INTC
Intel CorporationClose $120.35EOD onlyThis page reflects INTC 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 60.00 | 59.22 | 59.25 | 61.10 | -7.94 | 6 | 123 | 286.7% | 0.975 | 0.0012 | -0.209 | 0.010 | 0.011 |
| 65.00 | 55.78 | 54.75 | 56.10 | -7.06 | 9 | 42 | 177.7% | 0.996 | 0.0004 | -0.034 | 0.002 | 0.012 |
| 70.00 | 47.87 | 49.85 | 51.20 | -11.94 | 23 | 77 | 177.9% | 0.990 | 0.0009 | -0.065 | 0.004 | 0.013 |
| 75.00 | 49.04 | 44.55 | 46.60 | -3.93 | 4 | 136 | 164.1% | 0.986 | 0.0013 | -0.078 | 0.006 | 0.014 |
| 80.00 | 40.31 | 39.60 | 41.10 | -8.34 | 6 | 121 | 50.0% | 1.000 | 0.0000 | -0.009 | 0.000 | 0.015 |
| 85.00 | 33.18 | 35.15 | 36.25 | -9.22 | 34 | 122 | 136.1% | 0.974 | 0.0027 | -0.107 | 0.010 | 0.016 |
| 90.00 | 29.42 | 30.25 | 31.05 | -9.20 | 297 | 365 | 113.7% | 0.973 | 0.0033 | -0.094 | 0.010 | 0.017 |
| 93.00 | 27.10 | 27.35 | 28.15 | -8.78 | 134 | 10 | 109.1% | 0.963 | 0.0044 | -0.115 | 0.013 | 0.017 |
| 94.00 | 26.32 | 26.40 | 27.25 | -20.10 | 23 | 56 | 109.4% | 0.957 | 0.0050 | -0.130 | 0.015 | 0.017 |
| 95.00 | 25.02 | 25.40 | 26.30 | -8.40 | 61 | 68 | 106.8% | 0.953 | 0.0055 | -0.135 | 0.016 | 0.017 |
| 96.00 | 24.16 | 24.50 | 25.60 | -20.52 | 41 | 47 | 111.7% | 0.939 | 0.0065 | -0.172 | 0.020 | 0.017 |
| 97.00 | 23.23 | 23.60 | 24.35 | -17.53 | 52 | 32 | 104.7% | 0.941 | 0.0067 | -0.156 | 0.020 | 0.017 |
| 98.00 | 22.37 | 22.65 | 23.55 | -17.40 | 86 | 83 | 105.7% | 0.931 | 0.0075 | -0.178 | 0.022 | 0.017 |
| 99.00 | 21.31 | 21.70 | 22.55 | -8.83 | 43 | 28 | 102.5% | 0.927 | 0.0081 | -0.180 | 0.023 | 0.017 |
| 100.00 | 20.70 | 20.75 | 21.50 | -7.17 | 368 | 331 | 98.5% | 0.924 | 0.0087 | -0.179 | 0.024 | 0.017 |
| 101.00 | 19.83 | 19.90 | 20.70 | -21.50 | 23 | 59 | 100.2% | 0.910 | 0.0098 | -0.205 | 0.027 | 0.017 |
| 102.00 | 19.15 | 18.90 | 19.70 | -7.74 | 2 | 75 | 96.0% | 0.906 | 0.0105 | -0.202 | 0.028 | 0.017 |
| 103.00 | 19.39 | 18.05 | 18.90 | -7.78 | 8 | 71 | 96.9% | 0.891 | 0.0115 | -0.225 | 0.031 | 0.017 |
| 104.00 | 16.00 | 17.40 | 18.00 | -8.31 | 12 | 56 | 98.4% | 0.874 | 0.0126 | -0.253 | 0.034 | 0.017 |
