LLY
Eli Lilly and CompanyClose $1225.73EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 520.00 | 442.75 | 625.60 | 641.50 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.061 | 0.000 | 0.043 |
| 560.00 | 647.15 | 661.95 | 671.10 | 0.00 | 85 | 0 | 315.1% | 0.998 | 0.0000 | -0.427 | 0.007 | 0.046 |
| 580.00 | 534.15 | 0.00 | 0.00 | 0.00 | 6 | 0 | 0.0% | 1.000 | 0.0000 | -0.068 | 0.000 | 0.048 |
| 600.00 | 553.05 | 550.45 | 563.10 | 0.00 | 2 | 2 | 0.0% | 1.000 | 0.0000 | -0.071 | 0.000 | 0.049 |
| 620.00 | 586.70 | 601.00 | 611.15 | 0.00 | 15 | 0 | 251.4% | 0.999 | 0.0000 | -0.222 | 0.004 | 0.051 |
| 640.00 | 566.70 | 581.00 | 591.15 | 0.00 | 10 | 0 | 240.4% | 0.999 | 0.0000 | -0.224 | 0.004 | 0.052 |
| 660.00 | 549.95 | 560.50 | 573.10 | 0.00 | 15 | 2 | 263.8% | 0.997 | 0.0000 | -0.574 | 0.011 | 0.054 |
| 680.00 | 473.75 | 470.85 | 481.05 | 0.00 | 2 | 1 | 0.0% | 1.000 | 0.0000 | -0.080 | 0.000 | 0.056 |
| 700.00 | 509.50 | 520.85 | 531.40 | 0.00 | 60 | 0 | 212.9% | 0.999 | 0.0000 | -0.257 | 0.005 | 0.057 |
| 720.00 | 489.20 | 501.05 | 511.20 | 0.00 | 65 | 0 | 203.0% | 0.999 | 0.0000 | -0.259 | 0.005 | 0.059 |
| 740.00 | 467.35 | 480.55 | 491.20 | 0.00 | 10 | 0 | 173.8% | 0.999 | 0.0000 | -0.146 | 0.002 | 0.061 |
| 760.00 | 448.65 | 460.60 | 471.25 | 0.00 | 15 | 0 | 170.3% | 0.999 | 0.0000 | -0.171 | 0.003 | 0.062 |
| 780.00 | 447.38 | 440.60 | 451.25 | 18.25 | 1 | 1 | 161.8% | 0.999 | 0.0000 | -0.174 | 0.003 | 0.064 |
| 800.00 | 373.03 | 421.55 | 431.25 | 0.00 | 7 | 8 | 177.1% | 0.997 | 0.0000 | -0.401 | 0.010 | 0.065 |
| 810.00 | 387.80 | 410.40 | 424.55 | 0.00 | 2 | 0 | 197.9% | 0.992 | 0.0001 | -0.912 | 0.025 | 0.066 |
| 820.00 | 389.13 | 400.40 | 413.80 | 0.00 | 15 | 0 | 185.6% | 0.993 | 0.0001 | -0.737 | 0.021 | 0.067 |
| 830.00 | 335.17 | 390.60 | 403.75 | 0.00 | 1 | 0 | 182.2% | 0.993 | 0.0001 | -0.774 | 0.022 | 0.067 |
| 840.00 | 369.70 | 380.65 | 391.30 | 0.00 | 175 | 0 | 140.7% | 0.999 | 0.0000 | -0.205 | 0.005 | 0.069 |
| 850.00 | 359.70 | 371.10 | 381.30 | 0.00 | 10 | 4 | 147.6% | 0.997 | 0.0000 | -0.313 | 0.009 | 0.070 |
| 860.00 | 333.05 | 358.20 | 376.00 | 0.00 | 7 | 7 | 166.2% | 0.992 | 0.0001 | -0.742 | 0.023 | 0.070 |
| 870.00 | 327.75 | 346.25 | 366.00 | 0.00 | 2 | 0 | 136.2% | 0.998 | 0.0000 | -0.280 | 0.008 | 0.071 |
| 880.00 | 328.85 | 342.10 | 351.30 | 0.00 | 165 | 3 | 148.8% | 0.994 | 0.0001 | -0.555 | 0.018 | 0.072 |
| 890.00 | 231.50 | 326.90 | 346.00 | 0.00 | 1 | 0 | 138.4% | 0.996 | 0.0001 | -0.437 | 0.014 | 0.073 |
| 900.00 | 285.00 | 320.10 | 334.20 | 0.00 | 10 | 30 | 148.3% | 0.991 | 0.0001 | -0.769 | 0.027 | 0.073 |
| 910.00 | 301.50 | 310.65 | 321.30 | 0.00 | 15 | 0 | 113.4% | 0.998 | 0.0000 | -0.214 | 0.006 | 0.075 |
| 920.00 | 276.00 | 302.00 | 311.30 | 0.00 | 4 | 58 | 130.2% | 0.994 | 0.0001 | -0.537 | 0.020 | 0.075 |
| 930.00 | 281.50 | 291.15 | 301.35 | 0.00 | 15 | 1 | 116.2% | 0.996 | 0.0001 | -0.348 | 0.012 | 0.076 |
