LLY
Eli Lilly and CompanyClose $1142.85EOD onlyThis page reflects LLY 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 795.00 | 349.99 | 344.25 | 360.00 | 0.00 | 2 | 1 | 148.3% | 0.969 | 0.0003 | -1.246 | 0.109 | 0.145 |
| 800.00 | 369.73 | 339.55 | 355.70 | 0.00 | 0 | 1 | 149.5% | 0.966 | 0.0003 | -1.354 | 0.118 | 0.145 |
| 880.00 | 297.00 | 257.25 | 274.80 | 0.00 | 0 | 0 | 106.3% | 0.968 | 0.0004 | -0.959 | 0.113 | 0.161 |
| 900.00 | 268.85 | 238.10 | 256.00 | 0.00 | 0 | 1 | 104.8% | 0.958 | 0.0005 | -1.168 | 0.143 | 0.163 |
| 920.00 | 217.72 | 219.25 | 232.90 | 0.00 | 0 | 10 | 91.6% | 0.963 | 0.0006 | -0.949 | 0.129 | 0.168 |
| 930.00 | 196.70 | 209.70 | 222.90 | 0.00 | 0 | 1 | 89.1% | 0.959 | 0.0006 | -0.990 | 0.139 | 0.169 |
| 950.00 | 229.40 | 189.35 | 202.95 | 0.00 | 0 | 10 | 80.8% | 0.957 | 0.0007 | -0.945 | 0.145 | 0.172 |
| 980.00 | 187.45 | 159.60 | 173.00 | 0.00 | 0 | 1 | 70.5% | 0.949 | 0.0009 | -0.950 | 0.167 | 0.176 |
| 995.00 | 183.35 | 143.80 | 158.00 | 0.00 | 2 | 1 | 63.2% | 0.949 | 0.0010 | -0.856 | 0.165 | 0.179 |
| 1000.00 | 201.42 | 141.35 | 153.05 | 0.00 | 1 | 3 | 66.9% | 0.933 | 0.0012 | -1.094 | 0.206 | 0.176 |
| 1010.00 | 128.49 | 128.85 | 143.05 | 0.00 | 2 | 1 | 58.0% | 0.944 | 0.0012 | -0.851 | 0.179 | 0.181 |
| 1015.00 | 164.45 | 124.65 | 138.10 | 0.00 | 2 | 3 | 58.0% | 0.937 | 0.0014 | -0.924 | 0.196 | 0.180 |
| 1020.00 | 159.60 | 120.00 | 133.15 | 0.00 | 2 | 6 | 56.9% | 0.932 | 0.0015 | -0.953 | 0.207 | 0.180 |
| 1025.00 | 154.55 | 115.05 | 128.15 | 0.00 | 2 | 2 | 55.2% | 0.930 | 0.0015 | -0.950 | 0.213 | 0.180 |
| 1030.00 | 140.65 | 109.00 | 123.20 | 0.00 | 2 | 3 | 51.4% | 0.934 | 0.0016 | -0.854 | 0.202 | 0.183 |
| 1035.00 | 136.00 | 106.55 | 118.25 | 0.00 | 2 | 13 | 54.2% | 0.915 | 0.0018 | -1.067 | 0.247 | 0.179 |
| 1040.00 | 130.80 | 101.40 | 113.35 | 0.00 | 6 | 14 | 52.2% | 0.912 | 0.0019 | -1.053 | 0.253 | 0.179 |
| 1045.00 | 126.00 | 95.45 | 108.40 | 0.00 | 6 | 10 | 66.3% | 0.848 | 0.0022 | -1.863 | 0.372 | 0.165 |
| 1050.00 | 95.00 | 91.85 | 100.55 | -2.05 | 58 | 23 | 57.2% | 0.869 | 0.0024 | -1.481 | 0.337 | 0.171 |
| 1055.00 | 134.75 | 85.50 | 98.65 | 0.00 | 2 | 5 | 62.3% | 0.836 | 0.0025 | -1.841 | 0.391 | 0.165 |
| 1060.00 | 112.40 | 82.00 | 93.80 | 0.00 | 2 | 3 | 60.3% | 0.830 | 0.0027 | -1.829 | 0.401 | 0.164 |
| 1065.00 | 121.70 | 73.85 | 88.95 | 0.00 | 2 | 6 | 58.3% | 0.822 | 0.0028 | -1.816 | 0.412 | 0.163 |
| 1070.00 | 78.97 | 72.35 | 86.00 | 0.92 | 1 | 4 | 60.2% | 0.800 | 0.0029 | -2.001 | 0.443 | 0.159 |
| 1075.00 | 75.05 | 67.60 | 79.45 | 0.00 | 2 | 3 | 54.6% | 0.805 | 0.0032 | -1.803 | 0.437 | 0.161 |
| 1080.00 | 67.70 | 61.55 | 74.80 | -2.74 | 6 | 14 | 52.9% | 0.794 | 0.0034 | -1.801 | 0.451 | 0.160 |
| 1085.00 | 64.03 | 58.75 | 70.75 | -2.07 | 7 | 17 | 52.2% | 0.778 | 0.0036 | -1.854 | 0.471 | 0.157 |
| 1090.00 | 58.55 | 54.15 | 66.15 | -9.70 | 4 | 15 | 50.5% | 0.766 | 0.0038 | -1.846 | 0.486 | 0.155 |
