FN
FabrinetClose $499.61EOD onlyThis page reflects FN 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 195.00 | 378.64 | 297.90 | 312.10 | 0.00 | 1 | 1 | 197.6% | 0.996 | 0.0001 | -0.109 | 0.012 | 0.074 |
| 200.00 | 506.10 | 418.10 | 434.00 | 0.00 | 1 | 2 | 1151.3% | 0.938 | 0.0001 | -4.953 | 0.120 | 0.018 |
| 220.00 | 285.00 | 313.00 | 317.90 | 0.00 | 0 | 0 | 494.0% | 0.909 | 0.0003 | -2.849 | 0.161 | 0.054 |
| 230.00 | 278.80 | 289.00 | 293.50 | 0.00 | 1 | 5 | 387.5% | 0.920 | 0.0004 | -2.037 | 0.146 | 0.065 |
| 240.00 | 352.00 | 252.50 | 265.60 | 0.00 | 1 | 2 | 253.3% | 0.958 | 0.0004 | -0.817 | 0.088 | 0.082 |
| 270.00 | 248.50 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.032 | 0.000 | 0.103 |
| 280.00 | 292.40 | 212.70 | 224.90 | 0.00 | 1 | 11 | 201.3% | 0.953 | 0.0005 | -0.726 | 0.097 | 0.096 |
| 290.00 | 212.50 | 216.90 | 221.30 | 0.00 | 0 | 0 | 223.4% | 0.929 | 0.0006 | -1.093 | 0.133 | 0.094 |
| 300.00 | 230.60 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.035 | 0.000 | 0.115 |
| 310.00 | 397.50 | 309.50 | 323.50 | 0.00 | 1 | 2 | 702.7% | 0.850 | 0.0003 | -5.741 | 0.228 | 0.044 |
| 320.00 | 374.00 | 398.40 | 414.00 | 0.00 | 0 | 1 | 1169.1% | 0.910 | 0.0001 | -6.647 | 0.159 | 0.021 |
| 330.00 | 148.00 | 157.80 | 162.00 | 0.00 | 0 | 0 | 0.0% | 1.000 | 0.0000 | -0.039 | 0.000 | 0.126 |
| 340.00 | 221.65 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.040 | 0.000 | 0.130 |
| 350.00 | 93.90 | 158.80 | 162.50 | 0.00 | 1 | 1 | 169.3% | 0.893 | 0.0011 | -1.123 | 0.180 | 0.110 |
| 360.00 | 137.22 | 134.30 | 145.30 | -30.28 | 3 | 4 | 68.8% | 0.994 | 0.0003 | -0.083 | 0.017 | 0.137 |
| 370.00 | 226.00 | 124.00 | 135.70 | 0.00 | 1 | 4 | 65.7% | 0.992 | 0.0003 | -0.093 | 0.021 | 0.140 |
| 380.00 | 257.67 | 114.50 | 127.10 | 0.00 | 2 | 5 | 78.3% | 0.969 | 0.0009 | -0.232 | 0.068 | 0.139 |
| 390.00 | 296.00 | 106.10 | 117.50 | 0.00 | 1 | 6 | 81.9% | 0.949 | 0.0013 | -0.343 | 0.103 | 0.139 |
| 400.00 | 100.93 | 97.10 | 107.10 | -20.69 | 1 | 6 | 77.5% | 0.940 | 0.0016 | -0.368 | 0.117 | 0.141 |
| 410.00 | 190.00 | 88.30 | 98.10 | 0.00 | 2 | 3 | 77.9% | 0.917 | 0.0020 | -0.460 | 0.150 | 0.140 |
