GS
Goldman Sachs Group, Inc. (The)Close $902.56EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 550.00 | 373.76 | 349.00 | 357.50 | 0.00 | 0 | 6 | 149.8% | 0.994 | 0.0001 | -0.301 | 0.022 | 0.104 |
| 560.00 | 364.09 | 339.00 | 347.55 | 0.00 | 0 | 6 | 145.6% | 0.993 | 0.0001 | -0.309 | 0.023 | 0.106 |
| 590.00 | 355.11 | 309.00 | 317.55 | 0.00 | 0 | 2 | 131.3% | 0.993 | 0.0001 | -0.310 | 0.026 | 0.112 |
| 675.00 | 353.75 | 224.00 | 233.00 | 0.00 | 0 | 1 | 97.8% | 0.987 | 0.0003 | -0.374 | 0.042 | 0.127 |
| 750.00 | 278.60 | 151.25 | 157.75 | 0.00 | 0 | 1 | 76.1% | 0.965 | 0.0008 | -0.603 | 0.096 | 0.137 |
| 795.00 | 226.00 | 106.40 | 112.85 | 0.00 | 0 | 1 | 56.9% | 0.952 | 0.0014 | -0.600 | 0.126 | 0.144 |
| 845.00 | 59.30 | 57.15 | 63.70 | 6.60 | 5 | 2 | 48.6% | 0.847 | 0.0039 | -1.108 | 0.295 | 0.135 |
| 855.00 | 64.80 | 47.70 | 54.30 | 0.00 | 22 | 15 | 44.6% | 0.821 | 0.0047 | -1.122 | 0.327 | 0.132 |
| 860.00 | 35.25 | 44.20 | 49.60 | 0.00 | 360 | 366 | 42.5% | 0.806 | 0.0052 | -1.121 | 0.343 | 0.130 |
| 865.00 | 41.00 | 39.70 | 44.75 | 3.70 | 5 | 361 | 39.8% | 0.792 | 0.0058 | -1.099 | 0.358 | 0.129 |
| 870.00 | 37.83 | 35.45 | 40.05 | 5.00 | 7 | 32 | 37.5% | 0.773 | 0.0064 | -1.086 | 0.377 | 0.126 |
| 875.00 | 28.44 | 31.20 | 37.10 | 0.00 | 4 | 6 | 38.9% | 0.732 | 0.0068 | -1.219 | 0.412 | 0.120 |
| 880.00 | 29.00 | 26.95 | 33.00 | 2.92 | 5 | 17 | 37.4% | 0.702 | 0.0074 | -1.229 | 0.433 | 0.115 |
| 885.00 | 22.90 | 22.70 | 28.50 | -0.82 | 5 | 70 | 34.9% | 0.673 | 0.0083 | -1.191 | 0.451 | 0.111 |
| 890.00 | 21.85 | 20.00 | 23.00 | 2.49 | 34 | 87 | 30.1% | 0.647 | 0.0099 | -1.065 | 0.464 | 0.108 |
| 895.00 | 19.00 | 17.75 | 20.00 | 1.60 | 8 | 27 | 30.0% | 0.596 | 0.0103 | -1.099 | 0.484 | 0.099 |
| 900.00 | 15.00 | 15.00 | 17.00 | -0.25 | 214 | 236 | 29.5% | 0.544 | 0.0108 | -1.099 | 0.496 | 0.091 |
| 905.00 | 13.00 | 12.15 | 13.55 | 0.30 | 116 | 53 | 27.6% | 0.488 | 0.0116 | -1.033 | 0.498 | 0.082 |
| 910.00 | 11.00 | 10.20 | 12.00 | 1.00 | 115 | 117 | 28.8% | 0.434 | 0.0109 | -1.058 | 0.492 | 0.073 |
| 915.00 | 9.40 | 8.05 | 9.95 | 0.73 | 91 | 310 | 28.6% | 0.380 | 0.0106 | -1.014 | 0.476 | 0.064 |
| 920.00 | 7.35 | 6.45 | 7.30 | 0.08 | 231 | 87 | 26.7% | 0.317 | 0.0107 | -0.882 | 0.445 | 0.054 |
| 925.00 | 6.19 | 5.25 | 6.05 | -0.81 | 115 | 200 | 27.1% | 0.270 | 0.0098 | -0.826 | 0.413 | 0.046 |
| 927.50 | 5.38 | 3.15 | 7.85 | 0.05 | 42 | 32 | 32.5% | 0.286 | 0.0084 | -1.018 | 0.425 | 0.048 |
| 930.00 | 4.85 | 4.45 | 5.05 | 0.35 | 300 | 610 | 27.6% | 0.229 | 0.0088 | -0.769 | 0.378 | 0.039 |
| 932.50 | 3.99 | 3.40 | 4.50 | -0.35 | 28 | 30 | 27.6% | 0.208 | 0.0083 | -0.726 | 0.358 | 0.035 |
| 935.00 | 3.62 | 3.20 | 4.00 | -0.13 | 51 | 249 | 27.5% | 0.188 | 0.0078 | -0.682 | 0.337 | 0.032 |
| 937.50 | 3.23 | 2.39 | 5.25 | -0.12 | 211 | 27 | 32.1% | 0.208 | 0.0071 | -0.841 | 0.358 | 0.035 |