| 1095.00 | 53.00 | 50.15 | 60.90 | -37.80 | 1 | 5 | 47.4% | 0.757 | 0.0042 | -1.773 | 0.495 | 0.154 |
| 1100.00 | 52.58 | 47.00 | 55.35 | 4.08 | 5 | 17 | 43.8% | 0.750 | 0.0046 | -1.671 | 0.503 | 0.154 |
| 1105.00 | 46.68 | 41.70 | 51.20 | -2.62 | 2 | 7 | 42.7% | 0.730 | 0.0049 | -1.689 | 0.523 | 0.150 |
| 1110.00 | 40.05 | 37.25 | 52.00 | -39.12 | 2 | 28 | 49.6% | 0.681 | 0.0045 | -2.089 | 0.565 | 0.140 |
| 1115.00 | 38.00 | 33.55 | 44.95 | -40.35 | 4 | 6 | 43.4% | 0.675 | 0.0052 | -1.850 | 0.569 | 0.140 |
| 1120.00 | 30.77 | 30.30 | 41.50 | -39.98 | 16 | 24 | 42.9% | 0.649 | 0.0055 | -1.878 | 0.587 | 0.135 |
| 1125.00 | 37.11 | 27.30 | 38.90 | 2.06 | 4 | 32 | 43.5% | 0.620 | 0.0055 | -1.950 | 0.603 | 0.129 |
| 1130.00 | 28.10 | 24.55 | 33.95 | -8.99 | 10 | 8 | 40.3% | 0.597 | 0.0061 | -1.840 | 0.613 | 0.125 |
| 1135.00 | 25.07 | 20.20 | 28.95 | -3.58 | 27 | 30 | 36.9% | 0.570 | 0.0067 | -1.712 | 0.622 | 0.120 |
| 1137.50 | 22.75 | 19.95 | 31.40 | -31.25 | 11 | 9 | 42.5% | 0.549 | 0.0059 | -1.975 | 0.627 | 0.115 |
| 1140.00 | 22.37 | 18.35 | 24.10 | -7.63 | 49 | 22 | 33.6% | 0.538 | 0.0075 | -1.578 | 0.629 | 0.113 |
| 1142.50 | 21.33 | 16.85 | 24.85 | -4.67 | 10 | 15 | 36.6% | 0.519 | 0.0069 | -1.714 | 0.631 | 0.109 |
| 1145.00 | 19.25 | 14.95 | 19.25 | -6.25 | 93 | 50 | 30.1% | 0.498 | 0.0084 | -1.420 | 0.631 | 0.106 |
| 1150.00 | 16.95 | 15.00 | 17.60 | -8.30 | 117 | 85 | 31.0% | 0.458 | 0.0081 | -1.450 | 0.628 | 0.097 |
| 1155.00 | 15.25 | 13.00 | 16.40 | -6.05 | 54 | 76 | 32.3% | 0.423 | 0.0076 | -1.486 | 0.619 | 0.090 |
| 1157.50 | 14.34 | 10.10 | 18.60 | -3.96 | 23 | 6 | 37.2% | 0.419 | 0.0066 | -1.696 | 0.618 | 0.088 |
| 1160.00 | 12.50 | 10.35 | 15.25 | -6.00 | 65 | 55 | 33.5% | 0.390 | 0.0072 | -1.505 | 0.607 | 0.083 |
| 1162.50 | 11.92 | 8.60 | 16.95 | -2.18 | 35 | 8 | 37.6% | 0.388 | 0.0064 | -1.678 | 0.606 | 0.082 |
| 1165.00 | 10.05 | 7.30 | 15.05 | -4.92 | 115 | 43 | 36.0% | 0.366 | 0.0066 | -1.580 | 0.595 | 0.077 |
| 1170.00 | 9.00 | 7.00 | 11.50 | -5.00 | 38 | 48 | 33.0% | 0.318 | 0.0068 | -1.371 | 0.565 | 0.068 |
| 1175.00 | 7.50 | 6.10 | 12.90 | -1.43 | 35 | 66 | 37.8% | 0.313 | 0.0059 | -1.553 | 0.560 | 0.066 |
| 1180.00 | 6.15 | 3.35 | 10.50 | -4.85 | 64 | 101 | 36.1% | 0.275 | 0.0058 | -1.398 | 0.528 | 0.058 |
| 1185.00 | 4.91 | 2.95 | 5.70 | -6.64 | 52 | 55 | 29.3% | 0.197 | 0.0060 | -0.945 | 0.439 | 0.042 |
| 1190.00 | 4.47 | 3.90 | 5.00 | -2.29 | 98 | 73 | 29.8% | 0.174 | 0.0054 | -0.886 | 0.406 | 0.037 |
| 1195.00 | 3.60 | 2.72 | 4.55 | -4.15 | 43 | 75 | 30.6% | 0.156 | 0.0049 | -0.849 | 0.379 | 0.033 |
| 1200.00 | 2.95 | 2.31 | 3.35 | -2.53 | 326 | 189 | 29.4% | 0.123 | 0.0044 | -0.694 | 0.323 | 0.027 |
| 1205.00 | 2.00 | 1.83 | 2.67 | -1.35 | 80 | 64 | 29.1% | 0.101 | 0.0039 | -0.597 | 0.281 | 0.022 |
