NOC
Northrop Grumman CorporationClose $552.17EOD onlyThis page reflects NOC 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 320.00 | 273.00 | 249.00 | 258.00 | 0.00 | 3 | 3 | 199.6% | 0.896 | 0.0006 | -0.998 | 0.282 | 0.192 |
| 390.00 | 116.80 | 120.00 | 129.00 | 0.00 | 0 | 4 | 0.0% | 1.000 | 0.0000 | -0.046 | 0.000 | 0.309 |
| 400.00 | 118.00 | 120.00 | 126.20 | 0.00 | 1 | 4 | 0.0% | 1.000 | 0.0000 | -0.047 | 0.000 | 0.317 |
| 410.00 | 101.90 | 104.10 | 112.00 | 0.00 | 0 | 3 | 0.0% | 1.000 | 0.0000 | -0.048 | 0.000 | 0.325 |
| 430.00 | 123.50 | 118.00 | 126.90 | -3.50 | 10 | 6 | 69.0% | 0.919 | 0.0014 | -0.322 | 0.233 | 0.302 |
| 440.00 | 65.60 | 102.00 | 111.00 | 0.00 | 4 | 4 | 0.0% | 1.000 | 0.0000 | -0.052 | 0.000 | 0.348 |
| 450.00 | 91.00 | 98.00 | 105.50 | 0.00 | 5 | 15 | 53.9% | 0.926 | 0.0017 | -0.251 | 0.219 | 0.321 |
| 460.00 | 283.36 | 203.40 | 212.00 | 0.00 | 35 | 41 | 279.9% | 0.736 | 0.0008 | -2.480 | 0.509 | 0.159 |
| 470.00 | 121.68 | 220.00 | 228.50 | 0.00 | 1 | 5 | 319.8% | 0.737 | 0.0007 | -2.823 | 0.508 | 0.147 |
| 475.00 | 78.80 | 75.50 | 81.00 | 0.00 | 0 | 1 | 44.5% | 0.901 | 0.0025 | -0.257 | 0.271 | 0.330 |
| 480.00 | 111.80 | 210.00 | 218.80 | 0.00 | 11 | 44 | 308.3% | 0.726 | 0.0007 | -2.780 | 0.519 | 0.150 |
| 490.00 | 224.85 | 174.00 | 182.00 | 0.00 | 2 | 128 | 248.4% | 0.700 | 0.0009 | -2.341 | 0.541 | 0.167 |
| 500.00 | 53.00 | 51.40 | 57.00 | -2.00 | 23 | 22 | 35.9% | 0.856 | 0.0040 | -0.267 | 0.352 | 0.330 |
| 510.00 | 39.00 | 43.20 | 47.80 | 0.00 | 1 | 14 | 33.0% | 0.826 | 0.0050 | -0.276 | 0.400 | 0.323 |
| 520.00 | 43.30 | 34.00 | 40.60 | 0.00 | 1 | 13 | 33.7% | 0.763 | 0.0059 | -0.324 | 0.481 | 0.302 |
| 530.00 | 24.71 | 28.00 | 33.50 | 0.00 | 1 | 19 | 33.2% | 0.699 | 0.0067 | -0.352 | 0.542 | 0.279 |
| 535.00 | 28.42 | 24.90 | 30.10 | 3.22 | 6 | 4 | 32.8% | 0.665 | 0.0071 | -0.360 | 0.567 | 0.267 |
| 540.00 | 24.75 | 23.80 | 27.80 | -2.55 | 73 | 56 | 33.9% | 0.624 | 0.0072 | -0.382 | 0.591 | 0.251 |
| 545.00 | 19.00 | 18.70 | 22.50 | -4.90 | 30 | 33 | 29.8% | 0.594 | 0.0084 | -0.346 | 0.604 | 0.242 |
| 550.00 | 16.60 | 18.60 | 19.90 | -4.18 | 36 | 281 | 29.8% | 0.552 | 0.0085 | -0.350 | 0.616 | 0.226 |
