LLY
Eli Lilly and CompanyClose $1213.91EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 810.00 | 402.00 | 394.15 | 408.20 | 78.69 | 2 | 15 | 160.7% | 0.973 | 0.0002 | -1.281 | 0.104 | 0.148 |
| 820.00 | 334.55 | 384.80 | 398.50 | 0.00 | 2 | 0 | 158.7% | 0.971 | 0.0002 | -1.345 | 0.111 | 0.150 |
| 920.00 | 247.15 | 284.10 | 298.10 | 0.00 | 0 | 1 | 116.7% | 0.964 | 0.0004 | -1.207 | 0.132 | 0.167 |
| 925.00 | 301.60 | 279.30 | 292.55 | 0.00 | 1 | 3 | 111.5% | 0.967 | 0.0004 | -1.083 | 0.123 | 0.169 |
| 930.00 | 270.00 | 274.30 | 287.50 | 0.00 | 1 | 1 | 109.4% | 0.967 | 0.0004 | -1.070 | 0.124 | 0.170 |
| 935.00 | 180.90 | 269.50 | 283.00 | 0.00 | 1 | 12 | 110.5% | 0.963 | 0.0004 | -1.176 | 0.136 | 0.170 |
| 940.00 | 168.05 | 264.50 | 278.15 | 0.00 | 2 | 14 | 109.5% | 0.961 | 0.0005 | -1.205 | 0.141 | 0.171 |
| 945.00 | 213.40 | 259.50 | 273.40 | 0.00 | 2 | 1 | 109.0% | 0.959 | 0.0005 | -1.255 | 0.148 | 0.171 |
| 950.00 | 217.67 | 254.35 | 268.80 | 0.00 | 0 | 1 | 109.2% | 0.956 | 0.0005 | -1.334 | 0.158 | 0.171 |
| 955.00 | 245.30 | 249.35 | 262.90 | 0.00 | 1 | 2 | 102.6% | 0.961 | 0.0005 | -1.143 | 0.141 | 0.173 |
| 960.00 | 209.00 | 245.00 | 257.80 | 0.00 | 1 | 2 | 100.3% | 0.961 | 0.0005 | -1.118 | 0.141 | 0.174 |
| 970.00 | 187.50 | 234.75 | 247.75 | 0.00 | 2 | 1 | 96.4% | 0.960 | 0.0005 | -1.101 | 0.144 | 0.176 |
| 975.00 | 134.65 | 229.20 | 244.30 | 0.00 | 3 | 32 | 102.1% | 0.948 | 0.0006 | -1.410 | 0.179 | 0.174 |
| 980.00 | 231.06 | 224.40 | 237.85 | 0.00 | 1 | 7 | 93.3% | 0.958 | 0.0006 | -1.115 | 0.151 | 0.177 |
| 985.00 | 164.93 | 219.80 | 232.50 | 0.00 | 3 | 2 | 89.7% | 0.960 | 0.0006 | -1.038 | 0.145 | 0.179 |
| 990.00 | 179.43 | 214.45 | 227.00 | 0.00 | 3 | 3 | 85.2% | 0.964 | 0.0006 | -0.928 | 0.134 | 0.181 |
| 995.00 | 190.69 | 209.65 | 222.00 | 0.00 | 2 | 6 | 83.5% | 0.963 | 0.0006 | -0.925 | 0.136 | 0.182 |
| 1000.00 | 212.50 | 204.95 | 218.30 | 22.70 | 12 | 10 | 88.3% | 0.951 | 0.0007 | -1.190 | 0.171 | 0.180 |
| 1005.00 | 228.27 | 200.00 | 212.10 | 0.00 | 1 | 24 | 80.6% | 0.960 | 0.0006 | -0.940 | 0.144 | 0.183 |
| 1010.00 | 201.75 | 195.00 | 207.40 | 15.80 | 3 | 5 | 80.4% | 0.957 | 0.0007 | -1.000 | 0.154 | 0.183 |
| 1015.00 | 203.00 | 190.00 | 203.75 | 0.00 | 2 | 31 | 84.9% | 0.944 | 0.0008 | -1.262 | 0.190 | 0.181 |
| 1020.00 | 189.98 | 185.00 | 197.80 | -0.67 | 1 | 16 | 78.9% | 0.951 | 0.0008 | -1.073 | 0.170 | 0.184 |
| 1025.00 | 117.30 | 180.00 | 192.50 | 0.00 | 6 | 40 | 75.7% | 0.953 | 0.0008 | -1.008 | 0.165 | 0.185 |
| 1030.00 | 182.00 | 175.00 | 187.00 | 22.02 | 1 | 13 | 71.6% | 0.957 | 0.0008 | -0.902 | 0.154 | 0.187 |
| 1035.00 | 138.71 | 169.55 | 183.35 | 0.00 | 20 | 23 | 76.0% | 0.943 | 0.0009 | -1.164 | 0.194 | 0.184 |
| 1040.00 | 151.46 | 166.00 | 177.70 | 0.00 | 1 | 26 | 71.4% | 0.947 | 0.0009 | -1.034 | 0.180 | 0.187 |
