LLY
Eli Lilly and CompanyClose $1018.87EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 560.00 | 447.91 | 450.55 | 462.80 | -5.75 | 21 | 7 | 373.7% | 0.989 | 0.0001 | -2.048 | 0.021 | 0.030 |
| 580.00 | 427.43 | 430.10 | 443.50 | 18.56 | 7 | 12 | 365.8% | 0.987 | 0.0001 | -2.425 | 0.026 | 0.031 |
| 590.00 | 421.23 | 420.10 | 433.35 | -2.86 | 3 | 9 | 354.0% | 0.987 | 0.0001 | -2.348 | 0.026 | 0.032 |
| 660.00 | 348.07 | 351.20 | 363.40 | -5.60 | 22 | 7 | 291.7% | 0.983 | 0.0002 | -2.393 | 0.032 | 0.035 |
| 680.00 | 319.30 | 330.15 | 342.80 | 0.00 | 9 | 9 | 266.9% | 0.984 | 0.0002 | -2.083 | 0.030 | 0.036 |
| 700.00 | 288.00 | 310.15 | 323.85 | 0.00 | 1 | 1 | 263.4% | 0.979 | 0.0003 | -2.634 | 0.039 | 0.037 |
| 710.00 | 298.39 | 300.15 | 313.30 | 0.00 | 10 | 0 | 248.9% | 0.980 | 0.0003 | -2.351 | 0.036 | 0.038 |
| 730.00 | 263.65 | 280.15 | 292.60 | 0.00 | 1 | 1 | 224.7% | 0.982 | 0.0003 | -1.991 | 0.034 | 0.039 |
| 740.00 | 266.38 | 270.20 | 283.20 | 0.00 | 10 | 0 | 224.0% | 0.978 | 0.0003 | -2.305 | 0.040 | 0.039 |
| 750.00 | 175.75 | 260.20 | 273.55 | 0.00 | 0 | 0 | 219.9% | 0.975 | 0.0003 | -2.486 | 0.044 | 0.040 |
| 760.00 | 233.09 | 250.20 | 263.10 | 0.00 | 1 | 1 | 207.5% | 0.977 | 0.0004 | -2.255 | 0.042 | 0.040 |
| 780.00 | 185.92 | 230.20 | 243.45 | 0.00 | 1 | 0 | 195.9% | 0.972 | 0.0004 | -2.436 | 0.048 | 0.041 |
| 785.00 | 172.00 | 225.20 | 239.15 | 0.00 | 0 | 0 | 198.5% | 0.968 | 0.0005 | -2.787 | 0.054 | 0.041 |
| 790.00 | 217.14 | 220.20 | 233.60 | 0.00 | 20 | 0 | 189.7% | 0.970 | 0.0005 | -2.511 | 0.051 | 0.042 |
| 795.00 | 162.00 | 215.20 | 227.85 | 0.00 | 0 | 0 | 178.8% | 0.974 | 0.0004 | -2.131 | 0.046 | 0.042 |
| 800.00 | 207.36 | 210.20 | 224.40 | 0.00 | 15 | 1 | 189.1% | 0.964 | 0.0006 | -2.908 | 0.060 | 0.042 |
| 810.00 | 196.46 | 201.00 | 212.85 | 0.00 | 10 | 0 | 167.9% | 0.972 | 0.0005 | -2.131 | 0.049 | 0.043 |
| 820.00 | 186.93 | 191.00 | 202.20 | 0.00 | 11 | 0 | 154.4% | 0.975 | 0.0005 | -1.799 | 0.044 | 0.043 |
| 825.00 | 56.03 | 186.00 | 197.05 | 0.00 | 0 | 0 | 149.4% | 0.975 | 0.0005 | -1.723 | 0.044 | 0.044 |
| 830.00 | 176.05 | 181.45 | 192.70 | 0.00 | 176 | 1 | 152.2% | 0.970 | 0.0006 | -2.054 | 0.052 | 0.044 |
| 835.00 | 171.00 | 176.00 | 188.10 | 0.00 | 165 | 0 | 152.1% | 0.966 | 0.0007 | -2.254 | 0.057 | 0.044 |
| 840.00 | 173.20 | 171.00 | 182.45 | 0.00 | 1 | 1 | 142.8% | 0.970 | 0.0006 | -1.927 | 0.051 | 0.044 |
| 845.00 | 72.45 | 166.00 | 177.70 | 0.00 | 1 | 1 | 141.5% | 0.967 | 0.0007 | -2.052 | 0.055 | 0.044 |
| 850.00 | 135.60 | 161.00 | 172.30 | 0.00 | 1 | 10 | 134.5% | 0.969 | 0.0007 | -1.851 | 0.052 | 0.045 |
| 855.00 | 151.43 | 156.00 | 167.40 | 0.00 | 25 | 8 | 131.9% | 0.968 | 0.0007 | -1.900 | 0.055 | 0.045 |
| 860.00 | 139.16 | 151.00 | 162.25 | 0.00 | 1 | 1 | 127.2% | 0.968 | 0.0008 | -1.824 | 0.054 | 0.045 |