| 105.00 | 15.85 | 16.60 | 17.10 | -7.20 | 74 | 406 | 97.6% | 0.861 | 0.0136 | -0.268 | 0.037 | 0.017 |
| 106.00 | 15.50 | 15.50 | 16.60 | -6.79 | 4 | 74 | 97.6% | 0.845 | 0.0147 | -0.287 | 0.040 | 0.016 |
| 107.00 | 14.60 | 15.00 | 15.45 | -6.80 | 52 | 117 | 96.6% | 0.829 | 0.0158 | -0.302 | 0.042 | 0.016 |
| 108.00 | 14.17 | 14.15 | 14.65 | -5.83 | 98 | 123 | 95.4% | 0.814 | 0.0169 | -0.314 | 0.045 | 0.016 |
| 109.00 | 13.15 | 13.40 | 13.75 | -8.15 | 58 | 96 | 93.9% | 0.798 | 0.0180 | -0.325 | 0.047 | 0.016 |
| 110.00 | 12.45 | 12.65 | 13.00 | -6.20 | 4,687 | 282 | 93.5% | 0.778 | 0.0191 | -0.341 | 0.050 | 0.016 |
| 111.00 | 10.40 | 11.90 | 12.50 | -8.85 | 44 | 143 | 95.0% | 0.754 | 0.0199 | -0.366 | 0.053 | 0.015 |
| 112.00 | 10.20 | 11.10 | 11.70 | -6.82 | 529 | 154 | 93.0% | 0.735 | 0.0211 | -0.372 | 0.055 | 0.015 |
| 113.00 | 10.25 | 10.50 | 11.05 | -7.10 | 227 | 158 | 93.6% | 0.711 | 0.0219 | -0.389 | 0.057 | 0.014 |
| 114.00 | 9.08 | 9.75 | 10.20 | -7.27 | 105 | 190 | 91.1% | 0.691 | 0.0232 | -0.391 | 0.059 | 0.014 |
| 115.00 | 9.35 | 9.15 | 9.55 | -5.08 | 4,760 | 1,106 | 91.0% | 0.667 | 0.0240 | -0.402 | 0.061 | 0.014 |
| 116.00 | 7.92 | 8.55 | 8.95 | -5.78 | 81 | 57 | 90.9% | 0.641 | 0.0247 | -0.412 | 0.062 | 0.013 |
| 117.00 | 7.85 | 7.95 | 8.35 | -4.95 | 237 | 378 | 90.5% | 0.616 | 0.0253 | -0.419 | 0.064 | 0.013 |
| 118.00 | 7.50 | 7.40 | 7.70 | -4.80 | 667 | 301 | 89.6% | 0.590 | 0.0260 | -0.422 | 0.065 | 0.012 |
| 119.00 | 7.10 | 6.85 | 7.15 | -5.35 | 766 | 175 | 89.2% | 0.563 | 0.0265 | -0.426 | 0.066 | 0.012 |
| 120.00 | 6.55 | 6.40 | 6.60 | -4.35 | 8,320 | 2,440 | 89.2% | 0.537 | 0.0267 | -0.429 | 0.066 | 0.011 |
| 121.00 | 6.05 | 5.95 | 6.15 | -5.58 | 1,474 | 242 | 89.4% | 0.510 | 0.0268 | -0.431 | 0.066 | 0.011 |
| 122.00 | 5.60 | 5.40 | 5.70 | -4.25 | 770 | 334 | 88.7% | 0.483 | 0.0270 | -0.427 | 0.066 | 0.010 |
| 123.00 | 5.13 | 4.95 | 5.25 | -4.57 | 1,037 | 533 | 88.2% | 0.456 | 0.0270 | -0.422 | 0.066 | 0.010 |
| 124.00 | 4.75 | 4.65 | 4.95 | -5.00 | 753 | 469 | 89.6% | 0.432 | 0.0263 | -0.425 | 0.066 | 0.009 |
| 125.00 | 4.35 | 4.20 | 4.45 | -3.50 | 11,229 | 1,231 | 88.2% | 0.404 | 0.0264 | -0.412 | 0.065 | 0.009 |