| 1045.00 | 166.20 | 161.00 | 172.30 | 76.03 | 2 | 23 | 67.9% | 0.950 | 0.0009 | -0.951 | 0.172 | 0.188 |
| 1050.00 | 118.38 | 155.15 | 167.80 | 0.00 | 1 | 19 | 68.4% | 0.944 | 0.0010 | -1.043 | 0.190 | 0.188 |
| 1055.00 | 133.86 | 151.00 | 163.10 | 0.00 | 1 | 23 | 67.8% | 0.939 | 0.0011 | -1.093 | 0.202 | 0.187 |
| 1060.00 | 85.40 | 146.00 | 156.60 | 0.00 | 1 | 19 | 59.6% | 0.955 | 0.0009 | -0.796 | 0.159 | 0.192 |
| 1065.00 | 120.74 | 141.00 | 152.10 | 0.00 | 1 | 11 | 60.2% | 0.948 | 0.0011 | -0.892 | 0.180 | 0.191 |
| 1070.00 | 59.85 | 136.00 | 146.80 | 0.00 | 2 | 2 | 57.2% | 0.950 | 0.0011 | -0.829 | 0.174 | 0.193 |
| 1075.00 | 132.26 | 131.00 | 143.50 | 4.81 | 1 | 24 | 62.2% | 0.928 | 0.0013 | -1.137 | 0.230 | 0.189 |
| 1080.00 | 104.85 | 126.00 | 137.00 | 0.00 | 8 | 9 | 54.7% | 0.944 | 0.0012 | -0.857 | 0.189 | 0.194 |
| 1085.00 | 136.00 | 121.00 | 132.60 | 18.40 | 3 | 19 | 55.4% | 0.935 | 0.0014 | -0.963 | 0.214 | 0.192 |
| 1090.00 | 129.48 | 116.00 | 129.40 | 16.43 | 4 | 14 | 59.7% | 0.912 | 0.0016 | -1.259 | 0.268 | 0.188 |
| 1095.00 | 90.80 | 111.00 | 121.60 | 0.00 | 8 | 566 | 48.0% | 0.945 | 0.0014 | -0.765 | 0.188 | 0.197 |
| 1097.50 | 88.45 | 109.00 | 120.00 | 0.00 | 6 | 4 | 50.7% | 0.931 | 0.0016 | -0.927 | 0.223 | 0.194 |
| 1100.00 | 130.05 | 106.00 | 117.10 | 13.45 | 18 | 25 | 48.3% | 0.935 | 0.0016 | -0.852 | 0.212 | 0.195 |
| 1105.00 | 126.85 | 102.00 | 113.60 | -0.05 | 12 | 42 | 51.7% | 0.913 | 0.0018 | -1.099 | 0.266 | 0.191 |
| 1110.00 | 110.19 | 100.00 | 108.00 | 33.07 | 2 | 31 | 48.0% | 0.918 | 0.0019 | -0.991 | 0.255 | 0.193 |
| 1115.00 | 97.90 | 95.00 | 101.80 | 0.00 | 2 | 21 | 42.1% | 0.933 | 0.0018 | -0.777 | 0.218 | 0.198 |
| 1117.50 | 95.60 | 93.00 | 101.00 | 0.00 | 10 | 5 | 46.8% | 0.907 | 0.0021 | -1.055 | 0.280 | 0.192 |
| 1120.00 | 91.53 | 90.00 | 97.30 | -1.92 | 58 | 34 | 42.2% | 0.922 | 0.0020 | -0.856 | 0.244 | 0.196 |
| 1125.00 | 82.00 | 86.00 | 94.00 | 19.00 | 10 | 18 | 45.5% | 0.895 | 0.0024 | -1.111 | 0.306 | 0.190 |
| 1130.00 | 79.84 | 81.00 | 88.90 | 20.24 | 52 | 106 | 43.3% | 0.892 | 0.0025 | -1.083 | 0.312 | 0.191 |
| 1135.00 | 83.55 | 77.00 | 85.00 | 0.00 | 1 | 13 | 44.2% | 0.873 | 0.0028 | -1.220 | 0.350 | 0.187 |
| 1140.00 | 94.20 | 72.00 | 80.00 | 35.52 | 2 | 48 | 42.3% | 0.868 | 0.0030 | -1.201 | 0.360 | 0.187 |
| 1145.00 | 74.38 | 68.00 | 76.00 | 0.00 | 7 | 24 | 42.6% | 0.850 | 0.0033 | -1.306 | 0.393 | 0.183 |
| 1150.00 | 67.80 | 63.00 | 71.60 | 19.92 | 18 | 73 | 41.8% | 0.836 | 0.0035 | -1.352 | 0.416 | 0.181 |
| 1155.00 | 80.42 | 59.00 | 67.70 | 35.72 | 1 | 27 | 41.9% | 0.816 | 0.0038 | -1.446 | 0.447 | 0.177 |
| 1160.00 | 54.47 | 55.00 | 62.80 | 9.40 | 148 | 68 | 39.9% | 0.806 | 0.0041 | -1.423 | 0.461 | 0.176 |