| 1210.00 | 1.99 | 1.43 | 1.89 | -1.51 | 112 | 85 | 28.0% | 0.076 | 0.0032 | -0.465 | 0.227 | 0.016 |
| 1215.00 | 1.60 | 0.67 | 2.34 | -1.62 | 83 | 313 | 31.2% | 0.084 | 0.0031 | -0.556 | 0.245 | 0.018 |
| 1220.00 | 1.35 | 1.10 | 1.49 | -1.50 | 210 | 181 | 29.3% | 0.059 | 0.0025 | -0.395 | 0.185 | 0.013 |
| 1225.00 | 1.10 | 0.90 | 1.23 | -1.07 | 169 | 74 | 29.5% | 0.049 | 0.0022 | -0.342 | 0.159 | 0.010 |
| 1230.00 | 0.85 | 0.59 | 1.17 | -1.05 | 320 | 458 | 30.5% | 0.045 | 0.0020 | -0.331 | 0.149 | 0.010 |
| 1235.00 | 0.58 | 0.41 | 0.78 | -0.20 | 32 | 31 | 29.4% | 0.031 | 0.0015 | -0.239 | 0.112 | 0.007 |
| 1240.00 | 0.55 | 0.35 | 0.75 | -0.85 | 25 | 39 | 30.5% | 0.029 | 0.0014 | -0.233 | 0.105 | 0.006 |
| 1245.00 | 0.42 | 0.05 | 0.51 | -0.67 | 17 | 101 | 29.7% | 0.021 | 0.0011 | -0.169 | 0.078 | 0.004 |
| 1250.00 | 0.40 | 0.31 | 0.59 | -0.60 | 258 | 312 | 31.6% | 0.022 | 0.0011 | -0.192 | 0.084 | 0.005 |
| 1255.00 | 0.29 | 0.10 | 0.44 | -0.40 | 97 | 45 | 31.2% | 0.017 | 0.0008 | -0.150 | 0.066 | 0.004 |
| 1260.00 | 0.25 | 0.05 | 0.38 | -0.31 | 89 | 208 | 31.6% | 0.014 | 0.0007 | -0.133 | 0.058 | 0.003 |
| 1265.00 | 0.41 | 0.00 | 1.43 | -0.12 | 2 | 50 | 41.0% | 0.041 | 0.0013 | -0.410 | 0.138 | 0.009 |
| 1270.00 | 0.23 | 0.12 | 0.52 | -0.20 | 2 | 40 | 35.4% | 0.017 | 0.0008 | -0.175 | 0.068 | 0.004 |
| 1275.00 | 0.21 | 0.00 | 0.46 | -0.22 | 44 | 47 | 35.8% | 0.015 | 0.0007 | -0.158 | 0.061 | 0.003 |
| 1280.00 | 0.15 | 0.05 | 0.32 | -0.24 | 46 | 65 | 35.0% | 0.011 | 0.0005 | -0.115 | 0.045 | 0.002 |
| 1285.00 | 0.29 | 0.00 | 3.60 | 0.00 | 9 | 81 | 56.1% | 0.072 | 0.0015 | -0.882 | 0.218 | 0.015 |
| 1290.00 | 0.10 | 0.00 | 0.35 | -1.66 | 10 | 48 | 37.5% | 0.011 | 0.0005 | -0.125 | 0.046 | 0.002 |
| 1295.00 | 0.10 | 0.00 | 0.43 | -1.23 | 6 | 18 | 39.7% | 0.013 | 0.0005 | -0.150 | 0.052 | 0.003 |
| 1300.00 | 0.08 | 0.05 | 0.19 | -0.12 | 94 | 161 | 36.6% | 0.006 | 0.0003 | -0.073 | 0.028 | 0.001 |
| 1305.00 | 0.61 | 0.00 | 3.85 | 0.00 | 16 | 129 | 53.8% | 0.041 | 0.0010 | -0.545 | 0.140 | 0.009 |
| 1310.00 | 0.09 | 0.00 | 0.53 | -0.59 | 2 | 34 | 44.1% | 0.014 | 0.0005 | -0.182 | 0.057 | 0.003 |
| 1315.00 | 1.28 | 0.00 | 5.10 | 0.00 | 2 | 199 | 59.5% | 0.049 | 0.0011 | -0.692 | 0.161 | 0.010 |
| 1320.00 | 0.36 | 0.00 | 3.00 | 0.00 | 547 | 145 | 54.7% | 0.032 | 0.0008 | -0.448 | 0.114 | 0.007 |
| 1325.00 | 2.05 | 0.00 | 5.80 | 0.00 | 194 | 85 | 63.7% | 0.052 | 0.0011 | -0.776 | 0.169 | 0.011 |
| 1330.00 | 0.25 | 0.00 | 5.10 | 0.00 | 8 | 6 | 63.2% | 0.047 | 0.0010 | -0.701 | 0.154 | 0.010 |
| 1335.00 | 1.36 | 0.00 | 5.10 | 0.00 | 2 | 11 | 64.4% | 0.046 | 0.0009 | -0.705 | 0.152 | 0.010 |
| 1340.00 | 0.05 | 0.00 | 0.10 | -0.20 | 1 | 79 | 40.9% | 0.003 | 0.0001 | -0.041 | 0.014 | 0.001 |
| 1345.00 | 1.19 | 0.00 | 5.10 | 0.00 | 8 | 5 | 66.8% | 0.044 | 0.0009 | -0.710 | 0.148 | 0.009 |
| 1360.00 | 0.11 | 0.00 | 2.97 | 0.00 | 1 | 223 | 63.6% | 0.027 | 0.0006 | -0.456 | 0.100 | 0.006 |
