GS
Goldman Sachs Group, Inc. (The)Close $1021.00EOD onlyThis page reflects GS 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 540.00 | 584.00 | 476.50 | 485.95 | 0.00 | 1 | 1 | 162.5% | 0.998 | 0.0000 | -0.149 | 0.007 | 0.103 |
| 790.00 | 281.25 | 226.90 | 236.00 | 0.00 | 0 | 1 | 77.3% | 0.993 | 0.0002 | -0.245 | 0.028 | 0.150 |
| 850.00 | 164.54 | 167.00 | 176.55 | 4.35 | 4 | 19 | 62.5% | 0.985 | 0.0004 | -0.338 | 0.054 | 0.160 |
| 855.00 | 203.85 | 162.00 | 171.45 | 0.00 | 12 | 2 | 60.2% | 0.985 | 0.0004 | -0.324 | 0.052 | 0.161 |
| 860.00 | 199.00 | 157.00 | 166.40 | 0.00 | 0 | 1 | 58.2% | 0.985 | 0.0004 | -0.317 | 0.052 | 0.162 |
| 865.00 | 208.25 | 152.00 | 161.40 | 0.00 | 2 | 0 | 56.5% | 0.985 | 0.0005 | -0.317 | 0.054 | 0.163 |
| 870.00 | 189.35 | 147.00 | 156.55 | 0.00 | 12 | 7 | 55.7% | 0.983 | 0.0005 | -0.336 | 0.059 | 0.163 |
| 875.00 | 184.60 | 142.00 | 151.40 | 0.00 | 0 | 1 | 53.1% | 0.984 | 0.0005 | -0.315 | 0.056 | 0.164 |
| 880.00 | 179.65 | 137.00 | 146.60 | 0.00 | 0 | 6 | 52.6% | 0.982 | 0.0006 | -0.341 | 0.064 | 0.165 |
| 885.00 | 156.30 | 132.00 | 141.45 | 0.00 | 5 | 4 | 50.1% | 0.982 | 0.0006 | -0.321 | 0.061 | 0.166 |
| 895.00 | 182.07 | 122.05 | 131.65 | 0.00 | 0 | 1 | 73.3% | 0.913 | 0.0015 | -1.271 | 0.225 | 0.154 |
| 900.00 | 124.70 | 117.05 | 126.70 | -94.95 | 1 | 0 | 71.2% | 0.909 | 0.0016 | -1.268 | 0.231 | 0.154 |
| 905.00 | 215.25 | 112.35 | 121.80 | 0.00 | 2 | 1 | 69.3% | 0.906 | 0.0017 | -1.271 | 0.238 | 0.154 |
| 910.00 | 105.21 | 107.25 | 116.80 | 1.21 | 5 | 24 | 67.0% | 0.903 | 0.0018 | -1.259 | 0.243 | 0.154 |
| 915.00 | 107.60 | 102.20 | 111.90 | 0.00 | 1 | 4 | 65.0% | 0.898 | 0.0019 | -1.261 | 0.251 | 0.155 |
| 920.00 | 173.00 | 97.45 | 107.00 | 0.00 | 1 | 2 | 63.0% | 0.894 | 0.0021 | -1.262 | 0.259 | 0.155 |
| 925.00 | 102.11 | 93.00 | 102.00 | 0.00 | 1 | 29 | 60.7% | 0.890 | 0.0022 | -1.247 | 0.266 | 0.155 |
| 935.00 | 185.80 | 83.00 | 92.65 | 0.00 | 2 | 0 | 58.0% | 0.874 | 0.0025 | -1.304 | 0.292 | 0.154 |
| 940.00 | 87.89 | 78.35 | 87.75 | 0.00 | 1 | 7 | 55.8% | 0.868 | 0.0027 | -1.299 | 0.302 | 0.153 |
| 945.00 | 74.10 | 73.30 | 83.00 | 0.00 | 2 | 1 | 54.1% | 0.860 | 0.0029 | -1.310 | 0.315 | 0.153 |
| 950.00 | 69.00 | 69.00 | 78.00 | -15.10 | 1 | 74 | 51.7% | 0.854 | 0.0031 | -1.288 | 0.324 | 0.152 |
| 955.00 | 64.72 | 64.05 | 73.85 | 0.00 | 1 | 7 | 51.4% | 0.838 | 0.0034 | -1.366 | 0.347 | 0.150 |
| 960.00 | 62.00 | 59.50 | 66.90 | 0.00 | 1 | 37 | 43.9% | 0.855 | 0.0037 | -1.105 | 0.322 | 0.155 |
| 965.00 | 56.88 | 55.00 | 62.25 | 0.00 | 1 | 21 | 42.3% | 0.843 | 0.0040 | -1.123 | 0.340 | 0.153 |
