FN
FabrinetClose $662.21EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 360.00 | 317.50 | 295.10 | 309.80 | 0.00 | 0 | 1 | 85.1% | 0.996 | 0.0001 | -0.072 | 0.021 | 0.283 |
| 370.00 | 335.20 | 284.70 | 300.70 | 0.00 | 0 | 1 | 89.1% | 0.993 | 0.0001 | -0.099 | 0.036 | 0.289 |
| 380.00 | 325.70 | 275.70 | 290.30 | 0.00 | 0 | 1 | 91.2% | 0.989 | 0.0002 | -0.126 | 0.053 | 0.295 |
| 400.00 | 320.00 | 256.20 | 267.10 | 0.00 | 2 | 2 | 116.5% | 0.956 | 0.0004 | -0.390 | 0.173 | 0.290 |
| 410.00 | 302.00 | 246.50 | 257.50 | 0.00 | 1 | 1 | 113.8% | 0.952 | 0.0005 | -0.409 | 0.186 | 0.296 |
| 420.00 | 301.50 | 237.00 | 247.90 | 0.00 | 0 | 1 | 65.1% | 0.995 | 0.0001 | -0.078 | 0.026 | 0.330 |
| 450.00 | 214.10 | 208.40 | 219.70 | 0.00 | 0 | 1 | 76.2% | 0.973 | 0.0004 | -0.205 | 0.118 | 0.341 |
| 500.00 | 203.20 | 163.60 | 175.40 | 0.00 | 3 | 5 | 80.9% | 0.913 | 0.0010 | -0.463 | 0.295 | 0.345 |
| 510.00 | 185.95 | 155.10 | 166.90 | 0.00 | 10 | 7 | 81.0% | 0.898 | 0.0012 | -0.514 | 0.331 | 0.344 |
| 520.00 | 177.18 | 146.90 | 157.80 | 0.00 | 6 | 7 | 80.2% | 0.884 | 0.0013 | -0.554 | 0.363 | 0.344 |
| 530.00 | 129.00 | 138.80 | 150.00 | 0.00 | 5 | 6 | 80.7% | 0.866 | 0.0014 | -0.611 | 0.403 | 0.340 |
| 540.00 | 151.97 | 130.90 | 142.70 | 0.00 | 3 | 8 | 81.3% | 0.846 | 0.0016 | -0.671 | 0.443 | 0.336 |
| 550.00 | 192.45 | 123.00 | 135.60 | 0.00 | 1 | 2 | 81.6% | 0.826 | 0.0017 | -0.724 | 0.480 | 0.331 |
| 560.00 | 98.00 | 115.60 | 128.10 | 0.00 | 1 | 4 | 81.5% | 0.805 | 0.0018 | -0.771 | 0.515 | 0.326 |
| 570.00 | 169.35 | 108.20 | 120.60 | 0.00 | 1 | 3 | 80.9% | 0.784 | 0.0019 | -0.810 | 0.547 | 0.321 |
| 580.00 | 106.92 | 104.00 | 112.50 | 0.00 | 0 | 1 | 82.1% | 0.759 | 0.0020 | -0.870 | 0.582 | 0.313 |
| 590.00 | 132.59 | 97.40 | 104.60 | 0.00 | 4 | 6 | 81.1% | 0.737 | 0.0022 | -0.897 | 0.609 | 0.307 |
| 600.00 | 136.32 | 91.20 | 98.30 | 0.00 | 1 | 18 | 81.2% | 0.712 | 0.0022 | -0.936 | 0.636 | 0.299 |
| 610.00 | 112.00 | 85.00 | 92.40 | 12.00 | 1 | 19 | 81.3% | 0.687 | 0.0023 | -0.969 | 0.661 | 0.291 |
| 620.00 | 83.70 | 79.20 | 86.70 | -15.00 | 2 | 26 | 81.3% | 0.662 | 0.0024 | -0.999 | 0.683 | 0.282 |
| 630.00 | 78.10 | 73.70 | 81.30 | -8.40 | 2 | 34 | 81.4% | 0.636 | 0.0025 | -1.025 | 0.701 | 0.273 |
| 640.00 | 125.00 | 68.20 | 76.30 | 0.00 | 1 | 18 | 81.4% | 0.610 | 0.0025 | -1.045 | 0.716 | 0.263 |