| 1380.00 | 0.03 | 0.00 | 0.03 | -0.03 | 58 | 54 | 42.4% | 0.001 | 0.0000 | -0.013 | 0.004 | 0.000 |
| 1400.00 | 0.20 | 0.00 | 10.00 | 0.00 | 2 | 16 | 91.4% | 0.062 | 0.0008 | -1.278 | 0.195 | 0.013 |
| 1420.00 | 0.14 | 0.00 | 0.14 | 0.00 | 7 | 16 | 52.1% | 0.002 | 0.0001 | -0.029 | 0.008 | 0.000 |
| 1460.00 | 0.27 | 0.00 | 0.27 | 0.00 | 2 | 6 | 61.8% | 0.002 | 0.0001 | -0.054 | 0.012 | 0.001 |
| 1480.00 | 0.08 | 0.01 | 4.90 | -0.02 | 1 | 6 | 95.6% | 0.030 | 0.0004 | -0.741 | 0.108 | 0.006 |
| 1500.00 | 0.11 | 0.00 | 10.05 | 0.00 | 16 | 7 | 114.2% | 0.051 | 0.0006 | -1.358 | 0.166 | 0.010 |
| 1520.00 | 0.14 | 0.00 | 10.05 | 0.00 | 1 | 1 | 118.4% | 0.049 | 0.0005 | -1.370 | 0.161 | 0.010 |
| 1540.00 | 0.19 | 0.00 | 10.05 | 0.00 | 12 | 16 | 122.5% | 0.048 | 0.0005 | -1.382 | 0.157 | 0.010 |
| 1560.00 | 0.26 | 0.00 | 10.05 | 0.00 | 12 | 32 | 126.6% | 0.046 | 0.0005 | -1.393 | 0.153 | 0.009 |
| 1580.00 | 0.03 | 0.00 | 0.01 | 0.00 | 2 | 490 | 60.9% | 0.000 | 0.0000 | -0.002 | 0.000 | 0.000 |
| 1600.00 | 0.03 | 0.00 | 4.90 | 0.00 | 2 | 302 | 118.1% | 0.024 | 0.0003 | -0.769 | 0.091 | 0.005 |
| 1620.00 | 1.53 | 0.00 | 0.04 | 0.00 | 4 | 811 | 71.9% | 0.000 | 0.0000 | -0.009 | 0.002 | 0.000 |
| 1640.00 | 0.03 | 0.00 | 0.12 | 0.00 | 2 | 67 | 81.1% | 0.001 | 0.0000 | -0.025 | 0.004 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 610.00 | 0.01 | 0.00 | 0.10 | 0.00 | 8 | 86 | 137.9% | -0.000 | 0.0000 | -0.020 | 0.002 | -0.000 |
| 620.00 | 0.01 | 0.00 | 0.01 | 0.00 | 47 | 62 | 112.5% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 630.00 | 0.04 | 0.00 | 0.05 | 0.00 | 2 | 15 | 124.2% | -0.000 | 0.0000 | -0.010 | 0.001 | -0.000 |
| 640.00 | 0.08 | 0.00 | 17.05 | 0.00 | 1 | 89 | 254.5% | -0.034 | 0.0002 | -2.171 | 0.120 | -0.009 |
| 650.00 | 0.01 | 0.00 | 0.17 | -0.09 | 134 | 95 | 130.7% | -0.001 | 0.0000 | -0.034 | 0.004 | -0.000 |
| 660.00 | 0.05 | 0.00 | 0.18 | 0.00 | 97 | 175 | 128.1% | -0.001 | 0.0000 | -0.036 | 0.004 | -0.000 |
| 670.00 | 0.02 | 0.00 | 17.05 | 0.00 | 46 | 177 | 237.4% | -0.037 | 0.0002 | -2.147 | 0.127 | -0.009 |
| 680.00 | 0.04 | 0.00 | 0.65 | 0.00 | 97 | 96 | 138.5% | -0.002 | 0.0000 | -0.121 | 0.012 | -0.001 |
| 690.00 | 0.06 | 0.00 | 0.23 | 0.00 | 486 | 147 | 121.1% | -0.001 | 0.0000 | -0.045 | 0.005 | -0.000 |
| 700.00 | 0.03 | 0.00 | 0.05 | 0.00 | 35 | 76 | 103.1% | -0.000 | 0.0000 | -0.010 | 0.001 | -0.000 |
| 710.00 | 0.04 | 0.00 | 10.20 | 0.00 | 0 | 2 | 193.2% | -0.028 | 0.0002 | -1.386 | 0.101 | -0.007 |
| 760.00 | 0.05 | 0.00 | 10.05 | 0.00 | 19 | 19 | 169.1% | -0.031 | 0.0003 | -1.341 | 0.111 | -0.008 |
| 770.00 | 0.09 | 0.00 | 10.05 | 0.00 | 3 | 29 | 164.5% | -0.032 | 0.0003 | -1.334 | 0.114 | -0.008 |
| 780.00 | 0.07 | 0.00 | 10.05 | 0.00 | 1 | 7 | 160.0% | -0.033 | 0.0003 | -1.328 | 0.117 | -0.008 |
| 785.00 | 0.05 | 0.00 | 2.57 | 0.00 | 79 | 82 | 123.8% | -0.011 | 0.0002 | -0.412 | 0.047 | -0.003 |