| 940.00 | 244.00 | 281.15 | 291.35 | 0.00 | 10 | 23 | 112.2% | 0.996 | 0.0001 | -0.349 | 0.013 | 0.077 |
| 950.00 | 261.55 | 272.00 | 281.05 | 0.00 | 65 | 0 | 114.8% | 0.994 | 0.0001 | -0.481 | 0.019 | 0.077 |
| 960.00 | 254.09 | 262.00 | 271.35 | 0.00 | 840 | 2 | 113.6% | 0.992 | 0.0002 | -0.553 | 0.023 | 0.078 |
| 970.00 | 241.25 | 250.70 | 261.35 | 0.00 | 80 | 0 | 93.4% | 0.998 | 0.0001 | -0.247 | 0.009 | 0.079 |
| 980.00 | 235.19 | 241.50 | 251.35 | 0.00 | 1,262 | 8 | 100.5% | 0.994 | 0.0002 | -0.438 | 0.019 | 0.080 |
| 990.00 | 186.62 | 230.70 | 241.35 | 0.00 | 1 | 1 | 86.0% | 0.997 | 0.0001 | -0.249 | 0.009 | 0.081 |
| 1000.00 | 205.00 | 220.75 | 231.40 | 10.00 | 2 | 31 | 84.1% | 0.997 | 0.0001 | -0.274 | 0.011 | 0.082 |
| 1010.00 | 172.35 | 210.75 | 221.40 | 0.00 | 2 | 3 | 80.5% | 0.996 | 0.0001 | -0.276 | 0.012 | 0.083 |
| 1020.00 | 196.00 | 201.30 | 211.40 | 25.01 | 5 | 13 | 83.3% | 0.993 | 0.0002 | -0.407 | 0.021 | 0.083 |
| 1030.00 | 179.75 | 191.00 | 201.40 | 0.00 | 90 | 0 | 76.4% | 0.995 | 0.0002 | -0.338 | 0.017 | 0.084 |
| 1040.00 | 168.80 | 182.10 | 191.40 | 0.00 | 653 | 10 | 81.8% | 0.988 | 0.0003 | -0.595 | 0.035 | 0.084 |
| 1050.00 | 156.38 | 172.10 | 182.50 | 13.45 | 1 | 6 | 84.0% | 0.981 | 0.0005 | -0.840 | 0.051 | 0.084 |
| 1060.00 | 165.75 | 161.25 | 170.80 | 36.60 | 3 | 34 | 61.2% | 0.996 | 0.0002 | -0.258 | 0.013 | 0.087 |
| 1070.00 | 115.03 | 152.10 | 161.15 | 0.00 | 6 | 8 | 68.2% | 0.987 | 0.0004 | -0.538 | 0.036 | 0.087 |
| 1080.00 | 136.90 | 142.10 | 151.45 | 21.50 | 2 | 21 | 66.0% | 0.984 | 0.0005 | -0.606 | 0.044 | 0.087 |
| 1090.00 | 95.48 | 132.15 | 142.00 | 0.00 | 4 | 19 | 64.9% | 0.979 | 0.0007 | -0.737 | 0.057 | 0.087 |
| 1100.00 | 127.91 | 125.00 | 131.25 | 34.91 | 10 | 744 | 68.5% | 0.962 | 0.0011 | -1.165 | 0.091 | 0.086 |
| 1105.00 | 121.03 | 116.00 | 126.55 | 0.00 | 0 | 7 | 50.0% | 0.990 | 0.0005 | -0.380 | 0.030 | 0.090 |
| 1110.00 | 105.00 | 110.20 | 121.55 | 20.90 | 5 | 52 | 80.7% | 0.919 | 0.0017 | -2.363 | 0.167 | 0.083 |
| 1115.00 | 100.00 | 106.00 | 116.60 | -2.70 | 2 | 31 | 78.2% | 0.916 | 0.0018 | -2.363 | 0.172 | 0.083 |
| 1120.00 | 107.50 | 102.30 | 111.65 | 40.70 | 16 | 347 | 51.6% | 0.975 | 0.0010 | -0.687 | 0.065 | 0.089 |
| 1125.00 | 83.00 | 99.00 | 106.00 | -5.00 | 3 | 32 | 53.3% | 0.964 | 0.0013 | -0.900 | 0.087 | 0.089 |
| 1130.00 | 91.71 | 92.90 | 101.00 | 37.01 | 1 | 64 | 68.0% | 0.913 | 0.0021 | -2.121 | 0.177 | 0.084 |
| 1135.00 | 87.00 | 89.00 | 96.00 | 28.50 | 17 | 57 | 65.3% | 0.909 | 0.0023 | -2.102 | 0.182 | 0.084 |
| 1140.00 | 75.10 | 84.00 | 91.00 | 26.70 | 8 | 222 | 62.7% | 0.905 | 0.0024 | -2.082 | 0.188 | 0.084 |
| 1145.00 | 40.00 | 79.00 | 86.00 | 0.00 | 1 | 34 | 60.0% | 0.901 | 0.0026 | -2.061 | 0.194 | 0.084 |
| 1150.00 | 72.11 | 74.00 | 81.00 | 26.75 | 55 | 150 | 57.4% | 0.896 | 0.0028 | -2.038 | 0.201 | 0.084 |
