LMT
Lockheed Martin CorporationClose $607.17EOD onlyThis page reflects LMT 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 435.00 | 113.00 | 170.30 | 175.30 | 0.00 | 1 | 1 | 155.8% | 0.993 | 0.0002 | -0.346 | 0.011 | 0.035 |
| 450.00 | 60.78 | 155.60 | 161.70 | 0.00 | 5 | 5 | 164.3% | 0.982 | 0.0005 | -0.731 | 0.025 | 0.036 |
| 455.00 | 132.00 | 150.20 | 156.30 | 0.00 | 10 | 10 | 150.2% | 0.986 | 0.0004 | -0.554 | 0.020 | 0.037 |
| 460.00 | 121.63 | 144.50 | 151.30 | 0.00 | 1 | 0 | 136.0% | 0.990 | 0.0004 | -0.395 | 0.015 | 0.037 |
| 470.00 | 111.68 | 135.40 | 142.10 | 0.00 | 1 | 2 | 146.0% | 0.977 | 0.0007 | -0.771 | 0.029 | 0.037 |
| 475.00 | 48.90 | 130.60 | 136.70 | 0.00 | 1 | 7 | 139.2% | 0.978 | 0.0007 | -0.728 | 0.029 | 0.038 |
| 480.00 | 119.60 | 124.20 | 131.00 | 0.00 | 1 | 8 | 108.4% | 0.993 | 0.0003 | -0.257 | 0.011 | 0.039 |
| 485.00 | 67.40 | 119.20 | 127.20 | 0.00 | 8 | 6 | 120.6% | 0.983 | 0.0006 | -0.530 | 0.024 | 0.039 |
| 490.00 | 36.40 | 115.60 | 121.70 | 0.00 | 0 | 1 | 124.5% | 0.975 | 0.0009 | -0.724 | 0.032 | 0.039 |
| 495.00 | 56.87 | 110.10 | 116.00 | 0.00 | 1 | 2 | 108.2% | 0.984 | 0.0007 | -0.463 | 0.023 | 0.040 |
| 497.50 | 75.20 | 106.70 | 115.00 | 0.00 | 0 | 5 | 112.0% | 0.978 | 0.0008 | -0.594 | 0.029 | 0.040 |
| 500.00 | 96.45 | 104.20 | 110.60 | 0.00 | 2 | 24 | 83.9% | 0.995 | 0.0003 | -0.164 | 0.008 | 0.041 |
| 505.00 | 91.45 | 100.40 | 106.00 | 0.00 | 2 | 35 | 102.3% | 0.979 | 0.0009 | -0.528 | 0.028 | 0.040 |
| 510.00 | 95.80 | 95.50 | 100.00 | 0.00 | 2 | 71 | 88.1% | 0.987 | 0.0007 | -0.328 | 0.018 | 0.041 |
| 512.50 | 65.00 | 91.70 | 100.00 | 0.00 | 0 | 5 | 98.1% | 0.975 | 0.0011 | -0.590 | 0.033 | 0.041 |
| 515.00 | 90.60 | 90.50 | 95.60 | 0.00 | 1 | 142 | 90.4% | 0.980 | 0.0010 | -0.461 | 0.027 | 0.041 |
| 517.50 | 88.00 | 86.80 | 94.00 | 0.00 | 2 | 4 | 85.2% | 0.983 | 0.0009 | -0.395 | 0.024 | 0.042 |
| 520.00 | 83.87 | 85.50 | 92.60 | 0.00 | 3 | 107 | 101.0% | 0.959 | 0.0016 | -0.869 | 0.048 | 0.041 |
| 522.50 | 19.30 | 82.90 | 89.00 | 0.00 | 0 | 4 | 90.5% | 0.970 | 0.0014 | -0.628 | 0.038 | 0.041 |
| 525.00 | 83.70 | 80.50 | 85.00 | 0.00 | 3 | 49 | 75.6% | 0.985 | 0.0009 | -0.328 | 0.021 | 0.042 |