| 940.00 | 2.81 | 2.10 | 3.50 | -0.44 | 222 | 649 | 28.6% | 0.162 | 0.0069 | -0.643 | 0.307 | 0.027 |
| 942.50 | 2.12 | 1.36 | 2.88 | -0.58 | 3 | 17 | 27.9% | 0.140 | 0.0064 | -0.568 | 0.278 | 0.024 |
| 945.00 | 2.25 | 1.20 | 2.54 | -0.10 | 48 | 111 | 27.9% | 0.125 | 0.0059 | -0.525 | 0.257 | 0.021 |
| 947.50 | 3.85 | 0.99 | 4.85 | 1.75 | 16 | 27 | 36.0% | 0.175 | 0.0057 | -0.849 | 0.323 | 0.030 |
| 950.00 | 1.72 | 1.47 | 1.80 | -0.06 | 413 | 377 | 27.2% | 0.094 | 0.0049 | -0.415 | 0.209 | 0.016 |
| 952.50 | 1.50 | 0.77 | 2.41 | -0.10 | 14 | 56 | 30.6% | 0.109 | 0.0049 | -0.523 | 0.234 | 0.019 |
| 955.00 | 1.32 | 1.11 | 1.40 | -0.10 | 96 | 66 | 27.4% | 0.074 | 0.0041 | -0.349 | 0.175 | 0.013 |
| 960.00 | 1.04 | 0.83 | 1.30 | -0.04 | 62 | 151 | 28.7% | 0.066 | 0.0036 | -0.335 | 0.160 | 0.011 |
| 965.00 | 0.66 | 0.70 | 0.91 | -0.30 | 20 | 370 | 28.3% | 0.048 | 0.0028 | -0.255 | 0.124 | 0.008 |
| 970.00 | 0.59 | 0.28 | 0.99 | -0.11 | 139 | 352 | 30.5% | 0.048 | 0.0026 | -0.276 | 0.125 | 0.008 |
| 975.00 | 0.46 | 0.17 | 0.48 | -0.05 | 232 | 460 | 28.1% | 0.026 | 0.0017 | -0.153 | 0.075 | 0.004 |
| 980.00 | 0.26 | 0.15 | 0.39 | -0.27 | 297 | 215 | 28.6% | 0.021 | 0.0014 | -0.129 | 0.062 | 0.004 |
| 985.00 | 0.29 | 0.00 | 0.41 | -0.12 | 8 | 112 | 30.3% | 0.020 | 0.0013 | -0.136 | 0.062 | 0.003 |
| 990.00 | 0.20 | 0.00 | 0.28 | -0.10 | 1 | 138 | 29.9% | 0.014 | 0.0010 | -0.098 | 0.045 | 0.002 |
| 995.00 | 0.29 | 0.00 | 1.41 | 0.07 | 3 | 89 | 41.6% | 0.050 | 0.0020 | -0.385 | 0.128 | 0.008 |
| 1000.00 | 0.09 | 0.00 | 0.50 | -0.13 | 146 | 352 | 35.7% | 0.021 | 0.0011 | -0.163 | 0.063 | 0.004 |
| 1005.00 | 0.12 | 0.00 | 0.50 | -0.02 | 3 | 131 | 37.1% | 0.020 | 0.0011 | -0.164 | 0.061 | 0.003 |
| 1010.00 | 0.05 | 0.00 | 1.08 | -0.12 | 59 | 318 | 44.1% | 0.036 | 0.0014 | -0.316 | 0.099 | 0.006 |
| 1015.00 | 0.10 | 0.00 | 0.70 | -0.36 | 2 | 161 | 42.2% | 0.025 | 0.0011 | -0.221 | 0.072 | 0.004 |
| 1020.00 | 4.22 | 0.00 | 3.60 | 0.00 | 1 | 71 | 52.2% | 0.050 | 0.0016 | -0.487 | 0.129 | 0.008 |
| 1025.00 | 0.15 | 0.00 | 3.00 | -0.13 | 3 | 42 | 51.9% | 0.042 | 0.0014 | -0.423 | 0.113 | 0.007 |
| 1030.00 | 0.05 | 0.00 | 3.50 | -0.08 | 2 | 25 | 55.1% | 0.046 | 0.0014 | -0.483 | 0.121 | 0.008 |
| 1035.00 | 0.15 | 0.00 | 4.00 | 0.00 | 10 | 24 | 58.3% | 0.050 | 0.0014 | -0.541 | 0.129 | 0.008 |
| 1040.00 | 0.03 | 0.00 | 0.98 | -0.16 | 29 | 156 | 52.2% | 0.028 | 0.0010 | -0.301 | 0.080 | 0.005 |
| 1045.00 | 0.01 | 0.00 | 0.01 | -1.41 | 6 | 49 | 31.3% | 0.000 | 0.0000 | -0.004 | 0.002 | 0.000 |
| 1050.00 | 0.16 | 0.00 | 0.54 | 0.00 | 61 | 133 | 50.0% | 0.016 | 0.0006 | -0.182 | 0.050 | 0.003 |
| 1055.00 | 0.11 | 0.00 | 3.95 | 0.00 | 47 | 66 | 64.4% | 0.045 | 0.0012 | -0.548 | 0.118 | 0.007 |
| 1060.00 | 0.12 | 0.00 | 4.30 | 0.00 | 11 | 45 | 67.0% | 0.047 | 0.0012 | -0.590 | 0.122 | 0.008 |
| 1065.00 | 2.14 | 0.00 | 4.30 | 0.00 | 1 | 39 | 68.6% | 0.046 | 0.0011 | -0.593 | 0.120 | 0.008 |
