GS
Goldman Sachs Group, Inc. (The)Close $982.12EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 600.00 | 353.25 | 378.60 | 384.85 | 0.00 | 1 | 1 | 297.3% | 0.991 | 0.0001 | -1.430 | 0.018 | 0.032 |
| 705.00 | 178.05 | 240.00 | 248.80 | 0.00 | 0 | 2 | 0.0% | 1.000 | 0.0000 | -0.083 | 0.000 | 0.039 |
| 720.00 | 215.68 | 258.70 | 263.90 | 0.00 | 4 | 2 | 185.3% | 0.990 | 0.0002 | -0.965 | 0.019 | 0.039 |
| 725.00 | 210.84 | 253.70 | 259.00 | 0.00 | 1 | 1 | 183.5% | 0.989 | 0.0002 | -1.020 | 0.020 | 0.039 |
| 750.00 | 167.00 | 195.00 | 203.85 | 0.00 | 0 | 2 | 0.0% | 1.000 | 0.0000 | -0.088 | 0.000 | 0.041 |
| 765.00 | 118.75 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | 1.000 | 0.0000 | -0.090 | 0.000 | 0.042 |
| 770.00 | 210.68 | 208.70 | 214.95 | 47.93 | 2 | 5 | 165.0% | 0.980 | 0.0004 | -1.535 | 0.035 | 0.041 |
| 775.00 | 205.73 | 203.70 | 210.05 | 47.96 | 2 | 2 | 162.5% | 0.979 | 0.0004 | -1.587 | 0.037 | 0.041 |
| 780.00 | 149.23 | 198.90 | 204.50 | 0.00 | 3 | 6 | 152.3% | 0.982 | 0.0004 | -1.301 | 0.032 | 0.042 |
| 785.00 | 144.32 | 193.70 | 200.00 | 0.00 | 2 | 8 | 154.8% | 0.978 | 0.0005 | -1.564 | 0.038 | 0.042 |
| 790.00 | 141.77 | 188.70 | 195.35 | 0.00 | 2 | 5 | 154.9% | 0.975 | 0.0005 | -1.744 | 0.043 | 0.042 |
| 795.00 | 136.84 | 183.75 | 190.95 | 0.00 | 5 | 16 | 98.1% | 0.998 | 0.0001 | -0.185 | 0.004 | 0.043 |
| 800.00 | 129.21 | 178.90 | 184.05 | 0.00 | 28 | 192 | 132.8% | 0.984 | 0.0004 | -1.070 | 0.029 | 0.043 |
| 805.00 | 126.60 | 173.75 | 179.05 | 0.00 | 3 | 14 | 129.4% | 0.983 | 0.0004 | -1.072 | 0.030 | 0.043 |
| 810.00 | 121.56 | 168.75 | 175.05 | 0.00 | 2 | 2 | 137.5% | 0.974 | 0.0006 | -1.592 | 0.044 | 0.043 |
| 815.00 | 117.06 | 163.95 | 169.85 | 0.00 | 2 | 5 | 131.9% | 0.975 | 0.0006 | -1.490 | 0.042 | 0.043 |
| 820.00 | 98.15 | 125.15 | 133.95 | 0.00 | 2 | 11 | 0.0% | 1.000 | 0.0000 | -0.097 | 0.000 | 0.045 |
| 825.00 | 110.99 | 153.75 | 159.05 | 0.00 | 1 | 6 | 116.2% | 0.981 | 0.0006 | -1.077 | 0.034 | 0.044 |
| 830.00 | 120.85 | 148.75 | 154.05 | 0.00 | 1 | 7 | 112.9% | 0.980 | 0.0006 | -1.078 | 0.035 | 0.044 |
| 835.00 | 85.00 | 143.75 | 149.05 | 0.00 | 1 | 4 | 109.6% | 0.980 | 0.0006 | -1.079 | 0.036 | 0.045 |
| 840.00 | 113.60 | 138.75 | 144.05 | 0.00 | 2 | 11 | 106.3% | 0.979 | 0.0007 | -1.081 | 0.037 | 0.045 |
| 845.00 | 107.88 | 133.75 | 139.05 | 0.00 | 1 | 5 | 103.0% | 0.978 | 0.0007 | -1.082 | 0.038 | 0.045 |
| 850.00 | 67.65 | 128.75 | 134.25 | 0.00 | 2 | 30 | 101.9% | 0.975 | 0.0008 | -1.185 | 0.043 | 0.045 |