| 527.50 | 74.86 | 77.20 | 85.00 | 0.00 | 5 | 6 | 87.9% | 0.965 | 0.0016 | -0.686 | 0.043 | 0.042 |
| 530.00 | 81.05 | 74.70 | 80.00 | 8.49 | 1 | 45 | 59.4% | 0.995 | 0.0005 | -0.144 | 0.008 | 0.043 |
| 532.50 | 70.06 | 71.90 | 79.00 | 0.00 | 5 | 16 | 73.3% | 0.978 | 0.0013 | -0.416 | 0.029 | 0.043 |
| 535.00 | 63.02 | 70.50 | 75.50 | 0.00 | 5 | 214 | 72.0% | 0.976 | 0.0014 | -0.436 | 0.031 | 0.043 |
| 537.50 | 64.91 | 67.90 | 74.00 | 0.00 | 5 | 6 | 76.6% | 0.964 | 0.0019 | -0.619 | 0.044 | 0.042 |
| 540.00 | 71.10 | 64.10 | 70.70 | 11.50 | 3 | 75 | 54.2% | 0.992 | 0.0007 | -0.169 | 0.012 | 0.044 |
| 542.50 | 59.56 | 61.70 | 68.70 | 0.00 | 5 | 6 | 60.1% | 0.982 | 0.0013 | -0.305 | 0.024 | 0.044 |
| 545.00 | 51.19 | 60.50 | 65.00 | 0.00 | 3 | 60 | 59.1% | 0.980 | 0.0015 | -0.327 | 0.027 | 0.044 |
| 550.00 | 51.10 | 55.50 | 60.50 | 1.90 | 1 | 136 | 59.0% | 0.970 | 0.0021 | -0.431 | 0.037 | 0.044 |
| 555.00 | 41.29 | 50.50 | 56.60 | 0.00 | 2 | 124 | 61.5% | 0.950 | 0.0030 | -0.641 | 0.057 | 0.043 |
| 557.50 | 45.67 | 47.20 | 54.20 | 0.00 | 0 | 5 | 55.1% | 0.959 | 0.0029 | -0.506 | 0.048 | 0.044 |
| 560.00 | 47.50 | 45.50 | 51.70 | 11.50 | 1 | 205 | 57.2% | 0.944 | 0.0036 | -0.653 | 0.062 | 0.043 |
| 562.50 | 43.39 | 41.90 | 48.30 | 0.00 | 0 | 6 | 72.4% | 0.885 | 0.0049 | -1.343 | 0.107 | 0.040 |
| 565.00 | 41.00 | 40.60 | 45.50 | 0.00 | 6 | 126 | 67.5% | 0.887 | 0.0051 | -1.244 | 0.105 | 0.041 |
| 567.50 | 38.73 | 37.00 | 44.30 | 0.00 | 0 | 5 | 73.0% | 0.855 | 0.0057 | -1.579 | 0.125 | 0.039 |
| 570.00 | 36.12 | 35.60 | 42.00 | 0.00 | 6 | 88 | 71.1% | 0.846 | 0.0061 | -1.607 | 0.131 | 0.039 |
| 572.50 | 31.60 | 32.90 | 38.40 | 0.00 | 0 | 1 | 61.6% | 0.862 | 0.0065 | -1.304 | 0.122 | 0.040 |
| 575.00 | 33.70 | 30.60 | 37.80 | 9.10 | 3 | 68 | 69.4% | 0.817 | 0.0070 | -1.744 | 0.146 | 0.038 |
| 577.50 | 32.40 | 28.50 | 34.50 | 0.00 | 0 | 1 | 61.9% | 0.823 | 0.0076 | -1.528 | 0.143 | 0.038 |
| 580.00 | 31.67 | 25.50 | 33.00 | 2.62 | 8 | 177 | 63.9% | 0.795 | 0.0081 | -1.719 | 0.156 | 0.037 |
| 585.00 | 26.60 | 20.80 | 27.10 | 10.10 | 6 | 345 | 52.8% | 0.790 | 0.0099 | -1.448 | 0.158 | 0.037 |
| 587.50 | 15.02 | 18.40 | 25.00 | 0.00 | 0 | 1 | 51.5% | 0.769 | 0.0107 | -1.489 | 0.167 | 0.036 |