| 1155.00 | 62.00 | 69.00 | 77.00 | 29.50 | 7 | 29 | 58.0% | 0.878 | 0.0031 | -2.298 | 0.225 | 0.082 |
| 1160.00 | 57.50 | 65.00 | 70.00 | 21.62 | 17 | 298 | 48.5% | 0.900 | 0.0032 | -1.693 | 0.194 | 0.085 |
| 1165.00 | 33.36 | 60.00 | 67.00 | 0.00 | 7 | 70 | 52.4% | 0.865 | 0.0037 | -2.229 | 0.242 | 0.082 |
| 1167.50 | 24.90 | 57.00 | 64.95 | 0.00 | 0 | 3 | 52.3% | 0.855 | 0.0039 | -2.327 | 0.254 | 0.081 |
| 1170.00 | 54.06 | 55.00 | 62.00 | 28.66 | 6 | 95 | 49.5% | 0.857 | 0.0041 | -2.190 | 0.251 | 0.081 |
| 1172.50 | 48.62 | 53.00 | 60.00 | 18.48 | 1 | 10 | 49.6% | 0.846 | 0.0043 | -2.295 | 0.264 | 0.080 |
| 1175.00 | 45.62 | 50.00 | 57.55 | 20.42 | 25 | 136 | 48.2% | 0.840 | 0.0045 | -2.284 | 0.270 | 0.080 |
| 1177.50 | 41.02 | 48.00 | 55.00 | 15.06 | 1 | 30 | 46.6% | 0.836 | 0.0048 | -2.246 | 0.274 | 0.080 |
| 1180.00 | 49.23 | 46.00 | 53.00 | 27.24 | 41 | 495 | 46.5% | 0.824 | 0.0050 | -2.338 | 0.287 | 0.079 |
| 1185.00 | 44.81 | 41.00 | 49.00 | 27.81 | 14 | 110 | 46.0% | 0.799 | 0.0055 | -2.500 | 0.312 | 0.077 |
| 1190.00 | 40.27 | 38.45 | 44.30 | 24.67 | 44 | 252 | 43.5% | 0.782 | 0.0061 | -2.485 | 0.328 | 0.075 |
| 1192.50 | 35.97 | 36.65 | 42.00 | 20.36 | 12 | 58 | 42.4% | 0.771 | 0.0064 | -2.483 | 0.336 | 0.074 |
| 1195.00 | 36.14 | 33.00 | 40.00 | 23.39 | 18 | 104 | 41.9% | 0.757 | 0.0067 | -2.534 | 0.348 | 0.073 |
| 1200.00 | 33.60 | 29.55 | 35.30 | 24.10 | 230 | 1,882 | 39.2% | 0.734 | 0.0075 | -2.482 | 0.365 | 0.071 |
| 1202.50 | 19.60 | 27.20 | 35.00 | 8.04 | 9 | 33 | 42.2% | 0.701 | 0.0074 | -2.811 | 0.386 | 0.068 |
| 1205.00 | 25.38 | 25.00 | 30.65 | 14.94 | 75 | 192 | 36.4% | 0.707 | 0.0085 | -2.416 | 0.382 | 0.069 |
| 1207.50 | 27.00 | 24.75 | 29.90 | 18.52 | 33 | 36 | 38.3% | 0.677 | 0.0084 | -2.638 | 0.399 | 0.066 |
| 1210.00 | 19.00 | 22.10 | 27.80 | 12.60 | 224 | 273 | 37.2% | 0.659 | 0.0089 | -2.616 | 0.407 | 0.064 |
| 1212.50 | 23.34 | 20.45 | 26.25 | 15.12 | 35 | 104 | 37.1% | 0.637 | 0.0091 | -2.670 | 0.417 | 0.062 |
| 1215.00 | 21.28 | 19.00 | 24.15 | 17.08 | 162 | 121 | 35.9% | 0.617 | 0.0096 | -2.623 | 0.424 | 0.060 |
| 1220.00 | 18.98 | 16.25 | 20.00 | 13.87 | 508 | 488 | 33.3% | 0.572 | 0.0106 | -2.497 | 0.436 | 0.056 |
| 1225.00 | 15.80 | 14.35 | 17.00 | 11.63 | 200 | 188 | 32.5% | 0.519 | 0.0110 | -2.472 | 0.443 | 0.051 |
| 1230.00 | 14.00 | 11.80 | 13.75 | 11.07 | 462 | 494 | 30.8% | 0.461 | 0.0116 | -2.330 | 0.441 | 0.045 |
| 1235.00 | 11.57 | 9.35 | 12.45 | 8.12 | 93 | 71 | 32.5% | 0.409 | 0.0108 | -2.394 | 0.432 | 0.040 |
| 1240.00 | 9.00 | 7.60 | 10.00 | 7.00 | 386 | 926 | 31.3% | 0.352 | 0.0107 | -2.204 | 0.412 | 0.035 |
| 1245.00 | 7.65 | 6.25 | 9.15 | 5.99 | 141 | 330 | 33.1% | 0.311 | 0.0096 | -2.211 | 0.393 | 0.031 |
| 1250.00 | 6.20 | 5.45 | 6.50 | 5.00 | 5,447 | 1,753 | 30.5% | 0.247 | 0.0093 | -1.817 | 0.351 | 0.025 |
| 1255.00 | 4.95 | 3.70 | 5.15 | 3.51 | 154 | 90 | 30.1% | 0.201 | 0.0084 | -1.597 | 0.312 | 0.020 |