| 1070.00 | 0.05 | 0.00 | 4.25 | 0.00 | 8 | 23 | 69.9% | 0.044 | 0.0011 | -0.590 | 0.117 | 0.007 |
| 1075.00 | 2.13 | 0.00 | 4.25 | 0.00 | 1 | 25 | 71.4% | 0.044 | 0.0010 | -0.593 | 0.115 | 0.007 |
| 1080.00 | 0.01 | 0.00 | 1.40 | -1.13 | 6 | 128 | 59.9% | 0.017 | 0.0006 | -0.232 | 0.054 | 0.003 |
| 1085.00 | 0.86 | 0.00 | 4.25 | 0.00 | 1 | 39 | 74.3% | 0.042 | 0.0010 | -0.598 | 0.112 | 0.007 |
| 1090.00 | 1.69 | 0.00 | 4.25 | 0.00 | 5 | 45 | 75.8% | 0.041 | 0.0009 | -0.601 | 0.110 | 0.007 |
| 1095.00 | 0.63 | 0.00 | 4.25 | 0.00 | 10 | 103 | 77.2% | 0.040 | 0.0009 | -0.603 | 0.109 | 0.007 |
| 1100.00 | 1.40 | 0.00 | 2.15 | 0.00 | 10 | 146 | 69.6% | 0.023 | 0.0006 | -0.340 | 0.068 | 0.004 |
| 1105.00 | 0.17 | 0.00 | 4.25 | 0.00 | 5 | 51 | 80.1% | 0.039 | 0.0008 | -0.608 | 0.106 | 0.006 |
| 1110.00 | 0.25 | 0.00 | 4.25 | 0.00 | 4 | 62 | 81.5% | 0.038 | 0.0008 | -0.610 | 0.104 | 0.006 |
| 1115.00 | 2.15 | 0.00 | 4.25 | 0.00 | 1 | 61 | 82.9% | 0.038 | 0.0008 | -0.612 | 0.103 | 0.006 |
| 1120.00 | 0.01 | 0.00 | 0.01 | 0.00 | 4 | 68 | 44.5% | 0.000 | 0.0000 | -0.004 | 0.001 | 0.000 |
| 1125.00 | 2.24 | 0.00 | 4.25 | 0.00 | 1 | 45 | 85.6% | 0.037 | 0.0007 | -0.616 | 0.100 | 0.006 |
| 1130.00 | 2.04 | 0.00 | 4.25 | 0.00 | 1 | 31 | 87.0% | 0.036 | 0.0007 | -0.618 | 0.099 | 0.006 |
| 1135.00 | 0.63 | 0.00 | 4.25 | 0.00 | 20 | 43 | 88.3% | 0.036 | 0.0007 | -0.620 | 0.098 | 0.006 |
| 1140.00 | 0.23 | 0.00 | 4.25 | 0.00 | 4 | 18 | 89.7% | 0.035 | 0.0007 | -0.622 | 0.097 | 0.006 |
| 1145.00 | 0.17 | 0.00 | 4.25 | 0.00 | 8 | 3 | 91.0% | 0.035 | 0.0007 | -0.624 | 0.095 | 0.006 |
| 1150.00 | 0.05 | 0.00 | 4.25 | 0.00 | 1 | 3 | 92.3% | 0.034 | 0.0007 | -0.626 | 0.094 | 0.006 |
| 1155.00 | 0.08 | 0.00 | 4.25 | 0.00 | 3 | 11 | 93.6% | 0.034 | 0.0006 | -0.627 | 0.093 | 0.006 |
| 1160.00 | 0.24 | 0.00 | 2.15 | 0.00 | 1 | 27 | 84.6% | 0.019 | 0.0004 | -0.351 | 0.058 | 0.003 |
| 1165.00 | 0.24 | 0.00 | 4.25 | 0.00 | 6 | 4 | 96.2% | 0.033 | 0.0006 | -0.631 | 0.091 | 0.005 |
| 1170.00 | 0.04 | 0.00 | 0.40 | -0.04 | 2 | 27 | 69.6% | 0.004 | 0.0001 | -0.078 | 0.016 | 0.001 |
| 1175.00 | 0.05 | 0.00 | 0.36 | 0.00 | 8 | 31 | 69.7% | 0.004 | 0.0001 | -0.070 | 0.014 | 0.001 |
| 1180.00 | 0.12 | 0.00 | 4.25 | 0.00 | 4 | 7 | 100.0% | 0.031 | 0.0006 | -0.636 | 0.089 | 0.005 |
| 1185.00 | 0.09 | 0.00 | 4.25 | 0.00 | 4 | 8 | 101.3% | 0.031 | 0.0006 | -0.637 | 0.088 | 0.005 |
| 1190.00 | 0.03 | 0.00 | 0.52 | 0.00 | 4 | 10 | 75.8% | 0.005 | 0.0002 | -0.099 | 0.018 | 0.001 |
| 1200.00 | 0.10 | 0.00 | 4.25 | 0.00 | 4 | 14 | 105.0% | 0.030 | 0.0005 | -0.642 | 0.085 | 0.005 |
| 1210.00 | 0.49 | 0.00 | 4.25 | 0.00 | 10 | 8 | 107.5% | 0.029 | 0.0005 | -0.645 | 0.084 | 0.005 |
| 1220.00 | 1.31 | 0.00 | 4.25 | 0.00 | 2 | 1 | 109.9% | 0.029 | 0.0005 | -0.647 | 0.082 | 0.005 |
| 1230.00 | 1.12 | 0.00 | 4.25 | 0.00 | 0 | 1 | 112.2% | 0.028 | 0.0005 | -0.650 | 0.081 | 0.005 |