| 555.00 | 16.00 | 16.20 | 17.50 | -2.85 | 58 | 39 | 29.8% | 0.509 | 0.0086 | -0.350 | 0.621 | 0.209 |
| 560.00 | 13.30 | 13.90 | 15.20 | -3.31 | 2 | 127 | 29.7% | 0.466 | 0.0086 | -0.345 | 0.619 | 0.192 |
| 565.00 | 11.80 | 11.70 | 13.40 | -2.20 | 8 | 60 | 30.0% | 0.425 | 0.0084 | -0.341 | 0.610 | 0.175 |
| 570.00 | 9.97 | 10.20 | 11.40 | -2.43 | 16 | 226 | 29.6% | 0.383 | 0.0083 | -0.327 | 0.594 | 0.159 |
| 575.00 | 8.60 | 8.60 | 9.50 | -2.20 | 29 | 67 | 29.1% | 0.340 | 0.0081 | -0.307 | 0.571 | 0.142 |
| 580.00 | 6.98 | 7.30 | 8.10 | -1.83 | 121 | 175 | 29.1% | 0.303 | 0.0077 | -0.291 | 0.543 | 0.126 |
| 585.00 | 6.10 | 6.00 | 7.60 | -1.94 | 10 | 179 | 30.5% | 0.278 | 0.0071 | -0.292 | 0.522 | 0.116 |
| 590.00 | 5.16 | 5.00 | 5.90 | -1.53 | 13 | 135 | 29.4% | 0.236 | 0.0067 | -0.257 | 0.480 | 0.099 |
| 595.00 | 4.50 | 3.80 | 5.20 | -0.10 | 7 | 38 | 29.9% | 0.211 | 0.0062 | -0.245 | 0.450 | 0.088 |
| 600.00 | 3.40 | 3.10 | 4.10 | -1.60 | 20 | 532 | 29.3% | 0.178 | 0.0057 | -0.215 | 0.405 | 0.075 |
| 605.00 | 2.80 | 2.35 | 3.40 | -1.20 | 13 | 145 | 29.3% | 0.153 | 0.0052 | -0.195 | 0.367 | 0.064 |
| 610.00 | 3.00 | 1.65 | 2.80 | 0.00 | 2 | 49 | 29.3% | 0.130 | 0.0047 | -0.174 | 0.330 | 0.055 |
| 615.00 | 2.35 | 1.10 | 2.50 | 0.00 | 4 | 33 | 29.9% | 0.116 | 0.0042 | -0.164 | 0.304 | 0.049 |
| 620.00 | 0.75 | 1.30 | 2.20 | -1.50 | 1 | 114 | 30.5% | 0.103 | 0.0038 | -0.153 | 0.279 | 0.043 |
| 625.00 | 1.25 | 0.90 | 2.50 | -0.47 | 1 | 108 | 33.1% | 0.106 | 0.0036 | -0.170 | 0.286 | 0.045 |
| 630.00 | 1.65 | 0.05 | 3.20 | 0.18 | 6 | 59 | 37.0% | 0.119 | 0.0035 | -0.205 | 0.309 | 0.050 |
| 635.00 | 3.05 | 0.00 | 3.10 | 0.00 | 1 | 21 | 38.2% | 0.113 | 0.0032 | -0.203 | 0.298 | 0.047 |
| 640.00 | 0.75 | 0.35 | 1.00 | -0.75 | 2 | 77 | 30.6% | 0.052 | 0.0022 | -0.091 | 0.165 | 0.022 |
| 645.00 | 1.00 | 0.00 | 4.80 | 0.00 | 3 | 4 | 46.6% | 0.137 | 0.0030 | -0.283 | 0.342 | 0.056 |
| 650.00 | 0.75 | 0.00 | 3.20 | 0.00 | 14 | 188 | 43.0% | 0.104 | 0.0027 | -0.215 | 0.282 | 0.043 |
| 655.00 | 1.25 | 0.00 | 3.20 | 0.00 | 6 | 65 | 44.5% | 0.102 | 0.0026 | -0.218 | 0.276 | 0.042 |