| 790.00 | 0.07 | 0.00 | 10.05 | 0.00 | 4 | 41 | 155.6% | -0.034 | 0.0003 | -1.321 | 0.119 | -0.008 |
| 795.00 | 0.10 | 0.00 | 10.05 | 0.00 | 2 | 62 | 153.4% | -0.034 | 0.0003 | -1.318 | 0.121 | -0.008 |
| 800.00 | 0.01 | 0.00 | 10.05 | 0.00 | 80 | 77 | 151.2% | -0.035 | 0.0003 | -1.314 | 0.122 | -0.008 |
| 805.00 | 0.05 | 0.00 | 10.05 | 0.00 | 6 | 80 | 149.0% | -0.035 | 0.0003 | -1.311 | 0.124 | -0.008 |
| 810.00 | 0.09 | 0.00 | 4.90 | 0.00 | 4 | 193 | 127.7% | -0.021 | 0.0002 | -0.715 | 0.079 | -0.005 |
| 815.00 | 0.04 | 0.00 | 10.05 | 0.00 | 11 | 137 | 144.6% | -0.037 | 0.0003 | -1.304 | 0.127 | -0.009 |
| 820.00 | 0.12 | 0.00 | 10.05 | 0.00 | 2 | 32 | 142.5% | -0.037 | 0.0004 | -1.300 | 0.128 | -0.009 |
| 825.00 | 0.05 | 0.00 | 10.05 | 0.00 | 4 | 47 | 140.3% | -0.038 | 0.0004 | -1.296 | 0.130 | -0.009 |
| 830.00 | 0.01 | 0.00 | 10.05 | 0.00 | 7 | 60 | 138.2% | -0.038 | 0.0004 | -1.292 | 0.131 | -0.009 |
| 835.00 | 0.01 | 0.00 | 0.19 | 0.00 | 11 | 73 | 76.8% | -0.001 | 0.0000 | -0.037 | 0.007 | -0.000 |
| 840.00 | 0.05 | 0.00 | 10.05 | 0.00 | 16 | 128 | 133.9% | -0.039 | 0.0004 | -1.284 | 0.135 | -0.009 |
| 845.00 | 0.11 | 0.00 | 10.05 | 0.00 | 10 | 34 | 131.8% | -0.040 | 0.0004 | -1.280 | 0.137 | -0.009 |
| 850.00 | 0.02 | 0.00 | 10.05 | 0.00 | 1 | 55 | 129.7% | -0.041 | 0.0004 | -1.276 | 0.138 | -0.010 |
| 855.00 | 0.06 | 0.00 | 10.05 | 0.00 | 3 | 111 | 127.6% | -0.041 | 0.0004 | -1.272 | 0.140 | -0.010 |
| 860.00 | 0.03 | 0.00 | 17.05 | 0.00 | 1 | 122 | 142.3% | -0.061 | 0.0005 | -1.937 | 0.191 | -0.015 |
| 865.00 | 0.10 | 0.00 | 17.05 | 0.00 | 4 | 125 | 140.1% | -0.062 | 0.0006 | -1.929 | 0.194 | -0.015 |
| 870.00 | 0.03 | 0.00 | 17.05 | 0.00 | 3 | 40 | 137.8% | -0.063 | 0.0006 | -1.922 | 0.196 | -0.015 |
| 875.00 | 0.03 | 0.00 | 0.05 | -0.07 | 340 | 8 | 58.6% | -0.000 | 0.0000 | -0.010 | 0.002 | -0.000 |
| 880.00 | 0.09 | 0.00 | 17.05 | 0.00 | 4 | 10 | 133.3% | -0.065 | 0.0006 | -1.906 | 0.201 | -0.016 |
| 885.00 | 0.07 | 0.00 | 17.05 | 0.00 | 3 | 94 | 131.1% | -0.066 | 0.0006 | -1.898 | 0.204 | -0.016 |
| 890.00 | 0.01 | 0.00 | 17.05 | 0.00 | 1 | 18 | 128.8% | -0.067 | 0.0006 | -1.889 | 0.206 | -0.016 |
| 895.00 | 0.08 | 0.00 | 10.00 | 0.00 | 30 | 16 | 111.0% | -0.047 | 0.0006 | -1.230 | 0.156 | -0.011 |
| 900.00 | 0.04 | 0.00 | 10.05 | 0.00 | 1 | 54 | 109.1% | -0.048 | 0.0006 | -1.230 | 0.159 | -0.011 |
| 905.00 | 0.07 | 0.00 | 10.20 | 0.00 | 2 | 42 | 107.5% | -0.050 | 0.0006 | -1.239 | 0.162 | -0.012 |
| 910.00 | 0.36 | 0.00 | 10.00 | 0.00 | 0 | 1 | 104.9% | -0.050 | 0.0006 | -1.214 | 0.163 | -0.012 |
| 915.00 | 0.10 | 0.00 | 10.00 | 0.00 | 2 | 32 | 102.9% | -0.051 | 0.0006 | -1.209 | 0.165 | -0.012 |
| 920.00 | 0.22 | 0.00 | 9.75 | 0.00 | 15 | 15 | 100.3% | -0.051 | 0.0007 | -1.179 | 0.165 | -0.012 |
| 925.00 | 0.11 | 0.00 | 5.35 | 0.00 | 6 | 13 | 86.3% | -0.033 | 0.0005 | -0.717 | 0.117 | -0.008 |