| 420.00 | 292.00 | 206.60 | 218.30 | 0.00 | 1 | 3 | 475.2% | 0.743 | 0.0007 | -5.370 | 0.315 | 0.063 |
| 430.00 | 171.00 | 297.20 | 307.80 | 0.00 | 1 | 6 | 785.2% | 0.807 | 0.0004 | -7.526 | 0.268 | 0.041 |
| 440.00 | 104.90 | 64.70 | 74.30 | 0.00 | 1 | 14 | 81.8% | 0.812 | 0.0034 | -0.811 | 0.264 | 0.129 |
| 450.00 | 61.97 | 57.40 | 67.20 | -18.70 | 1 | 59 | 82.1% | 0.771 | 0.0038 | -0.908 | 0.297 | 0.124 |
| 460.00 | 53.03 | 50.80 | 60.20 | -193.18 | 4 | 11 | 82.2% | 0.727 | 0.0041 | -0.992 | 0.325 | 0.118 |
| 470.00 | 47.00 | 44.80 | 54.20 | -172.04 | 11 | 9 | 83.2% | 0.680 | 0.0044 | -1.075 | 0.350 | 0.111 |
| 480.00 | 64.25 | 39.00 | 48.10 | -14.65 | 10 | 11 | 83.0% | 0.632 | 0.0046 | -1.124 | 0.369 | 0.105 |
| 490.00 | 141.45 | 35.00 | 42.80 | 0.00 | 4 | 5 | 84.8% | 0.583 | 0.0047 | -1.186 | 0.382 | 0.097 |
| 500.00 | 30.58 | 29.20 | 38.40 | -46.02 | 14 | 135 | 84.2% | 0.535 | 0.0048 | -1.197 | 0.389 | 0.090 |
| 510.00 | 70.62 | 26.90 | 33.40 | 0.00 | 5 | 73 | 86.1% | 0.489 | 0.0047 | -1.225 | 0.390 | 0.082 |
| 520.00 | 26.30 | 23.50 | 30.40 | -24.20 | 8 | 43 | 88.0% | 0.446 | 0.0046 | -1.239 | 0.387 | 0.075 |
| 530.00 | 22.10 | 19.60 | 26.00 | -43.33 | 2 | 26 | 86.5% | 0.400 | 0.0046 | -1.189 | 0.378 | 0.068 |
| 540.00 | 20.65 | 15.70 | 21.50 | -37.13 | 5 | 35 | 83.8% | 0.351 | 0.0045 | -1.105 | 0.363 | 0.061 |
| 550.00 | 14.56 | 12.40 | 19.80 | -33.44 | 10 | 55 | 84.5% | 0.313 | 0.0043 | -1.062 | 0.347 | 0.054 |
| 560.00 | 13.22 | 10.20 | 15.90 | -21.18 | 6 | 168 | 82.7% | 0.270 | 0.0041 | -0.969 | 0.323 | 0.047 |
| 570.00 | 10.66 | 7.80 | 15.00 | -19.74 | 2 | 60 | 84.0% | 0.239 | 0.0038 | -0.923 | 0.304 | 0.042 |
| 580.00 | 10.72 | 5.00 | 13.60 | -16.38 | 4 | 69 | 83.0% | 0.204 | 0.0035 | -0.833 | 0.277 | 0.036 |
| 590.00 | 9.20 | 4.20 | 11.70 | -12.80 | 2 | 117 | 83.7% | 0.178 | 0.0032 | -0.772 | 0.255 | 0.031 |
| 600.00 | 6.37 | 2.85 | 9.50 | -14.53 | 13 | 121 | 81.8% | 0.146 | 0.0029 | -0.664 | 0.224 | 0.026 |
| 610.00 | 5.20 | 2.35 | 6.10 | -10.20 | 7 | 135 | 77.7% | 0.110 | 0.0025 | -0.517 | 0.184 | 0.020 |