| 855.00 | 76.44 | 123.75 | 129.10 | 0.00 | 2 | 30 | 97.0% | 0.976 | 0.0008 | -1.109 | 0.042 | 0.045 |
| 860.00 | 114.90 | 119.35 | 125.15 | 25.30 | 5 | 67 | 60.5% | 0.999 | 0.0001 | -0.151 | 0.003 | 0.047 |
| 865.00 | 112.08 | 113.75 | 119.20 | 37.18 | 3 | 4 | 91.4% | 0.972 | 0.0010 | -1.161 | 0.046 | 0.046 |
| 870.00 | 107.15 | 108.75 | 114.00 | 47.34 | 3 | 26 | 86.2% | 0.974 | 0.0010 | -1.059 | 0.045 | 0.046 |
| 875.00 | 76.74 | 104.35 | 109.00 | 0.00 | 8 | 27 | 82.9% | 0.972 | 0.0011 | -1.060 | 0.046 | 0.046 |
| 880.00 | 68.58 | 98.80 | 104.10 | 0.00 | 5 | 31 | 80.6% | 0.970 | 0.0012 | -1.110 | 0.050 | 0.047 |
| 885.00 | 76.52 | 93.80 | 99.10 | 19.07 | 1 | 49 | 77.3% | 0.968 | 0.0013 | -1.109 | 0.052 | 0.047 |
| 887.50 | 67.87 | 91.30 | 96.60 | 0.00 | 1 | 21 | 75.7% | 0.967 | 0.0013 | -1.110 | 0.053 | 0.047 |
| 890.00 | 68.62 | 89.60 | 94.00 | 27.41 | 15 | 16 | 73.2% | 0.968 | 0.0014 | -1.059 | 0.052 | 0.047 |
| 895.00 | 47.41 | 83.80 | 90.10 | 0.00 | 3 | 8 | 78.3% | 0.949 | 0.0018 | -1.592 | 0.076 | 0.046 |
| 897.50 | 46.78 | 81.30 | 86.60 | 0.00 | 2 | 4 | 69.1% | 0.963 | 0.0016 | -1.107 | 0.058 | 0.047 |
| 900.00 | 81.99 | 80.00 | 84.95 | 48.96 | 33 | 118 | 73.8% | 0.948 | 0.0020 | -1.516 | 0.077 | 0.046 |
| 902.50 | 28.30 | 76.30 | 81.65 | 0.00 | 0 | 1 | 66.2% | 0.960 | 0.0018 | -1.131 | 0.062 | 0.047 |
| 905.00 | 72.90 | 74.00 | 79.15 | 0.00 | 3 | 23 | 64.5% | 0.959 | 0.0019 | -1.129 | 0.064 | 0.047 |
| 907.50 | 40.10 | 71.35 | 76.65 | -9.23 | 24 | 7 | 62.8% | 0.958 | 0.0020 | -1.127 | 0.065 | 0.047 |
| 910.00 | 51.00 | 69.30 | 74.10 | 27.32 | 33 | 87 | 60.8% | 0.958 | 0.0020 | -1.102 | 0.066 | 0.048 |
| 912.50 | 50.00 | 67.25 | 71.65 | 5.10 | 28 | 13 | 59.5% | 0.955 | 0.0022 | -1.125 | 0.069 | 0.048 |
| 915.00 | 61.77 | 64.35 | 69.25 | 40.70 | 8 | 80 | 58.5% | 0.952 | 0.0024 | -1.171 | 0.073 | 0.047 |
| 920.00 | 53.90 | 59.35 | 64.25 | 20.90 | 4 | 105 | 55.1% | 0.948 | 0.0026 | -1.166 | 0.077 | 0.048 |
| 922.50 | 27.50 | 56.50 | 62.50 | 13.50 | 1 | 7 | 58.1% | 0.931 | 0.0031 | -1.504 | 0.097 | 0.047 |
| 925.00 | 50.66 | 54.40 | 59.35 | 30.71 | 4 | 38 | 52.4% | 0.942 | 0.0030 | -1.206 | 0.084 | 0.047 |
| 927.50 | 49.00 | 52.20 | 56.30 | 35.30 | 3 | 31 | 46.9% | 0.953 | 0.0029 | -0.946 | 0.072 | 0.048 |
| 930.00 | 44.38 | 49.90 | 54.55 | 34.13 | 45 | 130 | 50.1% | 0.933 | 0.0036 | -1.288 | 0.095 | 0.047 |
| 932.50 | 42.61 | 47.55 | 52.15 | 31.16 | 13 | 118 | 48.9% | 0.928 | 0.0039 | -1.326 | 0.100 | 0.047 |