| 970.00 | 56.98 | 51.00 | 58.20 | 0.00 | 1 | 19 | 42.2% | 0.821 | 0.0044 | -1.204 | 0.369 | 0.150 |
| 975.00 | 50.57 | 46.00 | 54.10 | 4.97 | 6 | 20 | 41.6% | 0.800 | 0.0048 | -1.267 | 0.396 | 0.146 |
| 980.00 | 48.23 | 42.15 | 49.45 | -4.68 | 1 | 14 | 39.7% | 0.784 | 0.0052 | -1.263 | 0.414 | 0.144 |
| 985.00 | 43.85 | 38.00 | 45.60 | 0.00 | 4 | 4 | 39.4% | 0.758 | 0.0056 | -1.326 | 0.441 | 0.140 |
| 990.00 | 39.79 | 34.20 | 42.90 | 0.00 | 43 | 24 | 41.0% | 0.721 | 0.0058 | -1.471 | 0.475 | 0.133 |
| 995.00 | 31.65 | 31.80 | 38.15 | -1.05 | 4 | 31 | 38.4% | 0.701 | 0.0064 | -1.425 | 0.491 | 0.130 |
| 1000.00 | 27.50 | 28.45 | 34.60 | -5.35 | 145 | 231 | 37.8% | 0.670 | 0.0068 | -1.460 | 0.512 | 0.125 |
| 1005.00 | 25.15 | 25.60 | 30.95 | -5.95 | 19 | 25 | 36.8% | 0.637 | 0.0072 | -1.468 | 0.530 | 0.119 |
| 1010.00 | 25.30 | 22.65 | 27.35 | -3.80 | 17 | 167 | 35.7% | 0.603 | 0.0076 | -1.459 | 0.545 | 0.113 |
| 1015.00 | 19.20 | 20.00 | 24.00 | -10.20 | 12 | 31 | 34.7% | 0.565 | 0.0080 | -1.445 | 0.557 | 0.106 |
| 1020.00 | 20.00 | 17.85 | 21.05 | -1.98 | 59 | 101 | 34.1% | 0.525 | 0.0083 | -1.432 | 0.563 | 0.099 |
| 1025.00 | 15.26 | 15.00 | 18.40 | -4.79 | 42 | 63 | 33.7% | 0.483 | 0.0084 | -1.411 | 0.564 | 0.091 |
| 1030.00 | 14.20 | 14.00 | 16.00 | -2.78 | 31 | 115 | 33.3% | 0.441 | 0.0084 | -1.379 | 0.558 | 0.083 |
| 1035.00 | 10.50 | 10.80 | 13.90 | -4.90 | 59 | 64 | 33.2% | 0.399 | 0.0082 | -1.339 | 0.546 | 0.076 |
| 1040.00 | 10.05 | 9.05 | 11.95 | -2.60 | 89 | 72 | 32.9% | 0.358 | 0.0080 | -1.283 | 0.528 | 0.068 |
| 1045.00 | 8.49 | 7.75 | 10.10 | -6.51 | 44 | 40 | 32.5% | 0.317 | 0.0078 | -1.207 | 0.504 | 0.060 |
| 1050.00 | 7.33 | 7.00 | 8.50 | -2.67 | 163 | 144 | 32.2% | 0.279 | 0.0074 | -1.125 | 0.475 | 0.053 |
| 1055.00 | 5.62 | 5.25 | 7.30 | -6.33 | 124 | 75 | 32.4% | 0.245 | 0.0069 | -1.056 | 0.445 | 0.047 |
| 1060.00 | 5.50 | 4.40 | 6.20 | -1.36 | 37 | 129 | 32.4% | 0.213 | 0.0063 | -0.978 | 0.411 | 0.041 |
| 1065.00 | 4.08 | 3.65 | 5.20 | -2.23 | 18 | 118 | 32.4% | 0.184 | 0.0058 | -0.891 | 0.376 | 0.035 |
| 1067.50 | 4.15 | 2.93 | 4.95 | -2.86 | 4 | 22 | 32.8% | 0.174 | 0.0055 | -0.873 | 0.363 | 0.033 |
| 1070.00 | 3.28 | 2.60 | 4.45 | -2.12 | 100 | 108 | 32.6% | 0.159 | 0.0053 | -0.819 | 0.343 | 0.031 |
| 1072.50 | 3.29 | 2.30 | 4.25 | -1.62 | 6 | 13 | 33.1% | 0.151 | 0.0050 | -0.802 | 0.331 | 0.029 |
| 1075.00 | 3.15 | 2.04 | 3.35 | -0.99 | 56 | 104 | 31.6% | 0.128 | 0.0047 | -0.682 | 0.295 | 0.024 |
| 1077.50 | 2.92 | 1.79 | 3.60 | -1.58 | 11 | 15 | 33.3% | 0.130 | 0.0045 | -0.726 | 0.299 | 0.025 |
| 1080.00 | 2.30 | 1.57 | 3.30 | -1.26 | 68 | 248 | 33.4% | 0.120 | 0.0042 | -0.688 | 0.283 | 0.023 |