| 620.00 | 5.34 | 1.55 | 7.80 | -10.16 | 19 | 190 | 84.3% | 0.112 | 0.0023 | -0.569 | 0.187 | 0.020 |
| 630.00 | 7.32 | 1.15 | 6.90 | -5.60 | 2 | 39 | 85.2% | 0.098 | 0.0021 | -0.519 | 0.169 | 0.017 |
| 640.00 | 5.20 | 0.85 | 7.70 | -6.20 | 2 | 89 | 90.7% | 0.098 | 0.0019 | -0.552 | 0.169 | 0.017 |
| 650.00 | 3.32 | 0.50 | 6.80 | -5.98 | 4 | 144 | 91.1% | 0.084 | 0.0017 | -0.498 | 0.152 | 0.015 |
| 660.00 | 1.29 | 0.20 | 4.10 | -10.25 | 82 | 85 | 84.5% | 0.056 | 0.0014 | -0.336 | 0.110 | 0.010 |
| 670.00 | 3.98 | 0.45 | 7.70 | -7.13 | 4 | 43 | 101.3% | 0.085 | 0.0016 | -0.556 | 0.152 | 0.015 |
| 680.00 | 8.15 | 0.05 | 6.40 | 0.00 | 1 | 131 | 99.5% | 0.070 | 0.0014 | -0.471 | 0.131 | 0.012 |
| 690.00 | 7.62 | 0.10 | 6.20 | 0.00 | 1 | 11 | 102.5% | 0.067 | 0.0013 | -0.468 | 0.127 | 0.012 |
| 700.00 | 0.85 | 0.00 | 2.50 | -5.95 | 33 | 130 | 88.7% | 0.033 | 0.0008 | -0.227 | 0.071 | 0.006 |
| 710.00 | 2.98 | 0.00 | 8.10 | 0.00 | 4 | 6 | 115.4% | 0.076 | 0.0013 | -0.580 | 0.140 | 0.013 |
| 720.00 | 4.34 | 0.00 | 6.00 | 0.00 | 2 | 93 | 111.4% | 0.060 | 0.0011 | -0.464 | 0.116 | 0.010 |
| 730.00 | 2.26 | 0.05 | 5.00 | 0.00 | 1 | 23 | 110.7% | 0.051 | 0.0010 | -0.409 | 0.103 | 0.009 |
| 740.00 | 0.75 | 0.00 | 4.80 | -2.24 | 3 | 38 | 112.6% | 0.048 | 0.0009 | -0.396 | 0.098 | 0.008 |
| 750.00 | 2.01 | 0.00 | 2.40 | 0.00 | 16 | 31 | 102.3% | 0.028 | 0.0006 | -0.228 | 0.062 | 0.005 |
| 760.00 | 1.35 | 0.00 | 4.80 | 0.00 | 2 | 56 | 118.5% | 0.046 | 0.0008 | -0.402 | 0.094 | 0.008 |
| 770.00 | 0.90 | 0.00 | 4.80 | 0.00 | 3 | 7 | 121.3% | 0.045 | 0.0008 | -0.405 | 0.093 | 0.008 |
| 780.00 | 0.86 | 0.00 | 4.80 | 0.00 | 10 | 17 | 124.1% | 0.044 | 0.0008 | -0.407 | 0.091 | 0.008 |
| 790.00 | 19.60 | 0.00 | 4.80 | 0.00 | 1 | 12 | 126.9% | 0.043 | 0.0007 | -0.410 | 0.090 | 0.008 |
| 800.00 | 1.48 | 0.20 | 4.80 | 0.00 | 12 | 134 | 130.5% | 0.044 | 0.0007 | -0.426 | 0.091 | 0.008 |
| 810.00 | 2.55 | 0.00 | 4.80 | 0.00 | 1 | 6 | 132.2% | 0.042 | 0.0007 | -0.415 | 0.087 | 0.007 |
| 820.00 | 0.74 | 0.00 | 4.80 | 0.00 | 5 | 39 | 134.8% | 0.041 | 0.0007 | -0.417 | 0.086 | 0.007 |