| 660.00 | 0.65 | 0.00 | 1.80 | 0.00 | 4 | 463 | 40.1% | 0.068 | 0.0021 | -0.145 | 0.204 | 0.028 |
| 665.00 | 4.31 | 0.00 | 3.60 | 0.00 | 3 | 21 | 48.7% | 0.104 | 0.0024 | -0.242 | 0.281 | 0.043 |
| 670.00 | 4.80 | 0.00 | 3.20 | 0.00 | 1 | 28 | 48.7% | 0.094 | 0.0022 | -0.225 | 0.261 | 0.039 |
| 675.00 | 2.71 | 0.00 | 3.20 | 0.00 | 1 | 32 | 50.0% | 0.092 | 0.0021 | -0.227 | 0.256 | 0.038 |
| 680.00 | 1.01 | 0.00 | 0.40 | 0.56 | 1 | 62 | 34.7% | 0.020 | 0.0009 | -0.047 | 0.077 | 0.009 |
| 685.00 | 29.70 | 0.00 | 3.80 | 0.00 | 1 | 5 | 55.0% | 0.098 | 0.0020 | -0.261 | 0.269 | 0.040 |
| 690.00 | 1.20 | 0.00 | 4.80 | 0.00 | 5 | 11 | 50.5% | 0.071 | 0.0017 | -0.188 | 0.211 | 0.029 |
| 695.00 | 30.50 | 0.00 | 3.20 | 0.00 | 1 | 5 | 55.3% | 0.084 | 0.0018 | -0.234 | 0.241 | 0.034 |
| 700.00 | 0.30 | 0.00 | 2.00 | 0.00 | 23 | 854 | 51.0% | 0.060 | 0.0015 | -0.167 | 0.185 | 0.025 |
| 705.00 | 1.52 | 0.00 | 1.40 | -1.28 | 3 | 11 | 48.7% | 0.046 | 0.0013 | -0.128 | 0.149 | 0.019 |
| 710.00 | 1.20 | 0.00 | 1.20 | 0.00 | 1 | 2 | 48.4% | 0.040 | 0.0011 | -0.115 | 0.134 | 0.017 |
| 715.00 | 1.30 | 0.00 | 3.20 | 0.00 | 1 | 9 | 52.2% | 0.048 | 0.0012 | -0.144 | 0.156 | 0.020 |
| 720.00 | 0.63 | 0.00 | 1.25 | -0.07 | 5 | 122 | 50.9% | 0.040 | 0.0011 | -0.119 | 0.133 | 0.016 |
| 725.00 | 2.93 | 0.00 | 3.80 | 0.00 | 1 | 1 | 56.2% | 0.053 | 0.0012 | -0.165 | 0.167 | 0.022 |
| 730.00 | 0.28 | 0.00 | 3.50 | 0.00 | 2 | 3 | 56.4% | 0.049 | 0.0012 | -0.156 | 0.158 | 0.020 |
| 740.00 | 0.70 | 0.00 | 3.50 | 0.00 | 6 | 273 | 58.5% | 0.047 | 0.0011 | -0.158 | 0.154 | 0.019 |
| 745.00 | 0.43 | 0.00 | 3.60 | 0.00 | 1 | 5 | 59.9% | 0.047 | 0.0011 | -0.162 | 0.154 | 0.019 |
| 750.00 | 0.55 | 0.00 | 3.50 | 0.00 | 3 | 6 | 60.6% | 0.046 | 0.0010 | -0.159 | 0.150 | 0.019 |
| 760.00 | 3.00 | 0.00 | 3.20 | 0.00 | 1 | 85 | 61.7% | 0.042 | 0.0009 | -0.150 | 0.139 | 0.017 |
| 765.00 | 7.10 | 0.00 | 4.80 | 0.00 | 0 | 1 | 67.6% | 0.055 | 0.0011 | -0.205 | 0.173 | 0.022 |
| 770.00 | 4.88 | 0.00 | 4.80 | 0.00 | 2 | 2 | 68.7% | 0.054 | 0.0010 | -0.206 | 0.172 | 0.022 |
| 775.00 | 5.42 | 0.00 | 4.80 | 0.00 | 2 | 4 | 69.7% | 0.054 | 0.0010 | -0.207 | 0.170 | 0.022 |