| 590.00 | 21.18 | 16.60 | 22.90 | 11.86 | 3 | 106 | 49.9% | 0.747 | 0.0116 | -1.517 | 0.176 | 0.035 |
| 592.50 | 18.95 | 13.10 | 20.80 | 5.25 | 5 | 3 | 48.2% | 0.722 | 0.0126 | -1.532 | 0.185 | 0.034 |
| 595.00 | 17.10 | 12.40 | 18.70 | 10.28 | 8 | 62 | 46.3% | 0.696 | 0.0137 | -1.533 | 0.193 | 0.033 |
| 597.50 | 16.60 | 9.00 | 16.80 | 11.15 | 2 | 48 | 45.0% | 0.664 | 0.0147 | -1.551 | 0.201 | 0.032 |
| 600.00 | 11.74 | 8.40 | 14.40 | 7.36 | 58 | 461 | 41.4% | 0.635 | 0.0165 | -1.470 | 0.207 | 0.031 |
| 602.50 | 7.66 | 5.30 | 10.80 | 4.16 | 15 | 104 | 32.7% | 0.613 | 0.0213 | -1.191 | 0.211 | 0.030 |
| 605.00 | 7.30 | 6.30 | 10.40 | 4.10 | 67 | 200 | 36.6% | 0.554 | 0.0196 | -1.367 | 0.218 | 0.027 |
| 610.00 | 4.70 | 3.80 | 5.60 | 2.76 | 601 | 961 | 27.2% | 0.436 | 0.0263 | -1.015 | 0.217 | 0.021 |
| 615.00 | 3.10 | 2.30 | 3.70 | 1.91 | 615 | 953 | 27.1% | 0.311 | 0.0236 | -0.900 | 0.194 | 0.015 |
| 620.00 | 2.00 | 0.60 | 2.45 | 1.31 | 267 | 339 | 27.7% | 0.210 | 0.0189 | -0.747 | 0.159 | 0.010 |
| 625.00 | 1.20 | 0.80 | 1.50 | 0.72 | 26 | 110 | 27.7% | 0.130 | 0.0139 | -0.549 | 0.117 | 0.006 |
| 630.00 | 0.85 | 0.35 | 0.90 | 0.51 | 89 | 276 | 28.0% | 0.077 | 0.0093 | -0.376 | 0.079 | 0.004 |
| 635.00 | 0.49 | 0.10 | 0.80 | 0.19 | 12 | 534 | 31.3% | 0.060 | 0.0069 | -0.347 | 0.066 | 0.003 |
| 640.00 | 0.25 | 0.00 | 0.55 | 0.20 | 21 | 121 | 32.4% | 0.039 | 0.0047 | -0.253 | 0.046 | 0.002 |
| 645.00 | 0.20 | 0.00 | 2.85 | 0.10 | 7 | 650 | 55.8% | 0.123 | 0.0066 | -1.048 | 0.112 | 0.006 |
| 650.00 | 0.30 | 0.00 | 0.40 | 0.10 | 3 | 136 | 37.3% | 0.023 | 0.0027 | -0.190 | 0.030 | 0.001 |
| 655.00 | 0.05 | 0.00 | 7.20 | 0.00 | 1 | 101 | 70.0% | 0.124 | 0.0053 | -1.319 | 0.112 | 0.006 |
| 660.00 | 0.05 | 0.00 | 1.00 | 0.00 | 2 | 6 | 52.8% | 0.043 | 0.0032 | -0.448 | 0.051 | 0.002 |
| 665.00 | 0.03 | 0.00 | 8.10 | 0.00 | 21 | 73 | 82.0% | 0.119 | 0.0044 | -1.502 | 0.109 | 0.006 |
| 670.00 | 0.10 | 0.00 | 1.60 | 0.05 | 17 | 481 | 57.2% | 0.031 | 0.0022 | -0.370 | 0.039 | 0.002 |
| 675.00 | 0.40 | 0.00 | 10.00 | 0.00 | 10 | 178 | 97.1% | 0.124 | 0.0038 | -1.833 | 0.113 | 0.006 |
| 680.00 | 4.02 | 0.00 | 6.10 | 3.97 | 3 | 186 | 87.4% | 0.083 | 0.0032 | -1.232 | 0.084 | 0.004 |