| 865.00 | 142.57 | 146.00 | 157.55 | 0.00 | 20 | 0 | 126.2% | 0.964 | 0.0008 | -1.973 | 0.059 | 0.045 |
| 870.00 | 138.25 | 141.00 | 152.20 | 0.00 | 70 | 0 | 119.9% | 0.966 | 0.0008 | -1.798 | 0.057 | 0.046 |
| 875.00 | 133.25 | 136.00 | 147.20 | 0.00 | 15 | 0 | 116.5% | 0.965 | 0.0009 | -1.797 | 0.058 | 0.046 |
| 880.00 | 127.55 | 131.00 | 142.50 | 0.00 | 200 | 0 | 115.4% | 0.961 | 0.0010 | -1.943 | 0.064 | 0.046 |
| 885.00 | 128.00 | 126.00 | 137.40 | 0.00 | 1 | 1 | 111.2% | 0.960 | 0.0010 | -1.892 | 0.064 | 0.046 |
| 890.00 | 123.01 | 121.00 | 134.00 | 0.00 | 2 | 2 | 118.8% | 0.943 | 0.0013 | -2.648 | 0.086 | 0.045 |
| 895.00 | 113.70 | 116.00 | 127.75 | 0.00 | 2 | 0 | 106.9% | 0.954 | 0.0012 | -2.056 | 0.073 | 0.046 |
| 900.00 | 112.79 | 111.00 | 124.75 | 0.00 | 1 | 181 | 116.0% | 0.932 | 0.0015 | -2.969 | 0.099 | 0.045 |
| 905.00 | 80.40 | 106.00 | 118.05 | 0.00 | 1 | 1 | 101.9% | 0.947 | 0.0014 | -2.188 | 0.082 | 0.046 |
| 907.50 | 101.15 | 103.00 | 115.30 | 0.00 | 2 | 6 | 98.4% | 0.948 | 0.0014 | -2.067 | 0.080 | 0.047 |
| 910.00 | 82.61 | 101.00 | 112.75 | 0.00 | 2 | 5 | 96.4% | 0.948 | 0.0015 | -2.042 | 0.081 | 0.047 |
| 912.50 | 60.05 | 101.00 | 110.25 | 0.00 | 0 | 1 | 94.6% | 0.947 | 0.0015 | -2.039 | 0.082 | 0.047 |
| 915.00 | 68.95 | 99.00 | 108.00 | 0.00 | 2 | 13 | 94.4% | 0.943 | 0.0016 | -2.152 | 0.087 | 0.047 |
| 917.50 | 103.75 | 96.00 | 105.20 | 0.00 | 1 | 4 | 90.8% | 0.945 | 0.0016 | -2.010 | 0.084 | 0.047 |
| 920.00 | 96.60 | 94.00 | 103.00 | 0.00 | 3 | 44 | 90.9% | 0.940 | 0.0017 | -2.144 | 0.090 | 0.047 |
| 925.00 | 102.15 | 89.00 | 97.30 | 10.50 | 2 | 28 | 83.0% | 0.946 | 0.0017 | -1.814 | 0.083 | 0.048 |
| 927.50 | 46.95 | 86.00 | 95.40 | 0.00 | 0 | 3 | 84.9% | 0.937 | 0.0019 | -2.086 | 0.093 | 0.047 |
| 930.00 | 82.30 | 84.00 | 93.00 | 0.00 | 2 | 6 | 83.8% | 0.934 | 0.0020 | -2.127 | 0.097 | 0.047 |
| 932.50 | 77.20 | 81.00 | 90.85 | 0.00 | 2 | 4 | 84.0% | 0.928 | 0.0022 | -2.276 | 0.104 | 0.047 |
| 935.00 | 97.00 | 79.00 | 88.00 | 15.39 | 1 | 38 | 80.2% | 0.931 | 0.0022 | -2.116 | 0.100 | 0.047 |
| 940.00 | 96.32 | 74.00 | 83.00 | 22.18 | 2 | 20 | 76.6% | 0.927 | 0.0024 | -2.103 | 0.105 | 0.047 |
| 942.50 | 76.80 | 72.00 | 81.00 | 0.00 | 1 | 42 | 77.4% | 0.918 | 0.0026 | -2.312 | 0.114 | 0.047 |
| 945.00 | 79.50 | 69.00 | 77.05 | 12.87 | 3 | 34 | 67.6% | 0.938 | 0.0024 | -1.670 | 0.093 | 0.048 |
| 947.50 | 64.95 | 67.00 | 75.00 | 0.00 | 3 | 10 | 68.4% | 0.928 | 0.0026 | -1.866 | 0.103 | 0.048 |
| 950.00 | 59.45 | 64.00 | 70.95 | -8.55 | 4 | 134 | 57.1% | 0.954 | 0.0023 | -1.152 | 0.073 | 0.049 |
| 952.50 | 59.00 | 62.00 | 71.00 | 0.00 | 2 | 56 | 70.0% | 0.908 | 0.0031 | -2.276 | 0.124 | 0.047 |
| 955.00 | 54.58 | 59.00 | 68.70 | -16.37 | 2 | 34 | 69.1% | 0.902 | 0.0033 | -2.346 | 0.130 | 0.047 |
| 960.00 | 66.87 | 54.00 | 61.75 | 10.43 | 1 | 264 | 55.4% | 0.930 | 0.0032 | -1.506 | 0.101 | 0.049 |