| 1260.00 | 4.15 | 3.80 | 4.50 | 3.30 | 345 | 985 | 31.2% | 0.171 | 0.0073 | -1.492 | 0.283 | 0.017 |
| 1265.00 | 3.15 | 2.52 | 3.50 | 2.50 | 313 | 64 | 30.8% | 0.135 | 0.0063 | -1.262 | 0.242 | 0.013 |
| 1270.00 | 2.43 | 2.05 | 2.65 | 1.78 | 467 | 188 | 30.4% | 0.104 | 0.0053 | -1.031 | 0.200 | 0.010 |
| 1275.00 | 1.98 | 1.75 | 2.45 | 1.56 | 250 | 89 | 31.9% | 0.091 | 0.0046 | -0.982 | 0.182 | 0.009 |
| 1280.00 | 1.80 | 1.35 | 2.00 | 1.50 | 402 | 931 | 32.3% | 0.073 | 0.0039 | -0.839 | 0.154 | 0.007 |
| 1300.00 | 0.50 | 0.50 | 0.60 | 0.39 | 1,747 | 2,930 | 31.3% | 0.020 | 0.0014 | -0.289 | 0.055 | 0.002 |
| 1320.00 | 0.20 | 0.11 | 0.28 | 0.14 | 119 | 705 | 33.5% | 0.008 | 0.0006 | -0.136 | 0.024 | 0.001 |
| 1340.00 | 0.10 | 0.04 | 0.10 | 0.04 | 199 | 1,659 | 34.4% | 0.002 | 0.0002 | -0.046 | 0.008 | 0.000 |
| 1360.00 | 0.05 | 0.01 | 0.48 | -0.03 | 44 | 332 | 48.3% | 0.010 | 0.0005 | -0.231 | 0.029 | 0.001 |
| 1380.00 | 0.03 | 0.01 | 0.05 | 0.01 | 40 | 542 | 41.2% | 0.001 | 0.0001 | -0.022 | 0.003 | 0.000 |
| 1400.00 | 0.04 | 0.01 | 0.05 | 0.02 | 156 | 1,565 | 45.5% | 0.001 | 0.0000 | -0.021 | 0.003 | 0.000 |
| 1420.00 | 0.04 | 0.01 | 0.09 | 0.01 | 99 | 242 | 50.0% | 0.001 | 0.0000 | -0.021 | 0.003 | 0.000 |
| 1440.00 | 0.01 | 0.00 | 0.05 | -0.06 | 215 | 120 | 50.8% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1460.00 | 0.01 | 0.00 | 0.02 | -0.02 | 38 | 292 | 50.8% | 0.000 | 0.0000 | -0.003 | 0.000 | 0.000 |
| 1480.00 | 0.01 | 0.00 | 0.01 | 0.00 | 17 | 119 | 51.6% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 1500.00 | 0.01 | 0.00 | 0.01 | -0.05 | 1 | 791 | 54.7% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 1520.00 | 0.01 | 0.00 | 0.05 | 0.00 | 14 | 87 | 66.4% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1540.00 | 0.01 | 0.00 | 0.05 | 0.00 | 2 | 102 | 69.9% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1560.00 | 0.01 | 0.00 | 0.05 | 0.00 | 70 | 268 | 73.4% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1580.00 | 0.01 | 0.00 | 0.05 | 0.00 | 3 | 343 | 77.0% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1600.00 | 0.03 | 0.00 | 0.01 | 0.00 | 80 | 159 | 71.9% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 1620.00 | 0.21 | 0.00 | 0.05 | 0.00 | 10 | 20 | 84.0% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1640.00 | 0.01 | 0.00 | 0.05 | -0.07 | 1 | 45 | 87.5% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1660.00 | 0.05 | 0.00 | 0.05 | 0.00 | 3 | 2 | 90.6% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 1680.00 | 0.01 | 0.00 | 0.05 | 0.00 | 1 | 31 | 93.8% | 0.000 | 0.0000 | -0.008 | 0.001 | 0.000 |
| 1700.00 | 0.04 | 0.00 | 0.01 | 0.01 | 1 | 532 | 87.5% | 0.000 | 0.0000 | -0.002 | 0.000 | 0.000 |
| 1720.00 | 0.05 | 0.00 | 0.05 | 0.00 | 1 | 4 | 100.0% | 0.000 | 0.0000 | -0.008 | 0.000 | 0.000 |