| 685.00 | 0.09 | 0.00 | 7.50 | -1.62 | 1 | 201 | 96.9% | 0.093 | 0.0031 | -1.481 | 0.091 | 0.004 |
| 690.00 | 0.08 | 0.00 | 10.00 | -0.36 | 1 | 93 | 110.0% | 0.109 | 0.0031 | -1.898 | 0.103 | 0.005 |
| 695.00 | 0.09 | 0.00 | 7.20 | -4.55 | 4 | 23 | 103.7% | 0.083 | 0.0027 | -1.456 | 0.084 | 0.004 |
| 700.00 | 0.18 | 0.00 | 0.10 | 0.00 | 62 | 58 | 52.0% | 0.001 | 0.0002 | -0.022 | 0.003 | 0.000 |
| 705.00 | 0.09 | 0.00 | 10.00 | 0.05 | 4 | 76 | 122.1% | 0.098 | 0.0026 | -1.951 | 0.095 | 0.005 |
| 710.00 | 0.14 | 0.00 | 2.55 | -0.29 | 1 | 4 | 90.5% | 0.031 | 0.0014 | -0.586 | 0.039 | 0.002 |
| 715.00 | 0.35 | 0.00 | 4.80 | 0.00 | 0 | 14 | 107.3% | 0.052 | 0.0018 | -1.048 | 0.058 | 0.002 |
| 720.00 | 0.04 | 0.00 | 10.00 | 0.00 | 3 | 12 | 133.7% | 0.090 | 0.0022 | -1.994 | 0.089 | 0.004 |
| 725.00 | 0.09 | 0.00 | 0.10 | -0.01 | 2 | 4 | 63.3% | 0.001 | 0.0001 | -0.022 | 0.002 | 0.000 |
| 730.00 | 0.06 | 0.00 | 10.00 | 0.03 | 3 | 12 | 141.2% | 0.085 | 0.0020 | -2.019 | 0.086 | 0.004 |
| 760.00 | 0.05 | 0.00 | 7.00 | 0.00 | 0 | 1 | 148.5% | 0.055 | 0.0014 | -1.519 | 0.061 | 0.003 |
| 790.00 | 0.04 | - | 5.70 | -0.01 | 1 | 1 | 187.9% | 0.072 | 0.0013 | -2.382 | 0.076 | 0.003 |
| 795.00 | 0.14 | - | 0.20 | 0.00 | 46 | 49 | 106.5% | 0.003 | 0.0002 | -0.092 | 0.005 | 0.000 |
| 800.00 | 0.04 | - | 0.05 | -0.01 | 1 | 53 | 93.8% | 0.001 | 0.0000 | -0.021 | 0.001 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 380.00 | 0.02 | 0.00 | 0.05 | -0.03 | 13 | 836 | 147.7% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 385.00 | 0.02 | 0.00 | 0.05 | -0.50 | 25 | 436 | 143.8% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 390.00 | 0.04 | 0.00 | 0.05 | -4.02 | 23 | 194 | 139.8% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 395.00 | 0.04 | 0.00 | 0.05 | -4.11 | 11 | 154 | 135.9% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 400.00 | 0.05 | 0.00 | 0.05 | -0.07 | 55 | 458 | 132.8% | -0.000 | 0.0000 | -0.010 | 0.000 | -0.000 |
| 405.00 | 0.10 | 0.00 | 0.10 | 0.04 | 257 | 183 | 137.1% | -0.000 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 410.00 | 0.19 | 0.00 | 0.05 | 0.04 | 164 | 90 | 125.0% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 415.00 | 0.05 | 0.00 | 10.00 | -0.07 | 209 | 194 | 260.0% | -0.042 | 0.0006 | -2.115 | 0.049 | -0.002 |