| 965.00 | 41.90 | 50.00 | 59.00 | -6.10 | 11 | 31 | 62.8% | 0.884 | 0.0041 | -2.408 | 0.147 | 0.046 |
| 970.00 | 48.00 | 45.00 | 52.95 | 6.76 | 1 | 68 | 54.3% | 0.894 | 0.0045 | -1.971 | 0.138 | 0.047 |
| 975.00 | 35.85 | 40.05 | 48.00 | -7.35 | 11 | 160 | 50.7% | 0.885 | 0.0051 | -1.960 | 0.147 | 0.047 |
| 980.00 | 32.36 | 36.00 | 43.00 | -5.01 | 12 | 99 | 46.8% | 0.874 | 0.0059 | -1.924 | 0.156 | 0.047 |
| 982.50 | 38.00 | 33.00 | 42.20 | 0.00 | 5 | 16 | 51.5% | 0.836 | 0.0064 | -2.495 | 0.186 | 0.044 |
| 985.00 | 55.00 | 31.00 | 39.00 | 20.77 | 1 | 46 | 46.8% | 0.842 | 0.0069 | -2.229 | 0.182 | 0.045 |
| 987.50 | 47.45 | 29.00 | 37.00 | 17.95 | 1 | 49 | 46.5% | 0.824 | 0.0074 | -2.360 | 0.195 | 0.044 |
| 990.00 | 30.49 | 27.00 | 35.15 | 0.49 | 16 | 87 | 46.6% | 0.804 | 0.0079 | -2.524 | 0.208 | 0.043 |
| 992.50 | 26.10 | 25.60 | 32.10 | -4.12 | 3 | 88 | 42.5% | 0.804 | 0.0086 | -2.310 | 0.209 | 0.043 |
| 995.00 | 26.31 | 23.00 | 30.35 | -3.69 | 16 | 72 | 42.8% | 0.780 | 0.0092 | -2.483 | 0.223 | 0.042 |
| 997.50 | 18.45 | 21.00 | 28.50 | -2.50 | 6 | 32 | 42.6% | 0.757 | 0.0097 | -2.604 | 0.236 | 0.041 |
| 1000.00 | 21.10 | 19.70 | 25.00 | -6.40 | 93 | 453 | 37.0% | 0.759 | 0.0111 | -2.263 | 0.235 | 0.041 |
| 1002.50 | 20.50 | 17.55 | 23.95 | 0.50 | 21 | 42 | 39.1% | 0.720 | 0.0114 | -2.568 | 0.254 | 0.039 |
| 1005.00 | 16.98 | 15.30 | 21.75 | -0.98 | 22 | 526 | 37.5% | 0.697 | 0.0124 | -2.548 | 0.263 | 0.038 |
| 1010.00 | 16.00 | 13.65 | 18.00 | -0.70 | 107 | 364 | 35.7% | 0.638 | 0.0139 | -2.596 | 0.283 | 0.035 |
| 1015.00 | 12.41 | 10.60 | 16.30 | -4.79 | 164 | 140 | 38.8% | 0.562 | 0.0135 | -2.952 | 0.297 | 0.031 |
| 1020.00 | 10.20 | 9.00 | 12.00 | -1.30 | 150 | 311 | 34.1% | 0.491 | 0.0155 | -2.619 | 0.301 | 0.027 |
| 1025.00 | 8.00 | 6.05 | 11.10 | -7.24 | 267 | 239 | 37.7% | 0.424 | 0.0138 | -2.837 | 0.295 | 0.023 |
| 1030.00 | 6.80 | 4.95 | 8.00 | -2.20 | 366 | 529 | 34.6% | 0.344 | 0.0141 | -2.437 | 0.277 | 0.019 |
| 1035.00 | 4.57 | 4.35 | 6.75 | -2.68 | 219 | 144 | 35.8% | 0.284 | 0.0126 | -2.320 | 0.256 | 0.016 |
| 1040.00 | 2.80 | 2.85 | 4.45 | -2.63 | 234 | 402 | 32.8% | 0.205 | 0.0115 | -1.783 | 0.214 | 0.011 |
| 1045.00 | 2.43 | 1.70 | 3.00 | -2.83 | 82 | 195 | 31.4% | 0.143 | 0.0095 | -1.350 | 0.170 | 0.008 |
| 1050.00 | 1.86 | 1.85 | 2.25 | -2.14 | 1,889 | 1,041 | 31.6% | 0.103 | 0.0075 | -1.084 | 0.135 | 0.006 |
| 1055.00 | 1.25 | 0.62 | 1.99 | -1.85 | 71 | 103 | 33.6% | 0.084 | 0.0061 | -0.989 | 0.116 | 0.005 |
| 1060.00 | 1.00 | 0.80 | 1.29 | -1.50 | 511 | 874 | 32.6% | 0.053 | 0.0044 | -0.670 | 0.081 | 0.003 |
| 1065.00 | 0.80 | 0.31 | 1.41 | -0.54 | 63 | 77 | 36.3% | 0.052 | 0.0039 | -0.732 | 0.080 | 0.003 |
| 1070.00 | 0.59 | 0.38 | 0.70 | -0.84 | 288 | 141 | 33.4% | 0.025 | 0.0023 | -0.369 | 0.044 | 0.001 |
| 1075.00 | 0.35 | 0.14 | 0.88 | -0.75 | 242 | 503 | 37.6% | 0.028 | 0.0023 | -0.463 | 0.049 | 0.002 |