| 650.00 | 71.00 | 63.30 | 70.40 | 0.00 | 12 | 18 | 80.9% | 0.583 | 0.0026 | -1.053 | 0.728 | 0.254 |
| 660.00 | 63.70 | 57.40 | 66.00 | 2.00 | 4 | 19 | 80.3% | 0.557 | 0.0026 | -1.057 | 0.737 | 0.244 |
| 670.00 | 58.90 | 53.90 | 63.00 | -5.85 | 26 | 24 | 81.9% | 0.532 | 0.0026 | -1.083 | 0.742 | 0.233 |
| 680.00 | 58.77 | 50.40 | 58.20 | -7.23 | 13 | 44 | 82.0% | 0.506 | 0.0026 | -1.086 | 0.745 | 0.223 |
| 690.00 | 47.80 | 45.90 | 54.70 | -25.99 | 1 | 65 | 82.0% | 0.481 | 0.0026 | -1.083 | 0.744 | 0.213 |
| 700.00 | 45.55 | 42.00 | 48.70 | -7.40 | 18 | 45 | 80.3% | 0.454 | 0.0026 | -1.055 | 0.740 | 0.203 |
| 710.00 | 61.40 | 39.10 | 47.50 | 2.99 | 1 | 25 | 82.3% | 0.433 | 0.0026 | -1.070 | 0.734 | 0.193 |
| 720.00 | 39.80 | 37.70 | 42.00 | -1.15 | 16 | 67 | 82.1% | 0.409 | 0.0025 | -1.053 | 0.725 | 0.183 |
| 730.00 | 38.75 | 32.80 | 41.40 | 3.55 | 3 | 59 | 82.5% | 0.387 | 0.0025 | -1.042 | 0.714 | 0.174 |
| 740.00 | 34.70 | 30.50 | 38.30 | 1.20 | 2 | 23 | 82.8% | 0.365 | 0.0024 | -1.026 | 0.702 | 0.165 |
| 750.00 | 41.30 | 27.70 | 33.90 | 0.00 | 2 | 21 | 81.5% | 0.340 | 0.0024 | -0.984 | 0.684 | 0.155 |
| 760.00 | 38.30 | 27.00 | 31.50 | 0.60 | 1 | 210 | 82.8% | 0.323 | 0.0023 | -0.979 | 0.670 | 0.147 |
| 770.00 | 30.10 | 23.30 | 29.40 | -3.80 | 2 | 29 | 82.0% | 0.301 | 0.0023 | -0.939 | 0.650 | 0.138 |
| 780.00 | 27.95 | 21.20 | 27.30 | 0.00 | 2 | 6 | 82.1% | 0.282 | 0.0022 | -0.911 | 0.630 | 0.129 |
| 790.00 | 45.57 | 19.20 | 24.60 | 0.00 | 2 | 4 | 81.5% | 0.262 | 0.0021 | -0.872 | 0.607 | 0.121 |
| 800.00 | 20.00 | 19.00 | 22.80 | 2.00 | 6 | 44 | 82.9% | 0.249 | 0.0020 | -0.864 | 0.592 | 0.115 |
| 810.00 | 21.60 | 16.00 | 21.80 | 0.00 | 5 | 15 | 82.5% | 0.231 | 0.0020 | -0.824 | 0.568 | 0.107 |
| 820.00 | 16.99 | 14.20 | 19.30 | -5.01 | 16 | 44 | 81.5% | 0.212 | 0.0019 | -0.774 | 0.540 | 0.098 |
| 830.00 | 15.45 | 12.80 | 18.90 | -3.55 | 17 | 10 | 82.5% | 0.200 | 0.0018 | -0.758 | 0.523 | 0.093 |
| 840.00 | 19.52 | 12.10 | 16.60 | 2.02 | 1 | 12 | 82.2% | 0.185 | 0.0017 | -0.720 | 0.499 | 0.086 |
| 850.00 | 20.00 | 12.00 | 16.30 | -10.55 | 4 | 34 | 84.4% | 0.180 | 0.0017 | -0.724 | 0.489 | 0.084 |
| 860.00 | 14.45 | 8.80 | 15.20 | 0.00 | 7 | 25 | 82.3% | 0.160 | 0.0016 | -0.655 | 0.454 | 0.075 |
| 870.00 | 14.90 | 8.20 | 14.20 | -4.60 | 1 | 2 | 82.9% | 0.150 | 0.0015 | -0.633 | 0.435 | 0.070 |