| 1082.50 | 2.40 | 1.41 | 3.05 | -1.26 | 2 | 13 | 33.5% | 0.111 | 0.0040 | -0.654 | 0.268 | 0.021 |
| 1085.00 | 1.80 | 1.36 | 2.60 | -1.25 | 26 | 88 | 32.9% | 0.098 | 0.0037 | -0.585 | 0.244 | 0.019 |
| 1087.50 | 2.80 | 1.01 | 2.61 | 0.00 | 1 | 14 | 33.8% | 0.096 | 0.0036 | -0.592 | 0.240 | 0.018 |
| 1090.00 | 1.50 | 0.99 | 2.41 | -1.00 | 116 | 62 | 34.0% | 0.089 | 0.0033 | -0.561 | 0.227 | 0.017 |
| 1095.00 | 1.89 | 0.67 | 2.07 | -0.03 | 2 | 50 | 34.3% | 0.076 | 0.0030 | -0.505 | 0.203 | 0.015 |
| 1100.00 | 1.10 | 0.80 | 1.35 | -0.50 | 1,574 | 1,411 | 32.6% | 0.054 | 0.0024 | -0.365 | 0.154 | 0.010 |
| 1105.00 | 0.79 | 0.51 | 1.55 | -0.81 | 5 | 75 | 35.2% | 0.057 | 0.0023 | -0.411 | 0.161 | 0.011 |
| 1110.00 | 0.79 | 0.46 | 1.21 | -0.31 | 171 | 164 | 34.8% | 0.045 | 0.0019 | -0.340 | 0.135 | 0.009 |
| 1115.00 | 0.63 | 0.45 | 0.98 | -0.55 | 35 | 47 | 34.8% | 0.037 | 0.0016 | -0.288 | 0.114 | 0.007 |
| 1120.00 | 0.45 | 0.05 | 0.78 | -0.50 | 52 | 226 | 34.7% | 0.030 | 0.0014 | -0.240 | 0.095 | 0.006 |
| 1125.00 | 0.39 | 0.01 | 0.74 | -0.36 | 52 | 20 | 35.7% | 0.027 | 0.0013 | -0.231 | 0.089 | 0.005 |
| 1130.00 | 0.33 | 0.00 | 1.44 | -0.25 | 139 | 81 | 42.0% | 0.044 | 0.0016 | -0.403 | 0.133 | 0.009 |
| 1135.00 | 0.33 | 0.00 | 0.72 | -0.26 | 37 | 40 | 38.2% | 0.025 | 0.0011 | -0.228 | 0.082 | 0.005 |
| 1140.00 | 0.36 | 0.00 | 2.62 | -0.12 | 48 | 137 | 51.0% | 0.065 | 0.0018 | -0.662 | 0.180 | 0.012 |
| 1145.00 | 0.30 | 0.00 | 2.80 | -0.04 | 26 | 477 | 53.4% | 0.066 | 0.0017 | -0.704 | 0.182 | 0.013 |
| 1150.00 | 0.18 | 0.00 | 0.54 | -0.12 | 8 | 157 | 40.1% | 0.018 | 0.0008 | -0.180 | 0.062 | 0.003 |
| 1155.00 | 0.74 | 0.00 | 3.15 | 0.36 | 2 | 64 | 58.0% | 0.069 | 0.0016 | -0.783 | 0.187 | 0.013 |
| 1160.00 | 0.06 | 0.00 | 0.63 | -0.39 | 16 | 113 | 43.6% | 0.019 | 0.0008 | -0.207 | 0.066 | 0.004 |
| 1165.00 | 0.45 | 0.00 | 2.16 | 0.00 | 6 | 28 | 56.1% | 0.050 | 0.0013 | -0.586 | 0.145 | 0.009 |
| 1170.00 | 0.13 | 0.02 | 0.50 | -0.35 | 2 | 90 | 44.4% | 0.015 | 0.0006 | -0.171 | 0.053 | 0.003 |
| 1175.00 | 0.25 | 0.00 | 3.95 | -0.42 | 1 | 17 | 57.8% | 0.044 | 0.0011 | -0.551 | 0.132 | 0.008 |
| 1180.00 | 0.07 | 0.00 | 0.67 | -0.14 | 7 | 560 | 48.8% | 0.018 | 0.0006 | -0.222 | 0.063 | 0.003 |
| 1185.00 | 0.34 | 0.05 | 0.30 | 0.00 | 51 | 18 | 44.6% | 0.009 | 0.0004 | -0.109 | 0.034 | 0.002 |
| 1190.00 | 2.35 | 0.00 | 4.30 | 0.00 | 20 | 132 | 62.9% | 0.044 | 0.0010 | -0.599 | 0.132 | 0.008 |
| 1195.00 | 0.72 | 0.00 | 4.30 | 0.00 | 3 | 15 | 64.3% | 0.043 | 0.0010 | -0.601 | 0.130 | 0.008 |
| 1200.00 | 0.05 | 0.00 | 1.22 | 0.04 | 3 | 110 | 52.8% | 0.015 | 0.0005 | -0.207 | 0.054 | 0.003 |
