 |
| 660.00 | 0.50 | 0.05 | 8.80 | 0.00 | 1 | 3 | 177.6% | -0.020 | 0.0001 | -0.748 | 0.118 | -0.011 |
| 680.00 | 0.53 | 0.05 | 8.80 | 0.00 | 2 | 3 | 170.5% | -0.020 | 0.0001 | -0.743 | 0.123 | -0.011 |
| 700.00 | 0.10 | 0.05 | 5.40 | -0.40 | 3 | 39 | 150.4% | -0.015 | 0.0001 | -0.496 | 0.093 | -0.008 |
| 720.00 | 4.38 | 0.05 | 8.90 | 3.88 | 4 | 14 | 157.0% | -0.022 | 0.0001 | -0.740 | 0.133 | -0.012 |
| 740.00 | 4.47 | 0.05 | 9.00 | 4.07 | 4 | 4 | 150.7% | -0.024 | 0.0001 | -0.742 | 0.138 | -0.013 |
| 760.00 | 0.90 | 0.05 | 9.00 | 0.00 | 2 | 10 | 144.3% | -0.025 | 0.0002 | -0.736 | 0.144 | -0.013 |
| 780.00 | 5.46 | 0.05 | 9.10 | 0.00 | 1 | 12 | 138.3% | -0.026 | 0.0002 | -0.737 | 0.150 | -0.014 |
| 790.00 | 0.55 | 0.05 | 9.20 | 0.00 | 0 | 1 | 135.4% | -0.027 | 0.0002 | -0.740 | 0.154 | -0.014 |
| 800.00 | 1.10 | 0.05 | 9.20 | 0.00 | 2 | 107 | 132.4% | -0.027 | 0.0002 | -0.737 | 0.157 | -0.015 |
| 820.00 | 0.25 | 0.05 | 9.40 | -0.60 | 2 | 4 | 126.8% | -0.029 | 0.0002 | -0.743 | 0.165 | -0.016 |
| 840.00 | 5.04 | 0.05 | 9.50 | 0.00 | 4 | 26 | 121.1% | -0.031 | 0.0002 | -0.742 | 0.173 | -0.016 |
| 850.00 | 0.84 | 0.05 | 9.60 | 0.00 | 1 | 4 | 118.5% | -0.032 | 0.0002 | -0.744 | 0.177 | -0.017 |
| 860.00 | 3.00 | 0.05 | 8.00 | 0.00 | 5 | 78 | 111.5% | -0.028 | 0.0002 | -0.640 | 0.162 | -0.015 |
| 870.00 | 0.20 | 0.05 | 9.80 | -5.30 | 2 | 10 | 113.1% | -0.034 | 0.0003 | -0.748 | 0.187 | -0.018 |
| 880.00 | 0.75 | 0.35 | 9.90 | -2.24 | 15 | 29 | 111.2% | -0.036 | 0.0003 | -0.768 | 0.195 | -0.019 |
| 900.00 | 1.00 | 0.50 | 1.05 | -0.50 | 16 | 139 | 76.8% | -0.009 | 0.0001 | -0.159 | 0.058 | -0.004 |
| 910.00 | 8.55 | 0.05 | 10.30 | 0.00 | 0 | 11 | 102.9% | -0.039 | 0.0003 | -0.760 | 0.209 | -0.020 |
| 920.00 | 3.92 | 0.05 | 10.50 | 0.00 | 8 | 46 | 100.5% | -0.040 | 0.0003 | -0.767 | 0.215 | -0.021 |
| 930.00 | 5.60 | 0.05 | 10.70 | 0.00 | 1 | 4 | 98.1% | -0.042 | 0.0004 | -0.773 | 0.223 | -0.022 |
| 940.00 | 2.29 | 0.05 | 10.90 | 0.00 | 1 | 32 | 95.7% | -0.044 | 0.0004 | -0.779 | 0.230 | -0.023 |
| 950.00 | 7.00 | 0.25 | 11.00 | 0.00 | 2 | 11 | 93.5% | -0.046 | 0.0004 | -0.790 | 0.239 | -0.024 |
| 960.00 | 6.00 | 0.05 | 3.00 | 0.00 | 1 | 51 | 70.9% | -0.018 | 0.0002 | -0.273 | 0.109 | -0.009 |
| 970.00 | 5.00 | 0.05 | 11.20 | 0.00 | 1 | 5 | 88.1% | -0.048 | 0.0005 | -0.777 | 0.250 | -0.025 |
| 980.00 | 1.55 | 0.05 | 3.00 | -1.55 | 2 | 76 | 66.4% | -0.019 | 0.0003 | -0.269 | 0.115 | -0.010 |
| 990.00 | 19.40 | 0.05 | 11.40 | 0.00 | 3 | 8 | 83.0% | -0.052 | 0.0005 | -0.775 | 0.264 | -0.027 |
| 1000.00 | 3.08 | 0.35 | 4.50 | -0.60 | 238 | 325 | 67.2% | -0.029 | 0.0004 | -0.388 | 0.164 | -0.015 |
| 1020.00 | 7.90 | 0.05 | 7.70 | -7.70 | 10 | 17 | 68.7% | -0.043 | 0.0005 | -0.555 | 0.229 | -0.022 |