| 1080.00 | 0.31 | 0.12 | 0.32 | -0.31 | 63 | 576 | 33.3% | 0.010 | 0.0010 | -0.161 | 0.019 | 0.001 |
| 1085.00 | 0.27 | 0.00 | 0.60 | -0.37 | 41 | 256 | 39.5% | 0.017 | 0.0014 | -0.311 | 0.031 | 0.001 |
| 1090.00 | 0.47 | 0.00 | 0.70 | 0.01 | 19 | 59 | 43.0% | 0.018 | 0.0014 | -0.363 | 0.034 | 0.001 |
| 1095.00 | 0.33 | 0.01 | 0.97 | 0.07 | 18 | 24 | 48.4% | 0.023 | 0.0015 | -0.507 | 0.042 | 0.001 |
| 1100.00 | 0.16 | 0.15 | 0.17 | -0.21 | 707 | 929 | 38.1% | 0.004 | 0.0004 | -0.076 | 0.008 | 0.000 |
| 1105.00 | 0.26 | 0.05 | 0.82 | -0.09 | 24 | 77 | 51.4% | 0.018 | 0.0011 | -0.423 | 0.033 | 0.001 |
| 1110.00 | 0.21 | 0.00 | 0.50 | 0.00 | 33 | 79 | 49.2% | 0.010 | 0.0007 | -0.249 | 0.020 | 0.001 |
| 1115.00 | 0.17 | 0.00 | 3.95 | 0.00 | 106 | 123 | 67.1% | 0.037 | 0.0016 | -1.027 | 0.061 | 0.002 |
| 1120.00 | 0.15 | 0.00 | 1.33 | -0.23 | 140 | 41 | 56.1% | 0.012 | 0.0007 | -0.335 | 0.024 | 0.001 |
| 1125.00 | 0.12 | 0.01 | 0.43 | -1.00 | 69 | 120 | 54.2% | 0.007 | 0.0005 | -0.208 | 0.015 | 0.000 |
| 1130.00 | 0.10 | 0.01 | 0.45 | -0.03 | 22 | 66 | 51.4% | 0.004 | 0.0003 | -0.103 | 0.008 | 0.000 |
| 1135.00 | 0.46 | 0.00 | 3.75 | 0.00 | 9 | 18 | 76.1% | 0.030 | 0.0012 | -0.976 | 0.051 | 0.002 |
| 1140.00 | 0.05 | 0.00 | 0.46 | -0.26 | 5 | 16 | 55.1% | 0.003 | 0.0002 | -0.101 | 0.007 | 0.000 |
| 1145.00 | 0.26 | 0.00 | 1.67 | 0.19 | 9 | 49 | 69.3% | 0.012 | 0.0006 | -0.421 | 0.024 | 0.001 |
| 1150.00 | 0.04 | 0.00 | 0.13 | -0.08 | 55 | 164 | 50.7% | 0.001 | 0.0001 | -0.023 | 0.002 | 0.000 |
| 1155.00 | 0.17 | 0.01 | 0.40 | 0.16 | 10 | 201 | 59.7% | 0.002 | 0.0002 | -0.087 | 0.006 | 0.000 |
| 1160.00 | 0.06 | 0.00 | 0.61 | -0.03 | 24 | 420 | 64.8% | 0.004 | 0.0002 | -0.136 | 0.008 | 0.000 |
| 1165.00 | 0.06 | 0.00 | 0.42 | 0.00 | 85 | 338 | 63.5% | 0.002 | 0.0002 | -0.089 | 0.006 | 0.000 |
| 1170.00 | 0.05 | 0.00 | 0.39 | -0.02 | 12 | 105 | 64.6% | 0.002 | 0.0001 | -0.081 | 0.005 | 0.000 |
| 1190.00 | 0.12 | 0.00 | 0.46 | 0.06 | 19 | 179 | 72.9% | 0.002 | 0.0001 | -0.095 | 0.005 | 0.000 |
| 1200.00 | 0.11 | 0.00 | 0.60 | 0.05 | 20 | 432 | 78.9% | 0.003 | 0.0001 | -0.129 | 0.007 | 0.000 |
| 1210.00 | 0.01 | 0.01 | 0.05 | -0.04 | 73 | 318 | 64.5% | 0.000 | 0.0000 | -0.008 | 0.001 | 0.000 |
| 1220.00 | 0.03 | 0.01 | 0.05 | 0.00 | 11 | 613 | 67.2% | 0.000 | 0.0000 | -0.008 | 0.000 | 0.000 |
| 1230.00 | 0.01 | 0.00 | 0.05 | -0.01 | 22 | 354 | 68.8% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
| 1240.00 | 0.01 | 0.00 | 0.05 | -0.02 | 3 | 260 | 71.5% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
| 1250.00 | 0.01 | 0.00 | 0.05 | 0.00 | 5 | 180 | 74.2% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
| 1260.00 | 0.01 | 0.00 | 0.05 | -0.04 | 6 | 216 | 76.6% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
| 1280.00 | 0.01 | 0.00 | 0.05 | -0.04 | 9 | 205 | 82.0% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