| 126.00 | 3.85 | 3.85 | 4.20 | -3.35 | 1,461 | 335 | 88.9% | 0.380 | 0.0257 | -0.408 | 0.063 | 0.008 |
| 127.00 | 3.59 | 3.50 | 3.75 | -3.16 | 1,644 | 630 | 87.8% | 0.354 | 0.0254 | -0.393 | 0.062 | 0.008 |
| 128.00 | 3.25 | 3.20 | 3.40 | -3.10 | 1,148 | 754 | 87.5% | 0.330 | 0.0248 | -0.381 | 0.060 | 0.007 |
| 129.00 | 2.88 | 2.93 | 3.15 | -2.99 | 2,797 | 701 | 87.9% | 0.308 | 0.0240 | -0.372 | 0.059 | 0.007 |
| 130.00 | 2.80 | 2.72 | 2.85 | -2.61 | 13,398 | 4,128 | 88.1% | 0.286 | 0.0232 | -0.360 | 0.057 | 0.006 |
| 131.00 | 2.48 | 2.42 | 2.65 | -2.60 | 930 | 359 | 88.0% | 0.265 | 0.0223 | -0.347 | 0.055 | 0.006 |
| 132.00 | 2.23 | 2.20 | 2.37 | -2.39 | 1,572 | 1,504 | 87.6% | 0.244 | 0.0215 | -0.330 | 0.052 | 0.005 |
| 133.00 | 2.12 | 2.10 | 2.18 | -2.23 | 1,288 | 2,739 | 88.8% | 0.228 | 0.0204 | -0.323 | 0.050 | 0.005 |
| 134.00 | 1.92 | 1.81 | 1.97 | -2.07 | 6,412 | 718 | 87.8% | 0.207 | 0.0195 | -0.302 | 0.048 | 0.004 |
| 135.00 | 1.72 | 1.70 | 1.78 | -1.93 | 7,193 | 3,093 | 88.3% | 0.192 | 0.0185 | -0.290 | 0.045 | 0.004 |
| 136.00 | 1.57 | 1.49 | 1.63 | -1.78 | 829 | 589 | 88.0% | 0.175 | 0.0176 | -0.272 | 0.043 | 0.004 |
| 137.00 | 1.34 | 1.35 | 1.57 | -1.76 | 1,836 | 683 | 89.2% | 0.163 | 0.0166 | -0.264 | 0.041 | 0.004 |
| 138.00 | 1.23 | 1.22 | 1.44 | -1.66 | 647 | 737 | 89.4% | 0.150 | 0.0156 | -0.250 | 0.039 | 0.003 |
| 139.00 | 1.19 | 1.10 | 1.31 | -1.45 | 1,050 | 804 | 89.5% | 0.137 | 0.0147 | -0.236 | 0.037 | 0.003 |
| 140.00 | 1.07 | 1.02 | 1.11 | -1.33 | 5,493 | 4,370 | 89.0% | 0.123 | 0.0137 | -0.218 | 0.034 | 0.003 |
| 141.00 | 0.96 | 0.95 | 1.10 | -1.28 | 326 | 722 | 90.8% | 0.117 | 0.0130 | -0.214 | 0.033 | 0.003 |
| 142.00 | 0.78 | 0.82 | 0.92 | -1.32 | 1,202 | 1,078 | 89.3% | 0.102 | 0.0120 | -0.191 | 0.030 | 0.002 |
| 143.00 | 0.78 | 0.79 | 0.87 | -1.09 | 368 | 562 | 90.8% | 0.096 | 0.0113 | -0.186 | 0.028 | 0.002 |
| 144.00 | 0.69 | 0.60 | 0.78 | -1.03 | 862 | 477 | 89.0% | 0.083 | 0.0103 | -0.162 | 0.025 | 0.002 |
| 145.00 | 0.68 | 0.66 | 0.70 | -0.87 | 2,671 | 3,478 | 91.1% | 0.080 | 0.0098 | -0.162 | 0.025 | 0.002 |
| 146.00 | 0.58 | 0.53 | 0.64 | -0.83 | 308 | 311 | 90.2% | 0.070 | 0.0089 | -0.145 | 0.022 | 0.002 |