| 420.00 | 0.14 | 0.00 | 1.65 | -0.76 | 182 | 7 | 177.3% | -0.009 | 0.0002 | -0.386 | 0.013 | -0.000 |
| 425.00 | 0.01 | 0.00 | 0.05 | -0.05 | 195 | 242 | 114.1% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 430.00 | 0.08 | 0.00 | 0.10 | -0.01 | 133 | 112 | 118.4% | -0.001 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 435.00 | 0.15 | 0.00 | 0.15 | 0.04 | 223 | 482 | 119.3% | -0.001 | 0.0000 | -0.032 | 0.002 | -0.000 |
| 440.00 | 0.10 | 0.00 | 0.10 | 0.00 | 93 | 1,116 | 110.9% | -0.001 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 445.00 | 0.11 | 0.00 | 0.20 | 0.05 | 2 | 576 | 115.4% | -0.001 | 0.0001 | -0.043 | 0.002 | -0.000 |
| 450.00 | 0.10 | 0.00 | 10.00 | 0.00 | 249 | 1,144 | 215.1% | -0.051 | 0.0009 | -2.063 | 0.058 | -0.003 |
| 455.00 | 0.05 | 0.00 | 10.00 | 0.00 | 3 | 23 | 208.9% | -0.053 | 0.0009 | -2.054 | 0.059 | -0.003 |
| 460.00 | 0.06 | 0.00 | 10.00 | 0.01 | 98 | 52 | 202.7% | -0.054 | 0.0010 | -2.045 | 0.061 | -0.003 |
| 465.00 | 0.05 | 0.00 | 10.00 | 0.00 | 7 | 168 | 196.6% | -0.056 | 0.0010 | -2.035 | 0.062 | -0.003 |
| 470.00 | 0.20 | 0.00 | 0.20 | 0.01 | 4 | 214 | 96.9% | -0.002 | 0.0001 | -0.044 | 0.003 | -0.000 |
| 475.00 | 0.05 | 0.00 | 10.00 | 0.00 | 2 | 163 | 184.4% | -0.060 | 0.0012 | -2.014 | 0.066 | -0.003 |
| 480.00 | 0.20 | 0.00 | 1.00 | 0.00 | 1 | 86 | 111.0% | -0.008 | 0.0004 | -0.233 | 0.013 | -0.000 |
| 485.00 | 0.05 | 0.00 | 6.80 | 0.00 | 1 | 39 | 155.8% | -0.048 | 0.0012 | -1.425 | 0.055 | -0.003 |
| 490.00 | 0.05 | 0.00 | 1.00 | 0.00 | 338 | 497 | 102.5% | -0.009 | 0.0004 | -0.233 | 0.014 | -0.000 |
| 495.00 | 1.48 | 0.00 | 0.05 | 0.00 | 2 | 456 | 68.4% | -0.000 | 0.0000 | -0.010 | 0.001 | -0.000 |
| 497.50 | 0.59 | 0.00 | 1.70 | 0.00 | 20 | 16 | 105.3% | -0.016 | 0.0007 | -0.391 | 0.022 | -0.001 |
| 500.00 | 0.10 | 0.00 | 0.05 | 0.03 | 49 | 318 | 65.2% | -0.000 | 0.0000 | -0.010 | 0.001 | -0.000 |
| 502.50 | 0.05 | 0.00 | 2.30 | 0.00 | 2 | 12 | 106.8% | -0.022 | 0.0009 | -0.521 | 0.029 | -0.001 |
| 505.00 | 0.97 | 0.00 | 5.80 | 0.00 | 1 | 69 | 128.3% | -0.050 | 0.0015 | -1.211 | 0.057 | -0.003 |