| 1360.00 | 0.08 | 0.00 | 0.05 | 0.07 | 8 | 200 | 101.6% | 0.000 | 0.0000 | -0.006 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 560.00 | 0.01 | 0.00 | 0.01 | 0.00 | 40 | 636 | 181.3% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 570.00 | 0.10 | 0.00 | 0.01 | 0.00 | 3 | 252 | 178.1% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 580.00 | 0.01 | 0.00 | 0.04 | 0.00 | 1 | 144 | 190.6% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 590.00 | 0.01 | 0.00 | 0.01 | -0.01 | 21 | 589 | 168.8% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 600.00 | 0.01 | 0.00 | 0.08 | 0.00 | 66 | 329 | 190.6% | -0.000 | 0.0000 | -0.010 | 0.000 | -0.000 |
| 610.00 | 0.01 | 0.00 | 0.04 | 0.00 | 92 | 270 | 175.0% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 620.00 | 0.01 | 0.00 | 0.01 | 0.00 | 30 | 800 | 153.1% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 630.00 | 0.05 | 0.00 | 0.05 | 0.02 | 1 | 262 | 167.2% | -0.000 | 0.0000 | -0.005 | 0.000 | -0.000 |
| 640.00 | 0.01 | 0.00 | 0.03 | 0.00 | 1 | 330 | 156.3% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 650.00 | 0.01 | 0.00 | 0.01 | -0.01 | 72 | 388 | 140.6% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 660.00 | 0.01 | 0.00 | 0.01 | -0.01 | 46 | 571 | 134.4% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 670.00 | 0.01 | 0.00 | 0.01 | -0.02 | 29 | 149 | 131.3% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 680.00 | 0.01 | 0.00 | 0.01 | -0.02 | 133 | 585 | 125.0% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 690.00 | 0.01 | 0.00 | 0.01 | 0.00 | 30 | 1,076 | 121.9% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 700.00 | 0.01 | 0.00 | 0.01 | -0.02 | 43 | 3,075 | 118.8% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 710.00 | 0.01 | 0.00 | 0.01 | 0.00 | 20 | 133 | 112.5% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 720.00 | 0.03 | 0.00 | 0.20 | 0.00 | 263 | 187 | 139.6% | -0.000 | 0.0000 | -0.031 | 0.001 | -0.000 |
| 725.00 | 0.01 | 0.00 | 4.80 | -0.02 | 129 | 47 | 210.0% | -0.012 | 0.0002 | -1.203 | 0.023 | -0.001 |
| 730.00 | 0.02 | 0.01 | 0.03 | -0.18 | 151 | 383 | 116.4% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 732.50 | 0.03 | 0.00 | 4.80 | 0.00 | 87 | 68 | 204.5% | -0.012 | 0.0002 | -1.204 | 0.024 | -0.001 |
| 740.00 | 0.07 | 0.00 | 0.05 | 0.01 | 2 | 181 | 114.1% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 750.00 | 0.15 | 0.00 | 0.21 | 0.00 | 10 | 98 | 125.2% | -0.000 | 0.0000 | -0.034 | 0.001 | -0.000 |
| 760.00 | 0.22 | 0.00 | 4.50 | 0.00 | 5 | 41 | 182.9% | -0.013 | 0.0002 | -1.130 | 0.025 | -0.001 |
| 770.00 | 0.30 | 0.00 | 4.30 | 0.00 | 2 | 63 | 174.5% | -0.013 | 0.0003 | -1.080 | 0.025 | -0.001 |
| 780.00 | 0.04 | 0.00 | 4.00 | 0.00 | 2 | 68 | 165.5% | -0.012 | 0.0003 | -1.002 | 0.024 | -0.001 |