| 147.00 | 0.50 | 0.48 | 0.56 | -0.85 | 665 | 214 | 90.1% | 0.063 | 0.0082 | -0.133 | 0.021 | 0.001 |
| 148.00 | 0.47 | 0.39 | 0.55 | -0.78 | 615 | 359 | 90.3% | 0.057 | 0.0076 | -0.123 | 0.019 | 0.001 |
| 149.00 | 0.40 | 0.39 | 0.51 | -0.84 | 213 | 607 | 91.7% | 0.054 | 0.0071 | -0.120 | 0.018 | 0.001 |
| 150.00 | 0.39 | 0.37 | 0.43 | -0.64 | 3,969 | 5,104 | 91.6% | 0.048 | 0.0065 | -0.109 | 0.017 | 0.001 |
| 152.50 | 0.30 | 0.27 | 0.41 | -0.49 | 231 | 410 | 93.8% | 0.040 | 0.0055 | -0.097 | 0.014 | 0.001 |
| 155.00 | 0.23 | 0.20 | 0.28 | -0.44 | 1,707 | 2,072 | 92.8% | 0.029 | 0.0043 | -0.073 | 0.011 | 0.001 |
| 157.50 | 0.20 | 0.10 | 0.28 | -0.42 | 289 | 666 | 93.8% | 0.023 | 0.0034 | -0.060 | 0.009 | 0.001 |
| 160.00 | 0.15 | 0.13 | 0.20 | -0.29 | 920 | 2,612 | 95.9% | 0.019 | 0.0029 | -0.054 | 0.008 | 0.000 |
| 162.50 | 0.16 | 0.10 | 0.21 | -0.22 | 74 | 275 | 99.2% | 0.017 | 0.0026 | -0.051 | 0.007 | 0.000 |
| 165.00 | 0.09 | 0.09 | 0.14 | -0.19 | 345 | 1,440 | 99.0% | 0.013 | 0.0020 | -0.040 | 0.006 | 0.000 |
| 167.50 | 0.08 | 0.05 | 0.16 | -0.22 | 102 | 559 | 101.6% | 0.011 | 0.0018 | -0.036 | 0.005 | 0.000 |
| 170.00 | 0.08 | 0.06 | 0.08 | -0.12 | 793 | 1,881 | 99.8% | 0.008 | 0.0013 | -0.025 | 0.004 | 0.000 |
| 172.50 | 0.06 | 0.00 | 0.08 | -0.14 | 94 | 124 | 96.9% | 0.005 | 0.0008 | -0.015 | 0.002 | 0.000 |
| 175.00 | 0.05 | 0.04 | 0.08 | -0.08 | 846 | 2,310 | 105.1% | 0.006 | 0.0010 | -0.022 | 0.003 | 0.000 |
| 177.50 | 0.06 | 0.01 | 0.10 | -0.04 | 31 | 107 | 107.4% | 0.006 | 0.0009 | -0.021 | 0.003 | 0.000 |
| 180.00 | 0.03 | 0.03 | 0.04 | -0.05 | 122 | 1,474 | 105.5% | 0.004 | 0.0006 | -0.014 | 0.002 | 0.000 |
| 182.50 | 0.05 | 0.00 | 0.09 | -0.05 | 9 | 21 | 111.3% | 0.004 | 0.0007 | -0.017 | 0.002 | 0.000 |
| 185.00 | 0.03 | 0.02 | 0.05 | -0.03 | 520 | 1,076 | 111.3% | 0.003 | 0.0006 | -0.014 | 0.002 | 0.000 |
| 190.00 | 0.02 | 0.00 | 0.02 | -0.02 | 355 | 486 | 103.1% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 195.00 | 0.04 | 0.00 | 0.06 | 0.00 | 40 | 351 | 121.1% | 0.003 | 0.0004 | -0.012 | 0.001 | 0.000 |