| 1205.00 | 0.01 | 0.00 | 4.30 | -1.60 | 1 | 10 | 66.9% | 0.042 | 0.0009 | -0.607 | 0.126 | 0.008 |
| 1210.00 | 0.14 | 0.00 | 4.30 | -0.02 | 2 | 45 | 68.2% | 0.041 | 0.0009 | -0.609 | 0.124 | 0.008 |
| 1215.00 | 1.23 | 0.00 | 4.30 | 0.00 | 0 | 17 | 69.6% | 0.040 | 0.0009 | -0.612 | 0.122 | 0.008 |
| 1220.00 | 1.08 | 0.00 | 4.30 | 0.00 | 23 | 68 | 70.8% | 0.039 | 0.0008 | -0.614 | 0.120 | 0.007 |
| 1225.00 | 0.98 | 0.00 | 4.30 | 0.00 | 0 | 22 | 72.1% | 0.039 | 0.0008 | -0.616 | 0.119 | 0.007 |
| 1230.00 | 0.05 | 0.00 | 0.67 | -1.21 | 1 | 36 | 54.7% | 0.008 | 0.0003 | -0.122 | 0.031 | 0.002 |
| 1235.00 | 0.78 | 0.00 | 4.30 | 0.00 | 0 | 8 | 74.7% | 0.037 | 0.0008 | -0.620 | 0.116 | 0.007 |
| 1240.00 | 0.87 | 0.00 | 0.87 | 0.00 | 2 | 70 | 58.8% | 0.010 | 0.0003 | -0.156 | 0.037 | 0.002 |
| 1250.00 | 1.08 | 0.00 | 4.30 | 0.00 | 5 | 61 | 78.4% | 0.036 | 0.0007 | -0.626 | 0.111 | 0.007 |
| 1260.00 | 0.55 | 0.00 | 4.30 | 0.00 | 1 | 4 | 80.8% | 0.035 | 0.0007 | -0.630 | 0.108 | 0.007 |
| 1270.00 | 0.05 | 0.00 | 4.30 | 0.00 | 1 | 34 | 83.2% | 0.034 | 0.0006 | -0.634 | 0.106 | 0.006 |
| 1280.00 | 1.20 | 0.00 | 4.30 | 0.00 | 10 | 11 | 85.6% | 0.033 | 0.0006 | -0.637 | 0.104 | 0.006 |
| 1290.00 | 0.89 | 0.00 | 4.30 | 0.00 | 12 | 13 | 87.9% | 0.032 | 0.0006 | -0.641 | 0.101 | 0.006 |
| 1300.00 | 0.85 | 0.00 | 4.30 | 0.00 | 13 | 19 | 90.3% | 0.031 | 0.0006 | -0.644 | 0.099 | 0.006 |
| 1310.00 | 0.05 | 0.00 | 4.30 | 0.00 | 1 | 6 | 92.5% | 0.030 | 0.0005 | -0.647 | 0.097 | 0.006 |
| 1320.00 | 0.01 | 0.00 | 0.07 | 0.00 | 2 | 7 | 57.4% | 0.001 | 0.0000 | -0.015 | 0.004 | 0.000 |
| 1330.00 | 0.01 | 0.00 | 4.30 | 0.00 | 1 | 2 | 97.0% | 0.029 | 0.0005 | -0.653 | 0.094 | 0.005 |
| 1340.00 | 0.84 | 0.00 | 4.30 | 0.00 | 2 | 1 | 99.2% | 0.028 | 0.0005 | -0.656 | 0.092 | 0.005 |
| 1350.00 | 0.71 | 0.00 | 4.30 | 0.00 | 10 | 1 | 101.4% | 0.028 | 0.0004 | -0.658 | 0.090 | 0.005 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 700.00 | 0.04 | 0.00 | 4.30 | 0.00 | 30 | 30 | 137.7% | -0.019 | 0.0002 | -0.637 | 0.065 | -0.004 |
| 710.00 | 1.08 | 0.00 | 4.30 | 0.00 | 1 | 1 | 133.3% | -0.019 | 0.0003 | -0.634 | 0.067 | -0.004 |
| 715.00 | 0.72 | 0.00 | 1.34 | 0.00 | 1 | 1 | 109.3% | -0.007 | 0.0001 | -0.226 | 0.029 | -0.002 |
| 720.00 | 0.89 | 0.00 | 4.30 | 0.00 | 1 | 1 | 128.8% | -0.020 | 0.0003 | -0.630 | 0.069 | -0.004 |
| 725.00 | 0.92 | 0.00 | 4.30 | 0.00 | 10 | 5 | 126.7% | -0.020 | 0.0003 | -0.629 | 0.070 | -0.004 |
| 730.00 | 0.97 | 0.00 | 4.30 | 0.00 | 40 | 20 | 124.5% | -0.021 | 0.0003 | -0.627 | 0.071 | -0.004 |
| 740.00 | 1.08 | 0.00 | 4.30 | 0.00 | 10 | 6 | 120.2% | -0.022 | 0.0003 | -0.624 | 0.073 | -0.004 |