| 1165.00 | 49.77 | 51.00 | 58.20 | 9.77 | 5 | 34 | 38.4% | 0.793 | 0.0044 | -1.427 | 0.481 | 0.173 |
| 1170.00 | 49.41 | 47.00 | 54.45 | 10.41 | 16 | 346 | 38.4% | 0.769 | 0.0047 | -1.506 | 0.512 | 0.169 |
| 1175.00 | 66.01 | 43.00 | 52.00 | 0.00 | 11 | 39 | 40.3% | 0.735 | 0.0048 | -1.684 | 0.551 | 0.161 |
| 1180.00 | 39.50 | 40.00 | 46.75 | 9.52 | 10 | 72 | 37.4% | 0.722 | 0.0053 | -1.602 | 0.564 | 0.159 |
| 1185.00 | 40.34 | 36.00 | 44.25 | 14.09 | 13 | 47 | 38.7% | 0.689 | 0.0054 | -1.735 | 0.594 | 0.152 |
| 1190.00 | 34.50 | 33.00 | 39.60 | 7.15 | 18 | 55 | 36.5% | 0.668 | 0.0059 | -1.682 | 0.610 | 0.148 |
| 1195.00 | 32.63 | 29.00 | 37.85 | 7.93 | 10 | 55 | 38.5% | 0.632 | 0.0058 | -1.827 | 0.634 | 0.140 |
| 1200.00 | 27.00 | 26.00 | 32.60 | 5.00 | 155 | 174 | 35.1% | 0.610 | 0.0065 | -1.702 | 0.645 | 0.136 |
| 1205.00 | 24.67 | 24.80 | 30.70 | 5.67 | 80 | 41 | 36.4% | 0.574 | 0.0064 | -1.792 | 0.659 | 0.128 |
| 1210.00 | 22.97 | 21.20 | 28.00 | 5.87 | 153 | 173 | 36.3% | 0.542 | 0.0065 | -1.805 | 0.667 | 0.121 |
| 1215.00 | 20.05 | 18.45 | 26.05 | 9.05 | 47 | 40 | 37.1% | 0.510 | 0.0064 | -1.846 | 0.670 | 0.114 |
| 1220.00 | 17.56 | 16.00 | 22.00 | 3.41 | 110 | 102 | 34.7% | 0.475 | 0.0068 | -1.724 | 0.669 | 0.107 |
| 1225.00 | 16.85 | 14.00 | 21.10 | 3.97 | 52 | 38 | 36.5% | 0.445 | 0.0064 | -1.792 | 0.664 | 0.100 |
| 1230.00 | 17.00 | 12.00 | 17.95 | 5.95 | 265 | 167 | 34.9% | 0.409 | 0.0066 | -1.684 | 0.653 | 0.092 |
| 1235.00 | 12.00 | 11.60 | 17.35 | 1.85 | 79 | 110 | 36.7% | 0.383 | 0.0062 | -1.738 | 0.642 | 0.086 |
| 1240.00 | 12.00 | 8.65 | 15.55 | 4.30 | 124 | 56 | 36.7% | 0.353 | 0.0060 | -1.686 | 0.625 | 0.079 |
| 1245.00 | 10.80 | 7.00 | 12.80 | 2.15 | 35 | 22 | 34.9% | 0.315 | 0.0060 | -1.535 | 0.597 | 0.071 |
| 1250.00 | 10.21 | 7.70 | 12.30 | 3.21 | 567 | 238 | 36.5% | 0.295 | 0.0056 | -1.552 | 0.580 | 0.067 |
| 1255.00 | 8.38 | 4.75 | 10.25 | 1.80 | 38 | 25 | 35.3% | 0.261 | 0.0055 | -1.415 | 0.547 | 0.059 |
| 1260.00 | 7.10 | 5.55 | 10.80 | 2.04 | 39 | 80 | 38.4% | 0.255 | 0.0050 | -1.514 | 0.540 | 0.057 |
| 1265.00 | 6.30 | 3.75 | 8.10 | -2.30 | 29 | 10 | 35.6% | 0.213 | 0.0049 | -1.273 | 0.489 | 0.048 |
| 1270.00 | 5.41 | 4.30 | 6.65 | 1.78 | 63 | 12 | 34.7% | 0.184 | 0.0046 | -1.135 | 0.448 | 0.042 |
| 1275.00 | 4.50 | 2.77 | 5.90 | 0.77 | 21 | 14 | 34.9% | 0.165 | 0.0042 | -1.065 | 0.418 | 0.037 |
| 1280.00 | 4.35 | 3.55 | 5.20 | 0.35 | 113 | 1,408 | 35.1% | 0.147 | 0.0039 | -0.991 | 0.387 | 0.033 |
| 1285.00 | 4.33 | 0.85 | 5.30 | 1.50 | 10 | 48 | 37.0% | 0.143 | 0.0036 | -1.023 | 0.379 | 0.032 |
| 1290.00 | 3.36 | 2.06 | 4.85 | 0.72 | 32 | 28 | 37.6% | 0.130 | 0.0033 | -0.974 | 0.356 | 0.030 |
| 1295.00 | 2.89 | 2.00 | 3.95 | 0.61 | 37 | 32 | 36.8% | 0.110 | 0.0030 | -0.848 | 0.316 | 0.025 |