| 780.00 | 0.58 | 0.00 | 4.80 | 0.00 | 10 | 47 | 70.7% | 0.053 | 0.0010 | -0.208 | 0.168 | 0.021 |
| 785.00 | 2.40 | 0.00 | 4.80 | 0.00 | 2 | 2 | 71.7% | 0.052 | 0.0010 | -0.209 | 0.167 | 0.021 |
| 790.00 | 9.40 | 0.00 | 4.80 | 0.00 | 1 | 2 | 72.7% | 0.052 | 0.0009 | -0.210 | 0.165 | 0.021 |
| 800.00 | 0.10 | 0.00 | 4.80 | 0.00 | 1 | 72 | 74.7% | 0.051 | 0.0009 | -0.212 | 0.162 | 0.020 |
| 805.00 | 8.60 | 0.00 | 0.00 | 0.00 | 0 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 810.00 | 4.95 | 0.00 | 4.80 | 0.00 | 2 | 1 | 76.6% | 0.049 | 0.0009 | -0.213 | 0.159 | 0.020 |
| 815.00 | 9.10 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 820.00 | 0.15 | 0.00 | 4.80 | 0.00 | 8 | 49 | 78.5% | 0.048 | 0.0008 | -0.215 | 0.156 | 0.019 |
| 825.00 | 7.80 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 830.00 | 7.40 | 0.00 | 0.00 | 0.00 | 0 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 835.00 | 7.80 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 840.00 | 0.21 | 0.00 | 4.80 | 0.00 | 5 | 39 | 82.2% | 0.047 | 0.0008 | -0.218 | 0.152 | 0.019 |
| 845.00 | 0.65 | 0.00 | 4.80 | 0.00 | 0 | 4 | 83.1% | 0.046 | 0.0007 | -0.218 | 0.150 | 0.018 |
| 850.00 | 6.10 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 860.00 | 0.50 | 0.00 | 4.80 | 0.00 | 6 | 3 | 85.8% | 0.045 | 0.0007 | -0.220 | 0.147 | 0.018 |
| 880.00 | 1.35 | 0.00 | 4.80 | 0.00 | 7 | 4 | 89.3% | 0.043 | 0.0007 | -0.223 | 0.143 | 0.017 |
| 895.00 | 2.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 900.00 | 3.00 | 0.00 | 3.00 | 0.00 | 1 | 27 | 85.6% | 0.029 | 0.0005 | -0.156 | 0.104 | 0.012 |
| 915.00 | 3.65 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 920.00 | 3.53 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 960.00 | 0.60 | 0.00 | 0.00 | 0.00 | 1 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 980.00 | 4.31 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 1000.00 | 2.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 230.00 | 0.10 | 0.00 | 0.20 | 0.00 | 1 | 25 | 110.9% | -0.001 | 0.0000 | -0.014 | 0.008 | -0.001 |
| 240.00 | 1.75 | 0.00 | 9.60 | 0.00 | 23 | 23 | 186.0% | -0.032 | 0.0002 | -0.352 | 0.111 | -0.017 |