| 1740.00 | 0.05 | 0.00 | 0.01 | 0.00 | 1 | 176 | 92.2% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 1760.00 | 0.02 | 0.00 | 0.01 | 0.00 | 1 | 40 | 95.3% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 520.00 | 0.02 | 0.00 | 0.01 | 0.00 | 7 | 83 | 221.9% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 540.00 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 58 | 221.9% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 560.00 | 0.01 | 0.00 | 0.01 | 0.00 | 4 | 86 | 203.1% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 580.00 | 0.01 | 0.00 | 0.01 | 0.00 | 3 | 118 | 193.8% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 600.00 | 0.01 | 0.00 | 0.03 | 0.00 | 56 | 171 | 200.0% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 620.00 | 0.05 | 0.00 | 0.03 | 0.00 | 2 | 525 | 190.6% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 640.00 | 0.18 | 0.00 | 0.01 | 0.17 | 19 | 183 | 168.8% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 660.00 | 0.02 | 0.00 | 0.02 | 0.00 | 10 | 205 | 168.8% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 680.00 | 0.01 | 0.00 | 0.03 | 0.00 | 1 | 256 | 167.2% | -0.000 | 0.0000 | -0.005 | 0.000 | -0.000 |
| 700.00 | 0.02 | 0.00 | 0.01 | 0.00 | 26 | 468 | 146.9% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 720.00 | 0.02 | 0.00 | 0.02 | 0.00 | 20 | 488 | 146.9% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 740.00 | 0.01 | 0.00 | 0.01 | 0.00 | 22 | 195 | 134.4% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 760.00 | 0.01 | 0.00 | 0.05 | 0.00 | 10 | 374 | 142.2% | -0.000 | 0.0000 | -0.008 | 0.000 | -0.000 |
| 780.00 | 0.01 | 0.00 | 0.05 | 0.00 | 29 | 557 | 134.4% | -0.000 | 0.0000 | -0.008 | 0.000 | -0.000 |
| 800.00 | 0.02 | 0.00 | 0.05 | 0.00 | 100 | 691 | 127.3% | -0.000 | 0.0000 | -0.008 | 0.000 | -0.000 |
| 810.00 | 0.01 | 0.00 | 0.05 | 0.00 | 6 | 122 | 124.2% | -0.000 | 0.0000 | -0.008 | 0.000 | -0.000 |
| 820.00 | 0.01 | 0.00 | 0.03 | 0.00 | 154 | 447 | 115.6% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 830.00 | 0.03 | 0.00 | 0.12 | 0.00 | 41 | 172 | 126.2% | -0.000 | 0.0000 | -0.023 | 0.001 | -0.000 |
| 840.00 | 0.01 | 0.00 | 0.01 | 0.00 | 222 | 702 | 101.6% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 850.00 | 0.02 | 0.00 | 0.61 | 0.00 | 24 | 250 | 140.2% | -0.002 | 0.0000 | -0.135 | 0.006 | -0.000 |
| 860.00 | 0.01 | 0.00 | 0.03 | -0.01 | 11 | 561 | 103.1% | -0.000 | 0.0000 | -0.005 | 0.000 | -0.000 |
| 870.00 | 0.02 | 0.00 | 0.02 | -0.02 | 9 | 570 | 96.9% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 880.00 | 0.02 | 0.00 | 0.01 | -0.02 | 5 | 651 | 90.6% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 890.00 | 0.01 | 0.00 | 0.05 | -0.05 | 18 | 362 | 97.7% | -0.000 | 0.0000 | -0.009 | 0.001 | -0.000 |
| 900.00 | 0.01 | 0.00 | 0.01 | -0.12 | 34 | 953 | 84.4% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 910.00 | 0.01 | 0.00 | 0.01 | -0.03 | 70 | 463 | 81.3% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 920.00 | 0.02 | 0.00 | 0.05 | -0.05 | 11 | 996 | 88.3% | -0.000 | 0.0000 | -0.009 | 0.001 | -0.000 |