| 930.00 | 0.12 | 0.00 | 5.50 | 0.00 | 6 | 28 | 85.0% | -0.035 | 0.0006 | -0.731 | 0.121 | -0.008 |
| 935.00 | 0.20 | 0.00 | 5.50 | 0.00 | 17 | 23 | 83.2% | -0.035 | 0.0006 | -0.727 | 0.123 | -0.008 |
| 940.00 | 0.14 | 0.00 | 5.10 | 0.00 | 8 | 7 | 80.1% | -0.034 | 0.0006 | -0.680 | 0.120 | -0.008 |
| 945.00 | 0.15 | 0.00 | 5.15 | 0.00 | 14 | 18 | 78.5% | -0.035 | 0.0006 | -0.682 | 0.123 | -0.008 |
| 950.00 | 0.10 | 0.00 | 5.75 | 0.00 | 6 | 10 | 78.5% | -0.039 | 0.0007 | -0.744 | 0.134 | -0.009 |
| 955.00 | 0.07 | 0.00 | 5.65 | 0.00 | 2 | 6 | 76.4% | -0.039 | 0.0007 | -0.730 | 0.135 | -0.009 |
| 960.00 | 0.05 | 0.00 | 6.10 | 0.00 | 1 | 24 | 75.8% | -0.043 | 0.0008 | -0.773 | 0.144 | -0.010 |
| 965.00 | 0.25 | 0.00 | 8.00 | 0.00 | 16 | 10 | 78.7% | -0.053 | 0.0009 | -0.958 | 0.172 | -0.012 |
| 970.00 | 0.05 | 0.00 | 2.89 | 0.00 | 8 | 56 | 62.2% | -0.025 | 0.0006 | -0.409 | 0.093 | -0.006 |
| 975.00 | 0.03 | 0.00 | 3.45 | 0.00 | 2 | 8 | 62.6% | -0.030 | 0.0007 | -0.473 | 0.107 | -0.007 |
| 980.00 | 1.48 | 0.00 | 9.70 | 0.00 | 4 | 12 | 76.6% | -0.066 | 0.0011 | -1.097 | 0.202 | -0.015 |
| 985.00 | 1.57 | 0.00 | 4.90 | 0.00 | 4 | 6 | 63.7% | -0.041 | 0.0009 | -0.627 | 0.139 | -0.009 |
| 990.00 | 1.74 | 0.00 | 2.93 | 0.00 | 4 | 2 | 55.8% | -0.028 | 0.0007 | -0.405 | 0.102 | -0.006 |
| 995.00 | 0.42 | 0.00 | 0.28 | 0.38 | 1 | 21 | 41.7% | -0.007 | 0.0003 | -0.094 | 0.032 | -0.002 |
| 1000.00 | 0.09 | 0.00 | 0.10 | -0.08 | 44 | 84 | 35.5% | -0.003 | 0.0002 | -0.036 | 0.014 | -0.001 |
| 1005.00 | 0.11 | 0.05 | 0.20 | -0.07 | 7 | 65 | 37.3% | -0.006 | 0.0003 | -0.068 | 0.026 | -0.001 |
| 1010.00 | 0.20 | 0.00 | 0.57 | 0.00 | 12 | 44 | 41.8% | -0.015 | 0.0006 | -0.174 | 0.059 | -0.003 |
| 1015.00 | 0.22 | 0.00 | 4.90 | 0.00 | 8 | 8 | 53.2% | -0.049 | 0.0012 | -0.600 | 0.160 | -0.011 |
| 1020.00 | 0.63 | 0.00 | 0.94 | 0.00 | 1 | 376 | 42.4% | -0.024 | 0.0008 | -0.266 | 0.089 | -0.005 |
| 1025.00 | 0.17 | 0.00 | 0.56 | -0.15 | 151 | 28 | 37.4% | -0.016 | 0.0007 | -0.168 | 0.064 | -0.004 |
| 1030.00 | 0.25 | 0.00 | 1.43 | -0.15 | 161 | 407 | 42.7% | -0.036 | 0.0012 | -0.374 | 0.124 | -0.008 |
| 1035.00 | 0.22 | 0.00 | 0.58 | -0.11 | 5 | 11 | 34.8% | -0.018 | 0.0008 | -0.171 | 0.070 | -0.004 |
| 1040.00 | 0.43 | 0.00 | 0.50 | -0.03 | 19 | 16 | 32.5% | -0.016 | 0.0008 | -0.149 | 0.065 | -0.004 |
| 1045.00 | 0.40 | 0.00 | 0.68 | -1.37 | 17 | 31 | 32.8% | -0.022 | 0.0010 | -0.193 | 0.084 | -0.005 |
| 1050.00 | 0.31 | 0.40 | 0.51 | -0.39 | 58 | 71 | 29.8% | -0.018 | 0.0009 | -0.149 | 0.071 | -0.004 |
| 1055.00 | 0.72 | 0.17 | 0.95 | 0.00 | 19 | 36 | 31.8% | -0.032 | 0.0014 | -0.252 | 0.113 | -0.007 |
| 1060.00 | 0.71 | 0.57 | 1.06 | -0.32 | 43 | 68 | 31.0% | -0.036 | 0.0016 | -0.273 | 0.126 | -0.008 |
| 1065.00 | 0.76 | 0.80 | 1.34 | -0.38 | 16 | 120 | 30.9% | -0.045 | 0.0020 | -0.328 | 0.151 | -0.010 |