| 250.00 | 1.90 | 0.45 | 4.10 | 0.00 | 0 | 5 | 153.3% | -0.020 | 0.0002 | -0.196 | 0.075 | -0.010 |
| 280.00 | 4.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 300.00 | 1.15 | 0.00 | 4.80 | 0.00 | 2 | 7 | 122.9% | -0.026 | 0.0003 | -0.197 | 0.094 | -0.013 |
| 310.00 | 1.29 | 0.00 | 3.80 | 0.00 | 2 | 1 | 112.1% | -0.023 | 0.0003 | -0.162 | 0.085 | -0.011 |
| 320.00 | 0.54 | 0.00 | 4.80 | 0.00 | 2 | 4 | 111.5% | -0.029 | 0.0004 | -0.193 | 0.102 | -0.014 |
| 340.00 | 0.20 | 0.00 | 0.75 | 0.00 | 2 | 28 | 74.7% | -0.008 | 0.0002 | -0.042 | 0.033 | -0.004 |
| 350.00 | 0.89 | 0.00 | 4.80 | 0.00 | 1 | 41 | 95.7% | -0.033 | 0.0005 | -0.187 | 0.115 | -0.016 |
| 360.00 | 1.80 | 0.00 | 4.80 | 0.00 | 20 | 22 | 90.6% | -0.035 | 0.0005 | -0.184 | 0.120 | -0.017 |
| 370.00 | 0.74 | 0.00 | 3.90 | 0.00 | 11 | 5 | 82.3% | -0.032 | 0.0006 | -0.155 | 0.111 | -0.015 |
| 380.00 | 2.50 | 0.05 | 7.90 | 0.00 | 1 | 6 | 90.6% | -0.054 | 0.0008 | -0.264 | 0.171 | -0.027 |
| 400.00 | 0.15 | 0.00 | 1.50 | 0.00 | 2 | 74 | 57.6% | -0.018 | 0.0005 | -0.069 | 0.070 | -0.009 |
| 410.00 | 0.55 | 0.00 | 4.80 | 0.00 | 2 | 124 | 67.1% | -0.046 | 0.0009 | -0.170 | 0.150 | -0.022 |
| 420.00 | 3.20 | 0.25 | 2.15 | 0.00 | 2 | 61 | 54.4% | -0.030 | 0.0008 | -0.097 | 0.105 | -0.014 |
| 430.00 | 0.45 | 0.00 | 3.20 | 0.00 | 55 | 84 | 53.4% | -0.039 | 0.0010 | -0.119 | 0.132 | -0.018 |
| 440.00 | 2.48 | 0.00 | 4.80 | 1.93 | 1 | 70 | 54.0% | -0.056 | 0.0013 | -0.159 | 0.175 | -0.026 |
| 450.00 | 0.50 | 0.05 | 0.60 | 0.00 | 1 | 130 | 37.6% | -0.022 | 0.0009 | -0.052 | 0.082 | -0.010 |
| 460.00 | 1.80 | 0.00 | 2.40 | 0.00 | 5 | 72 | 45.5% | -0.065 | 0.0018 | -0.150 | 0.197 | -0.030 |
| 465.00 | 1.10 | 0.00 | 3.60 | 0.00 | 0 | 2 | 48.3% | -0.087 | 0.0021 | -0.200 | 0.247 | -0.041 |
| 470.00 | 2.90 | 0.00 | 3.20 | 1.93 | 1 | 28 | 44.5% | -0.085 | 0.0022 | -0.180 | 0.242 | -0.039 |
| 480.00 | 1.17 | 0.30 | 5.70 | 0.00 | 6 | 35 | 48.0% | -0.130 | 0.0028 | -0.263 | 0.329 | -0.061 |
| 485.00 | 2.17 | 0.75 | 4.90 | 0.00 | 0 | 2 | 43.3% | -0.125 | 0.0030 | -0.230 | 0.320 | -0.058 |
| 490.00 | 2.00 | 1.70 | 2.50 | -0.05 | 12 | 43 | 33.3% | -0.087 | 0.0031 | -0.136 | 0.247 | -0.040 |