| 1240.00 | 0.82 | 0.00 | 4.25 | 0.00 | 0 | 5 | 114.6% | 0.028 | 0.0004 | -0.653 | 0.079 | 0.005 |
| 1250.00 | 0.68 | 0.00 | 4.30 | 0.00 | 13 | 7 | 117.1% | 0.027 | 0.0004 | -0.662 | 0.079 | 0.004 |
| 1260.00 | 0.71 | 0.00 | 4.30 | 0.00 | 2 | 58 | 119.4% | 0.027 | 0.0004 | -0.664 | 0.078 | 0.004 |
| 1270.00 | 1.46 | 0.00 | 4.30 | 0.00 | 0 | 1 | 121.7% | 0.026 | 0.0004 | -0.666 | 0.076 | 0.004 |
| 1280.00 | 0.77 | 0.00 | 4.30 | 0.00 | 2 | 5 | 123.9% | 0.026 | 0.0004 | -0.669 | 0.075 | 0.004 |
| 1290.00 | 0.09 | 0.00 | 4.30 | 0.00 | 3 | 87 | 126.1% | 0.025 | 0.0004 | -0.671 | 0.074 | 0.004 |
| 1300.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 22 | 68.8% | 0.000 | 0.0000 | -0.002 | 0.000 | 0.000 |
| 1310.00 | 0.03 | 0.00 | 4.30 | 0.00 | 4 | 10 | 130.5% | 0.025 | 0.0004 | -0.675 | 0.072 | 0.004 |
| 1320.00 | 0.38 | 0.00 | 4.30 | 0.00 | 6 | 6 | 132.6% | 0.024 | 0.0003 | -0.677 | 0.071 | 0.004 |
| 1330.00 | 0.74 | 0.00 | 4.30 | 0.00 | 0 | 10 | 134.8% | 0.024 | 0.0003 | -0.679 | 0.070 | 0.004 |
| 1340.00 | 0.10 | 0.00 | 4.30 | 0.00 | 2 | 7 | 136.9% | 0.024 | 0.0003 | -0.681 | 0.069 | 0.004 |
| 1350.00 | 0.07 | 0.00 | 4.30 | 0.00 | 2 | 6 | 138.9% | 0.023 | 0.0003 | -0.683 | 0.069 | 0.004 |
| 1360.00 | 0.15 | 0.00 | 4.30 | 0.00 | 0 | 2 | 141.0% | 0.023 | 0.0003 | -0.685 | 0.068 | 0.004 |
| 1370.00 | 0.05 | 0.00 | 4.30 | 0.00 | 0 | 5 | 143.0% | 0.023 | 0.0003 | -0.686 | 0.067 | 0.004 |
| 1380.00 | 0.11 | 0.00 | 4.30 | 0.00 | 0 | 1 | 145.0% | 0.022 | 0.0003 | -0.688 | 0.066 | 0.004 |
| 1390.00 | 0.10 | 0.00 | 4.30 | 0.00 | 0 | 3 | 147.0% | 0.022 | 0.0003 | -0.690 | 0.065 | 0.004 |
| 1400.00 | 0.10 | 0.00 | 0.13 | 0.00 | 0 | 2 | 99.2% | 0.001 | 0.0000 | -0.027 | 0.004 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 540.00 | 0.81 | 0.00 | 4.30 | 0.00 | 0 | 3 | 183.8% | -0.016 | 0.0002 | -0.649 | 0.050 | -0.003 |
| 550.00 | 1.72 | 0.00 | 4.30 | 0.00 | 2 | 5 | 178.0% | -0.016 | 0.0002 | -0.646 | 0.051 | -0.003 |
| 560.00 | 2.00 | 0.00 | 4.30 | 0.00 | 2 | 7 | 172.3% | -0.017 | 0.0002 | -0.643 | 0.052 | -0.003 |
| 570.00 | 1.72 | 0.00 | 4.30 | 0.00 | 2 | 7 | 166.8% | -0.017 | 0.0002 | -0.641 | 0.054 | -0.003 |
| 580.00 | 0.01 | 0.00 | 0.04 | 0.00 | 1 | 19 | 93.8% | -0.000 | 0.0000 | -0.008 | 0.001 | -0.000 |
| 590.00 | 0.03 | 0.00 | 4.30 | 0.00 | 41 | 23 | 155.9% | -0.019 | 0.0002 | -0.635 | 0.057 | -0.004 |
| 600.00 | 0.04 | 0.01 | 0.31 | 0.03 | 15 | 16 | 105.5% | -0.002 | 0.0000 | -0.060 | 0.008 | -0.000 |
| 610.00 | 0.06 | 0.00 | 4.30 | 0.00 | 2 | 22 | 145.3% | -0.020 | 0.0003 | -0.629 | 0.061 | -0.004 |
| 620.00 | 0.11 | 0.00 | 4.30 | 0.00 | 2 | 17 | 140.1% | -0.021 | 0.0003 | -0.625 | 0.063 | -0.004 |
| 630.00 | 0.04 | 0.01 | 0.08 | 0.03 | 5 | 15 | 82.8% | -0.001 | 0.0000 | -0.018 | 0.003 | -0.000 |
| 640.00 | 0.01 | 0.00 | 0.10 | 0.00 | 26 | 22 | 80.3% | -0.001 | 0.0000 | -0.020 | 0.003 | -0.000 |