| 935.00 | 44.90 | 46.05 | 50.00 | 35.40 | 58 | 114 | 49.0% | 0.916 | 0.0043 | -1.470 | 0.112 | 0.047 |
| 937.50 | 40.83 | 42.30 | 47.75 | 28.63 | 7 | 30 | 48.4% | 0.907 | 0.0047 | -1.565 | 0.121 | 0.046 |
| 940.00 | 35.90 | 41.35 | 45.55 | 29.47 | 140 | 163 | 48.0% | 0.896 | 0.0052 | -1.674 | 0.131 | 0.046 |
| 942.50 | 33.00 | 37.70 | 42.65 | 25.70 | 15 | 18 | 44.1% | 0.901 | 0.0055 | -1.501 | 0.127 | 0.046 |
| 945.00 | 34.08 | 36.50 | 40.25 | 28.98 | 74 | 91 | 42.7% | 0.893 | 0.0059 | -1.528 | 0.134 | 0.046 |
| 947.50 | 36.00 | 33.55 | 38.80 | 30.45 | 30 | 46 | 45.3% | 0.863 | 0.0067 | -1.903 | 0.160 | 0.044 |
| 950.00 | 33.81 | 32.75 | 36.00 | 29.81 | 233 | 372 | 42.0% | 0.863 | 0.0072 | -1.773 | 0.160 | 0.045 |
| 955.00 | 29.00 | 27.90 | 31.00 | 26.29 | 179 | 195 | 37.8% | 0.847 | 0.0086 | -1.721 | 0.172 | 0.044 |
| 960.00 | 25.40 | 24.70 | 26.50 | 23.33 | 780 | 145 | 35.4% | 0.814 | 0.0104 | -1.816 | 0.195 | 0.042 |
| 965.00 | 20.30 | 21.20 | 24.25 | 18.78 | 788 | 139 | 39.9% | 0.732 | 0.0114 | -2.475 | 0.240 | 0.038 |
| 970.00 | 17.95 | 17.55 | 19.40 | 17.00 | 326 | 407 | 35.2% | 0.691 | 0.0138 | -2.328 | 0.256 | 0.036 |
| 975.00 | 15.00 | 14.30 | 15.95 | 14.26 | 556 | 272 | 34.1% | 0.622 | 0.0154 | -2.424 | 0.276 | 0.033 |
| 980.00 | 11.85 | 11.30 | 12.90 | 11.20 | 445 | 308 | 33.3% | 0.544 | 0.0164 | -2.460 | 0.288 | 0.029 |
| 985.00 | 10.95 | 8.65 | 10.65 | 10.57 | 781 | 196 | 33.8% | 0.462 | 0.0161 | -2.495 | 0.289 | 0.024 |
| 990.00 | 7.55 | 7.15 | 8.15 | 7.28 | 1,782 | 247 | 32.7% | 0.379 | 0.0160 | -2.306 | 0.277 | 0.020 |
| 995.00 | 6.20 | 4.70 | 6.20 | 5.88 | 564 | 199 | 32.2% | 0.300 | 0.0149 | -2.068 | 0.253 | 0.016 |
| 1000.00 | 4.22 | 4.20 | 4.50 | 4.04 | 4,042 | 1,417 | 31.4% | 0.225 | 0.0131 | -1.738 | 0.218 | 0.012 |
| 1005.00 | 3.20 | 3.00 | 3.60 | 3.00 | 358 | 107 | 32.4% | 0.174 | 0.0109 | -1.530 | 0.187 | 0.009 |
| 1010.00 | 2.30 | 2.32 | 2.39 | 2.22 | 5,807 | 624 | 31.2% | 0.117 | 0.0087 | -1.126 | 0.143 | 0.006 |
| 1015.00 | 1.67 | 1.53 | 1.77 | 1.51 | 447 | 55 | 31.6% | 0.083 | 0.0066 | -0.883 | 0.111 | 0.004 |
| 1020.00 | 1.24 | 1.12 | 1.25 | 1.01 | 1,840 | 1,209 | 31.6% | 0.055 | 0.0049 | -0.649 | 0.081 | 0.003 |
| 1025.00 | 0.85 | 0.73 | 0.98 | 0.72 | 502 | 1,217 | 32.6% | 0.040 | 0.0036 | -0.515 | 0.063 | 0.002 |
| 1030.00 | 0.67 | 0.60 | 0.75 | 0.48 | 374 | 221 | 33.4% | 0.028 | 0.0027 | -0.396 | 0.047 | 0.002 |
| 1035.00 | 0.40 | 0.21 | 0.73 | 0.07 | 8 | 43 | 35.8% | 0.025 | 0.0023 | -0.384 | 0.043 | 0.001 |