| 507.50 | 0.10 | 0.00 | 5.60 | 0.00 | 1 | 9 | 124.6% | -0.050 | 0.0015 | -1.171 | 0.057 | -0.003 |
| 510.00 | 0.11 | 0.00 | 1.00 | 0.00 | 2 | 166 | 85.9% | -0.011 | 0.0006 | -0.232 | 0.016 | -0.001 |
| 512.50 | 0.05 | 0.00 | 5.30 | 0.00 | 1 | 29 | 117.7% | -0.050 | 0.0016 | -1.108 | 0.057 | -0.003 |
| 515.00 | 0.45 | 0.00 | 10.00 | 0.00 | 1 | 124 | 137.1% | -0.082 | 0.0020 | -1.903 | 0.084 | -0.004 |
| 517.50 | 0.71 | 0.00 | 5.30 | 0.00 | 3 | 14 | 112.4% | -0.052 | 0.0017 | -1.100 | 0.059 | -0.003 |
| 520.00 | 0.20 | 0.00 | 5.70 | 0.00 | 8 | 368 | 111.9% | -0.057 | 0.0019 | -1.168 | 0.063 | -0.003 |
| 522.50 | 3.40 | 0.00 | 5.50 | 0.00 | 2 | 11 | 108.3% | -0.057 | 0.0019 | -1.128 | 0.063 | -0.003 |
| 525.00 | 0.40 | 0.00 | 9.50 | 0.00 | 6 | 101 | 123.4% | -0.087 | 0.0023 | -1.788 | 0.087 | -0.005 |
| 527.50 | 0.10 | 0.00 | 1.60 | 0.00 | 1 | 3 | 78.0% | -0.021 | 0.0012 | -0.363 | 0.028 | -0.001 |
| 530.00 | 0.43 | 0.00 | 1.75 | 0.00 | 6 | 225 | 77.2% | -0.024 | 0.0013 | -0.394 | 0.031 | -0.001 |
| 532.50 | 0.32 | 0.00 | 8.50 | 0.00 | 2 | 22 | 110.8% | -0.087 | 0.0026 | -1.602 | 0.087 | -0.005 |
| 535.00 | 0.34 | 0.00 | 6.80 | 0.00 | 45 | 63 | 101.0% | -0.076 | 0.0026 | -1.321 | 0.079 | -0.004 |
| 537.50 | 1.17 | 0.00 | 6.80 | 0.00 | 2 | 3 | 98.3% | -0.078 | 0.0027 | -1.314 | 0.081 | -0.004 |
| 540.00 | 0.06 | 0.00 | 1.75 | 0.00 | 1 | 152 | 68.5% | -0.027 | 0.0017 | -0.390 | 0.034 | -0.001 |
| 542.50 | 0.10 | 0.00 | 2.15 | 0.00 | 1 | 20 | 69.2% | -0.033 | 0.0020 | -0.471 | 0.041 | -0.002 |
| 545.00 | 0.08 | 0.00 | 1.65 | 0.03 | 8 | 78 | 63.3% | -0.028 | 0.0018 | -0.367 | 0.035 | -0.001 |
| 550.00 | 0.03 | 0.00 | 0.05 | -0.07 | 18 | 150 | 38.1% | -0.002 | 0.0003 | -0.021 | 0.003 | -0.000 |
| 555.00 | 0.07 | 0.00 | 0.05 | 0.02 | 5 | 126 | 35.1% | -0.002 | 0.0004 | -0.022 | 0.004 | -0.000 |
| 557.50 | 1.91 | - | 2.10 | 0.00 | 0 | 5 | 66.0% | -0.072 | 0.0038 | -0.826 | 0.075 | -0.004 |
| 560.00 | 0.20 | 0.00 | 1.90 | 0.00 | 11 | 109 | 51.9% | -0.040 | 0.0030 | -0.407 | 0.047 | -0.002 |
| 562.50 | 0.25 | - | 2.90 | 0.00 | 12 | 13 | 67.2% | -0.099 | 0.0047 | -1.063 | 0.096 | -0.005 |
| 565.00 | 0.40 | 0.00 | 0.35 | 0.00 | 15 | 96 | 38.5% | -0.018 | 0.0021 | -0.158 | 0.025 | -0.001 |