| 200.00 | 0.01 | 0.00 | 0.03 | 0.00 | 619 | 909 | 118.8% | 0.001 | 0.0002 | -0.006 | 0.001 | 0.000 |
| 205.00 | 0.02 | 0.00 | 0.02 | -0.04 | 2 | 16 | 118.8% | 0.001 | 0.0001 | -0.004 | 0.000 | 0.000 |
| 210.00 | 0.01 | 0.00 | 0.02 | 0.00 | 469 | 254 | 125.0% | 0.001 | 0.0001 | -0.005 | 0.001 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 60.00 | 0.01 | 0.00 | 0.01 | 0.00 | 334 | 2,049 | 150.0% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 65.00 | 0.02 | 0.01 | 0.05 | 0.01 | 2,379 | 1,814 | 159.4% | -0.002 | 0.0002 | -0.011 | 0.001 | -0.000 |
| 70.00 | 0.01 | 0.01 | 0.03 | -0.01 | 2,852 | 1,355 | 135.9% | -0.001 | 0.0002 | -0.008 | 0.001 | -0.000 |
| 75.00 | 0.05 | 0.05 | 0.06 | 0.02 | 36,411 | 1,827 | 134.4% | -0.004 | 0.0005 | -0.020 | 0.002 | -0.000 |
| 80.00 | 0.09 | 0.07 | 0.15 | 0.01 | 987 | 5,046 | 129.3% | -0.009 | 0.0011 | -0.036 | 0.004 | -0.000 |
| 85.00 | 0.19 | 0.14 | 0.20 | 0.07 | 2,163 | 6,477 | 119.9% | -0.015 | 0.0018 | -0.052 | 0.006 | -0.000 |
| 88.00 | 0.23 | 0.11 | 0.30 | 0.06 | 125 | 92 | 113.1% | -0.019 | 0.0024 | -0.061 | 0.008 | -0.000 |
| 89.00 | 0.23 | 0.16 | 0.37 | 0.07 | 255 | 113 | 114.6% | -0.024 | 0.0029 | -0.076 | 0.009 | -0.001 |
| 90.00 | 0.32 | 0.28 | 0.29 | 0.17 | 3,996 | 3,960 | 112.7% | -0.026 | 0.0032 | -0.080 | 0.010 | -0.001 |
| 92.00 | 0.42 | 0.25 | 0.46 | 0.23 | 680 | 232 | 110.2% | -0.033 | 0.0040 | -0.095 | 0.012 | -0.001 |
| 93.00 | 0.51 | 0.28 | 0.50 | 0.30 | 53 | 300 | 108.5% | -0.036 | 0.0044 | -0.102 | 0.013 | -0.001 |
| 94.00 | 0.45 | 0.31 | 0.51 | 0.18 | 29 | 305 | 106.0% | -0.039 | 0.0048 | -0.106 | 0.014 | -0.001 |
| 95.00 | 0.49 | 0.42 | 0.49 | 0.20 | 1,605 | 1,925 | 104.6% | -0.044 | 0.0053 | -0.114 | 0.015 | -0.001 |
| 96.00 | 0.62 | 0.46 | 0.62 | 0.31 | 352 | 170 | 104.9% | -0.051 | 0.0060 | -0.130 | 0.017 | -0.001 |
| 97.00 | 0.61 | 0.55 | 0.65 | 0.28 | 578 | 415 | 103.7% | -0.057 | 0.0066 | -0.141 | 0.019 | -0.001 |
| 98.00 | 0.72 | 0.58 | 0.72 | 0.36 | 147 | 713 | 101.9% | -0.063 | 0.0073 | -0.148 | 0.021 | -0.002 |
| 99.00 | 0.75 | 0.70 | 0.76 | 0.34 | 541 | 802 | 100.9% | -0.070 | 0.0080 | -0.161 | 0.022 | -0.002 |