| 830.00 | 0.55 | 0.00 | 4.80 | 0.00 | 2 | 5 | 137.4% | 0.040 | 0.0006 | -0.419 | 0.085 | 0.007 |
| 840.00 | 2.06 | 0.00 | 4.80 | 0.00 | 2 | 9 | 139.9% | 0.040 | 0.0006 | -0.421 | 0.084 | 0.007 |
| 850.00 | 1.30 | 0.00 | 4.80 | 0.00 | 1 | 6 | 142.4% | 0.039 | 0.0006 | -0.424 | 0.083 | 0.007 |
| 860.00 | 1.25 | 0.00 | 4.80 | 0.00 | 1 | 35 | 144.8% | 0.039 | 0.0006 | -0.426 | 0.082 | 0.007 |
| 870.00 | 1.20 | 0.00 | 4.80 | 0.00 | 1 | 7 | 147.2% | 0.038 | 0.0006 | -0.428 | 0.081 | 0.007 |
| 880.00 | 0.94 | 0.00 | 4.80 | 0.00 | 10 | 15 | 149.6% | 0.038 | 0.0006 | -0.430 | 0.080 | 0.006 |
| 890.00 | 1.00 | 0.00 | 4.80 | 0.00 | 1 | 16 | 151.9% | 0.037 | 0.0005 | -0.431 | 0.079 | 0.006 |
| 900.00 | 1.35 | 0.00 | 4.80 | 0.00 | 6 | 16 | 154.2% | 0.037 | 0.0005 | -0.433 | 0.078 | 0.006 |
| 910.00 | 0.85 | 0.00 | 4.80 | 0.00 | 1 | 3 | 156.5% | 0.036 | 0.0005 | -0.435 | 0.078 | 0.006 |
| 920.00 | 2.45 | 0.00 | 4.80 | 0.00 | 1 | 69 | 158.7% | 0.036 | 0.0005 | -0.437 | 0.077 | 0.006 |
| 930.00 | 0.96 | 0.00 | 4.80 | 0.00 | 1 | 4 | 160.9% | 0.035 | 0.0005 | -0.438 | 0.076 | 0.006 |
| 940.00 | 4.99 | 0.00 | 4.80 | 0.00 | 1 | 21 | 163.0% | 0.035 | 0.0005 | -0.440 | 0.075 | 0.006 |
| 950.00 | 0.71 | 0.00 | 4.80 | 0.00 | 1 | 2 | 165.2% | 0.034 | 0.0005 | -0.442 | 0.075 | 0.006 |
| 960.00 | 2.25 | 0.00 | 4.80 | 0.00 | 0 | 2 | 167.3% | 0.034 | 0.0005 | -0.443 | 0.074 | 0.006 |
| 980.00 | 0.10 | 0.00 | 4.80 | 0.00 | 1 | 99 | 171.4% | 0.033 | 0.0004 | -0.446 | 0.073 | 0.006 |
| 1000.00 | 1.72 | 0.00 | 4.80 | 0.00 | 2 | 6 | 175.4% | 0.033 | 0.0004 | -0.449 | 0.071 | 0.006 |
| 1020.00 | 1.05 | 0.00 | 4.80 | 0.00 | 1 | 10 | 179.3% | 0.032 | 0.0004 | -0.452 | 0.070 | 0.005 |
| 1040.00 | 1.59 | 0.00 | 2.40 | 0.00 | 1 | 6 | 165.1% | 0.018 | 0.0003 | -0.255 | 0.043 | 0.003 |
| 1060.00 | 2.23 | 0.00 | 2.35 | 1.83 | 1 | 12 | 168.1% | 0.017 | 0.0003 | -0.252 | 0.042 | 0.003 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 195.00 | 0.20 | 0.00 | 4.70 | 0.00 | 10 | 19 | 259.5% | -0.017 | 0.0002 | -0.390 | 0.042 | -0.004 |
| 200.00 | 2.50 | 0.00 | 4.80 | 0.00 | 1 | 19 | 254.1% | -0.018 | 0.0002 | -0.396 | 0.044 | -0.004 |