| 1040.00 | 0.29 | 0.30 | 0.51 | 0.26 | 330 | 182 | 35.8% | 0.016 | 0.0016 | -0.264 | 0.029 | 0.001 |
| 1045.00 | 0.18 | 0.01 | 0.68 | 0.05 | 4 | 316 | 40.3% | 0.020 | 0.0016 | -0.355 | 0.035 | 0.001 |
| 1050.00 | 0.16 | 0.10 | 0.44 | 0.13 | 306 | 478 | 39.5% | 0.012 | 0.0011 | -0.224 | 0.022 | 0.001 |
| 1055.00 | 0.36 | 0.00 | 0.57 | 0.00 | 3 | 13 | 43.8% | 0.014 | 0.0011 | -0.292 | 0.027 | 0.001 |
| 1060.00 | 0.08 | 0.00 | 0.47 | -0.05 | 8 | 82 | 44.6% | 0.011 | 0.0009 | -0.237 | 0.021 | 0.001 |
| 1070.00 | 0.16 | 0.01 | 0.35 | 0.01 | 77 | 90 | 46.8% | 0.007 | 0.0006 | -0.170 | 0.014 | 0.000 |
| 1080.00 | 0.04 | 0.00 | 0.20 | 0.03 | 1 | 36 | 47.1% | 0.003 | 0.0003 | -0.089 | 0.008 | 0.000 |
| 1090.00 | 0.04 | 0.01 | 0.11 | 0.03 | 13 | 21 | 47.3% | 0.002 | 0.0001 | -0.044 | 0.004 | 0.000 |
| 1100.00 | 0.01 | 0.00 | 0.03 | -0.21 | 88 | 9 | 44.3% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1110.00 | 0.01 | 0.00 | 0.03 | 0.00 | 94 | 132 | 47.7% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1120.00 | 0.02 | 0.00 | 0.21 | -0.25 | 94 | 41 | 57.6% | 0.001 | 0.0001 | -0.040 | 0.003 | 0.000 |
| 1130.00 | 0.27 | 0.00 | 0.20 | 0.24 | 99 | 131 | 60.7% | 0.001 | 0.0001 | -0.037 | 0.002 | 0.000 |
| 1140.00 | 0.07 | 0.00 | 0.03 | 0.04 | 59 | 33 | 53.5% | 0.000 | 0.0000 | -0.004 | 0.000 | 0.000 |
| 1150.00 | 0.03 | 0.00 | 0.25 | 0.01 | 42 | 18 | 69.0% | 0.001 | 0.0001 | -0.047 | 0.003 | 0.000 |
| 1160.00 | 0.14 | 0.00 | 0.19 | -0.11 | 89 | 37 | 70.2% | 0.001 | 0.0001 | -0.033 | 0.002 | 0.000 |
| 1170.00 | 0.04 | 0.00 | 0.05 | -0.16 | 30 | 80 | 64.5% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
| 1180.00 | 0.01 | 0.00 | 0.05 | 0.00 | 1 | 95 | 67.6% | 0.000 | 0.0000 | -0.007 | 0.000 | 0.000 |
| 1190.00 | 0.02 | 0.00 | 0.23 | -0.13 | 5 | 56 | 81.3% | 0.001 | 0.0000 | -0.040 | 0.002 | 0.000 |
| 1200.00 | 0.04 | 0.00 | 0.05 | -0.23 | 13 | 75 | 73.0% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 480.00 | 0.01 | 0.00 | 0.10 | -0.20 | 31 | 6 | 258.6% | -0.000 | 0.0000 | -0.012 | 0.000 | -0.000 |
| 490.00 | 0.01 | 0.00 | 0.05 | 0.00 | 0 | 62 | 237.5% | -0.000 | 0.0000 | -0.005 | 0.000 | -0.000 |
| 500.00 | 0.05 | 0.00 | 0.05 | 0.00 | 0 | 38 | 231.3% | -0.000 | 0.0000 | -0.005 | 0.000 | -0.000 |
| 540.00 | 0.02 | 0.00 | 0.02 | 0.00 | 50 | 220 | 193.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 570.00 | 0.71 | 0.00 | 4.25 | 0.00 | 0 | 0 | 310.6% | -0.007 | 0.0001 | -1.033 | 0.013 | -0.000 |
| 580.00 | 1.11 | 0.00 | 4.25 | 0.00 | 0 | 3 | 301.9% | -0.007 | 0.0001 | -1.035 | 0.014 | -0.000 |