| 495.00 | 2.32 | 1.45 | 3.70 | 0.32 | 1 | 16 | 35.1% | -0.117 | 0.0036 | -0.177 | 0.306 | -0.054 |
| 500.00 | 3.25 | 2.35 | 4.40 | 0.75 | 4 | 65 | 34.8% | -0.136 | 0.0040 | -0.195 | 0.340 | -0.063 |
| 505.00 | 3.62 | 3.40 | 4.60 | 0.52 | 10 | 11 | 32.9% | -0.148 | 0.0045 | -0.194 | 0.360 | -0.068 |
| 510.00 | 5.20 | 4.00 | 5.30 | 1.20 | 17 | 587 | 32.2% | -0.169 | 0.0050 | -0.207 | 0.393 | -0.078 |
| 515.00 | 6.20 | 5.20 | 6.10 | 1.21 | 2 | 28 | 31.5% | -0.193 | 0.0056 | -0.219 | 0.427 | -0.089 |
| 520.00 | 6.88 | 6.30 | 7.40 | 0.48 | 13 | 61 | 31.6% | -0.225 | 0.0061 | -0.239 | 0.467 | -0.104 |
| 525.00 | 7.60 | 7.70 | 8.60 | -1.90 | 1 | 1,210 | 31.2% | -0.256 | 0.0066 | -0.252 | 0.501 | -0.118 |
| 530.00 | 10.10 | 9.00 | 10.10 | 0.50 | 11 | 68 | 31.0% | -0.291 | 0.0071 | -0.265 | 0.533 | -0.135 |
| 535.00 | 11.06 | 10.50 | 12.10 | -0.04 | 2 | 49 | 31.4% | -0.330 | 0.0074 | -0.282 | 0.564 | -0.154 |
| 540.00 | 14.30 | 12.70 | 13.50 | 1.90 | 19 | 180 | 30.4% | -0.366 | 0.0080 | -0.281 | 0.585 | -0.170 |
| 545.00 | 16.40 | 14.70 | 15.90 | 1.62 | 3 | 75 | 30.7% | -0.408 | 0.0081 | -0.292 | 0.604 | -0.191 |
| 550.00 | 17.40 | 16.60 | 19.50 | -0.32 | 1 | 193 | 32.6% | -0.450 | 0.0078 | -0.315 | 0.616 | -0.212 |
| 555.00 | 21.50 | 19.60 | 20.90 | 2.50 | 6 | 59 | 30.7% | -0.491 | 0.0083 | -0.295 | 0.621 | -0.231 |
| 560.00 | 24.45 | 21.50 | 24.00 | 2.45 | 56 | 64 | 31.2% | -0.531 | 0.0082 | -0.296 | 0.619 | -0.251 |
| 565.00 | 26.60 | 25.30 | 26.70 | -4.40 | 2 | 16 | 30.7% | -0.572 | 0.0082 | -0.283 | 0.611 | -0.271 |
| 570.00 | 29.00 | 28.50 | 30.50 | -5.33 | 1 | 106 | 31.7% | -0.607 | 0.0078 | -0.284 | 0.598 | -0.289 |
| 575.00 | 33.02 | 31.90 | 37.50 | -0.03 | 4 | 30 | 37.9% | -0.616 | 0.0065 | -0.344 | 0.595 | -0.299 |
| 580.00 | 40.00 | 35.20 | 37.60 | 0.00 | 20 | 123 | 32.1% | -0.677 | 0.0072 | -0.261 | 0.559 | -0.326 |
| 585.00 | 46.47 | 39.40 | 44.30 | 0.00 | 1 | 25 | 37.6% | -0.677 | 0.0061 | -0.314 | 0.559 | -0.331 |
| 590.00 | 54.02 | 42.70 | 48.90 | 0.00 | 2 | 32 | 39.3% | -0.695 | 0.0057 | -0.319 | 0.545 | -0.342 |
| 595.00 | 47.81 | 45.40 | 53.00 | 0.00 | 1 | 130 | 40.0% | -0.718 | 0.0054 | -0.310 | 0.526 | -0.355 |