| 210.00 | 0.30 | 0.00 | 4.80 | 0.00 | 3 | 16 | 241.8% | -0.019 | 0.0002 | -0.394 | 0.046 | -0.004 |
| 220.00 | 3.40 | 0.00 | 4.80 | 0.00 | 1 | 6 | 230.1% | -0.020 | 0.0002 | -0.392 | 0.048 | -0.005 |
| 230.00 | 0.50 | 0.00 | 4.80 | 0.00 | 2 | 3 | 218.9% | -0.021 | 0.0002 | -0.389 | 0.050 | -0.005 |
| 240.00 | 5.50 | 4.60 | 9.00 | 0.00 | 1 | 0 | 261.4% | -0.045 | 0.0004 | -0.868 | 0.093 | -0.011 |
| 250.00 | 0.50 | 0.00 | 4.80 | 0.00 | 0 | 1 | 197.9% | -0.024 | 0.0003 | -0.384 | 0.055 | -0.005 |
| 260.00 | 7.10 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 270.00 | 0.56 | 0.00 | 4.80 | 0.00 | 0 | 1 | 178.5% | -0.026 | 0.0003 | -0.378 | 0.060 | -0.006 |
| 280.00 | 0.43 | 0.00 | 4.80 | 0.00 | 2 | 80 | 169.4% | -0.028 | 0.0004 | -0.374 | 0.062 | -0.006 |
| 290.00 | 1.15 | 0.00 | 4.80 | 0.00 | 1 | 47 | 160.5% | -0.029 | 0.0004 | -0.371 | 0.065 | -0.006 |
| 300.00 | 0.20 | 0.00 | 4.80 | 0.00 | 15 | 62 | 151.9% | -0.031 | 0.0005 | -0.367 | 0.068 | -0.007 |
| 310.00 | 0.15 | 0.00 | 0.60 | 0.00 | 78 | 153 | 102.4% | -0.006 | 0.0002 | -0.064 | 0.018 | -0.001 |
| 320.00 | 0.45 | 0.00 | 4.80 | 0.00 | 1 | 37 | 135.4% | -0.034 | 0.0006 | -0.359 | 0.075 | -0.007 |
| 330.00 | 0.27 | 0.00 | 4.80 | 0.00 | 3 | 15 | 127.5% | -0.037 | 0.0006 | -0.354 | 0.078 | -0.008 |
| 340.00 | 0.35 | 0.00 | 4.80 | 0.00 | 3 | 66 | 119.8% | -0.039 | 0.0007 | -0.350 | 0.082 | -0.008 |
| 350.00 | 1.19 | 0.00 | 4.80 | 0.00 | 2 | 157 | 112.3% | -0.041 | 0.0008 | -0.345 | 0.087 | -0.009 |
| 360.00 | 0.70 | 0.05 | 4.80 | 0.00 | 1 | 11 | 105.2% | -0.044 | 0.0009 | -0.342 | 0.092 | -0.009 |
| 370.00 | 1.35 | 0.05 | 3.60 | 0.00 | 4 | 61 | 92.1% | -0.039 | 0.0009 | -0.269 | 0.082 | -0.008 |
| 380.00 | 1.71 | 0.90 | 4.80 | 0.56 | 86 | 252 | 94.4% | -0.057 | 0.0012 | -0.373 | 0.112 | -0.012 |
| 390.00 | 2.20 | 0.30 | 6.50 | 0.00 | 2 | 15 | 91.2% | -0.069 | 0.0015 | -0.417 | 0.130 | -0.014 |
| 400.00 | 4.13 | 1.15 | 7.50 | 1.28 | 6 | 63 | 89.6% | -0.086 | 0.0018 | -0.487 | 0.154 | -0.018 |
| 410.00 | 5.65 | 2.55 | 7.60 | 0.15 | 61 | 20 | 86.1% | -0.103 | 0.0021 | -0.532 | 0.175 | -0.021 |