| 590.00 | 0.30 | 0.00 | 4.30 | 0.00 | 3 | 9 | 293.8% | -0.007 | 0.0001 | -1.051 | 0.014 | -0.000 |
| 630.00 | 0.21 | 0.00 | 4.30 | 0.00 | 4 | 21 | 260.5% | -0.008 | 0.0001 | -1.058 | 0.016 | -0.000 |
| 640.00 | 0.29 | 0.00 | 4.30 | 0.00 | 1 | 7 | 252.4% | -0.009 | 0.0001 | -1.060 | 0.017 | -0.000 |
| 645.00 | 0.21 | 0.00 | 4.30 | 0.00 | 3 | 115 | 248.5% | -0.009 | 0.0001 | -1.061 | 0.017 | -0.000 |
| 650.00 | 0.30 | 0.00 | 4.30 | 0.00 | 9 | 9 | 244.5% | -0.009 | 0.0001 | -1.063 | 0.017 | -0.001 |
| 670.00 | 0.57 | 0.00 | 4.30 | 0.00 | 5 | 3 | 229.0% | -0.010 | 0.0002 | -1.066 | 0.019 | -0.001 |
| 675.00 | 0.23 | 0.00 | 4.30 | 0.00 | 2 | 4 | 225.1% | -0.010 | 0.0002 | -1.068 | 0.019 | -0.001 |
| 680.00 | 0.24 | 0.00 | 4.30 | 0.04 | 1 | 11 | 221.3% | -0.010 | 0.0002 | -1.069 | 0.019 | -0.001 |
| 685.00 | 0.23 | 0.00 | 0.75 | -0.04 | 4 | 87 | 168.0% | -0.002 | 0.0000 | -0.151 | 0.004 | -0.000 |
| 700.00 | 0.22 | 0.00 | 0.65 | 0.00 | 39 | 83 | 156.1% | -0.001 | 0.0000 | -0.129 | 0.003 | -0.000 |
| 705.00 | 0.21 | 0.00 | 0.65 | 0.00 | 35 | 75 | 153.1% | -0.001 | 0.0000 | -0.129 | 0.003 | -0.000 |
| 710.00 | 0.01 | 0.00 | 0.05 | -0.01 | 10 | 59 | 116.4% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 715.00 | 0.23 | 0.00 | 0.05 | -0.09 | 3 | 91 | 114.1% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 720.00 | 0.29 | 0.00 | 0.05 | 0.27 | 16 | 63 | 111.7% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 725.00 | 0.25 | 0.00 | 0.05 | 0.23 | 21 | 57 | 109.4% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 730.00 | 0.03 | 0.00 | 0.05 | 0.00 | 20 | 112 | 107.0% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 735.00 | 0.01 | 0.00 | 0.02 | 0.00 | 50 | 532 | 96.9% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 740.00 | 0.17 | 0.00 | 0.05 | 0.00 | 52 | 448 | 102.3% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 745.00 | 0.27 | 0.00 | 2.16 | 0.25 | 51 | 88 | 154.2% | -0.007 | 0.0002 | -0.517 | 0.013 | -0.000 |
| 750.00 | 0.28 | 0.00 | 0.25 | 0.25 | 42 | 74 | 113.9% | -0.001 | 0.0000 | -0.043 | 0.002 | -0.000 |
| 755.00 | 0.02 | 0.00 | 0.05 | -0.02 | 30 | 384 | 95.3% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 760.00 | 0.28 | 0.00 | 0.05 | 0.15 | 2 | 46 | 93.4% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 765.00 | 0.02 | 0.00 | 0.05 | -0.26 | 6 | 29 | 91.0% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 770.00 | 0.01 | 0.00 | 0.05 | -0.07 | 67 | 55 | 89.1% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 775.00 | 0.01 | 0.00 | 0.10 | -0.02 | 139 | 66 | 92.2% | -0.000 | 0.0000 | -0.014 | 0.001 | -0.000 |