| 645.00 | 0.02 | 0.01 | 0.06 | -0.07 | 22 | 52 | 76.2% | -0.001 | 0.0000 | -0.014 | 0.003 | -0.000 |
| 650.00 | 0.10 | 0.00 | 4.30 | 0.00 | 3 | 70 | 125.0% | -0.023 | 0.0004 | -0.614 | 0.069 | -0.004 |
| 655.00 | 0.01 | 0.01 | 0.09 | -0.02 | 32 | 21 | 75.2% | -0.001 | 0.0000 | -0.019 | 0.004 | -0.000 |
| 660.00 | 0.03 | 0.00 | 4.30 | 0.00 | 26 | 21 | 120.0% | -0.024 | 0.0004 | -0.610 | 0.071 | -0.004 |
| 665.00 | 0.08 | 0.00 | 4.30 | 0.00 | 3 | 9 | 117.6% | -0.025 | 0.0004 | -0.608 | 0.073 | -0.005 |
| 670.00 | 0.05 | 0.00 | 4.30 | 0.00 | 3 | 9 | 115.1% | -0.025 | 0.0004 | -0.606 | 0.074 | -0.005 |
| 675.00 | 0.44 | 0.00 | 4.30 | 0.00 | 6 | 40 | 112.7% | -0.026 | 0.0004 | -0.604 | 0.075 | -0.005 |
| 680.00 | 0.03 | 0.00 | 4.30 | 0.00 | 4 | 19 | 110.3% | -0.026 | 0.0004 | -0.601 | 0.077 | -0.005 |
| 685.00 | 0.11 | 0.00 | 4.30 | 0.00 | 8 | 51 | 107.9% | -0.027 | 0.0005 | -0.599 | 0.078 | -0.005 |
| 690.00 | 0.03 | 0.00 | 4.30 | 0.00 | 5 | 48 | 105.5% | -0.028 | 0.0005 | -0.597 | 0.080 | -0.005 |
| 695.00 | 0.08 | 0.00 | 4.30 | 0.00 | 5 | 36 | 103.2% | -0.028 | 0.0005 | -0.594 | 0.081 | -0.005 |
| 700.00 | 0.08 | 0.00 | 4.30 | 0.00 | 5 | 26 | 100.8% | -0.029 | 0.0005 | -0.591 | 0.083 | -0.005 |
| 705.00 | 0.08 | 0.00 | 4.30 | 0.00 | 20 | 5 | 98.5% | -0.030 | 0.0005 | -0.589 | 0.084 | -0.005 |
| 710.00 | 0.12 | 0.00 | 4.30 | 0.00 | 1 | 72 | 96.1% | -0.030 | 0.0006 | -0.586 | 0.086 | -0.006 |
| 715.00 | 0.03 | 0.00 | 4.30 | 0.00 | 29 | 70 | 93.8% | -0.031 | 0.0006 | -0.584 | 0.088 | -0.006 |
| 720.00 | 0.11 | 0.00 | 4.30 | 0.00 | 56 | 27 | 91.5% | -0.032 | 0.0006 | -0.581 | 0.089 | -0.006 |
| 725.00 | 0.09 | 0.00 | 4.30 | 0.00 | 17 | 17 | 89.2% | -0.033 | 0.0007 | -0.578 | 0.091 | -0.006 |
| 730.00 | 0.08 | 0.00 | 4.30 | 0.00 | 4 | 26 | 86.9% | -0.034 | 0.0007 | -0.575 | 0.093 | -0.006 |
| 735.00 | 0.08 | 0.00 | 4.30 | 0.00 | 4 | 15 | 84.6% | -0.034 | 0.0007 | -0.572 | 0.095 | -0.006 |
| 740.00 | 0.01 | 0.00 | 4.30 | 0.00 | 4 | 26 | 82.3% | -0.035 | 0.0008 | -0.569 | 0.097 | -0.006 |
| 745.00 | 0.14 | 0.00 | 4.30 | 0.00 | 2 | 17 | 80.0% | -0.036 | 0.0008 | -0.565 | 0.100 | -0.007 |
| 750.00 | 0.15 | 0.00 | 4.35 | 0.00 | 5 | 108 | 77.9% | -0.038 | 0.0008 | -0.567 | 0.103 | -0.007 |
| 755.00 | 0.07 | 0.00 | 4.35 | 0.00 | 4 | 27 | 75.6% | -0.039 | 0.0009 | -0.564 | 0.105 | -0.007 |
| 760.00 | 0.43 | 0.00 | 4.35 | 0.00 | 4 | 76 | 73.4% | -0.040 | 0.0009 | -0.560 | 0.108 | -0.007 |
| 765.00 | 0.11 | 0.00 | 4.35 | 0.00 | 72 | 61 | 71.1% | -0.041 | 0.0010 | -0.556 | 0.110 | -0.007 |
| 770.00 | 0.10 | 0.00 | 0.60 | -0.06 | 1 | 60 | 54.2% | -0.015 | 0.0006 | -0.184 | 0.048 | -0.003 |
| 775.00 | 0.15 | 0.00 | 1.50 | 0.00 | 10 | 74 | 54.3% | -0.019 | 0.0007 | -0.222 | 0.058 | -0.003 |
| 780.00 | 0.14 | 0.00 | 0.40 | 0.00 | 17 | 62 | 47.4% | -0.012 | 0.0005 | -0.127 | 0.038 | -0.002 |
| 785.00 | 0.24 | 0.00 | 4.35 | 0.00 | 12 | 107 | 62.1% | -0.047 | 0.0013 | -0.538 | 0.123 | -0.008 |