| 880.00 | 10.90 | 7.80 | 12.30 | 0.00 | 1 | 3 | 82.5% | 0.138 | 0.0014 | -0.594 | 0.411 | 0.065 |
| 890.00 | 6.53 | 6.90 | 11.10 | 0.00 | 4 | 9 | 82.1% | 0.126 | 0.0013 | -0.555 | 0.386 | 0.059 |
| 900.00 | 11.35 | 6.50 | 11.70 | 1.35 | 5 | 61 | 84.5% | 0.124 | 0.0013 | -0.566 | 0.382 | 0.058 |
| 910.00 | 9.80 | 5.90 | 11.00 | 0.08 | 1 | 8 | 84.9% | 0.116 | 0.0012 | -0.542 | 0.365 | 0.055 |
| 920.00 | 7.20 | 4.50 | 10.30 | -25.10 | 1 | 3 | 84.0% | 0.105 | 0.0012 | -0.498 | 0.338 | 0.049 |
| 930.00 | 6.70 | 3.80 | 8.40 | -6.30 | 1 | 2 | 82.0% | 0.090 | 0.0011 | -0.436 | 0.304 | 0.043 |
| 940.00 | 11.90 | 3.40 | 8.60 | 0.00 | 1 | 6 | 83.6% | 0.088 | 0.0010 | -0.434 | 0.297 | 0.042 |
| 950.00 | 6.90 | 3.70 | 9.00 | -0.20 | 1 | 3 | 86.5% | 0.089 | 0.0010 | -0.457 | 0.302 | 0.042 |
| 960.00 | 5.78 | 3.00 | 8.80 | 0.00 | 1 | 2 | 86.8% | 0.084 | 0.0009 | -0.436 | 0.287 | 0.040 |
| 970.00 | 24.30 | 2.00 | 8.60 | 0.00 | 0 | 1 | 86.5% | 0.076 | 0.0009 | -0.405 | 0.268 | 0.036 |
| 980.00 | 4.38 | 0.75 | 8.40 | 0.00 | 1 | 3 | 85.5% | 0.068 | 0.0008 | -0.366 | 0.245 | 0.032 |
| 990.00 | 21.80 | 0.40 | 7.30 | 0.00 | 0 | 1 | 84.1% | 0.059 | 0.0007 | -0.323 | 0.220 | 0.028 |
| 1000.00 | 5.30 | 0.40 | 8.10 | 0.00 | 16 | 14 | 87.5% | 0.062 | 0.0008 | -0.350 | 0.229 | 0.030 |
| 1020.00 | 18.30 | 0.20 | 6.80 | 0.00 | 0 | 1 | 87.3% | 0.053 | 0.0007 | -0.306 | 0.201 | 0.025 |
| 1040.00 | 3.46 | 1.05 | 4.40 | 0.00 | 1 | 18 | 86.2% | 0.043 | 0.0006 | -0.254 | 0.169 | 0.020 |
| 1060.00 | 2.40 | 0.05 | 2.35 | 0.60 | 47 | 162 | 78.1% | 0.022 | 0.0004 | -0.134 | 0.098 | 0.011 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 340.00 | 0.50 | 0.05 | 3.80 | 0.49 | 2 | 32 | 123.6% | -0.018 | 0.0002 | -0.174 | 0.083 | -0.011 |
| 350.00 | 1.01 | 0.00 | 4.80 | 0.00 | 1 | 2 | 123.5% | -0.022 | 0.0002 | -0.206 | 0.098 | -0.013 |
| 360.00 | 0.77 | 0.10 | 4.80 | 0.27 | 2 | 28 | 119.2% | -0.023 | 0.0002 | -0.208 | 0.102 | -0.014 |
| 370.00 | 0.80 | 0.05 | 4.80 | 0.00 | 1 | 4 | 114.2% | -0.024 | 0.0003 | -0.205 | 0.105 | -0.014 |
| 380.00 | 1.97 | 0.00 | 2.15 | 0.00 | 1 | 559 | 95.6% | -0.014 | 0.0002 | -0.106 | 0.065 | -0.008 |
| 390.00 | 3.27 | 0.05 | 7.30 | 0.00 | 0 | 1 | 114.2% | -0.035 | 0.0004 | -0.279 | 0.143 | -0.021 |
| 400.00 | 1.25 | 0.60 | 5.20 | -2.50 | 1 | 17 | 104.4% | -0.031 | 0.0004 | -0.230 | 0.129 | -0.018 |
| 410.00 | 3.18 | 1.10 | 6.50 | 0.00 | 1 | 10 | 105.7% | -0.038 | 0.0004 | -0.280 | 0.156 | -0.023 |