| 750.00 | 0.05 | 0.00 | 4.30 | 0.00 | 20 | 54 | 115.9% | -0.022 | 0.0003 | -0.620 | 0.075 | -0.005 |
| 755.00 | 1.73 | 0.00 | 4.30 | 0.00 | 7 | 7 | 113.8% | -0.023 | 0.0003 | -0.618 | 0.076 | -0.005 |
| 760.00 | 0.25 | 0.00 | 4.30 | 0.00 | 12 | 14 | 111.7% | -0.023 | 0.0003 | -0.616 | 0.078 | -0.005 |
| 765.00 | 0.05 | 0.00 | 4.30 | 0.00 | 32 | 41 | 109.6% | -0.024 | 0.0004 | -0.614 | 0.079 | -0.005 |
| 770.00 | 0.18 | 0.00 | 0.98 | 0.00 | 3 | 59 | 85.2% | -0.007 | 0.0002 | -0.166 | 0.027 | -0.001 |
| 775.00 | 0.07 | 0.00 | 4.30 | -0.23 | 1 | 26 | 105.4% | -0.025 | 0.0004 | -0.610 | 0.081 | -0.005 |
| 780.00 | 0.05 | 0.00 | 4.30 | 0.00 | 153 | 175 | 103.3% | -0.025 | 0.0004 | -0.608 | 0.083 | -0.005 |
| 785.00 | 0.20 | 0.00 | 4.30 | 0.00 | 6 | 25 | 101.3% | -0.026 | 0.0004 | -0.606 | 0.084 | -0.005 |
| 790.00 | 0.17 | 0.00 | 4.30 | 0.00 | 2 | 3 | 99.2% | -0.026 | 0.0004 | -0.604 | 0.086 | -0.005 |
| 795.00 | 0.23 | 0.00 | 4.30 | 0.00 | 4 | 71 | 97.2% | -0.027 | 0.0004 | -0.602 | 0.087 | -0.005 |
| 800.00 | 0.04 | 0.00 | 0.27 | -0.01 | 79 | 172 | 64.0% | -0.002 | 0.0001 | -0.050 | 0.011 | -0.001 |
| 805.00 | 0.27 | 0.00 | 4.15 | 0.00 | 3 | 7 | 92.5% | -0.027 | 0.0005 | -0.579 | 0.088 | -0.006 |
| 810.00 | 0.04 | 0.00 | 0.05 | -0.25 | 33 | 102 | 52.0% | -0.001 | 0.0000 | -0.010 | 0.003 | -0.000 |
| 815.00 | 0.20 | 0.00 | 4.30 | 0.00 | 1 | 104 | 89.1% | -0.029 | 0.0005 | -0.592 | 0.094 | -0.006 |
| 820.00 | 0.10 | 0.00 | 4.30 | 0.00 | 3 | 23 | 87.1% | -0.030 | 0.0005 | -0.590 | 0.095 | -0.006 |
| 825.00 | 0.15 | 0.00 | 4.30 | 0.00 | 1 | 19 | 85.1% | -0.030 | 0.0006 | -0.587 | 0.097 | -0.006 |
| 830.00 | 0.28 | 0.00 | 3.75 | 0.00 | 1 | 13 | 80.9% | -0.028 | 0.0006 | -0.521 | 0.091 | -0.006 |
| 835.00 | 0.56 | 0.00 | 4.30 | 0.00 | 1 | 6 | 81.1% | -0.032 | 0.0006 | -0.582 | 0.101 | -0.007 |
| 840.00 | 0.45 | 0.00 | 4.20 | 0.00 | 7 | 50 | 78.7% | -0.032 | 0.0006 | -0.567 | 0.102 | -0.007 |
| 845.00 | 0.30 | 0.00 | 4.35 | 0.00 | 3 | 51 | 77.3% | -0.034 | 0.0007 | -0.581 | 0.106 | -0.007 |
| 850.00 | 0.40 | 0.00 | 1.33 | 0.00 | 52 | 220 | 61.1% | -0.013 | 0.0004 | -0.208 | 0.048 | -0.003 |
| 855.00 | 0.47 | 0.00 | 0.60 | 0.00 | 51 | 64 | 53.0% | -0.007 | 0.0003 | -0.101 | 0.027 | -0.001 |
| 860.00 | 0.45 | 0.00 | 3.50 | 0.00 | 28 | 74 | 68.3% | -0.031 | 0.0007 | -0.476 | 0.098 | -0.006 |
| 865.00 | 0.20 | 0.05 | 0.61 | -0.30 | 5 | 219 | 50.6% | -0.008 | 0.0003 | -0.110 | 0.031 | -0.002 |
| 870.00 | 0.35 | 0.01 | 0.72 | -0.14 | 11 | 97 | 55.1% | -0.016 | 0.0005 | -0.219 | 0.056 | -0.003 |
| 875.00 | 0.29 | 0.05 | 0.89 | -0.21 | 2 | 85 | 55.3% | -0.020 | 0.0006 | -0.263 | 0.067 | -0.004 |
| 880.00 | 0.27 | 0.05 | 0.85 | -0.33 | 4 | 91 | 53.2% | -0.019 | 0.0006 | -0.251 | 0.067 | -0.004 |