| 1040.00 | 14.50 | 0.05 | 12.40 | 0.00 | 8 | 60 | 71.2% | -0.064 | 0.0007 | -0.786 | 0.313 | -0.033 |
| 1060.00 | 8.00 | 0.05 | 13.00 | 0.00 | 1 | 54 | 66.7% | -0.071 | 0.0008 | -0.796 | 0.339 | -0.037 |
| 1080.00 | 10.49 | 3.00 | 13.50 | 0.00 | 1 | 141 | 65.5% | -0.089 | 0.0010 | -0.924 | 0.401 | -0.046 |
| 1100.00 | 7.23 | 1.15 | 13.90 | -6.70 | 26 | 69 | 58.4% | -0.091 | 0.0011 | -0.836 | 0.408 | -0.047 |
| 1120.00 | 17.65 | 0.05 | 15.30 | 0.00 | 14 | 38 | 53.3% | -0.100 | 0.0013 | -0.818 | 0.438 | -0.051 |
| 1140.00 | 13.70 | 2.55 | 19.40 | -11.25 | 2 | 57 | 53.7% | -0.136 | 0.0016 | -1.019 | 0.542 | -0.070 |
| 1160.00 | 16.00 | 8.20 | 23.50 | -15.25 | 8 | 37 | 55.2% | -0.180 | 0.0019 | -1.260 | 0.654 | -0.093 |
| 1180.00 | 18.20 | 9.60 | 28.00 | -17.43 | 10 | 60 | 52.6% | -0.216 | 0.0022 | -1.335 | 0.728 | -0.112 |
| 1200.00 | 24.00 | 15.40 | 32.00 | -37.89 | 11 | 26 | 51.6% | -0.263 | 0.0025 | -1.456 | 0.812 | -0.137 |
| 1220.00 | 49.70 | 20.10 | 38.00 | 0.00 | 55 | 43 | 50.1% | -0.315 | 0.0028 | -1.532 | 0.884 | -0.164 |
| 1240.00 | 39.00 | 28.30 | 45.30 | -41.00 | 3 | 12 | 58.6% | -0.388 | 0.0026 | -1.932 | 0.953 | -0.205 |
| 1260.00 | 52.20 | 38.90 | 53.30 | -22.70 | 3 | 10 | 50.2% | -0.439 | 0.0032 | -1.688 | 0.981 | -0.231 |
| 1280.00 | 139.50 | 46.90 | 62.70 | 0.00 | 14 | 18 | 56.3% | -0.498 | 0.0028 | -1.914 | 0.993 | -0.266 |
| 1300.00 | 131.07 | 57.50 | 73.90 | 0.00 | 2 | 17 | 56.0% | -0.555 | 0.0028 | -1.875 | 0.984 | -0.297 |
| 1320.00 | 157.30 | 69.60 | 86.70 | 0.00 | 1 | 3 | 56.2% | -0.608 | 0.0027 | -1.820 | 0.956 | -0.328 |
| 1340.00 | 323.85 | 161.00 | 177.30 | 0.00 | 1 | 7 | 125.1% | -0.535 | 0.0013 | -4.320 | 0.989 | -0.323 |
| 1360.00 | 242.40 | 100.40 | 116.00 | 0.00 | 1 | 4 | 57.8% | -0.701 | 0.0024 | -1.663 | 0.864 | -0.385 |
| 1380.00 | 440.36 | 191.00 | 207.20 | 0.00 | 1 | 2 | 128.9% | -0.577 | 0.0012 | -4.376 | 0.974 | -0.355 |
| 1400.00 | 206.00 | 131.70 | 148.00 | 0.00 | 1 | 5 | 59.0% | -0.778 | 0.0020 | -1.427 | 0.741 | -0.435 |
| 1420.00 | 407.20 | 225.70 | 242.00 | 0.00 | 2 | 3 | 136.1% | -0.609 | 0.0011 | -4.525 | 0.956 | -0.384 |
| 1440.00 | 262.00 | 166.80 | 184.00 | 0.00 | 1 | 4 | 62.8% | -0.827 | 0.0016 | -1.285 | 0.638 | -0.472 |
| 1460.00 | 283.50 | 185.40 | 202.00 | 0.00 | 1 | 4 | 64.0% | -0.849 | 0.0015 | -1.181 | 0.583 | -0.490 |
| 1480.00 | 359.66 | 204.10 | 222.00 | 0.00 | 12 | 7 | 68.0% | -0.856 | 0.0013 | -1.215 | 0.563 | -0.501 |
| 1500.00 | 227.16 | 395.50 | 407.10 | 0.00 | 1 | 32 | 245.3% | -0.540 | 0.0006 | -8.529 | 0.988 | -0.413 |
| 1520.00 | 263.90 | 448.00 | 467.20 | 0.00 | 1 | 0 | 286.1% | -0.515 | 0.0006 | -10.010 | 0.992 | -0.422 |