| 780.00 | 0.01 | 0.00 | 0.10 | -0.03 | 27 | 630 | 89.8% | -0.000 | 0.0000 | -0.014 | 0.001 | -0.000 |
| 785.00 | 0.21 | 0.00 | 4.30 | 0.08 | 1 | 63 | 145.8% | -0.017 | 0.0004 | -1.089 | 0.030 | -0.001 |
| 790.00 | 0.30 | 0.00 | 4.30 | 0.11 | 3 | 35 | 142.4% | -0.017 | 0.0004 | -1.090 | 0.031 | -0.001 |
| 795.00 | 0.30 | 0.00 | 4.30 | 0.07 | 5 | 68 | 139.0% | -0.018 | 0.0004 | -1.091 | 0.031 | -0.001 |
| 800.00 | 0.02 | 0.00 | 0.03 | -0.02 | 27 | 201 | 72.7% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 805.00 | 0.07 | 0.00 | 4.30 | 0.00 | 19 | 35 | 132.2% | -0.019 | 0.0005 | -1.093 | 0.033 | -0.001 |
| 810.00 | 0.07 | 0.00 | 4.30 | 0.00 | 6 | 41 | 128.9% | -0.019 | 0.0005 | -1.094 | 0.034 | -0.001 |
| 815.00 | 0.10 | 0.00 | 4.30 | 0.00 | 1 | 35 | 125.5% | -0.020 | 0.0005 | -1.094 | 0.035 | -0.001 |
| 820.00 | 0.14 | 0.00 | 4.30 | 0.00 | 2 | 416 | 122.1% | -0.020 | 0.0006 | -1.095 | 0.036 | -0.001 |
| 825.00 | 0.05 | 0.00 | 4.30 | 0.00 | 21 | 76 | 118.8% | -0.021 | 0.0006 | -1.095 | 0.037 | -0.001 |
| 830.00 | 0.05 | 0.00 | 0.28 | -0.05 | 2 | 109 | 75.5% | -0.001 | 0.0001 | -0.053 | 0.003 | -0.000 |
| 835.00 | 0.02 | 0.00 | 0.05 | -0.09 | 130 | 75 | 61.3% | -0.000 | 0.0000 | -0.007 | 0.000 | -0.000 |
| 840.00 | 0.12 | 0.00 | 1.01 | 0.00 | 21 | 635 | 83.9% | -0.005 | 0.0003 | -0.234 | 0.011 | -0.000 |
| 845.00 | 0.16 | 0.00 | 1.20 | 0.00 | 1 | 61 | 83.3% | -0.007 | 0.0003 | -0.284 | 0.014 | -0.000 |
| 850.00 | 0.05 | 0.00 | 0.31 | -0.13 | 56 | 190 | 66.7% | -0.002 | 0.0001 | -0.061 | 0.004 | -0.000 |
| 855.00 | 0.15 | 0.00 | 0.83 | -0.05 | 3 | 68 | 73.4% | -0.005 | 0.0003 | -0.190 | 0.010 | -0.000 |
| 860.00 | 0.03 | 0.00 | 0.31 | -0.19 | 3 | 69 | 61.9% | -0.002 | 0.0001 | -0.062 | 0.004 | -0.000 |
| 865.00 | 0.16 | 0.02 | 0.22 | -0.19 | 67 | 242 | 57.6% | -0.001 | 0.0001 | -0.046 | 0.003 | -0.000 |
| 870.00 | 0.06 | 0.00 | 0.10 | -0.38 | 182 | 307 | 50.2% | -0.001 | 0.0000 | -0.016 | 0.001 | -0.000 |
| 875.00 | 0.02 | 0.00 | 0.09 | -0.54 | 28 | 212 | 51.2% | -0.001 | 0.0001 | -0.033 | 0.003 | -0.000 |
| 880.00 | 0.04 | 0.00 | 0.22 | -0.96 | 84 | 232 | 50.2% | -0.001 | 0.0001 | -0.043 | 0.003 | -0.000 |
| 885.00 | 0.01 | 0.00 | 0.16 | -1.22 | 112 | 295 | 50.2% | -0.002 | 0.0002 | -0.067 | 0.005 | -0.000 |
| 887.50 | 0.12 | 0.00 | 0.18 | -1.08 | 60 | 16 | 49.7% | -0.003 | 0.0002 | -0.076 | 0.006 | -0.000 |