| 790.00 | 0.02 | 0.00 | 0.19 | 0.00 | 8 | 31 | 104.5% | -0.000 | 0.0000 | -0.031 | 0.001 | -0.000 |
| 795.00 | 2.45 | 0.00 | 0.80 | 0.00 | 49 | 50 | 120.9% | -0.002 | 0.0001 | -0.170 | 0.006 | -0.000 |
| 800.00 | 0.06 | 0.00 | 4.30 | 0.00 | 16 | 97 | 154.3% | -0.015 | 0.0003 | -1.086 | 0.028 | -0.001 |
| 805.00 | 0.93 | 0.00 | 4.30 | 0.00 | 14 | 12 | 151.0% | -0.015 | 0.0003 | -1.086 | 0.029 | -0.001 |
| 810.00 | 0.01 | 0.00 | 4.30 | 0.00 | 16 | 42 | 147.7% | -0.016 | 0.0004 | -1.088 | 0.030 | -0.001 |
| 820.00 | 0.03 | 0.00 | 4.30 | -0.01 | 1 | 50 | 141.1% | -0.016 | 0.0004 | -1.089 | 0.031 | -0.001 |
| 825.00 | 1.99 | 0.00 | 4.30 | 1.83 | 1 | 12 | 137.8% | -0.017 | 0.0004 | -1.089 | 0.032 | -0.001 |
| 830.00 | 1.78 | 0.00 | 4.80 | 0.00 | 1 | 17 | 137.6% | -0.019 | 0.0005 | -1.222 | 0.036 | -0.001 |
| 835.00 | 0.43 | 0.00 | 4.80 | 0.00 | 1 | 20 | 134.3% | -0.020 | 0.0005 | -1.222 | 0.036 | -0.001 |
| 840.00 | 0.65 | 0.00 | 4.80 | 0.00 | 4 | 19 | 131.0% | -0.021 | 0.0005 | -1.222 | 0.037 | -0.001 |
| 842.50 | 0.03 | 0.00 | 4.80 | 0.00 | 11 | 17 | 129.3% | -0.021 | 0.0005 | -1.223 | 0.038 | -0.001 |
| 845.00 | 0.74 | 0.00 | 4.80 | 0.00 | 26 | 43 | 127.7% | -0.021 | 0.0005 | -1.224 | 0.038 | -0.001 |
| 847.50 | 0.70 | 0.00 | 4.80 | 0.00 | 0 | 1 | 126.1% | -0.022 | 0.0005 | -1.223 | 0.039 | -0.001 |
| 850.00 | 0.10 | 0.00 | 0.06 | 0.00 | 8 | 57 | 68.8% | -0.000 | 0.0000 | -0.008 | 0.000 | -0.000 |
| 852.50 | 0.66 | 0.00 | 0.34 | 0.00 | 0 | 2 | 81.0% | -0.001 | 0.0001 | -0.066 | 0.003 | -0.000 |
| 855.00 | 1.02 | 0.00 | 4.50 | 0.00 | 1 | 30 | 119.5% | -0.021 | 0.0006 | -1.146 | 0.038 | -0.001 |
| 857.50 | 1.96 | 0.00 | 4.55 | 0.00 | 0 | 17 | 118.2% | -0.022 | 0.0006 | -1.159 | 0.039 | -0.001 |
| 860.00 | 0.05 | 0.00 | 4.80 | 0.00 | 11 | 339 | 117.9% | -0.023 | 0.0006 | -1.224 | 0.042 | -0.001 |
| 862.50 | 1.75 | 0.00 | 2.00 | 0.00 | 1 | 82 | 98.3% | -0.010 | 0.0004 | -0.491 | 0.020 | -0.001 |
| 865.00 | 2.19 | 0.00 | 4.80 | 0.00 | 29 | 50 | 114.6% | -0.024 | 0.0007 | -1.224 | 0.043 | -0.001 |
| 870.00 | 0.04 | 0.00 | 0.70 | -0.01 | 6 | 553 | 79.8% | -0.003 | 0.0002 | -0.154 | 0.008 | -0.000 |
| 875.00 | 0.05 | 0.00 | 0.49 | 0.00 | 7 | 182 | 73.6% | -0.002 | 0.0001 | -0.102 | 0.006 | -0.000 |
| 880.00 | 0.13 | 0.00 | 0.70 | 0.00 | 59 | 189 | 74.8% | -0.004 | 0.0002 | -0.155 | 0.008 | -0.000 |
| 885.00 | 0.17 | 0.01 | 0.34 | 0.12 | 209 | 223 | 65.9% | -0.002 | 0.0001 | -0.070 | 0.004 | -0.000 |
| 890.00 | 0.04 | 0.01 | 0.15 | -0.07 | 107 | 278 | 58.0% | -0.001 | 0.0001 | -0.028 | 0.002 | -0.000 |
| 895.00 | 0.10 | 0.00 | 0.31 | -0.04 | 18 | 681 | 60.4% | -0.002 | 0.0001 | -0.062 | 0.004 | -0.000 |
| 900.00 | 0.15 | 0.01 | 0.16 | 0.02 | 117 | 675 | 54.1% | -0.001 | 0.0001 | -0.031 | 0.002 | -0.000 |
| 905.00 | 0.07 | 0.01 | 0.22 | -0.01 | 53 | 168 | 53.7% | -0.001 | 0.0001 | -0.044 | 0.003 | -0.000 |