| 1540.00 | 274.58 | 427.00 | 441.40 | 0.00 | 2 | 12 | 249.0% | -0.558 | 0.0006 | -8.603 | 0.982 | -0.435 |
| 1560.00 | 343.30 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.183 | 0.000 | -0.597 |
| 1580.00 | 433.90 | 301.50 | 319.20 | 0.00 | 1 | 0 | 52.9% | -0.979 | 0.0004 | -0.054 | 0.125 | -0.595 |
| 1640.00 | 431.80 | 361.70 | 378.40 | 0.00 | 2 | 0 | 57.8% | -0.985 | 0.0003 | 0.000 | 0.092 | -0.621 |
| 1650.00 | 468.00 | 372.40 | 388.30 | 0.00 | 0 | 0 | 61.5% | -0.982 | 0.0003 | -0.053 | 0.111 | -0.623 |
| 1670.00 | 488.00 | 390.20 | 408.30 | 0.00 | 1 | 0 | 93.3% | -0.918 | 0.0006 | -1.067 | 0.376 | -0.603 |
| 1710.00 | 598.00 | 432.50 | 448.30 | 0.00 | 0 | 0 | 68.9% | -0.983 | 0.0002 | -0.059 | 0.105 | -0.647 |
| 1760.00 | 635.40 | 480.70 | 498.40 | 0.00 | 1 | 0 | 64.2% | -0.994 | 0.0001 | 0.109 | 0.042 | -0.671 |
| 1770.00 | 528.00 | 492.70 | 508.40 | 0.00 | 1 | 0 | 76.7% | -0.983 | 0.0002 | -0.083 | 0.105 | -0.670 |
| 1780.00 | 598.00 | 500.20 | 518.30 | 0.00 | 0 | 0 | 56.9% | -0.998 | 0.0000 | 0.183 | 0.013 | -0.681 |
| 1800.00 | 675.40 | 520.70 | 538.40 | 0.00 | 1 | 0 | 68.0% | -0.994 | 0.0001 | 0.113 | 0.040 | -0.687 |
| 1830.00 | 650.90 | 550.70 | 568.40 | 0.00 | 0 | 0 | 70.8% | -0.995 | 0.0001 | 0.116 | 0.039 | -0.698 |
| 1900.00 | 684.00 | 620.70 | 638.40 | 0.00 | 0 | 0 | 77.1% | -0.995 | 0.0001 | 0.123 | 0.036 | -0.725 |
| 1940.00 | 831.40 | 761.90 | 779.70 | 0.00 | 0 | 0 | 265.2% | -0.709 | 0.0005 | -7.880 | 0.853 | -0.637 |
| 1960.00 | 688.00 | 680.70 | 698.40 | 0.00 | 0 | 0 | 82.3% | -0.995 | 0.0001 | 0.130 | 0.034 | -0.748 |
| 2000.00 | 759.50 | 720.70 | 738.40 | 0.00 | 1 | 0 | 85.6% | -0.995 | 0.0001 | 0.134 | 0.033 | -0.764 |
| 2020.00 | 779.50 | 741.10 | 758.40 | 0.00 | 0 | 0 | 91.4% | -0.994 | 0.0001 | 0.091 | 0.045 | -0.771 |
| 2040.00 | 785.60 | 760.70 | 778.40 | 0.00 | 1 | 0 | 88.9% | -0.996 | 0.0001 | 0.138 | 0.032 | -0.779 |
| 2060.00 | 805.60 | 780.70 | 798.40 | 0.00 | 1 | 0 | 90.5% | -0.996 | 0.0001 | 0.140 | 0.031 | -0.787 |
| 2080.00 | 1035.20 | 972.00 | 990.00 | 0.00 | 1 | 0 | 361.5% | -0.633 | 0.0004 | -11.893 | 0.937 | -0.679 |
| 2100.00 | 828.00 | 820.70 | 838.40 | 0.00 | 0 | 0 | 93.6% | -0.996 | 0.0001 | 0.144 | 0.031 | -0.802 |
| 2260.00 | 994.10 | 980.70 | 998.40 | 0.00 | 0 | 0 | 105.4% | -0.996 | 0.0000 | 0.161 | 0.028 | -0.864 |
| 2340.00 | 1158.00 | 1060.70 | 1078.40 | 0.00 | 0 | 0 | 110.9% | -0.996 | 0.0000 | 0.170 | 0.026 | -0.894 |
| 2380.00 | 1198.00 | 1100.70 | 1118.40 | 0.00 | 0 | 0 | 113.6% | -0.997 | 0.0000 | 0.174 | 0.026 | -0.910 |
| 2700.00 | 1657.20 | 1484.10 | 1501.40 | 0.00 | 0 | 0 | 310.4% | -0.825 | 0.0003 | -6.827 | 0.643 | -0.970 |
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.