| 420.00 | 4.80 | 1.35 | 6.40 | 0.00 | 2 | 19 | 101.7% | -0.041 | 0.0005 | -0.282 | 0.163 | -0.024 |
| 430.00 | 3.93 | 1.75 | 4.40 | 0.00 | 1 | 13 | 92.6% | -0.036 | 0.0005 | -0.233 | 0.148 | -0.021 |
| 440.00 | 3.58 | 2.05 | 4.40 | 0.00 | 1 | 9 | 89.4% | -0.039 | 0.0005 | -0.239 | 0.158 | -0.023 |
| 450.00 | 3.10 | 3.00 | 4.80 | 0.10 | 5 | 33 | 88.9% | -0.046 | 0.0006 | -0.274 | 0.181 | -0.027 |
| 460.00 | 3.89 | 3.70 | 5.50 | 0.49 | 3 | 21 | 88.0% | -0.054 | 0.0007 | -0.306 | 0.205 | -0.032 |
| 470.00 | 5.10 | 4.40 | 8.00 | -0.40 | 1 | 77 | 90.3% | -0.068 | 0.0008 | -0.377 | 0.246 | -0.040 |
| 480.00 | 6.52 | 2.70 | 7.90 | 0.00 | 3 | 61 | 82.5% | -0.065 | 0.0008 | -0.330 | 0.236 | -0.038 |
| 490.00 | 6.30 | 3.20 | 8.70 | 0.00 | 1 | 117 | 80.7% | -0.073 | 0.0009 | -0.354 | 0.259 | -0.043 |
| 500.00 | 6.42 | 5.30 | 9.30 | -0.38 | 2 | 263 | 81.0% | -0.087 | 0.0010 | -0.405 | 0.295 | -0.051 |
| 510.00 | 10.95 | 7.80 | 11.60 | 0.00 | 1 | 58 | 83.6% | -0.107 | 0.0012 | -0.487 | 0.345 | -0.064 |
| 520.00 | 8.00 | 8.40 | 13.20 | -1.66 | 3 | 101 | 81.9% | -0.120 | 0.0013 | -0.515 | 0.372 | -0.071 |
| 530.00 | 10.88 | 10.60 | 15.20 | -3.70 | 1 | 76 | 82.3% | -0.138 | 0.0014 | -0.571 | 0.411 | -0.082 |
| 540.00 | 14.50 | 13.80 | 17.60 | 1.15 | 1 | 95 | 83.7% | -0.159 | 0.0016 | -0.639 | 0.453 | -0.095 |
| 550.00 | 16.18 | 16.90 | 19.40 | 0.18 | 5 | 89 | 83.7% | -0.179 | 0.0017 | -0.688 | 0.488 | -0.108 |
| 560.00 | 21.40 | 19.10 | 22.20 | 3.40 | 2 | 96 | 83.3% | -0.199 | 0.0018 | -0.731 | 0.521 | -0.120 |
| 570.00 | 23.61 | 21.70 | 25.40 | 3.62 | 5 | 21 | 83.3% | -0.220 | 0.0019 | -0.775 | 0.553 | -0.134 |
| 580.00 | 26.62 | 24.30 | 29.10 | 3.62 | 5 | 35 | 83.2% | -0.243 | 0.0020 | -0.816 | 0.584 | -0.148 |
| 590.00 | 23.52 | 28.50 | 31.40 | -5.66 | 2 | 15 | 82.9% | -0.266 | 0.0021 | -0.851 | 0.612 | -0.162 |
| 600.00 | 32.10 | 32.10 | 35.40 | 3.12 | 3 | 91 | 83.1% | -0.290 | 0.0022 | -0.889 | 0.639 | -0.178 |
| 610.00 | 37.00 | 34.90 | 38.90 | 8.00 | 2 | 22 | 81.9% | -0.313 | 0.0023 | -0.905 | 0.662 | -0.193 |
| 620.00 | 41.26 | 38.20 | 44.80 | 1.36 | 4 | 58 | 82.4% | -0.339 | 0.0024 | -0.940 | 0.683 | -0.210 |
| 630.00 | 46.60 | 44.60 | 47.40 | 2.09 | 7 | 65 | 82.4% | -0.365 | 0.0024 | -0.963 | 0.702 | -0.227 |
| 640.00 | 51.38 | 48.60 | 54.60 | 0.38 | 17 | 32 | 83.6% | -0.391 | 0.0025 | -0.996 | 0.717 | -0.245 |