| 930.00 | 0.10 | 0.00 | 0.05 | 0.01 | 1 | 78 | 85.2% | -0.000 | 0.0000 | -0.009 | 0.001 | -0.000 |
| 940.00 | 0.06 | 0.00 | 0.05 | 0.00 | 55 | 994 | 82.0% | -0.000 | 0.0000 | -0.009 | 0.001 | -0.000 |
| 950.00 | 0.08 | 0.01 | 0.03 | 0.00 | 37 | 305 | 77.3% | -0.000 | 0.0000 | -0.007 | 0.001 | -0.000 |
| 960.00 | 0.06 | 0.01 | 0.05 | -0.02 | 234 | 528 | 77.0% | -0.000 | 0.0000 | -0.011 | 0.001 | -0.000 |
| 970.00 | 0.02 | 0.00 | 0.05 | -0.05 | 6 | 190 | 72.7% | -0.000 | 0.0000 | -0.008 | 0.001 | -0.000 |
| 980.00 | 0.15 | 0.01 | 0.05 | 0.06 | 165 | 472 | 71.1% | -0.000 | 0.0000 | -0.011 | 0.001 | -0.000 |
| 990.00 | 0.13 | 0.00 | 0.05 | 0.04 | 2 | 222 | 67.2% | -0.000 | 0.0000 | -0.009 | 0.001 | -0.000 |
| 1000.00 | 0.03 | 0.01 | 0.03 | -0.05 | 359 | 1,460 | 62.9% | -0.000 | 0.0000 | -0.007 | 0.001 | -0.000 |
| 1010.00 | 0.05 | 0.00 | 0.05 | -0.43 | 7 | 165 | 61.3% | -0.000 | 0.0000 | -0.009 | 0.001 | -0.000 |
| 1020.00 | 0.26 | 0.00 | 0.20 | 0.17 | 3 | 829 | 66.4% | -0.001 | 0.0000 | -0.042 | 0.004 | -0.000 |
| 1030.00 | 0.04 | 0.00 | 0.09 | -0.09 | 28 | 162 | 58.4% | -0.000 | 0.0000 | -0.017 | 0.002 | -0.000 |
| 1040.00 | 0.05 | 0.01 | 0.24 | -0.08 | 256 | 417 | 61.5% | -0.001 | 0.0001 | -0.053 | 0.005 | -0.000 |
| 1050.00 | 0.05 | 0.01 | 0.11 | -0.10 | 32 | 462 | 53.9% | -0.001 | 0.0000 | -0.024 | 0.003 | -0.000 |
| 1060.00 | 0.07 | 0.05 | 0.28 | -0.10 | 301 | 447 | 56.9% | -0.002 | 0.0001 | -0.073 | 0.008 | -0.000 |
| 1070.00 | 0.08 | 0.04 | 0.36 | -0.12 | 20 | 922 | 54.9% | -0.003 | 0.0001 | -0.089 | 0.010 | -0.000 |
| 1080.00 | 0.14 | 0.05 | 0.22 | -0.14 | 139 | 317 | 52.2% | -0.003 | 0.0002 | -0.099 | 0.011 | -0.000 |
| 1090.00 | 0.16 | 0.01 | 0.46 | -0.31 | 26 | 351 | 54.2% | -0.008 | 0.0004 | -0.212 | 0.024 | -0.001 |
| 1100.00 | 0.17 | 0.10 | 0.25 | -0.37 | 53 | 984 | 46.3% | -0.005 | 0.0003 | -0.113 | 0.015 | -0.000 |
| 1105.00 | 0.21 | 0.10 | 1.71 | -0.37 | 1 | 41 | 54.5% | -0.017 | 0.0007 | -0.413 | 0.046 | -0.002 |
| 1110.00 | 0.29 | 0.04 | 0.68 | -0.36 | 59 | 282 | 50.0% | -0.013 | 0.0006 | -0.312 | 0.038 | -0.001 |
| 1115.00 | 0.27 | 0.07 | 0.98 | -0.83 | 7 | 90 | 51.3% | -0.019 | 0.0008 | -0.444 | 0.052 | -0.002 |
| 1120.00 | 0.25 | 0.11 | 0.50 | -0.82 | 67 | 349 | 43.8% | -0.011 | 0.0006 | -0.230 | 0.032 | -0.001 |
| 1125.00 | 0.30 | 0.00 | 1.40 | -1.03 | 93 | 167 | 50.7% | -0.029 | 0.0012 | -0.618 | 0.074 | -0.003 |
| 1130.00 | 0.34 | 0.25 | 0.79 | -1.61 | 152 | 572 | 43.5% | -0.018 | 0.0009 | -0.358 | 0.050 | -0.002 |
| 1135.00 | 0.65 | 0.02 | 2.57 | -1.67 | 56 | 166 | 53.5% | -0.053 | 0.0018 | -1.062 | 0.120 | -0.005 |
| 1140.00 | 0.50 | 0.07 | 2.28 | -2.41 | 85 | 1,054 | 49.7% | -0.050 | 0.0019 | -0.948 | 0.115 | -0.005 |
| 1145.00 | 0.70 | 0.32 | 1.11 | -2.64 | 51 | 234 | 40.2% | -0.029 | 0.0015 | -0.487 | 0.073 | -0.003 |
| 1150.00 | 0.76 | 0.65 | 0.90 | -4.04 | 159 | 248 | 36.5% | -0.025 | 0.0015 | -0.398 | 0.066 | -0.003 |