| 1300.00 | 2.64 | 2.00 | 4.20 | 0.03 | 485 | 1,261 | 39.1% | 0.110 | 0.0029 | -0.899 | 0.317 | 0.025 |
| 1305.00 | 2.72 | 1.43 | 3.05 | 0.66 | 12 | 171 | 37.2% | 0.086 | 0.0025 | -0.714 | 0.264 | 0.020 |
| 1320.00 | 1.38 | 1.00 | 2.25 | -0.22 | 606 | 198 | 38.4% | 0.063 | 0.0019 | -0.579 | 0.208 | 0.014 |
| 1340.00 | 1.46 | 0.01 | 1.89 | 0.47 | 297 | 153 | 42.0% | 0.049 | 0.0014 | -0.518 | 0.170 | 0.011 |
| 1360.00 | 0.60 | 0.50 | 1.15 | -0.86 | 291 | 52 | 42.6% | 0.030 | 0.0009 | -0.351 | 0.114 | 0.007 |
| 1380.00 | 0.49 | 0.00 | 1.08 | 0.11 | 80 | 43 | 46.5% | 0.026 | 0.0008 | -0.338 | 0.101 | 0.006 |
| 1400.00 | 0.30 | 0.26 | 0.50 | -0.07 | 468 | 1,323 | 45.0% | 0.012 | 0.0004 | -0.175 | 0.054 | 0.003 |
| 1420.00 | 0.20 | 0.20 | 1.45 | 0.02 | 4 | 18 | 52.5% | 0.017 | 0.0005 | -0.274 | 0.072 | 0.004 |
| 1440.00 | 0.47 | 0.00 | 0.78 | 0.28 | 3 | 26 | 50.7% | 0.009 | 0.0003 | -0.142 | 0.039 | 0.002 |
| 1460.00 | 0.92 | 0.00 | 1.06 | 0.00 | 20 | 35 | 56.4% | 0.010 | 0.0003 | -0.188 | 0.046 | 0.002 |
| 1480.00 | 0.16 | 0.00 | 0.17 | 0.06 | 10 | 8 | 52.2% | 0.004 | 0.0001 | -0.067 | 0.018 | 0.001 |
| 1500.00 | 0.13 | 0.00 | 0.55 | 0.00 | 1 | 33 | 58.4% | 0.005 | 0.0002 | -0.105 | 0.025 | 0.001 |
| 1520.00 | 0.07 | 0.01 | 0.50 | 0.02 | 43 | 80 | 61.0% | 0.005 | 0.0001 | -0.098 | 0.022 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 560.00 | 0.03 | 0.00 | 0.01 | 0.00 | 42 | 489 | 143.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 570.00 | 0.01 | 0.00 | 0.01 | -0.18 | 31 | 267 | 137.5% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 580.00 | 0.02 | 0.00 | 0.03 | 0.01 | 50 | 222 | 146.9% | -0.000 | 0.0000 | -0.007 | 0.001 | -0.000 |
| 590.00 | 0.01 | 0.00 | 0.20 | 0.00 | 139 | 423 | 166.2% | -0.001 | 0.0000 | -0.040 | 0.003 | -0.000 |
| 600.00 | 0.03 | 0.00 | 0.01 | 0.00 | 39 | 1,156 | 131.3% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 610.00 | 0.01 | 0.00 | 0.01 | 0.00 | 142 | 94 | 128.1% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 620.00 | 0.01 | 0.00 | 0.09 | -0.13 | 455 | 139 | 145.3% | -0.000 | 0.0000 | -0.018 | 0.002 | -0.000 |
| 630.00 | 0.20 | 0.00 | 0.15 | 0.05 | 43 | 189 | 148.0% | -0.000 | 0.0000 | -0.030 | 0.003 | -0.000 |
| 640.00 | 0.01 | 0.00 | 0.05 | -0.13 | 231 | 158 | 132.8% | -0.000 | 0.0000 | -0.011 | 0.001 | -0.000 |
| 650.00 | 0.04 | 0.00 | 0.15 | -0.01 | 47 | 300 | 141.4% | -0.000 | 0.0000 | -0.030 | 0.003 | -0.000 |
| 660.00 | 0.01 | 0.00 | 0.16 | 0.00 | 58 | 215 | 139.1% | -0.001 | 0.0000 | -0.032 | 0.003 | -0.000 |
| 670.00 | 0.01 | 0.00 | 0.17 | 0.00 | 92 | 423 | 136.3% | -0.001 | 0.0000 | -0.033 | 0.003 | -0.000 |
| 680.00 | 0.01 | 0.00 | 0.15 | 0.00 | 13 | 93 | 131.8% | -0.001 | 0.0000 | -0.030 | 0.003 | -0.000 |
| 690.00 | 0.01 | 0.00 | 0.23 | 0.00 | 498 | 39 | 133.8% | -0.001 | 0.0000 | -0.045 | 0.005 | -0.000 |