| 907.50 | 0.08 | 0.00 | 0.41 | -0.12 | 1 | 931 | 56.6% | -0.003 | 0.0002 | -0.087 | 0.006 | -0.000 |
| 910.00 | 0.06 | 0.00 | 0.15 | -0.09 | 17 | 261 | 53.2% | -0.002 | 0.0002 | -0.061 | 0.005 | -0.000 |
| 912.50 | 0.80 | 0.00 | 0.63 | 0.00 | 94 | 51 | 57.6% | -0.004 | 0.0003 | -0.142 | 0.010 | -0.000 |
| 915.00 | 0.22 | 0.00 | 2.19 | 0.00 | 51 | 85 | 69.5% | -0.017 | 0.0008 | -0.550 | 0.032 | -0.001 |
| 917.50 | 0.44 | 0.00 | 2.57 | 0.00 | 48 | 30 | 70.3% | -0.020 | 0.0009 | -0.650 | 0.037 | -0.001 |
| 920.00 | 0.03 | 0.02 | 0.44 | -0.20 | 34 | 153 | 51.5% | -0.003 | 0.0003 | -0.100 | 0.008 | -0.000 |
| 922.50 | 0.25 | 0.00 | 3.35 | -0.14 | 1 | 219 | 71.2% | -0.028 | 0.0012 | -0.850 | 0.048 | -0.002 |
| 925.00 | 0.34 | 0.05 | 0.64 | 0.03 | 140 | 360 | 52.1% | -0.006 | 0.0004 | -0.159 | 0.012 | -0.000 |
| 927.50 | 0.33 | 0.00 | 2.06 | 0.00 | 56 | 35 | 61.5% | -0.018 | 0.0010 | -0.518 | 0.034 | -0.001 |
| 930.00 | 0.15 | 0.03 | 0.31 | -0.25 | 204 | 239 | 48.8% | -0.005 | 0.0004 | -0.142 | 0.012 | -0.000 |
| 932.50 | 0.25 | 0.00 | 0.65 | -0.18 | 17 | 28 | 53.8% | -0.012 | 0.0008 | -0.320 | 0.024 | -0.001 |
| 935.00 | 0.12 | 0.08 | 0.65 | -0.24 | 10 | 125 | 52.4% | -0.013 | 0.0008 | -0.320 | 0.025 | -0.001 |
| 940.00 | 0.43 | 0.18 | 0.43 | -0.20 | 60 | 173 | 46.3% | -0.009 | 0.0007 | -0.206 | 0.018 | -0.000 |
| 942.50 | 0.31 | 0.05 | 0.58 | -0.42 | 1 | 61 | 47.4% | -0.012 | 0.0009 | -0.284 | 0.024 | -0.001 |
| 945.00 | 1.74 | 0.10 | 0.48 | 1.01 | 3 | 127 | 44.5% | -0.011 | 0.0008 | -0.233 | 0.021 | -0.001 |
| 947.50 | 0.93 | 0.02 | 0.72 | 0.00 | 29 | 25 | 46.5% | -0.016 | 0.0012 | -0.358 | 0.031 | -0.001 |
| 950.00 | 0.38 | 0.30 | 0.53 | -0.42 | 201 | 528 | 42.7% | -0.013 | 0.0010 | -0.260 | 0.024 | -0.001 |
| 952.50 | 0.58 | 0.03 | 0.86 | -0.54 | 1 | 62 | 45.4% | -0.021 | 0.0015 | -0.432 | 0.038 | -0.001 |
| 955.00 | 0.38 | 0.28 | 0.91 | -0.55 | 76 | 199 | 44.5% | -0.023 | 0.0016 | -0.458 | 0.041 | -0.001 |
| 960.00 | 0.75 | 0.50 | 1.06 | -0.30 | 63 | 187 | 43.0% | -0.029 | 0.0020 | -0.534 | 0.050 | -0.002 |
| 965.00 | 0.99 | 0.31 | 1.20 | -0.78 | 55 | 105 | 41.2% | -0.036 | 0.0025 | -0.603 | 0.059 | -0.002 |
| 970.00 | 0.91 | 0.56 | 1.25 | -1.57 | 49 | 200 | 38.5% | -0.040 | 0.0030 | -0.625 | 0.065 | -0.002 |
| 975.00 | 1.41 | 0.78 | 1.52 | -1.51 | 97 | 92 | 37.2% | -0.053 | 0.0038 | -0.749 | 0.081 | -0.003 |
| 980.00 | 1.89 | 1.03 | 3.00 | -1.69 | 131 | 293 | 41.8% | -0.100 | 0.0056 | -1.374 | 0.133 | -0.006 |
| 982.50 | 2.56 | 1.61 | 3.40 | -1.86 | 24 | 47 | 41.7% | -0.115 | 0.0062 | -1.516 | 0.147 | -0.007 |
| 985.00 | 2.91 | 1.65 | 4.10 | -1.24 | 23 | 48 | 42.7% | -0.137 | 0.0068 | -1.755 | 0.166 | -0.008 |
| 987.50 | 3.80 | 1.64 | 7.00 | -0.65 | 8 | 31 | 51.4% | -0.198 | 0.0072 | -2.673 | 0.210 | -0.011 |
| 990.00 | 3.50 | 2.10 | 4.50 | -2.50 | 212 | 88 | 40.2% | -0.162 | 0.0081 | -1.839 | 0.185 | -0.009 |