| 890.00 | 0.06 | 0.00 | 0.23 | -1.62 | 420 | 421 | 50.2% | -0.004 | 0.0003 | -0.101 | 0.008 | -0.000 |
| 892.50 | 0.10 | 0.00 | 0.25 | -1.49 | 70 | 20 | 49.6% | -0.004 | 0.0003 | -0.112 | 0.009 | -0.000 |
| 895.00 | 0.10 | 0.00 | 0.18 | -1.75 | 417 | 124 | 46.1% | -0.003 | 0.0003 | -0.077 | 0.007 | -0.000 |
| 897.50 | 0.19 | 0.00 | 0.20 | -2.01 | 8 | 56 | 45.6% | -0.004 | 0.0003 | -0.087 | 0.008 | -0.000 |
| 900.00 | 0.12 | 0.00 | 0.07 | -2.68 | 323 | 379 | 38.8% | -0.001 | 0.0001 | -0.026 | 0.003 | -0.000 |
| 902.50 | 0.16 | 0.00 | 0.08 | -3.24 | 13 | 170 | 38.3% | -0.001 | 0.0002 | -0.030 | 0.003 | -0.000 |
| 905.00 | 0.20 | 0.00 | 0.15 | -2.87 | 620 | 317 | 40.2% | -0.003 | 0.0003 | -0.063 | 0.006 | -0.000 |
| 907.50 | 0.09 | 0.00 | 0.57 | -4.41 | 444 | 90 | 48.1% | -0.012 | 0.0009 | -0.280 | 0.023 | -0.001 |
| 910.00 | 0.16 | 0.05 | 0.52 | -5.23 | 366 | 225 | 45.9% | -0.012 | 0.0009 | -0.254 | 0.022 | -0.001 |
| 912.50 | 0.21 | 0.03 | 0.19 | -4.71 | 887 | 153 | 37.9% | -0.004 | 0.0004 | -0.084 | 0.009 | -0.000 |
| 915.00 | 0.25 | 0.04 | 0.20 | -4.84 | 777 | 131 | 37.0% | -0.005 | 0.0005 | -0.089 | 0.010 | -0.000 |
| 920.00 | 0.20 | 0.13 | 0.25 | -7.40 | 493 | 194 | 35.7% | -0.006 | 0.0007 | -0.116 | 0.013 | -0.000 |
| 922.50 | 0.40 | 0.14 | 0.47 | -9.30 | 104 | 63 | 38.3% | -0.013 | 0.0012 | -0.230 | 0.024 | -0.001 |
| 925.00 | 0.35 | 0.23 | 0.30 | -10.65 | 303 | 241 | 34.2% | -0.008 | 0.0009 | -0.142 | 0.017 | -0.000 |
| 927.50 | 0.44 | 0.21 | 0.68 | -8.36 | 153 | 51 | 38.2% | -0.020 | 0.0018 | -0.340 | 0.036 | -0.001 |
| 930.00 | 0.40 | 0.37 | 0.50 | -12.80 | 322 | 161 | 34.6% | -0.016 | 0.0016 | -0.247 | 0.029 | -0.001 |
| 932.50 | 0.74 | 0.38 | 0.56 | -13.26 | 106 | 97 | 34.0% | -0.019 | 0.0018 | -0.278 | 0.033 | -0.001 |
| 935.00 | 0.65 | 0.54 | 0.65 | -9.97 | 128 | 112 | 33.5% | -0.023 | 0.0022 | -0.325 | 0.039 | -0.001 |
| 937.50 | 1.01 | 0.65 | 0.79 | -16.14 | 57 | 45 | 33.4% | -0.029 | 0.0027 | -0.396 | 0.048 | -0.002 |
| 940.00 | 0.91 | 0.81 | 1.02 | -14.39 | 196 | 117 | 33.9% | -0.038 | 0.0034 | -0.509 | 0.061 | -0.002 |
| 942.50 | 1.31 | 1.00 | 1.16 | -17.09 | 21 | 53 | 33.4% | -0.046 | 0.0039 | -0.575 | 0.070 | -0.002 |
| 945.00 | 1.65 | 1.05 | 1.54 | -20.35 | 191 | 75 | 34.2% | -0.062 | 0.0049 | -0.749 | 0.088 | -0.003 |
| 947.50 | 3.00 | 1.25 | 1.95 | -22.44 | 22 | 19 | 34.9% | -0.079 | 0.0058 | -0.923 | 0.107 | -0.004 |
| 950.00 | 1.81 | 1.61 | 1.98 | -22.53 | 388 | 167 | 33.2% | -0.085 | 0.0064 | -0.927 | 0.113 | -0.005 |
| 955.00 | 2.54 | 2.50 | 3.10 | -26.40 | 105 | 91 | 34.6% | -0.133 | 0.0085 | -1.334 | 0.156 | -0.007 |