| 700.00 | 0.02 | 0.01 | 0.05 | -0.02 | 279 | 455 | 116.4% | -0.000 | 0.0000 | -0.012 | 0.001 | -0.000 |
| 710.00 | 0.04 | 0.01 | 0.05 | -0.04 | 91 | 265 | 113.7% | -0.000 | 0.0000 | -0.012 | 0.002 | -0.000 |
| 720.00 | 0.03 | 0.01 | 0.05 | -0.01 | 187 | 229 | 110.9% | -0.000 | 0.0000 | -0.012 | 0.002 | -0.000 |
| 730.00 | 0.01 | 0.00 | 0.32 | -0.05 | 30 | 495 | 125.2% | -0.001 | 0.0000 | -0.062 | 0.007 | -0.000 |
| 740.00 | 0.18 | 0.01 | 0.60 | 0.11 | 547 | 203 | 130.7% | -0.002 | 0.0000 | -0.114 | 0.012 | -0.001 |
| 750.00 | 0.03 | 0.01 | 4.35 | -0.12 | 345 | 1,342 | 165.7% | -0.013 | 0.0001 | -0.678 | 0.057 | -0.003 |
| 760.00 | 0.19 | 0.01 | 4.35 | 0.03 | 414 | 895 | 161.7% | -0.014 | 0.0001 | -0.676 | 0.059 | -0.003 |
| 770.00 | 0.05 | 0.01 | 0.09 | -0.05 | 488 | 230 | 101.6% | -0.000 | 0.0000 | -0.020 | 0.003 | -0.000 |
| 780.00 | 0.05 | 0.01 | 0.09 | -0.02 | 168 | 296 | 98.8% | -0.000 | 0.0000 | -0.020 | 0.003 | -0.000 |
| 785.00 | 0.13 | 0.02 | 0.65 | 0.04 | 43 | 2,048 | 117.6% | -0.003 | 0.0000 | -0.123 | 0.015 | -0.001 |
| 790.00 | 0.14 | 0.01 | 0.46 | -0.30 | 3 | 886 | 111.5% | -0.002 | 0.0000 | -0.088 | 0.011 | -0.001 |
| 800.00 | 0.12 | 0.01 | 0.24 | 0.07 | 17 | 287 | 101.8% | -0.001 | 0.0000 | -0.048 | 0.007 | -0.000 |
| 815.00 | 0.01 | 0.00 | 1.02 | -2.53 | 4 | 1 | 113.9% | -0.005 | 0.0001 | -0.181 | 0.022 | -0.001 |
| 830.00 | 0.80 | 0.00 | 4.35 | 0.00 | 1 | 1 | 134.8% | -0.016 | 0.0002 | -0.659 | 0.069 | -0.004 |
| 835.00 | 0.54 | 0.00 | 4.35 | 0.00 | 6 | 3 | 132.9% | -0.017 | 0.0002 | -0.658 | 0.070 | -0.004 |
| 840.00 | 0.78 | 0.00 | 4.35 | 0.00 | 17 | 11 | 131.1% | -0.017 | 0.0002 | -0.657 | 0.070 | -0.004 |
| 845.00 | 0.64 | 0.00 | 4.40 | 0.00 | 8 | 4 | 129.5% | -0.017 | 0.0002 | -0.661 | 0.072 | -0.004 |
| 850.00 | 0.20 | 0.00 | 0.81 | 0.00 | 2 | 15 | 100.2% | -0.004 | 0.0001 | -0.145 | 0.020 | -0.001 |
| 855.00 | 0.52 | 0.00 | 4.40 | 0.00 | 1 | 4 | 125.9% | -0.018 | 0.0002 | -0.659 | 0.074 | -0.004 |
| 865.00 | 1.08 | 0.00 | 4.40 | 0.00 | 6 | 3 | 122.3% | -0.018 | 0.0002 | -0.656 | 0.075 | -0.005 |
| 870.00 | 0.20 | 0.00 | 0.91 | 0.00 | 1 | 11 | 95.7% | -0.005 | 0.0001 | -0.161 | 0.024 | -0.001 |
| 875.00 | 3.30 | 0.00 | 4.40 | 0.00 | 0 | 1 | 118.7% | -0.019 | 0.0002 | -0.653 | 0.077 | -0.005 |
| 880.00 | 2.84 | 0.00 | 4.40 | 0.00 | 0 | 6 | 117.0% | -0.019 | 0.0002 | -0.652 | 0.078 | -0.005 |
| 885.00 | 0.51 | 0.00 | 4.40 | 0.00 | 5 | 6 | 115.2% | -0.019 | 0.0002 | -0.650 | 0.079 | -0.005 |
| 890.00 | 0.45 | 0.00 | 4.40 | 0.00 | 5 | 6 | 113.4% | -0.020 | 0.0003 | -0.649 | 0.080 | -0.005 |
| 900.00 | 0.32 | 0.00 | 2.01 | 0.00 | 49 | 48 | 96.9% | -0.011 | 0.0002 | -0.325 | 0.047 | -0.003 |
| 905.00 | 0.85 | 0.00 | 2.67 | 0.00 | 2 | 3 | 99.6% | -0.014 | 0.0002 | -0.418 | 0.059 | -0.003 |