| 567.50 | 0.03 | 0.00 | 3.30 | -0.42 | 1 | 24 | 52.0% | -0.072 | 0.0048 | -0.648 | 0.075 | -0.004 |
| 570.00 | 0.05 | 0.05 | 0.10 | -0.62 | 14 | 86 | 28.2% | -0.006 | 0.0011 | -0.045 | 0.010 | -0.000 |
| 572.50 | 0.80 | 0.00 | 2.40 | 0.00 | 12 | 69 | 52.8% | -0.104 | 0.0062 | -0.866 | 0.099 | -0.005 |
| 575.00 | 0.40 | 0.05 | 0.40 | -0.55 | 2 | 106 | 31.5% | -0.027 | 0.0036 | -0.176 | 0.034 | -0.001 |
| 577.50 | 1.44 | 0.00 | 1.80 | 0.00 | 7 | 12 | 43.1% | -0.095 | 0.0071 | -0.663 | 0.093 | -0.005 |
| 580.00 | 0.25 | 0.25 | 0.85 | -1.57 | 13 | 175 | 32.7% | -0.058 | 0.0064 | -0.343 | 0.064 | -0.003 |
| 582.50 | 0.44 | 0.05 | 0.85 | -1.81 | 3 | 66 | 30.3% | -0.062 | 0.0074 | -0.338 | 0.068 | -0.003 |
| 585.00 | 0.54 | 0.45 | 1.00 | -2.36 | 68 | 697 | 29.3% | -0.077 | 0.0089 | -0.382 | 0.079 | -0.004 |
| 587.50 | 1.75 | 0.00 | 4.10 | -1.90 | 50 | 77 | 45.4% | -0.203 | 0.0113 | -1.162 | 0.156 | -0.010 |
| 590.00 | 0.94 | 0.75 | 3.50 | -3.63 | 41 | 64 | 39.1% | -0.201 | 0.0131 | -0.995 | 0.155 | -0.010 |
| 592.50 | 1.40 | 0.20 | 4.00 | -4.70 | 1 | 27 | 38.3% | -0.232 | 0.0145 | -1.058 | 0.168 | -0.012 |
| 595.00 | 1.70 | 1.25 | 7.10 | -4.64 | 36 | 128 | 48.7% | -0.313 | 0.0132 | -1.561 | 0.195 | -0.016 |
| 597.50 | 2.35 | 1.60 | 5.90 | -4.01 | 4 | 102 | 39.8% | -0.318 | 0.0163 | -1.278 | 0.196 | -0.016 |
| 600.00 | 3.00 | 1.55 | 6.70 | -6.40 | 40 | 52 | 39.2% | -0.359 | 0.0173 | -1.316 | 0.206 | -0.018 |
| 602.50 | 3.70 | 2.65 | 5.00 | -2.30 | 5 | 36 | 28.1% | -0.371 | 0.0244 | -0.946 | 0.208 | -0.019 |
| 605.00 | 3.58 | 3.30 | 8.60 | -6.32 | 12 | 26 | 38.1% | -0.448 | 0.0189 | -1.350 | 0.218 | -0.023 |
| 610.00 | 6.40 | 4.50 | 10.90 | -8.20 | 16 | 30 | 37.1% | -0.544 | 0.0194 | -1.308 | 0.218 | -0.028 |
| 615.00 | 10.09 | 8.50 | 12.50 | -1.71 | 7 | 35 | 31.3% | -0.665 | 0.0212 | -0.997 | 0.201 | -0.034 |
| 620.00 | 46.00 | 10.10 | 17.80 | 0.00 | 0 | 2 | 39.5% | -0.711 | 0.0157 | -1.185 | 0.188 | -0.037 |
| 630.00 | 35.50 | 19.00 | 26.60 | 0.00 | 0 | 5 | 45.9% | -0.805 | 0.0109 | -1.101 | 0.152 | -0.042 |
| 635.00 | 38.60 | 24.00 | 31.30 | 0.00 | 0 | 8 | 49.6% | -0.833 | 0.0092 | -1.077 | 0.138 | -0.044 |
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.