| 1070.00 | 1.19 | 0.75 | 1.40 | -0.22 | 96 | 98 | 29.6% | -0.049 | 0.0022 | -0.335 | 0.162 | -0.011 |
| 1075.00 | 1.12 | 0.95 | 1.50 | -0.65 | 67 | 89 | 28.4% | -0.055 | 0.0025 | -0.349 | 0.176 | -0.012 |
| 1080.00 | 1.79 | 1.30 | 2.53 | -0.81 | 65 | 149 | 30.5% | -0.084 | 0.0032 | -0.521 | 0.244 | -0.019 |
| 1085.00 | 2.10 | 1.59 | 2.23 | -0.20 | 130 | 92 | 27.7% | -0.082 | 0.0034 | -0.461 | 0.239 | -0.018 |
| 1090.00 | 2.10 | 2.04 | 3.45 | -0.59 | 96 | 104 | 29.5% | -0.115 | 0.0042 | -0.632 | 0.307 | -0.026 |
| 1095.00 | 3.14 | 2.53 | 4.35 | -0.36 | 148 | 366 | 29.8% | -0.141 | 0.0047 | -0.732 | 0.353 | -0.031 |
| 1100.00 | 3.55 | 3.00 | 4.45 | -0.98 | 241 | 250 | 27.9% | -0.152 | 0.0053 | -0.721 | 0.372 | -0.034 |
| 1105.00 | 4.04 | 3.30 | 5.30 | -1.81 | 75 | 57 | 27.6% | -0.179 | 0.0060 | -0.791 | 0.413 | -0.040 |
| 1110.00 | 5.43 | 4.05 | 6.55 | -0.62 | 245 | 136 | 27.8% | -0.213 | 0.0066 | -0.885 | 0.460 | -0.048 |
| 1115.00 | 6.05 | 5.20 | 8.10 | -0.35 | 84 | 154 | 28.3% | -0.251 | 0.0071 | -0.983 | 0.504 | -0.056 |
| 1120.00 | 7.25 | 6.05 | 8.90 | -1.22 | 208 | 158 | 27.1% | -0.281 | 0.0079 | -0.992 | 0.534 | -0.063 |
| 1125.00 | 9.00 | 7.30 | 10.90 | -0.38 | 134 | 157 | 27.6% | -0.325 | 0.0082 | -1.078 | 0.570 | -0.073 |
| 1130.00 | 11.19 | 7.45 | 12.75 | -1.92 | 90 | 166 | 27.5% | -0.368 | 0.0087 | -1.122 | 0.596 | -0.083 |
| 1135.00 | 12.82 | 7.90 | 15.70 | -2.07 | 25 | 121 | 28.8% | -0.416 | 0.0086 | -1.212 | 0.617 | -0.094 |
| 1137.50 | 14.65 | 8.80 | 18.15 | -1.05 | 14 | 20 | 30.8% | -0.440 | 0.0081 | -1.311 | 0.624 | -0.100 |
| 1140.00 | 15.20 | 14.10 | 17.35 | 0.28 | 107 | 150 | 27.8% | -0.458 | 0.0090 | -1.183 | 0.628 | -0.103 |
| 1142.50 | 16.10 | 9.45 | 19.25 | -2.65 | 8 | 16 | 28.8% | -0.481 | 0.0087 | -1.230 | 0.631 | -0.109 |
| 1145.00 | 17.72 | 14.05 | 21.40 | 1.72 | 21 | 62 | 30.1% | -0.502 | 0.0084 | -1.286 | 0.631 | -0.114 |
| 1147.50 | 20.04 | 16.05 | 22.50 | -0.58 | 24 | 42 | 29.7% | -0.523 | 0.0085 | -1.265 | 0.630 | -0.119 |
| 1150.00 | 18.00 | 18.00 | 23.20 | -2.10 | 38 | 82 | 28.7% | -0.546 | 0.0087 | -1.209 | 0.627 | -0.124 |
| 1152.50 | 23.88 | 14.70 | 25.00 | 3.74 | 28 | 18 | 29.2% | -0.566 | 0.0085 | -1.220 | 0.623 | -0.129 |
| 1155.00 | 23.50 | 19.05 | 26.40 | 1.42 | 78 | 49 | 29.1% | -0.588 | 0.0085 | -1.198 | 0.616 | -0.134 |
| 1157.50 | 25.35 | 16.75 | 27.70 | 3.27 | 20 | 32 | 28.7% | -0.610 | 0.0084 | -1.160 | 0.607 | -0.139 |
| 1160.00 | 28.93 | 18.20 | 29.05 | 6.27 | 34 | 51 | 28.3% | -0.633 | 0.0084 | -1.119 | 0.596 | -0.144 |
| 1162.50 | 21.28 | 22.60 | 30.45 | -10.87 | 6 | 18 | 28.0% | -0.655 | 0.0083 | -1.073 | 0.583 | -0.149 |
| 1165.00 | 26.10 | 21.30 | 34.95 | 0.51 | 13 | 37 | 32.5% | -0.650 | 0.0072 | -1.268 | 0.586 | -0.149 |
| 1170.00 | 36.45 | 25.35 | 37.75 | 7.69 | 10 | 39 | 31.5% | -0.691 | 0.0071 | -1.158 | 0.558 | -0.158 |