| 910.00 | 1.88 | 0.00 | 4.40 | 0.00 | 2 | 21 | 106.5% | -0.021 | 0.0003 | -0.643 | 0.085 | -0.005 |
| 915.00 | 0.80 | 0.00 | 4.45 | 0.00 | 3 | 4 | 105.0% | -0.022 | 0.0003 | -0.647 | 0.087 | -0.005 |
| 920.00 | 0.24 | 0.00 | 4.40 | 0.00 | 48 | 49 | 103.1% | -0.022 | 0.0003 | -0.639 | 0.087 | -0.005 |
| 925.00 | 0.02 | 0.00 | 4.45 | 0.00 | 63 | 60 | 101.6% | -0.022 | 0.0003 | -0.644 | 0.089 | -0.005 |
| 930.00 | 0.30 | 0.00 | 3.55 | 0.00 | 1 | 39 | 96.0% | -0.019 | 0.0003 | -0.528 | 0.078 | -0.005 |
| 935.00 | 0.16 | 0.05 | 0.70 | -0.12 | 8 | 44 | 75.1% | -0.005 | 0.0001 | -0.132 | 0.025 | -0.001 |
| 940.00 | 0.10 | 0.00 | 3.35 | 0.00 | 8 | 70 | 91.7% | -0.019 | 0.0003 | -0.500 | 0.077 | -0.005 |
| 945.00 | 0.10 | 0.00 | 0.70 | 0.05 | 20 | 27 | 71.7% | -0.005 | 0.0001 | -0.123 | 0.024 | -0.001 |
| 950.00 | 0.65 | 0.00 | 4.40 | 0.00 | 9 | 69 | 92.9% | -0.024 | 0.0004 | -0.628 | 0.095 | -0.006 |
| 955.00 | 0.24 | 0.00 | 4.30 | 0.00 | 4 | 7 | 90.8% | -0.024 | 0.0004 | -0.614 | 0.095 | -0.006 |
| 960.00 | 0.22 | 0.00 | 0.87 | -2.10 | 1 | 23 | 69.6% | -0.006 | 0.0002 | -0.149 | 0.030 | -0.002 |
| 965.00 | 2.46 | 0.00 | 4.40 | 0.00 | 46 | 21 | 87.9% | -0.025 | 0.0004 | -0.622 | 0.100 | -0.006 |
| 970.00 | 0.16 | 0.00 | 4.45 | 0.00 | 18 | 25 | 86.4% | -0.026 | 0.0004 | -0.626 | 0.102 | -0.006 |
| 975.00 | 0.11 | 0.00 | 4.45 | 0.00 | 36 | 60 | 84.8% | -0.027 | 0.0004 | -0.623 | 0.104 | -0.006 |
| 980.00 | 0.16 | 0.00 | 3.20 | 0.00 | 18 | 26 | 78.3% | -0.021 | 0.0004 | -0.469 | 0.084 | -0.005 |
| 985.00 | 0.01 | 0.00 | 4.35 | 0.00 | 29 | 38 | 81.1% | -0.027 | 0.0005 | -0.607 | 0.105 | -0.007 |
| 990.00 | 0.18 | 0.00 | 0.38 | -0.02 | 12 | 366 | 55.5% | -0.003 | 0.0001 | -0.068 | 0.017 | -0.001 |
| 995.00 | 0.19 | 0.00 | 4.35 | 0.00 | 9 | 51 | 77.9% | -0.028 | 0.0005 | -0.602 | 0.109 | -0.007 |
| 1000.00 | 0.22 | 0.00 | 0.30 | 0.21 | 13 | 43 | 51.6% | -0.003 | 0.0001 | -0.054 | 0.015 | -0.001 |
| 1005.00 | 0.72 | 0.00 | 4.40 | 0.00 | 4 | 12 | 74.8% | -0.030 | 0.0005 | -0.603 | 0.114 | -0.007 |
| 1010.00 | 0.57 | 0.00 | 4.40 | 0.00 | 1 | 64 | 73.1% | -0.030 | 0.0006 | -0.600 | 0.116 | -0.007 |
| 1015.00 | 2.68 | 0.00 | 2.68 | 0.00 | 1 | 8 | 65.3% | -0.021 | 0.0005 | -0.392 | 0.085 | -0.005 |
| 1020.00 | 2.23 | 0.00 | 1.50 | 0.00 | 4 | 48 | 58.0% | -0.013 | 0.0003 | -0.235 | 0.057 | -0.003 |
| 1025.00 | 2.31 | 0.00 | 2.10 | 0.00 | 4 | 52 | 59.7% | -0.018 | 0.0004 | -0.314 | 0.074 | -0.004 |
| 1030.00 | 2.36 | 0.01 | 0.50 | 0.00 | 10 | 157 | 51.9% | -0.010 | 0.0003 | -0.162 | 0.044 | -0.002 |
| 1035.00 | 2.13 | 0.01 | 4.25 | -0.33 | 1 | 120 | 64.7% | -0.033 | 0.0007 | -0.571 | 0.125 | -0.008 |
| 1040.00 | 0.50 | 0.00 | 1.67 | -0.94 | 1 | 59 | 53.3% | -0.016 | 0.0004 | -0.254 | 0.067 | -0.004 |