| 992.50 | 5.35 | 2.02 | 7.85 | -0.60 | 7 | 15 | 49.6% | -0.230 | 0.0081 | -2.815 | 0.229 | -0.013 |
| 995.00 | 4.78 | 1.47 | 7.60 | -2.20 | 22 | 53 | 46.5% | -0.238 | 0.0088 | -2.682 | 0.233 | -0.014 |
| 997.50 | 5.05 | 4.00 | 8.60 | -2.32 | 51 | 75 | 47.2% | -0.264 | 0.0092 | -2.879 | 0.247 | -0.015 |
| 1000.00 | 5.40 | 4.05 | 7.10 | -1.60 | 207 | 165 | 40.1% | -0.257 | 0.0107 | -2.407 | 0.243 | -0.015 |
| 1002.50 | 10.05 | 3.90 | 8.80 | -0.50 | 11 | 37 | 42.8% | -0.296 | 0.0107 | -2.754 | 0.261 | -0.017 |
| 1005.00 | 7.25 | 5.40 | 9.05 | -0.75 | 16 | 65 | 40.9% | -0.317 | 0.0115 | -2.710 | 0.269 | -0.018 |
| 1010.00 | 8.36 | 7.50 | 12.20 | -1.49 | 101 | 45 | 44.3% | -0.386 | 0.0114 | -3.147 | 0.288 | -0.022 |
| 1015.00 | 10.56 | 7.45 | 13.65 | -3.34 | 46 | 30 | 42.2% | -0.442 | 0.0124 | -3.084 | 0.298 | -0.025 |
| 1020.00 | 19.23 | 10.55 | 17.00 | 2.23 | 34 | 36 | 44.6% | -0.504 | 0.0119 | -3.290 | 0.301 | -0.029 |
| 1025.00 | 22.64 | 11.85 | 19.35 | 1.65 | 20 | 39 | 43.6% | -0.565 | 0.0120 | -3.164 | 0.297 | -0.032 |
| 1030.00 | 19.00 | 15.15 | 21.00 | -4.52 | 10 | 20 | 39.9% | -0.635 | 0.0125 | -2.747 | 0.283 | -0.036 |
| 1035.00 | 29.23 | 19.40 | 26.00 | 3.14 | 7 | 9 | 45.0% | -0.673 | 0.0106 | -2.978 | 0.272 | -0.039 |
| 1040.00 | 33.50 | 21.00 | 29.50 | 3.15 | 2 | 16 | 45.3% | -0.722 | 0.0098 | -2.778 | 0.253 | -0.042 |
| 1045.00 | 60.12 | 25.80 | 33.25 | 0.00 | 1 | 21 | 45.8% | -0.765 | 0.0089 | -2.560 | 0.232 | -0.044 |
| 1050.00 | 28.00 | 30.80 | 37.90 | -36.82 | 2 | 21 | 48.8% | -0.790 | 0.0078 | -2.552 | 0.217 | -0.046 |
| 1055.00 | 55.75 | 34.20 | 43.00 | 0.00 | 8 | 5 | 53.2% | -0.805 | 0.0069 | -2.664 | 0.208 | -0.047 |
| 1060.00 | 53.05 | 38.75 | 47.00 | 0.00 | 2 | 46 | 53.4% | -0.835 | 0.0062 | -2.393 | 0.187 | -0.049 |
| 1070.00 | 57.85 | 49.00 | 57.00 | 4.80 | 2 | 12 | 60.7% | -0.856 | 0.0050 | -2.486 | 0.171 | -0.051 |
| 1075.00 | 65.00 | 54.00 | 62.00 | -13.45 | 2 | 2 | 64.2% | -0.864 | 0.0045 | -2.524 | 0.164 | -0.051 |
| 1080.00 | 71.05 | 57.90 | 67.00 | 0.00 | 2 | 14 | 67.6% | -0.872 | 0.0041 | -2.557 | 0.158 | -0.052 |
| 1085.00 | 70.15 | 62.10 | 72.00 | 0.00 | 2 | 1 | 70.9% | -0.878 | 0.0038 | -2.586 | 0.152 | -0.053 |
| 1090.00 | 75.05 | 67.05 | 77.00 | 0.00 | 2 | 6 | 74.2% | -0.884 | 0.0035 | -2.613 | 0.147 | -0.053 |
| 1095.00 | 93.70 | 73.00 | 82.00 | 0.00 | 0 | 0 | 52.0% | -0.968 | 0.0019 | -0.587 | 0.055 | -0.058 |
| 1100.00 | 104.15 | 77.50 | 87.00 | 0.00 | 6 | 0 | 52.3% | -0.975 | 0.0015 | -0.455 | 0.045 | -0.059 |
| 1105.00 | 95.75 | 82.80 | 92.00 | 0.00 | 20 | 8 | 56.1% | -0.973 | 0.0015 | -0.533 | 0.047 | -0.059 |
| 1110.00 | 119.30 | 87.55 | 97.00 | 0.00 | 2 | 0 | 57.3% | -0.977 | 0.0013 | -0.466 | 0.041 | -0.060 |
| 1135.00 | 125.00 | 113.15 | 125.00 | 0.00 | 2 | 0 | 84.4% | -0.955 | 0.0015 | -1.387 | 0.072 | -0.060 |
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.