| 790.00 | 0.10 | 0.00 | 1.00 | -0.15 | 15 | 212 | 51.1% | -0.027 | 0.0010 | -0.279 | 0.077 | -0.005 |
| 795.00 | 0.36 | 0.00 | 0.25 | 0.00 | 4 | 96 | 39.2% | -0.009 | 0.0005 | -0.081 | 0.029 | -0.002 |
| 800.00 | 0.11 | 0.00 | 0.20 | -0.25 | 222 | 254 | 36.4% | -0.007 | 0.0005 | -0.066 | 0.026 | -0.001 |
| 805.00 | 0.40 | 0.00 | 4.10 | 0.00 | 76 | 46 | 52.4% | -0.052 | 0.0016 | -0.493 | 0.133 | -0.009 |
| 810.00 | 0.22 | 0.00 | 0.48 | -0.18 | 127 | 72 | 37.7% | -0.017 | 0.0009 | -0.143 | 0.054 | -0.003 |
| 815.00 | 0.28 | 0.05 | 0.63 | -0.42 | 30 | 58 | 37.6% | -0.023 | 0.0011 | -0.179 | 0.068 | -0.004 |
| 820.00 | 0.42 | 0.20 | 0.73 | -0.24 | 49 | 90 | 36.7% | -0.027 | 0.0014 | -0.201 | 0.078 | -0.005 |
| 825.00 | 0.38 | 0.15 | 0.58 | -0.54 | 5 | 79 | 33.4% | -0.024 | 0.0013 | -0.163 | 0.070 | -0.004 |
| 830.00 | 0.42 | 0.42 | 0.62 | -0.80 | 81 | 38 | 31.9% | -0.026 | 0.0015 | -0.171 | 0.076 | -0.005 |
| 835.00 | 0.55 | 0.37 | 0.69 | -1.02 | 35 | 90 | 30.6% | -0.030 | 0.0018 | -0.184 | 0.086 | -0.005 |
| 840.00 | 0.66 | 0.53 | 0.94 | -1.24 | 67 | 190 | 30.5% | -0.041 | 0.0023 | -0.235 | 0.110 | -0.007 |
| 845.00 | 0.88 | 0.65 | 0.98 | -1.32 | 51 | 94 | 28.8% | -0.045 | 0.0026 | -0.239 | 0.119 | -0.008 |
| 850.00 | 1.31 | 0.93 | 1.31 | -1.34 | 194 | 317 | 28.6% | -0.060 | 0.0033 | -0.297 | 0.149 | -0.011 |
| 855.00 | 1.50 | 1.27 | 1.70 | -1.98 | 87 | 123 | 28.3% | -0.077 | 0.0041 | -0.358 | 0.181 | -0.014 |
| 860.00 | 2.02 | 1.43 | 2.25 | -2.08 | 100 | 431 | 28.2% | -0.101 | 0.0050 | -0.433 | 0.220 | -0.018 |
| 865.00 | 2.30 | 2.32 | 2.80 | -2.70 | 84 | 114 | 27.7% | -0.125 | 0.0060 | -0.495 | 0.257 | -0.022 |
| 870.00 | 3.05 | 2.82 | 3.40 | -3.05 | 113 | 600 | 26.9% | -0.152 | 0.0070 | -0.549 | 0.294 | -0.027 |
| 875.00 | 3.50 | 3.50 | 5.40 | -3.90 | 87 | 412 | 29.4% | -0.211 | 0.0079 | -0.735 | 0.361 | -0.037 |
| 880.00 | 5.00 | 5.00 | 5.60 | -3.92 | 95 | 504 | 26.8% | -0.235 | 0.0092 | -0.709 | 0.384 | -0.042 |
| 885.00 | 6.45 | 6.00 | 7.00 | -4.46 | 172 | 131 | 26.7% | -0.283 | 0.0102 | -0.775 | 0.423 | -0.050 |
| 890.00 | 8.66 | 7.20 | 9.10 | -4.17 | 122 | 540 | 27.4% | -0.341 | 0.0107 | -0.862 | 0.459 | -0.061 |
| 895.00 | 9.46 | 8.15 | 10.45 | -5.40 | 134 | 452 | 26.2% | -0.393 | 0.0117 | -0.856 | 0.480 | -0.070 |
| 900.00 | 12.50 | 9.25 | 13.20 | -5.20 | 108 | 359 | 27.1% | -0.454 | 0.0117 | -0.910 | 0.495 | -0.081 |
| 905.00 | 14.90 | 11.60 | 17.50 | -5.86 | 96 | 353 | 30.4% | -0.509 | 0.0105 | -1.028 | 0.499 | -0.091 |
| 910.00 | 17.75 | 13.90 | 19.20 | -6.77 | 122 | 315 | 28.4% | -0.567 | 0.0111 | -0.934 | 0.492 | -0.102 |
| 915.00 | 19.25 | 17.30 | 22.60 | -8.52 | 41 | 266 | 29.1% | -0.618 | 0.0105 | -0.922 | 0.477 | -0.111 |
| 920.00 | 23.34 | 20.75 | 26.80 | -8.27 | 25 | 189 | 30.9% | -0.658 | 0.0095 | -0.942 | 0.459 | -0.119 |
| 925.00 | 27.98 | 24.00 | 30.15 | -6.39 | 2 | 45 | 30.7% | -0.704 | 0.0090 | -0.869 | 0.432 | -0.127 |