| 1045.00 | 0.73 | 0.01 | 1.91 | -1.69 | 2 | 78 | 53.1% | -0.018 | 0.0005 | -0.286 | 0.076 | -0.004 |
| 1050.00 | 0.32 | 0.04 | 1.21 | -0.18 | 57 | 88 | 53.8% | -0.023 | 0.0006 | -0.347 | 0.091 | -0.005 |
| 1055.00 | 2.30 | 0.01 | 2.26 | 1.45 | 3 | 33 | 51.7% | -0.022 | 0.0006 | -0.327 | 0.089 | -0.005 |
| 1060.00 | 1.64 | 0.01 | 1.44 | 0.92 | 2 | 56 | 52.5% | -0.028 | 0.0007 | -0.399 | 0.107 | -0.007 |
| 1065.00 | 1.26 | 0.00 | 1.42 | 0.31 | 10 | 13 | 50.8% | -0.028 | 0.0008 | -0.392 | 0.109 | -0.007 |
| 1070.00 | 1.08 | 0.01 | 2.03 | -0.30 | 8 | 24 | 53.0% | -0.038 | 0.0009 | -0.525 | 0.140 | -0.009 |
| 1075.00 | 0.80 | 0.00 | 1.37 | -0.78 | 51 | 25 | 47.5% | -0.029 | 0.0008 | -0.375 | 0.112 | -0.007 |
| 1080.00 | 1.22 | 0.02 | 2.07 | -0.84 | 48 | 37 | 50.0% | -0.041 | 0.0011 | -0.527 | 0.149 | -0.010 |
| 1085.00 | 2.07 | 0.09 | 1.84 | 0.00 | 1 | 29 | 47.2% | -0.039 | 0.0011 | -0.474 | 0.142 | -0.009 |
| 1090.00 | 0.90 | 0.05 | 2.10 | -1.17 | 2 | 61 | 47.0% | -0.045 | 0.0012 | -0.524 | 0.158 | -0.011 |
| 1095.00 | 1.10 | 0.31 | 3.35 | -0.90 | 3 | 58 | 50.7% | -0.065 | 0.0015 | -0.759 | 0.212 | -0.016 |
| 1097.50 | 1.99 | 0.01 | 2.85 | 0.00 | 1 | 3 | 47.9% | -0.059 | 0.0015 | -0.663 | 0.197 | -0.014 |
| 1100.00 | 1.11 | 0.26 | 1.85 | -2.23 | 74 | 204 | 42.6% | -0.043 | 0.0013 | -0.464 | 0.154 | -0.010 |
| 1102.50 | 2.17 | 0.35 | 3.05 | 0.00 | 36 | 43 | 47.0% | -0.064 | 0.0016 | -0.694 | 0.210 | -0.015 |
| 1105.00 | 1.65 | 0.48 | 2.88 | -1.82 | 5 | 46 | 45.5% | -0.062 | 0.0016 | -0.659 | 0.206 | -0.015 |
| 1107.50 | 2.50 | 0.40 | 3.10 | -0.12 | 3 | 48 | 45.5% | -0.067 | 0.0017 | -0.695 | 0.217 | -0.016 |
| 1110.00 | 1.69 | 1.00 | 2.65 | -2.29 | 57 | 90 | 42.9% | -0.061 | 0.0017 | -0.610 | 0.202 | -0.014 |
| 1112.50 | 1.60 | 0.42 | 4.45 | -2.30 | 1 | 5 | 48.2% | -0.088 | 0.0020 | -0.914 | 0.269 | -0.021 |
| 1115.00 | 1.63 | 1.29 | 5.75 | -3.32 | 21 | 27 | 51.1% | -0.106 | 0.0021 | -1.106 | 0.308 | -0.026 |
| 1117.50 | 3.98 | 1.36 | 6.45 | -1.97 | 10 | 28 | 52.0% | -0.116 | 0.0022 | -1.199 | 0.328 | -0.028 |
| 1120.00 | 2.44 | 1.60 | 3.25 | -2.15 | 170 | 88 | 41.7% | -0.075 | 0.0020 | -0.700 | 0.239 | -0.018 |
| 1125.00 | 3.30 | 2.04 | 3.45 | -1.70 | 30 | 242 | 40.6% | -0.082 | 0.0022 | -0.724 | 0.254 | -0.019 |
| 1130.00 | 2.99 | 2.10 | 5.05 | -3.41 | 155 | 49 | 43.5% | -0.109 | 0.0026 | -0.959 | 0.314 | -0.026 |
| 1135.00 | 6.50 | 0.22 | 8.00 | 0.00 | 18 | 23 | 48.7% | -0.149 | 0.0028 | -1.332 | 0.389 | -0.036 |
| 1140.00 | 4.00 | 1.84 | 5.10 | -3.90 | 31 | 226 | 39.8% | -0.119 | 0.0030 | -0.933 | 0.334 | -0.028 |
| 1145.00 | 5.20 | 4.00 | 5.95 | -3.43 | 26 | 9 | 40.0% | -0.136 | 0.0032 | -1.028 | 0.367 | -0.033 |
| 1150.00 | 5.38 | 2.95 | 6.80 | -4.23 | 93 | 111 | 39.9% | -0.153 | 0.0035 | -1.111 | 0.398 | -0.037 |