| 650.00 | 52.87 | 52.90 | 57.20 | 2.36 | 34 | 95 | 81.4% | -0.417 | 0.0026 | -0.984 | 0.728 | -0.261 |
| 660.00 | 48.00 | 58.90 | 65.00 | -4.90 | 1 | 21 | 83.6% | -0.442 | 0.0025 | -1.020 | 0.737 | -0.280 |
| 670.00 | 63.12 | 64.00 | 71.00 | 2.37 | 30 | 38 | 83.6% | -0.467 | 0.0025 | -1.025 | 0.742 | -0.298 |
| 680.00 | 61.15 | 68.70 | 74.60 | -4.65 | 7 | 50 | 81.4% | -0.494 | 0.0026 | -0.999 | 0.745 | -0.315 |
| 690.00 | 73.70 | 74.70 | 82.90 | 8.00 | 2 | 27 | 82.9% | -0.518 | 0.0026 | -1.014 | 0.744 | -0.333 |
| 700.00 | 88.20 | 81.00 | 89.40 | 0.00 | 3 | 34 | 83.1% | -0.542 | 0.0026 | -1.009 | 0.741 | -0.351 |
| 710.00 | 60.75 | 87.20 | 96.40 | 0.00 | 13 | 18 | 83.2% | -0.566 | 0.0025 | -1.000 | 0.735 | -0.368 |
| 720.00 | 78.38 | 94.50 | 102.30 | 0.00 | 5 | 19 | 83.1% | -0.589 | 0.0025 | -0.983 | 0.726 | -0.386 |
| 730.00 | 71.40 | 100.90 | 109.10 | 0.00 | 2 | 7 | 82.7% | -0.613 | 0.0025 | -0.959 | 0.715 | -0.404 |
| 740.00 | 92.81 | 108.70 | 116.20 | 0.00 | 1 | 9 | 83.1% | -0.634 | 0.0024 | -0.944 | 0.702 | -0.421 |
| 750.00 | 80.60 | 115.60 | 123.60 | 0.00 | 2 | 8 | 82.9% | -0.656 | 0.0024 | -0.917 | 0.687 | -0.438 |
| 760.00 | 133.50 | 123.50 | 131.00 | 0.00 | 6 | 6 | 83.2% | -0.676 | 0.0023 | -0.895 | 0.671 | -0.454 |
| 770.00 | 109.70 | 130.60 | 140.40 | 0.00 | 0 | 1 | 84.1% | -0.693 | 0.0022 | -0.881 | 0.656 | -0.470 |
| 840.00 | 138.50 | 188.00 | 198.10 | 0.00 | 1 | 1 | 84.0% | -0.808 | 0.0017 | -0.653 | 0.509 | -0.576 |
| 850.00 | 200.00 | 194.80 | 207.00 | 0.00 | 1 | 1 | 82.3% | -0.828 | 0.0017 | -0.588 | 0.476 | -0.593 |
| 860.00 | 170.89 | 203.20 | 216.00 | 0.00 | 1 | 2 | 81.9% | -0.842 | 0.0016 | -0.547 | 0.451 | -0.607 |
| 870.00 | 193.96 | 213.60 | 224.90 | 0.00 | 1 | 0 | 83.5% | -0.848 | 0.0015 | -0.541 | 0.439 | -0.618 |
| 890.00 | 238.10 | 232.60 | 243.60 | 0.00 | 0 | 1 | 85.4% | -0.863 | 0.0014 | -0.507 | 0.409 | -0.641 |
| 920.00 | 238.80 | 259.50 | 269.30 | 0.00 | 0 | 1 | 81.7% | -0.903 | 0.0011 | -0.351 | 0.321 | -0.682 |
| 930.00 | 247.20 | 269.70 | 280.70 | 0.00 | 0 | 1 | 86.0% | -0.897 | 0.0011 | -0.394 | 0.334 | -0.688 |
| 940.00 | 255.80 | 278.20 | 290.00 | 0.00 | 0 | 2 | 84.6% | -0.909 | 0.0010 | -0.341 | 0.305 | -0.701 |
| 970.00 | 282.20 | 308.50 | 318.90 | 0.00 | 0 | 1 | 88.7% | -0.918 | 0.0009 | -0.326 | 0.284 | -0.729 |
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.