| 930.00 | 31.40 | 27.50 | 33.50 | -6.75 | 63 | 156 | 30.0% | -0.752 | 0.0084 | -0.763 | 0.396 | -0.136 |
| 932.50 | 30.56 | 28.65 | 35.30 | 2.51 | 5 | 10 | 29.7% | -0.774 | 0.0081 | -0.711 | 0.376 | -0.141 |
| 935.00 | 35.40 | 31.10 | 36.75 | -6.92 | 61 | 154 | 28.4% | -0.805 | 0.0078 | -0.609 | 0.345 | -0.146 |
| 940.00 | 38.87 | 35.70 | 40.95 | -7.68 | 16 | 140 | 28.6% | -0.838 | 0.0069 | -0.534 | 0.307 | -0.153 |
| 945.00 | 43.95 | 39.90 | 47.00 | -12.85 | 2 | 216 | 34.0% | -0.825 | 0.0061 | -0.690 | 0.322 | -0.152 |
| 950.00 | 48.60 | 44.60 | 49.65 | -7.35 | 2 | 206 | 28.8% | -0.893 | 0.0051 | -0.373 | 0.230 | -0.164 |
| 955.00 | 53.67 | 49.05 | 55.10 | -6.97 | 2 | 213 | 32.6% | -0.887 | 0.0047 | -0.456 | 0.239 | -0.164 |
| 960.00 | 59.50 | 53.55 | 60.15 | -10.34 | 1 | 113 | 34.8% | -0.892 | 0.0043 | -0.475 | 0.232 | -0.166 |
| 965.00 | 58.99 | 58.55 | 64.90 | -15.75 | 1 | 81 | 35.9% | -0.904 | 0.0038 | -0.442 | 0.213 | -0.169 |
| 970.00 | 62.96 | 63.20 | 69.75 | -12.70 | 12 | 30 | 37.2% | -0.912 | 0.0034 | -0.424 | 0.199 | -0.171 |
| 975.00 | 64.15 | 68.15 | 74.65 | -24.62 | 3 | 0 | 38.7% | -0.919 | 0.0031 | -0.413 | 0.188 | -0.173 |
| 980.00 | 72.62 | 73.10 | 79.60 | 0.00 | 1 | 0 | 40.4% | -0.924 | 0.0028 | -0.409 | 0.179 | -0.175 |
| 985.00 | 94.20 | 78.10 | 84.60 | 0.00 | 63 | 0 | 42.2% | -0.927 | 0.0026 | -0.415 | 0.174 | -0.176 |
| 990.00 | 90.15 | 83.10 | 89.55 | 12.10 | 2 | 0 | 43.8% | -0.931 | 0.0024 | -0.410 | 0.166 | -0.178 |
| 995.00 | 102.45 | 87.50 | 96.05 | 0.00 | 27 | 0 | 52.2% | -0.903 | 0.0026 | -0.690 | 0.214 | -0.175 |
| 1000.00 | 101.85 | 93.15 | 99.55 | 0.00 | 36 | 2 | 47.3% | -0.936 | 0.0021 | -0.419 | 0.157 | -0.181 |
| 1005.00 | 106.25 | 98.10 | 104.55 | 0.00 | 21 | 0 | 49.0% | -0.938 | 0.0020 | -0.424 | 0.153 | -0.182 |
| 1010.00 | 107.17 | 103.10 | 109.60 | 8.97 | 1 | 0 | 51.0% | -0.939 | 0.0019 | -0.438 | 0.151 | -0.183 |
| 1015.00 | 112.15 | 108.10 | 114.60 | -5.35 | 1 | 1 | 52.7% | -0.941 | 0.0018 | -0.442 | 0.147 | -0.185 |
| 1020.00 | 108.48 | 113.10 | 119.60 | 0.00 | 1 | 0 | 54.4% | -0.942 | 0.0017 | -0.445 | 0.144 | -0.186 |
| 1025.00 | 122.17 | 118.10 | 124.60 | 10.51 | 1 | 1 | 56.0% | -0.944 | 0.0016 | -0.448 | 0.141 | -0.187 |
| 1030.00 | 127.15 | 123.10 | 129.60 | 36.48 | 1 | 1 | 57.7% | -0.946 | 0.0015 | -0.452 | 0.138 | -0.188 |
| 1035.00 | 100.70 | 128.10 | 134.60 | 0.00 | 2 | 0 | 59.3% | -0.947 | 0.0015 | -0.455 | 0.135 | -0.189 |
| 1040.00 | 137.16 | 133.10 | 139.60 | 22.46 | 4 | 4 | 60.9% | -0.948 | 0.0014 | -0.458 | 0.132 | -0.191 |
| 1045.00 | 142.18 | 138.10 | 144.60 | 47.53 | 4 | 0 | 62.5% | -0.950 | 0.0013 | -0.461 | 0.130 | -0.192 |
| 1050.00 | 112.08 | 143.10 | 149.60 | 0.00 | 1 | 0 | 64.0% | -0.951 | 0.0013 | -0.463 | 0.127 | -0.193 |
| 1055.00 | 129.32 | 148.10 | 154.60 | 0.00 | 2 | 0 | 65.6% | -0.952 | 0.0012 | -0.466 | 0.125 | -0.194 |