| 100.00 | 0.83 | 0.78 | 0.85 | 0.38 | 3,296 | 3,859 | 99.9% | -0.079 | 0.0088 | -0.173 | 0.024 | -0.002 |
| 101.00 | 0.97 | 0.88 | 0.98 | 0.46 | 549 | 654 | 99.6% | -0.089 | 0.0097 | -0.190 | 0.027 | -0.002 |
| 102.00 | 1.05 | 0.94 | 1.10 | 0.51 | 215 | 327 | 98.1% | -0.098 | 0.0106 | -0.201 | 0.029 | -0.002 |
| 103.00 | 1.13 | 1.03 | 1.18 | 0.55 | 567 | 676 | 96.3% | -0.107 | 0.0115 | -0.210 | 0.031 | -0.003 |
| 104.00 | 1.30 | 1.21 | 1.29 | 0.67 | 470 | 1,204 | 95.8% | -0.120 | 0.0126 | -0.227 | 0.033 | -0.003 |
| 105.00 | 1.45 | 1.37 | 1.45 | 0.69 | 3,266 | 2,465 | 95.5% | -0.135 | 0.0136 | -0.244 | 0.036 | -0.003 |
| 106.00 | 1.60 | 1.52 | 1.60 | 0.76 | 481 | 379 | 94.4% | -0.149 | 0.0147 | -0.258 | 0.039 | -0.004 |
| 107.00 | 1.90 | 1.69 | 1.85 | 0.95 | 945 | 616 | 94.4% | -0.166 | 0.0158 | -0.277 | 0.042 | -0.004 |
| 108.00 | 2.04 | 1.90 | 2.05 | 0.98 | 1,192 | 1,847 | 93.9% | -0.183 | 0.0169 | -0.294 | 0.044 | -0.005 |
| 109.00 | 2.20 | 2.10 | 2.27 | 1.00 | 399 | 757 | 93.2% | -0.201 | 0.0181 | -0.308 | 0.047 | -0.005 |
| 110.00 | 2.42 | 2.30 | 2.45 | 1.10 | 2,995 | 2,779 | 91.7% | -0.218 | 0.0193 | -0.318 | 0.049 | -0.005 |
| 111.00 | 3.00 | 2.53 | 2.78 | 1.56 | 461 | 510 | 91.6% | -0.240 | 0.0203 | -0.335 | 0.052 | -0.006 |
| 112.00 | 2.96 | 2.83 | 3.05 | 1.35 | 424 | 1,475 | 91.2% | -0.261 | 0.0214 | -0.349 | 0.054 | -0.007 |
| 113.00 | 3.40 | 3.10 | 3.40 | 1.65 | 510 | 651 | 90.8% | -0.284 | 0.0224 | -0.362 | 0.057 | -0.007 |
| 114.00 | 3.80 | 3.45 | 3.70 | 1.79 | 671 | 219 | 90.3% | -0.308 | 0.0234 | -0.373 | 0.059 | -0.008 |
| 115.00 | 3.92 | 3.80 | 4.05 | 1.71 | 3,623 | 3,699 | 89.8% | -0.332 | 0.0242 | -0.383 | 0.061 | -0.008 |
| 116.00 | 4.61 | 4.15 | 4.45 | 2.19 | 778 | 494 | 89.4% | -0.357 | 0.0250 | -0.392 | 0.062 | -0.009 |
| 117.00 | 5.20 | 4.55 | 4.85 | 2.50 | 1,072 | 551 | 89.0% | -0.383 | 0.0257 | -0.398 | 0.064 | -0.010 |
| 118.00 | 5.27 | 5.00 | 5.25 | 2.27 | 2,460 | 827 | 88.6% | -0.410 | 0.0263 | -0.403 | 0.065 | -0.010 |
| 119.00 | 5.75 | 5.45 | 5.75 | 2.45 | 1,601 | 647 | 88.5% | -0.436 | 0.0267 | -0.408 | 0.066 | -0.011 |
| 120.00 | 6.17 | 5.90 | 6.20 | 2.62 | 5,807 | 3,374 | 87.7% | -0.464 | 0.0272 | -0.408 | 0.066 | -0.012 |