| 420.00 | 7.91 | 5.10 | 9.80 | 2.01 | 62 | 37 | 89.3% | -0.138 | 0.0025 | -0.679 | 0.216 | -0.029 |
| 430.00 | 9.00 | 7.00 | 9.00 | 5.67 | 12 | 47 | 83.3% | -0.156 | 0.0029 | -0.686 | 0.234 | -0.033 |
| 440.00 | 12.80 | 9.60 | 12.80 | 6.80 | 3 | 36 | 86.4% | -0.199 | 0.0033 | -0.829 | 0.273 | -0.042 |
| 450.00 | 15.65 | 12.60 | 17.10 | 9.15 | 80 | 351 | 88.9% | -0.243 | 0.0036 | -0.956 | 0.306 | -0.052 |
| 460.00 | 20.00 | 15.90 | 21.60 | 10.90 | 3 | 71 | 90.5% | -0.286 | 0.0038 | -1.057 | 0.333 | -0.062 |
| 470.00 | 23.40 | 18.90 | 25.60 | 14.20 | 5 | 194 | 89.6% | -0.328 | 0.0041 | -1.110 | 0.354 | -0.071 |
| 480.00 | 26.95 | 23.00 | 28.50 | 15.45 | 20 | 115 | 87.7% | -0.371 | 0.0044 | -1.133 | 0.370 | -0.080 |
| 490.00 | 32.30 | 27.40 | 33.00 | 17.90 | 3 | 189 | 87.1% | -0.417 | 0.0046 | -1.160 | 0.382 | -0.091 |
| 500.00 | 38.09 | 31.90 | 41.20 | 20.09 | 40 | 245 | 90.1% | -0.463 | 0.0045 | -1.219 | 0.389 | -0.102 |
| 510.00 | 33.62 | 37.50 | 46.80 | 10.92 | 4 | 36 | 90.1% | -0.508 | 0.0045 | -1.221 | 0.390 | -0.113 |
| 520.00 | 48.45 | 43.00 | 52.60 | 22.15 | 6 | 105 | 89.2% | -0.553 | 0.0045 | -1.194 | 0.387 | -0.124 |
| 530.00 | 57.50 | 50.40 | 59.30 | 27.10 | 3 | 170 | 90.8% | -0.593 | 0.0044 | -1.190 | 0.380 | -0.134 |
| 540.00 | 35.20 | 56.10 | 65.60 | 0.00 | 1 | 159 | 88.7% | -0.637 | 0.0043 | -1.118 | 0.367 | -0.145 |
| 550.00 | 73.00 | 63.80 | 72.40 | 24.00 | 80 | 242 | 88.9% | -0.675 | 0.0041 | -1.070 | 0.352 | -0.155 |
| 560.00 | 44.37 | 70.20 | 78.40 | 0.00 | 2 | 152 | 85.2% | -0.723 | 0.0040 | -0.946 | 0.328 | -0.166 |
| 570.00 | 46.40 | 78.80 | 87.80 | 0.00 | 1 | 107 | 88.6% | -0.746 | 0.0037 | -0.939 | 0.313 | -0.174 |
| 580.00 | 71.19 | 85.70 | 94.80 | 0.00 | 4 | 309 | 84.9% | -0.789 | 0.0035 | -0.800 | 0.283 | -0.185 |
| 590.00 | 51.40 | 95.70 | 105.70 | 0.00 | 64 | 139 | 92.0% | -0.795 | 0.0032 | -0.856 | 0.278 | -0.190 |
| 600.00 | 110.97 | 102.50 | 114.00 | 41.47 | 3 | 220 | 88.6% | -0.831 | 0.0029 | -0.718 | 0.246 | -0.200 |
| 610.00 | 96.40 | 111.70 | 122.70 | 0.00 | 1 | 56 | 89.3% | -0.852 | 0.0026 | -0.659 | 0.226 | -0.208 |
| 620.00 | 72.69 | 120.60 | 132.30 | 0.00 | 1 | 267 | 90.8% | -0.868 | 0.0024 | -0.614 | 0.210 | -0.214 |