| 1155.00 | 6.88 | 3.00 | 10.00 | -3.57 | 37 | 39 | 44.2% | -0.196 | 0.0037 | -1.440 | 0.465 | -0.047 |
| 1160.00 | 8.30 | 5.05 | 11.40 | -4.09 | 97 | 121 | 44.6% | -0.218 | 0.0039 | -1.542 | 0.495 | -0.053 |
| 1165.00 | 8.17 | 5.00 | 12.45 | -8.48 | 22 | 53 | 44.1% | -0.236 | 0.0042 | -1.597 | 0.518 | -0.057 |
| 1170.00 | 10.50 | 7.40 | 10.60 | -12.30 | 60 | 38 | 38.5% | -0.232 | 0.0047 | -1.374 | 0.512 | -0.056 |
| 1175.00 | 10.25 | 9.50 | 14.80 | -10.51 | 32 | 63 | 43.1% | -0.278 | 0.0046 | -1.692 | 0.564 | -0.067 |
| 1180.00 | 11.80 | 8.00 | 16.00 | -9.30 | 107 | 113 | 42.4% | -0.299 | 0.0049 | -1.723 | 0.584 | -0.072 |
| 1185.00 | 15.94 | 10.95 | 17.50 | -7.41 | 10 | 32 | 42.0% | -0.324 | 0.0051 | -1.764 | 0.604 | -0.078 |
| 1190.00 | 14.50 | 13.10 | 18.70 | -11.21 | 30 | 78 | 41.0% | -0.347 | 0.0054 | -1.767 | 0.621 | -0.084 |
| 1195.00 | 19.69 | 14.30 | 20.75 | -6.13 | 9 | 28 | 41.1% | -0.375 | 0.0055 | -1.816 | 0.637 | -0.091 |
| 1200.00 | 21.61 | 15.15 | 21.20 | -8.69 | 53 | 82 | 38.7% | -0.399 | 0.0059 | -1.736 | 0.649 | -0.096 |
| 1205.00 | 26.10 | 17.60 | 23.35 | -7.60 | 34 | 22 | 38.6% | -0.429 | 0.0060 | -1.756 | 0.660 | -0.104 |
| 1210.00 | 24.00 | 20.00 | 26.20 | -15.58 | 47 | 39 | 39.3% | -0.460 | 0.0060 | -1.803 | 0.667 | -0.112 |
| 1215.00 | 30.26 | 21.00 | 29.15 | -9.54 | 47 | 20 | 39.9% | -0.490 | 0.0059 | -1.837 | 0.670 | -0.119 |
| 1220.00 | 32.00 | 24.45 | 31.80 | -13.00 | 45 | 16 | 39.9% | -0.519 | 0.0059 | -1.830 | 0.670 | -0.127 |
| 1225.00 | 31.95 | 28.35 | 33.15 | -20.70 | 12 | 29 | 37.8% | -0.552 | 0.0062 | -1.714 | 0.665 | -0.135 |
| 1230.00 | 37.05 | 30.00 | 38.00 | -13.15 | 25 | 19 | 40.5% | -0.576 | 0.0057 | -1.820 | 0.658 | -0.141 |
| 1240.00 | 39.45 | 37.00 | 45.00 | -57.75 | 4 | 5 | 41.7% | -0.628 | 0.0054 | -1.798 | 0.636 | -0.154 |
| 1250.00 | 48.10 | 44.00 | 52.00 | -27.88 | 15 | 10 | 42.1% | -0.677 | 0.0051 | -1.713 | 0.604 | -0.167 |
| 1260.00 | 62.40 | 52.00 | 60.00 | 0.00 | 2 | 5 | 43.5% | -0.717 | 0.0046 | -1.658 | 0.569 | -0.178 |
| 1280.00 | 121.90 | 69.00 | 77.00 | 0.00 | 28 | 15 | 46.6% | -0.781 | 0.0038 | -1.530 | 0.496 | -0.196 |
| 1300.00 | 89.89 | 87.90 | 95.00 | 1.09 | 22 | 8 | 50.0% | -0.827 | 0.0030 | -1.407 | 0.430 | -0.210 |
| 1320.00 | 211.75 | 105.90 | 117.00 | 0.00 | 2 | 0 | 61.0% | -0.826 | 0.0025 | -1.749 | 0.431 | -0.214 |
| 1340.00 | 181.45 | 125.70 | 136.00 | 0.00 | 6 | 1 | 52.4% | -0.906 | 0.0019 | -0.914 | 0.283 | -0.236 |
| 1360.00 | 195.80 | 144.80 | 156.00 | 0.00 | 8 | 0 | 56.5% | -0.920 | 0.0016 | -0.863 | 0.251 | -0.243 |
| 1380.00 | 234.60 | 162.30 | 176.00 | 0.00 | 1 | 0 | 57.0% | -0.942 | 0.0012 | -0.637 | 0.194 | -0.251 |
| 1520.00 | 380.85 | 303.10 | 316.50 | 0.00 | 0 | 0 | 91.6% | -0.956 | 0.0006 | -0.855 | 0.157 | -0.281 |
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.