| 885.00 | 0.77 | 0.00 | 3.35 | 0.13 | 1 | 55 | 58.4% | -0.034 | 0.0009 | -0.445 | 0.108 | -0.007 |
| 890.00 | 0.96 | 0.00 | 4.55 | 0.28 | 4 | 78 | 60.3% | -0.045 | 0.0011 | -0.569 | 0.134 | -0.009 |
| 895.00 | 0.38 | 0.00 | 0.95 | -0.26 | 20 | 64 | 49.0% | -0.023 | 0.0008 | -0.271 | 0.078 | -0.005 |
| 900.00 | 0.48 | 0.17 | 0.78 | -0.29 | 223 | 237 | 45.6% | -0.021 | 0.0008 | -0.227 | 0.070 | -0.004 |
| 905.00 | 0.58 | 0.26 | 1.02 | -0.25 | 80 | 39 | 46.1% | -0.027 | 0.0009 | -0.284 | 0.087 | -0.005 |
| 910.00 | 0.54 | 0.08 | 1.01 | -0.75 | 39 | 171 | 44.3% | -0.027 | 0.0010 | -0.279 | 0.089 | -0.005 |
| 915.00 | 0.80 | 0.31 | 1.28 | -0.20 | 69 | 70 | 44.6% | -0.034 | 0.0012 | -0.338 | 0.108 | -0.007 |
| 920.00 | 0.88 | 0.16 | 1.28 | -1.03 | 18 | 788 | 42.8% | -0.036 | 0.0013 | -0.335 | 0.111 | -0.007 |
| 925.00 | 1.00 | 0.47 | 1.25 | -1.20 | 5 | 53 | 40.8% | -0.037 | 0.0014 | -0.325 | 0.113 | -0.007 |
| 930.00 | 1.10 | 0.39 | 1.59 | -1.47 | 8 | 34 | 41.0% | -0.046 | 0.0017 | -0.393 | 0.136 | -0.009 |
| 935.00 | 1.66 | 0.54 | 1.87 | 0.00 | 10 | 35 | 40.6% | -0.054 | 0.0019 | -0.443 | 0.155 | -0.011 |
| 940.00 | 1.25 | 1.13 | 2.10 | -0.60 | 111 | 76 | 39.8% | -0.061 | 0.0022 | -0.480 | 0.172 | -0.012 |
| 945.00 | 0.89 | 0.92 | 2.37 | -1.39 | 63 | 50 | 39.0% | -0.070 | 0.0024 | -0.521 | 0.190 | -0.014 |
| 950.00 | 1.72 | 1.56 | 2.46 | -0.94 | 157 | 112 | 37.3% | -0.076 | 0.0027 | -0.528 | 0.201 | -0.015 |
| 955.00 | 2.88 | 1.93 | 2.49 | 0.09 | 272 | 163 | 35.4% | -0.080 | 0.0030 | -0.523 | 0.211 | -0.016 |
| 960.00 | 2.98 | 1.96 | 3.60 | -0.42 | 84 | 56 | 37.2% | -0.108 | 0.0035 | -0.683 | 0.262 | -0.022 |
| 965.00 | 3.49 | 2.96 | 3.85 | -0.56 | 89 | 57 | 35.7% | -0.119 | 0.0039 | -0.702 | 0.281 | -0.024 |
| 970.00 | 5.04 | 2.77 | 4.70 | 0.36 | 56 | 582 | 35.9% | -0.142 | 0.0044 | -0.795 | 0.317 | -0.028 |
| 975.00 | 5.73 | 3.25 | 5.45 | 0.48 | 106 | 236 | 35.4% | -0.163 | 0.0049 | -0.861 | 0.348 | -0.033 |
| 980.00 | 4.30 | 4.30 | 6.00 | -1.90 | 42 | 895 | 34.2% | -0.183 | 0.0055 | -0.893 | 0.374 | -0.037 |
| 985.00 | 7.19 | 5.15 | 7.05 | 0.03 | 47 | 96 | 34.0% | -0.211 | 0.0060 | -0.966 | 0.408 | -0.042 |
| 990.00 | 7.37 | 6.25 | 8.50 | -0.94 | 33 | 102 | 34.3% | -0.245 | 0.0065 | -1.058 | 0.444 | -0.049 |
| 995.00 | 8.62 | 7.40 | 9.65 | -0.88 | 38 | 60 | 33.6% | -0.276 | 0.0070 | -1.101 | 0.473 | -0.056 |
| 1000.00 | 9.72 | 8.85 | 11.45 | -0.63 | 217 | 166 | 33.9% | -0.314 | 0.0074 | -1.177 | 0.502 | -0.063 |
| 1005.00 | 15.40 | 10.25 | 12.95 | 3.20 | 58 | 88 | 33.3% | -0.351 | 0.0079 | -1.204 | 0.524 | -0.071 |