| 630.00 | 100.53 | 130.30 | 141.10 | 28.53 | 5 | 21 | 91.8% | -0.883 | 0.0022 | -0.562 | 0.192 | -0.221 |
| 640.00 | 92.40 | 138.80 | 149.20 | 0.00 | 1 | 15 | 87.0% | -0.913 | 0.0019 | -0.411 | 0.155 | -0.230 |
| 650.00 | 100.00 | 149.50 | 159.90 | 0.00 | 1 | 11 | 95.0% | -0.905 | 0.0018 | -0.488 | 0.165 | -0.232 |
| 660.00 | 139.50 | 158.20 | 170.00 | 0.00 | 1 | 94 | 95.4% | -0.917 | 0.0016 | -0.434 | 0.149 | -0.238 |
| 670.00 | 147.05 | 167.50 | 179.20 | 0.00 | 1 | 5 | 94.2% | -0.932 | 0.0014 | -0.357 | 0.129 | -0.244 |
| 680.00 | 119.02 | 176.70 | 189.50 | 0.00 | 6 | 58 | 95.9% | -0.938 | 0.0013 | -0.332 | 0.119 | -0.249 |
| 690.00 | 115.95 | 187.90 | 198.70 | 0.00 | 1 | 8 | 100.8% | -0.937 | 0.0013 | -0.359 | 0.121 | -0.253 |
| 700.00 | 161.00 | 196.60 | 208.50 | 0.00 | 1 | 39 | 98.1% | -0.951 | 0.0011 | -0.270 | 0.100 | -0.259 |
| 710.00 | 136.60 | 205.70 | 216.30 | 0.00 | 1 | 2 | 82.0% | -0.982 | 0.0006 | -0.044 | 0.043 | -0.269 |
| 720.00 | 108.20 | 215.40 | 228.90 | 0.00 | 6 | 37 | 100.5% | -0.960 | 0.0009 | -0.220 | 0.084 | -0.269 |
| 730.00 | 90.10 | 225.80 | 237.90 | 0.00 | 0 | 5 | 100.1% | -0.966 | 0.0008 | -0.178 | 0.073 | -0.274 |
| 740.00 | 94.50 | 235.40 | 248.00 | 0.00 | 0 | 1 | 101.1% | -0.970 | 0.0007 | -0.157 | 0.067 | -0.278 |
| 760.00 | 144.00 | 253.10 | 267.80 | 0.00 | 4 | 23 | 73.2% | -0.998 | 0.0001 | 0.071 | 0.007 | -0.291 |
| 780.00 | 173.50 | 174.90 | 184.80 | 0.00 | 9 | 11 | 0.0% | -1.000 | 0.0000 | 0.092 | 0.000 | -0.299 |
| 790.00 | 124.70 | 285.60 | 298.70 | 0.00 | 0 | 1 | 120.1% | -0.966 | 0.0006 | -0.227 | 0.074 | -0.297 |
| 800.00 | 168.04 | 192.50 | 202.10 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.094 | 0.000 | -0.306 |
| 810.00 | 167.30 | 305.80 | 318.70 | 0.00 | 0 | 0 | 126.5% | -0.966 | 0.0006 | -0.243 | 0.074 | -0.304 |
| 860.00 | 209.30 | 176.90 | 188.00 | 0.00 | 2 | 3 | 0.0% | -1.000 | 0.0000 | 0.101 | 0.000 | -0.329 |
| 960.00 | 288.30 | 255.00 | 267.10 | 0.00 | 0 | 1 | 0.0% | -1.000 | 0.0000 | 0.113 | 0.000 | -0.368 |
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.