| 121.00 | 6.79 | 6.40 | 6.75 | 2.94 | 878 | 1,385 | 87.7% | -0.491 | 0.0273 | -0.409 | 0.066 | -0.013 |
| 122.00 | 7.81 | 6.95 | 7.30 | 3.55 | 738 | 376 | 87.6% | -0.518 | 0.0273 | -0.407 | 0.066 | -0.013 |
| 123.00 | 8.40 | 7.50 | 7.85 | 3.70 | 1,236 | 528 | 87.2% | -0.545 | 0.0273 | -0.403 | 0.066 | -0.014 |
| 124.00 | 8.50 | 8.10 | 8.45 | 3.30 | 730 | 504 | 87.1% | -0.572 | 0.0270 | -0.398 | 0.065 | -0.015 |
| 125.00 | 8.72 | 8.70 | 9.05 | 3.22 | 3,896 | 2,374 | 86.7% | -0.598 | 0.0268 | -0.390 | 0.064 | -0.015 |
| 126.00 | 10.33 | 9.35 | 9.70 | 4.47 | 648 | 354 | 86.7% | -0.624 | 0.0263 | -0.382 | 0.063 | -0.016 |
| 127.00 | 10.70 | 10.00 | 10.40 | 4.15 | 611 | 422 | 86.7% | -0.648 | 0.0257 | -0.373 | 0.062 | -0.017 |
| 128.00 | 11.25 | 10.65 | 11.10 | 4.15 | 610 | 644 | 86.4% | -0.673 | 0.0251 | -0.360 | 0.060 | -0.018 |
| 129.00 | 11.62 | 11.40 | 11.80 | 4.22 | 352 | 690 | 86.5% | -0.696 | 0.0243 | -0.349 | 0.058 | -0.018 |
| 130.00 | 13.49 | 12.10 | 12.50 | 5.34 | 5,742 | 2,712 | 85.9% | -0.720 | 0.0235 | -0.333 | 0.056 | -0.019 |
| 131.00 | 14.16 | 12.75 | 13.40 | 5.84 | 153 | 304 | 86.2% | -0.740 | 0.0226 | -0.321 | 0.054 | -0.020 |
| 132.00 | 14.15 | 13.35 | 14.15 | 4.65 | 132 | 396 | 84.4% | -0.766 | 0.0218 | -0.296 | 0.051 | -0.020 |
| 133.00 | 15.00 | 14.45 | 14.85 | 4.90 | 471 | 1,230 | 86.3% | -0.779 | 0.0206 | -0.292 | 0.049 | -0.021 |
| 134.00 | 16.33 | 15.25 | 15.70 | 5.86 | 268 | 332 | 86.6% | -0.797 | 0.0196 | -0.278 | 0.047 | -0.021 |
| 135.00 | 16.65 | 16.05 | 16.50 | 5.21 | 595 | 2,713 | 86.1% | -0.815 | 0.0186 | -0.260 | 0.044 | -0.022 |
| 136.00 | 18.31 | 16.90 | 17.35 | 6.24 | 223 | 387 | 86.3% | -0.831 | 0.0176 | -0.246 | 0.042 | -0.022 |
| 137.00 | 19.20 | 17.65 | 18.30 | 6.41 | 99 | 495 | 86.2% | -0.846 | 0.0165 | -0.230 | 0.040 | -0.023 |
| 138.00 | 19.24 | 18.60 | 19.10 | 5.64 | 221 | 308 | 86.4% | -0.859 | 0.0155 | -0.216 | 0.037 | -0.023 |
| 139.00 | 21.64 | 19.45 | 20.05 | 7.59 | 106 | 201 | 87.0% | -0.870 | 0.0146 | -0.204 | 0.035 | -0.024 |
| 140.00 | 21.94 | 20.35 | 20.85 | 7.06 | 148 | 936 | 86.0% | -0.885 | 0.0135 | -0.183 | 0.032 | -0.024 |