| 1010.00 | 13.00 | 11.80 | 14.80 | -2.27 | 124 | 148 | 33.0% | -0.391 | 0.0082 | -1.233 | 0.543 | -0.079 |
| 1015.00 | 19.40 | 13.55 | 16.95 | 2.49 | 23 | 137 | 32.9% | -0.432 | 0.0084 | -1.254 | 0.556 | -0.088 |
| 1020.00 | 19.48 | 16.15 | 19.35 | 0.53 | 52 | 83 | 32.9% | -0.475 | 0.0086 | -1.265 | 0.563 | -0.096 |
| 1025.00 | 20.00 | 17.55 | 22.00 | -1.39 | 36 | 120 | 33.0% | -0.518 | 0.0085 | -1.264 | 0.564 | -0.105 |
| 1030.00 | 26.20 | 20.15 | 24.80 | 3.08 | 6 | 104 | 33.0% | -0.560 | 0.0085 | -1.244 | 0.558 | -0.114 |
| 1035.00 | 29.24 | 22.80 | 28.10 | 2.63 | 8 | 76 | 33.5% | -0.600 | 0.0082 | -1.232 | 0.546 | -0.122 |
| 1040.00 | 28.85 | 25.50 | 31.55 | -1.50 | 24 | 103 | 34.0% | -0.637 | 0.0078 | -1.207 | 0.530 | -0.130 |
| 1045.00 | 24.14 | 28.45 | 34.80 | -12.54 | 5 | 61 | 33.8% | -0.676 | 0.0075 | -1.143 | 0.509 | -0.139 |
| 1050.00 | 37.90 | 31.70 | 38.55 | 3.27 | 79 | 51 | 34.2% | -0.709 | 0.0071 | -1.096 | 0.485 | -0.146 |
| 1055.00 | 41.78 | 35.20 | 42.40 | 1.80 | 13 | 108 | 34.6% | -0.740 | 0.0066 | -1.040 | 0.459 | -0.153 |
| 1060.00 | 50.59 | 39.15 | 46.35 | 7.22 | 21 | 142 | 34.9% | -0.769 | 0.0062 | -0.976 | 0.431 | -0.159 |
| 1065.00 | 54.90 | 44.90 | 50.50 | 6.55 | 3 | 61 | 35.4% | -0.794 | 0.0057 | -0.918 | 0.403 | -0.165 |
| 1067.50 | 60.44 | 45.60 | 51.60 | 0.00 | 40 | 40 | 33.2% | -0.823 | 0.0055 | -0.766 | 0.367 | -0.171 |
| 1070.00 | 52.93 | 47.30 | 54.80 | 0.00 | 5 | 38 | 36.0% | -0.816 | 0.0052 | -0.863 | 0.377 | -0.170 |
| 1072.50 | 19.90 | 50.00 | 56.75 | 0.00 | 0 | 1 | 35.7% | -0.830 | 0.0050 | -0.807 | 0.358 | -0.173 |
| 1075.00 | 58.33 | 52.00 | 58.95 | 0.00 | 2 | 42 | 36.0% | -0.839 | 0.0048 | -0.779 | 0.345 | -0.175 |
| 1077.50 | 50.20 | 54.50 | 60.40 | -7.70 | 1 | 9 | 34.2% | -0.864 | 0.0045 | -0.644 | 0.309 | -0.180 |
| 1080.00 | 55.60 | 56.10 | 65.30 | 0.00 | 3 | 48 | 41.5% | -0.825 | 0.0044 | -0.973 | 0.364 | -0.174 |
| 1082.50 | 65.50 | 59.00 | 68.10 | 0.00 | 8 | 4 | 43.3% | -0.824 | 0.0042 | -1.022 | 0.365 | -0.174 |
| 1085.00 | 70.27 | 61.00 | 70.15 | 2.25 | 1 | 23 | 43.2% | -0.835 | 0.0041 | -0.976 | 0.351 | -0.177 |
| 1087.50 | 67.50 | 63.10 | 72.80 | 0.00 | 16 | 8 | 44.6% | -0.836 | 0.0039 | -1.006 | 0.350 | -0.177 |
| 1090.00 | 74.87 | 66.00 | 75.00 | 5.87 | 1 | 64 | 44.8% | -0.843 | 0.0038 | -0.976 | 0.339 | -0.179 |
| 1095.00 | 77.00 | 70.10 | 79.80 | 0.00 | 1 | 75 | 46.3% | -0.852 | 0.0035 | -0.967 | 0.326 | -0.182 |
| 1100.00 | 78.80 | 75.00 | 83.95 | -8.31 | 2 | 58 | 45.8% | -0.871 | 0.0033 | -0.862 | 0.298 | -0.186 |
| 1105.00 | 83.60 | 81.20 | 89.70 | 0.65 | 2 | 18 | 49.9% | -0.864 | 0.0031 | -0.986 | 0.309 | -0.186 |
| 1110.00 | 88.30 | 85.00 | 94.00 | -6.82 | 2 | 63 | 49.7% | -0.879 | 0.0029 | -0.896 | 0.285 | -0.190 |