| 1155.00 | 0.88 | 0.76 | 1.13 | -4.57 | 78 | 161 | 36.2% | -0.033 | 0.0018 | -0.489 | 0.082 | -0.003 |
| 1160.00 | 0.96 | 0.90 | 1.36 | -3.94 | 125 | 290 | 35.6% | -0.041 | 0.0022 | -0.575 | 0.098 | -0.004 |
| 1165.00 | 1.18 | 0.86 | 1.66 | -6.82 | 79 | 213 | 35.0% | -0.052 | 0.0027 | -0.682 | 0.118 | -0.005 |
| 1167.50 | 1.74 | 0.22 | 2.63 | -5.23 | 8 | 78 | 38.4% | -0.077 | 0.0034 | -1.013 | 0.160 | -0.008 |
| 1170.00 | 1.50 | 1.03 | 2.20 | -7.86 | 140 | 346 | 35.3% | -0.069 | 0.0034 | -0.862 | 0.148 | -0.007 |
| 1172.50 | 1.62 | 0.67 | 2.46 | -6.85 | 12 | 10 | 35.2% | -0.078 | 0.0037 | -0.942 | 0.162 | -0.008 |
| 1175.00 | 1.97 | 1.30 | 2.66 | -9.48 | 118 | 235 | 34.8% | -0.086 | 0.0041 | -0.998 | 0.174 | -0.009 |
| 1177.50 | 2.32 | 1.53 | 3.30 | -9.38 | 12 | 25 | 35.9% | -0.104 | 0.0045 | -1.184 | 0.200 | -0.011 |
| 1180.00 | 2.20 | 1.50 | 2.55 | -10.27 | 154 | 355 | 31.9% | -0.090 | 0.0046 | -0.945 | 0.180 | -0.009 |
| 1185.00 | 3.05 | 2.05 | 3.50 | -13.15 | 123 | 240 | 32.6% | -0.121 | 0.0056 | -1.200 | 0.224 | -0.012 |
| 1190.00 | 3.50 | 3.25 | 4.10 | -15.00 | 103 | 255 | 31.7% | -0.146 | 0.0065 | -1.323 | 0.254 | -0.015 |
| 1192.50 | 6.07 | 1.32 | 7.10 | -12.93 | 9 | 34 | 38.3% | -0.206 | 0.0067 | -1.994 | 0.317 | -0.021 |
| 1195.00 | 5.07 | 2.35 | 5.05 | -16.75 | 79 | 101 | 31.5% | -0.180 | 0.0075 | -1.502 | 0.291 | -0.018 |
| 1200.00 | 5.65 | 4.90 | 6.00 | -18.26 | 309 | 380 | 30.8% | -0.216 | 0.0086 | -1.640 | 0.325 | -0.022 |
| 1202.50 | 11.25 | 3.60 | 9.80 | -8.30 | 3 | 8 | 37.9% | -0.280 | 0.0080 | -2.321 | 0.374 | -0.029 |
| 1205.00 | 7.00 | 3.60 | 9.60 | -17.90 | 28 | 65 | 35.7% | -0.290 | 0.0086 | -2.218 | 0.380 | -0.030 |
| 1207.50 | 11.19 | 3.80 | 11.70 | -10.86 | 9 | 13 | 38.3% | -0.323 | 0.0084 | -2.501 | 0.399 | -0.033 |
| 1210.00 | 8.61 | 6.00 | 9.80 | -14.88 | 133 | 145 | 32.4% | -0.321 | 0.0099 | -2.101 | 0.398 | -0.033 |
| 1212.50 | 8.70 | 6.40 | 11.20 | -30.30 | 9 | 8 | 33.4% | -0.350 | 0.0100 | -2.240 | 0.412 | -0.036 |
| 1215.00 | 9.58 | 8.10 | 11.20 | -17.22 | 54 | 241 | 31.4% | -0.369 | 0.0108 | -2.138 | 0.419 | -0.038 |
| 1220.00 | 11.89 | 10.70 | 13.05 | -21.61 | 64 | 146 | 30.8% | -0.423 | 0.0114 | -2.174 | 0.435 | -0.044 |
| 1225.00 | 13.49 | 12.00 | 17.00 | -38.71 | 21 | 83 | 33.9% | -0.482 | 0.0106 | -2.433 | 0.443 | -0.050 |
| 1230.00 | 16.12 | 14.00 | 19.85 | -19.18 | 25 | 46 | 34.4% | -0.534 | 0.0104 | -2.453 | 0.442 | -0.055 |
| 1235.00 | 27.00 | 15.00 | 23.00 | -10.28 | 75 | 9 | 35.0% | -0.583 | 0.0100 | -2.443 | 0.434 | -0.060 |
| 1240.00 | 23.00 | 18.00 | 25.50 | -23.60 | 11 | 86 | 33.9% | -0.637 | 0.0100 | -2.260 | 0.417 | -0.066 |
| 1245.00 | 30.50 | 22.90 | 30.00 | -4.12 | 4 | 34 | 36.5% | -0.672 | 0.0089 | -2.341 | 0.402 | -0.070 |
| 1250.00 | 29.00 | 26.00 | 31.50 | -40.14 | 13 | 44 | 32.2% | -0.741 | 0.0091 | -1.818 | 0.360 | -0.077 |