| 1175.00 | 41.05 | 28.40 | 41.65 | 9.45 | 17 | 78 | 32.0% | -0.721 | 0.0066 | -1.117 | 0.532 | -0.166 |
| 1180.00 | 38.25 | 32.60 | 46.45 | 2.86 | 12 | 43 | 34.0% | -0.738 | 0.0060 | -1.146 | 0.515 | -0.170 |
| 1185.00 | 42.20 | 37.10 | 48.55 | -0.20 | 12 | 33 | 30.7% | -0.791 | 0.0059 | -0.885 | 0.455 | -0.182 |
| 1190.00 | 48.05 | 41.90 | 55.60 | -2.50 | 16 | 36 | 36.8% | -0.774 | 0.0052 | -1.141 | 0.476 | -0.180 |
| 1195.00 | 45.63 | 45.20 | 57.35 | 13.08 | 10 | 52 | 32.1% | -0.832 | 0.0049 | -0.794 | 0.397 | -0.193 |
| 1200.00 | 54.25 | 49.60 | 61.70 | 4.05 | 7 | 17 | 32.5% | -0.852 | 0.0045 | -0.726 | 0.366 | -0.198 |
| 1205.00 | 60.79 | 57.30 | 67.50 | 1.61 | 13 | 37 | 36.2% | -0.845 | 0.0042 | -0.853 | 0.377 | -0.198 |
| 1210.00 | 54.45 | 59.35 | 71.30 | -9.10 | 2 | 29 | 35.0% | -0.872 | 0.0038 | -0.700 | 0.331 | -0.205 |
| 1215.00 | 58.90 | 64.00 | 74.90 | 0.10 | 12 | 37 | 32.6% | -0.906 | 0.0033 | -0.486 | 0.265 | -0.213 |
| 1220.00 | 65.50 | 68.75 | 80.65 | -6.55 | 36 | 9 | 36.5% | -0.895 | 0.0032 | -0.621 | 0.288 | -0.211 |
| 1225.00 | 67.75 | 73.55 | 88.20 | -8.12 | 2 | 3 | 45.0% | -0.858 | 0.0032 | -1.019 | 0.356 | -0.205 |
| 1230.00 | 76.93 | 78.00 | 90.75 | 19.05 | 22 | 6 | 40.0% | -0.901 | 0.0028 | -0.657 | 0.276 | -0.214 |
| 1235.00 | 77.25 | 83.30 | 95.10 | -13.45 | 16 | 15 | 39.4% | -0.916 | 0.0025 | -0.551 | 0.244 | -0.219 |
| 1240.00 | 82.10 | 87.65 | 100.25 | 12.61 | 6 | 4 | 41.4% | -0.916 | 0.0023 | -0.585 | 0.243 | -0.220 |
| 1245.00 | 91.40 | 92.60 | 105.45 | 24.20 | 16 | 16 | 43.6% | -0.915 | 0.0022 | -0.628 | 0.245 | -0.221 |
| 1250.00 | 96.30 | 100.35 | 110.25 | 32.22 | 6 | 5 | 44.3% | -0.922 | 0.0021 | -0.597 | 0.232 | -0.223 |
| 1255.00 | 101.20 | 103.10 | 117.25 | 9.62 | 28 | 0 | 52.3% | -0.893 | 0.0022 | -0.953 | 0.291 | -0.218 |
| 1260.00 | 106.15 | 108.10 | 121.25 | -3.55 | 14 | 0 | 50.7% | -0.910 | 0.0020 | -0.792 | 0.256 | -0.222 |
| 1265.00 | 111.15 | 113.10 | 124.80 | 12.77 | 4 | 0 | 46.9% | -0.936 | 0.0017 | -0.526 | 0.199 | -0.229 |
| 1270.00 | 116.10 | 118.10 | 129.80 | 13.10 | 4 | 0 | 48.2% | -0.937 | 0.0016 | -0.530 | 0.195 | -0.230 |
| 1285.00 | 115.35 | 135.30 | 147.95 | 0.00 | 0 | 0 | 63.5% | -0.900 | 0.0018 | -1.126 | 0.279 | -0.225 |
| 1290.00 | 126.00 | 138.10 | 151.20 | 0.00 | 0 | 0 | 59.2% | -0.923 | 0.0015 | -0.823 | 0.228 | -0.231 |
| 1310.00 | 115.35 | 158.10 | 169.80 | 0.00 | 1 | 0 | 58.7% | -0.948 | 0.0011 | -0.557 | 0.168 | -0.240 |
| 1315.00 | 147.50 | 165.30 | 177.85 | 0.00 | 0 | 0 | 71.9% | -0.912 | 0.0014 | -1.157 | 0.253 | -0.233 |
| 1320.00 | 177.90 | 168.10 | 183.20 | 0.00 | 2 | 0 | 74.4% | -0.910 | 0.0014 | -1.226 | 0.258 | -0.234 |
| 1335.00 | 165.92 | 185.30 | 196.40 | 0.00 | 6 | 0 | 72.1% | -0.933 | 0.0011 | -0.908 | 0.205 | -0.242 |
| 1340.00 | 170.15 | 188.10 | 203.60 | 0.00 | 0 | 0 | 81.3% | -0.912 | 0.0012 | -1.327 | 0.254 | -0.238 |
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.