| 1115.00 | 92.05 | 90.30 | 98.30 | -1.95 | 16 | 21 | 49.3% | -0.893 | 0.0026 | -0.797 | 0.260 | -0.193 |
| 1120.00 | 98.10 | 95.20 | 104.00 | 6.60 | 2 | 29 | 53.3% | -0.886 | 0.0026 | -0.920 | 0.273 | -0.193 |
| 1125.00 | 103.00 | 99.90 | 109.00 | 3.90 | 2 | 0 | 55.1% | -0.889 | 0.0024 | -0.931 | 0.267 | -0.195 |
| 1130.00 | 107.90 | 105.15 | 113.45 | 6.80 | 2 | 0 | 55.0% | -0.900 | 0.0023 | -0.850 | 0.247 | -0.198 |
| 1135.00 | 121.42 | 109.30 | 119.00 | 0.00 | 18 | 0 | 58.5% | -0.895 | 0.0022 | -0.951 | 0.257 | -0.198 |
| 1140.00 | 126.42 | 114.55 | 124.00 | 0.00 | 18 | 0 | 60.2% | -0.898 | 0.0021 | -0.961 | 0.252 | -0.199 |
| 1145.00 | 115.30 | 119.55 | 128.95 | 0.00 | 2 | 0 | 61.7% | -0.901 | 0.0020 | -0.961 | 0.246 | -0.201 |
| 1150.00 | 120.25 | 125.10 | 134.00 | 57.45 | 2 | 0 | 63.6% | -0.903 | 0.0019 | -0.978 | 0.243 | -0.202 |
| 1155.00 | 82.00 | 129.45 | 139.00 | 0.00 | 6 | 0 | 65.2% | -0.905 | 0.0018 | -0.987 | 0.239 | -0.204 |
| 1160.00 | 57.02 | 134.50 | 144.00 | 0.00 | 2 | 0 | 66.8% | -0.907 | 0.0018 | -0.995 | 0.235 | -0.205 |
| 1165.00 | 90.80 | 139.45 | 148.80 | 0.00 | 0 | 0 | 67.7% | -0.912 | 0.0017 | -0.967 | 0.226 | -0.207 |
| 1170.00 | 95.40 | 144.00 | 153.70 | 0.00 | 2 | 0 | 68.9% | -0.915 | 0.0016 | -0.957 | 0.220 | -0.208 |
| 1180.00 | 106.80 | 154.40 | 163.80 | 0.00 | 0 | 0 | 72.4% | -0.917 | 0.0015 | -0.988 | 0.216 | -0.211 |
| 1190.00 | 158.00 | 164.40 | 174.00 | 0.00 | 5 | 0 | 76.2% | -0.918 | 0.0014 | -1.038 | 0.215 | -0.213 |
| 1200.00 | 112.55 | 174.45 | 183.85 | 0.00 | 2 | 0 | 78.6% | -0.922 | 0.0013 | -1.022 | 0.205 | -0.215 |
| 1210.00 | 115.85 | 184.45 | 194.00 | 0.00 | 6 | 0 | 82.2% | -0.923 | 0.0012 | -1.062 | 0.204 | -0.218 |
| 1220.00 | 125.60 | 194.45 | 204.00 | 0.00 | 13 | 0 | 50.2% | -0.994 | 0.0002 | 0.057 | 0.024 | -0.233 |
| 1230.00 | 204.93 | 204.40 | 213.75 | 0.00 | 1 | 0 | 86.9% | -0.931 | 0.0011 | -1.034 | 0.189 | -0.223 |
| 1240.00 | 211.09 | 214.25 | 224.00 | 0.00 | 1 | 1 | 50.7% | -0.997 | 0.0001 | 0.095 | 0.014 | -0.237 |
| 1250.00 | 238.00 | 225.10 | 233.85 | 69.34 | 4 | 0 | 61.6% | -0.990 | 0.0003 | -0.023 | 0.038 | -0.238 |
| 1260.00 | 173.69 | 234.45 | 244.00 | 0.00 | 0 | 0 | 58.0% | -0.995 | 0.0002 | 0.061 | 0.021 | -0.240 |
| 1280.00 | 171.20 | 254.40 | 263.75 | 0.00 | 2 | 0 | 55.1% | -0.998 | 0.0001 | 0.119 | 0.008 | -0.245 |
| 1290.00 | 204.89 | 264.45 | 274.00 | 0.00 | 0 | 0 | 63.6% | -0.995 | 0.0002 | 0.064 | 0.019 | -0.246 |
| 1310.00 | 271.95 | 284.45 | 294.00 | 0.00 | 0 | 0 | 67.2% | -0.996 | 0.0001 | 0.066 | 0.018 | -0.250 |
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.