| 1255.00 | 39.58 | 29.00 | 37.00 | -19.77 | 5 | 317 | 36.4% | -0.754 | 0.0078 | -2.011 | 0.350 | -0.079 |
| 1260.00 | 45.28 | 33.00 | 40.80 | -10.25 | 1 | 45 | 36.5% | -0.790 | 0.0071 | -1.828 | 0.320 | -0.083 |
| 1265.00 | 80.00 | 38.00 | 45.00 | 0.00 | 2 | 11 | 37.2% | -0.818 | 0.0064 | -1.698 | 0.294 | -0.086 |
| 1270.00 | 57.00 | 42.00 | 49.00 | -32.42 | 4 | 24 | 37.1% | -0.848 | 0.0057 | -1.485 | 0.261 | -0.089 |
| 1275.00 | 53.95 | 46.00 | 53.70 | -14.65 | 23 | 1 | 38.7% | -0.864 | 0.0051 | -1.435 | 0.243 | -0.091 |
| 1280.00 | 59.00 | 51.00 | 58.00 | -7.33 | 3 | 1 | 38.8% | -0.886 | 0.0045 | -1.255 | 0.215 | -0.094 |
| 1300.00 | 73.00 | 70.00 | 76.35 | -45.98 | 51 | 0 | 40.8% | -0.941 | 0.0026 | -0.746 | 0.131 | -0.101 |
| 1320.00 | 103.60 | 89.80 | 98.70 | 0.00 | 2 | 0 | 59.1% | -0.911 | 0.0024 | -1.612 | 0.178 | -0.100 |
| 1340.00 | 153.30 | 109.20 | 119.85 | 0.00 | 6 | 0 | 71.9% | -0.908 | 0.0021 | -2.048 | 0.183 | -0.101 |
| 1360.00 | 178.35 | 129.20 | 139.85 | 0.00 | 1 | 1 | 80.1% | -0.918 | 0.0017 | -2.099 | 0.168 | -0.104 |
| 1380.00 | 199.13 | 149.20 | 159.85 | 0.00 | 1 | 1 | 87.9% | -0.926 | 0.0014 | -2.140 | 0.156 | -0.106 |
| 1400.00 | 213.68 | 169.10 | 179.35 | 0.00 | 2 | 2 | 93.2% | -0.937 | 0.0012 | -1.990 | 0.138 | -0.109 |
| 1420.00 | 233.28 | 189.20 | 199.35 | 0.00 | 2 | 2 | 100.4% | -0.941 | 0.0010 | -2.014 | 0.130 | -0.111 |
| 1440.00 | 258.03 | 209.20 | 219.85 | 0.00 | 2 | 0 | 64.6% | -0.997 | 0.0001 | 0.050 | 0.011 | -0.118 |
| 1460.00 | 303.20 | 229.20 | 239.35 | 0.00 | 4 | 0 | 114.1% | -0.949 | 0.0008 | -2.051 | 0.116 | -0.115 |
| 1480.00 | 260.40 | 249.20 | 259.30 | -33.58 | 3 | 0 | 120.5% | -0.952 | 0.0007 | -2.047 | 0.110 | -0.117 |
| 1500.00 | 280.38 | 266.30 | 280.30 | -33.58 | 1 | 6 | 132.2% | -0.948 | 0.0007 | -2.456 | 0.119 | -0.118 |
| 1520.00 | 300.38 | 289.20 | 297.65 | -33.64 | 1 | 1 | 122.6% | -0.970 | 0.0005 | -1.379 | 0.076 | -0.122 |
| 1540.00 | 354.39 | 309.20 | 319.35 | 0.00 | 1 | 1 | 63.3% | -1.000 | 0.0000 | 0.179 | 0.000 | -0.127 |
| 1560.00 | 340.38 | 329.20 | 339.85 | -38.75 | 1 | 1 | 91.7% | -0.998 | 0.0001 | 0.068 | 0.008 | -0.128 |
| 1580.00 | 428.40 | 346.35 | 360.30 | 0.00 | 1 | 0 | 157.0% | -0.956 | 0.0005 | -2.508 | 0.103 | -0.126 |
| 1600.00 | 440.10 | 369.00 | 379.35 | 0.00 | 2 | 0 | 157.0% | -0.964 | 0.0005 | -2.121 | 0.088 | -0.128 |
| 1640.00 | 460.55 | 409.20 | 419.35 | 0.00 | 1 | 0 | 79.7% | -1.000 | 0.0000 | 0.191 | 0.000 | -0.135 |
| 1660.00 | 508.30 | 428.90 | 440.30 | 0.00 | 0 | 0 | 115.3% | -0.998 | 0.0001 | 0.046 | 0.008 | -0.136 |
| 1700.00 | 533.73 | 469.20 | 479.85 | 0.00 | 1 | 0 | 119.7% | -0.998 | 0.0000 | 0.088 | 0.006 | -0.140 |
| 1720.00 | 553.70 | 489.20 | 499.85 | 0.00 | 1 | 0 | 123.5% | -0.998 | 0.0000 | 0.090 | 0.005 | -0.141 |
| 1740.00 | 588.30 | 504.50 | 522.20 | 0.00 | 0 | 0 | 212.3% | -0.958 | 0.0004 | -3.359 | 0.101 | -0.139 |
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.