| 960.00 | 3.40 | 3.25 | 4.20 | -25.82 | 137 | 126 | 34.7% | -0.182 | 0.0105 | -1.647 | 0.192 | -0.010 |
| 965.00 | 4.96 | 4.30 | 5.40 | -31.15 | 152 | 31 | 34.3% | -0.237 | 0.0124 | -1.899 | 0.225 | -0.013 |
| 970.00 | 6.00 | 5.50 | 6.40 | -31.15 | 119 | 81 | 32.4% | -0.295 | 0.0146 | -2.000 | 0.251 | -0.016 |
| 975.00 | 8.02 | 7.25 | 8.30 | -37.98 | 44 | 41 | 32.5% | -0.373 | 0.0160 | -2.194 | 0.275 | -0.020 |
| 980.00 | 9.90 | 8.25 | 10.35 | -34.24 | 43 | 71 | 32.1% | -0.455 | 0.0170 | -2.257 | 0.288 | -0.025 |
| 985.00 | 12.00 | 11.60 | 13.00 | -42.15 | 26 | 25 | 32.3% | -0.540 | 0.0169 | -2.269 | 0.289 | -0.030 |
| 990.00 | 15.60 | 14.10 | 16.10 | -49.15 | 12 | 5 | 32.9% | -0.620 | 0.0159 | -2.205 | 0.277 | -0.034 |
| 995.00 | 18.90 | 17.35 | 20.80 | -20.67 | 2 | 7 | 37.4% | -0.673 | 0.0133 | -2.376 | 0.262 | -0.037 |
| 1000.00 | 22.70 | 20.50 | 23.85 | -25.21 | 9 | 1 | 36.3% | -0.742 | 0.0122 | -2.041 | 0.235 | -0.041 |
| 1005.00 | 28.52 | 24.65 | 29.00 | -45.03 | 1 | 0 | 41.3% | -0.767 | 0.0102 | -2.201 | 0.222 | -0.043 |
| 1010.00 | 78.54 | 28.55 | 33.20 | 0.00 | 2 | 0 | 42.8% | -0.805 | 0.0089 | -2.045 | 0.200 | -0.045 |
| 1015.00 | 85.42 | 32.60 | 37.60 | 0.00 | 3 | 1 | 44.6% | -0.835 | 0.0077 | -1.909 | 0.180 | -0.047 |
| 1020.00 | 58.60 | 36.50 | 42.25 | -16.73 | 2 | 0 | 47.0% | -0.856 | 0.0066 | -1.829 | 0.165 | -0.048 |
| 1025.00 | 77.50 | 42.20 | 47.00 | -17.54 | 2 | 0 | 49.6% | -0.873 | 0.0058 | -1.771 | 0.151 | -0.049 |
| 1030.00 | 68.72 | 46.80 | 51.80 | 3.76 | 2 | 0 | 52.2% | -0.886 | 0.0051 | -1.719 | 0.140 | -0.050 |
| 1040.00 | 72.42 | 56.45 | 61.50 | 2.09 | 10 | 0 | 57.5% | -0.906 | 0.0040 | -1.634 | 0.122 | -0.052 |
| 1050.00 | 73.38 | 66.25 | 71.40 | -42.42 | 4 | 0 | 63.3% | -0.919 | 0.0033 | -1.617 | 0.109 | -0.053 |
| 1055.00 | 78.29 | 71.15 | 76.35 | -8.54 | 1 | 0 | 66.2% | -0.924 | 0.0030 | -1.604 | 0.104 | -0.054 |
| 1060.00 | 93.05 | 75.85 | 81.35 | 0.00 | 0 | 0 | 69.2% | -0.928 | 0.0027 | -1.613 | 0.100 | -0.054 |
| 1070.00 | 134.80 | 86.05 | 91.35 | 0.00 | 0 | 0 | 54.1% | -0.983 | 0.0011 | -0.297 | 0.031 | -0.058 |
| 1080.00 | 150.50 | 95.75 | 101.35 | 0.00 | 1 | 0 | 56.7% | -0.987 | 0.0008 | -0.212 | 0.024 | -0.058 |
| 1110.00 | 140.87 | 125.80 | 131.35 | 0.00 | 0 | 0 | 70.3% | -0.990 | 0.0005 | -0.214 | 0.020 | -0.060 |
| 1140.00 | 172.92 | 155.75 | 161.35 | 0.00 | 0 | 0 | 82.2% | -0.992 | 0.0004 | -0.190 | 0.016 | -0.062 |
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.