| 141.00 | 22.78 | 21.25 | 21.75 | 8.52 | 38 | 896 | 86.0% | -0.897 | 0.0125 | -0.169 | 0.030 | -0.025 |
| 142.00 | 23.57 | 21.85 | 23.45 | 7.57 | 3 | 340 | 92.9% | -0.888 | 0.0123 | -0.195 | 0.032 | -0.025 |
| 143.00 | 24.98 | 22.70 | 24.30 | 9.08 | 5 | 18 | 91.4% | -0.902 | 0.0114 | -0.173 | 0.029 | -0.025 |
| 144.00 | 18.35 | 23.30 | 25.40 | 0.00 | 8 | 9 | 89.3% | -0.917 | 0.0103 | -0.147 | 0.026 | -0.026 |
| 145.00 | 26.59 | 24.85 | 26.30 | 8.56 | 10 | 245 | 98.7% | -0.901 | 0.0106 | -0.189 | 0.029 | -0.026 |
| 146.00 | 14.70 | 25.45 | 27.30 | 0.00 | 1 | 14 | 95.1% | -0.919 | 0.0095 | -0.154 | 0.025 | -0.026 |
| 147.00 | 27.10 | 26.75 | 28.25 | 8.10 | 2 | 6 | 101.5% | -0.911 | 0.0095 | -0.179 | 0.027 | -0.026 |
| 148.00 | 29.45 | 27.75 | 29.15 | 16.83 | 150 | 6 | 102.4% | -0.916 | 0.0090 | -0.171 | 0.026 | -0.027 |
| 149.00 | 12.53 | 28.55 | 29.95 | 0.00 | 26 | 159 | 97.8% | -0.934 | 0.0079 | -0.134 | 0.021 | -0.027 |
| 150.00 | 32.33 | 29.30 | 30.65 | 9.43 | 31 | 445 | 87.9% | -0.959 | 0.0060 | -0.074 | 0.015 | -0.028 |
| 155.00 | 32.00 | 34.15 | 35.95 | 9.70 | 11 | 35 | 102.1% | -0.957 | 0.0054 | -0.094 | 0.015 | -0.029 |
| 160.00 | 40.00 | 39.05 | 40.70 | 7.05 | 3 | 75 | 101.0% | -0.975 | 0.0035 | -0.052 | 0.010 | -0.030 |
| 165.00 | 44.93 | 44.25 | 45.60 | 13.97 | 6 | 8 | 113.5% | -0.973 | 0.0033 | -0.066 | 0.010 | -0.031 |
| 170.00 | 30.71 | 49.00 | 50.60 | 0.00 | 57 | 51 | 110.9% | -0.985 | 0.0021 | -0.031 | 0.006 | -0.032 |
| 175.00 | 33.85 | 54.05 | 56.05 | 0.00 | 15 | 0 | 138.8% | -0.968 | 0.0031 | -0.099 | 0.012 | -0.033 |
| 180.00 | 39.00 | 59.15 | 61.05 | 0.00 | 8 | 0 | 150.0% | -0.966 | 0.0030 | -0.113 | 0.012 | -0.034 |
| 195.00 | 59.72 | 73.35 | 76.25 | 0.00 | 0 | 0 | 146.5% | -0.989 | 0.0012 | -0.030 | 0.005 | -0.037 |
| 200.00 | 64.60 | 78.80 | 80.60 | 0.00 | 0 | 0 | 133.6% | -0.996 | 0.0005 | 0.004 | 0.002 | -0.038 |
| 205.00 | 69.56 | 83.65 | 85.60 | 0.00 | 0 | 0 | 214.3% | -0.950 | 0.0029 | -0.240 | 0.017 | -0.038 |
| 210.00 | 79.93 | 88.80 | 90.60 | 0.00 | 2 | 0 | 144.9% | -0.996 | 0.0005 | 0.005 | 0.002 | -0.040 |
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.