| 1060.00 | 108.47 | 153.10 | 159.60 | 0.00 | 1 | 0 | 67.1% | -0.953 | 0.0012 | -0.468 | 0.123 | -0.195 |
| 1065.00 | 147.40 | 158.10 | 164.60 | 0.00 | 12 | 0 | 68.6% | -0.954 | 0.0011 | -0.471 | 0.121 | -0.196 |
| 1070.00 | 129.30 | 163.10 | 169.60 | 0.00 | 2 | 0 | 70.2% | -0.955 | 0.0011 | -0.473 | 0.119 | -0.198 |
| 1075.00 | 160.13 | 168.10 | 174.60 | 0.00 | 1 | 0 | 71.6% | -0.956 | 0.0010 | -0.475 | 0.117 | -0.199 |
| 1080.00 | 165.11 | 173.10 | 179.60 | 0.00 | 1 | 1 | 73.1% | -0.957 | 0.0010 | -0.477 | 0.115 | -0.200 |
| 1085.00 | 60.83 | 178.10 | 184.60 | 0.00 | 2 | 0 | 74.6% | -0.958 | 0.0010 | -0.479 | 0.113 | -0.201 |
| 1090.00 | 77.83 | 183.10 | 189.60 | 0.00 | 12 | 0 | 76.1% | -0.958 | 0.0009 | -0.481 | 0.111 | -0.202 |
| 1095.00 | 169.62 | 188.10 | 194.60 | 0.00 | 1 | 0 | 77.5% | -0.959 | 0.0009 | -0.483 | 0.110 | -0.203 |
| 1100.00 | 174.60 | 193.10 | 199.60 | 0.00 | 1 | 1 | 78.9% | -0.960 | 0.0009 | -0.485 | 0.108 | -0.204 |
| 1105.00 | 90.24 | 198.10 | 204.60 | 0.00 | 2 | 0 | 80.3% | -0.960 | 0.0009 | -0.487 | 0.107 | -0.205 |
| 1110.00 | 88.30 | 203.10 | 209.60 | 0.00 | 2 | 0 | 81.8% | -0.961 | 0.0008 | -0.488 | 0.105 | -0.206 |
| 1115.00 | 85.80 | 208.10 | 214.60 | 0.00 | 10 | 0 | 83.1% | -0.962 | 0.0008 | -0.490 | 0.104 | -0.207 |
| 1120.00 | 213.79 | 213.10 | 219.60 | 0.00 | 2 | 0 | 84.5% | -0.962 | 0.0008 | -0.491 | 0.103 | -0.208 |
| 1125.00 | 99.20 | 218.10 | 224.60 | 0.00 | 0 | 0 | 85.9% | -0.963 | 0.0008 | -0.493 | 0.101 | -0.209 |
| 1130.00 | 100.30 | 223.10 | 229.60 | 0.00 | 32 | 0 | 87.3% | -0.963 | 0.0007 | -0.494 | 0.100 | -0.211 |
| 1135.00 | 180.80 | 228.10 | 234.60 | 0.00 | 2 | 0 | 88.6% | -0.964 | 0.0007 | -0.496 | 0.099 | -0.212 |
| 1140.00 | 209.10 | 233.10 | 239.60 | 0.00 | 2 | 0 | 90.0% | -0.965 | 0.0007 | -0.497 | 0.098 | -0.213 |
| 1145.00 | 121.25 | 238.10 | 244.60 | 0.00 | 0 | 0 | 91.3% | -0.965 | 0.0007 | -0.498 | 0.097 | -0.214 |
| 1155.00 | 121.40 | 248.10 | 254.60 | 0.00 | 0 | 0 | 93.9% | -0.966 | 0.0006 | -0.501 | 0.094 | -0.216 |
| 1160.00 | 187.85 | 253.10 | 259.60 | 0.00 | 0 | 0 | 95.2% | -0.966 | 0.0006 | -0.502 | 0.093 | -0.217 |
| 1165.00 | 141.60 | 258.10 | 264.60 | 0.00 | 0 | 0 | 96.5% | -0.967 | 0.0006 | -0.503 | 0.092 | -0.218 |
| 1180.00 | 145.30 | 273.10 | 279.60 | 0.00 | 2 | 0 | 100.4% | -0.968 | 0.0006 | -0.507 | 0.090 | -0.221 |
| 1190.00 | 152.55 | 283.10 | 289.60 | 0.00 | 2 | 0 | 102.9% | -0.969 | 0.0005 | -0.508 | 0.088 | -0.223 |
| 1220.00 | 186.55 | 313.10 | 319.60 | 0.00 | 0 | 0 | 110.2% | -0.971 | 0.0005 | -0.514 | 0.083 | -0.229 |
| 1240.00 | 215.40 | 333.10 | 339.60 | 0.00 | 0 | 0 | 114.9% | -0.972 | 0.0004 | -0.517 | 0.080 | -0.233 |
| 1260.00 | 218.00 | 353.10 | 359.60 | 0.00 | 0 | 0 | 119.6% | -0.973 | 0.0004 | -0.519 | 0.078 | -0.237 |
| 1300.00 | 258.00 | 393.10 | 399.60 | 0.00 | 0 | 0 | 128.5% | -0.975 | 0.0004 | -0.523 | 0.073 | -0.245 |
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.