| 600.00 | 57.20 | 51.00 | 56.50 | 0.00 | 3 | 114 | 39.3% | -0.747 | 0.0052 | -0.282 | 0.498 | -0.371 |
| 605.00 | 56.37 | 53.90 | 60.40 | 0.00 | 1 | 13 | 39.1% | -0.771 | 0.0050 | -0.261 | 0.471 | -0.385 |
| 610.00 | 43.78 | 60.20 | 65.50 | 0.00 | 1 | 24 | 41.3% | -0.779 | 0.0046 | -0.271 | 0.462 | -0.392 |
| 615.00 | 70.00 | 65.10 | 70.40 | 0.00 | 1 | 13 | 43.0% | -0.788 | 0.0043 | -0.275 | 0.451 | -0.400 |
| 620.00 | 81.72 | 67.50 | 74.70 | 0.00 | 1 | 123 | 43.4% | -0.805 | 0.0041 | -0.260 | 0.429 | -0.411 |
| 625.00 | 46.85 | 72.30 | 79.50 | 0.00 | 3 | 5 | 44.7% | -0.814 | 0.0038 | -0.259 | 0.417 | -0.419 |
| 630.00 | 74.00 | 79.30 | 84.50 | 0.00 | 30 | 30 | 46.5% | -0.820 | 0.0036 | -0.265 | 0.409 | -0.425 |
| 635.00 | 95.35 | 82.10 | 89.80 | 0.00 | 2 | 5 | 49.0% | -0.821 | 0.0034 | -0.280 | 0.407 | -0.430 |
| 640.00 | 56.00 | 87.10 | 94.60 | 0.00 | 2 | 120 | 50.2% | -0.829 | 0.0033 | -0.278 | 0.396 | -0.437 |
| 645.00 | 23.18 | 92.00 | 97.50 | 0.00 | 24 | 22 | 46.2% | -0.865 | 0.0030 | -0.202 | 0.338 | -0.455 |
| 650.00 | 63.00 | 95.00 | 104.90 | 0.00 | 1 | 3 | 54.3% | -0.833 | 0.0030 | -0.298 | 0.389 | -0.447 |
| 655.00 | 71.40 | 100.00 | 109.70 | 0.00 | 1 | 6 | 55.4% | -0.840 | 0.0028 | -0.295 | 0.379 | -0.454 |
| 660.00 | 89.00 | 105.00 | 115.00 | 0.00 | 2 | 93 | 57.8% | -0.839 | 0.0027 | -0.310 | 0.379 | -0.458 |
| 665.00 | 83.20 | 110.00 | 120.00 | 0.00 | 1 | 2 | 59.4% | -0.843 | 0.0026 | -0.314 | 0.374 | -0.463 |
| 670.00 | 36.40 | 115.00 | 124.70 | 0.00 | 0 | 5 | 60.1% | -0.850 | 0.0025 | -0.307 | 0.363 | -0.470 |
| 675.00 | 100.70 | 120.70 | 129.00 | 0.00 | 1 | 6 | 59.7% | -0.862 | 0.0024 | -0.282 | 0.343 | -0.479 |
| 680.00 | 130.45 | 125.40 | 134.00 | 0.00 | 10 | 87 | 61.2% | -0.865 | 0.0023 | -0.285 | 0.339 | -0.484 |
| 685.00 | 136.55 | 130.70 | 139.00 | 100.85 | 1 | 4 | 62.6% | -0.867 | 0.0022 | -0.288 | 0.334 | -0.489 |
| 690.00 | 116.12 | 135.30 | 144.00 | 0.00 | 20 | 21 | 64.1% | -0.870 | 0.0021 | -0.291 | 0.330 | -0.494 |
| 695.00 | 123.37 | 140.00 | 149.00 | 0.00 | 12 | 12 | 65.5% | -0.872 | 0.0021 | -0.294 | 0.326 | -0.499 |
| 700.00 | 128.00 | 145.00 | 154.00 | 0.00 | 4 | 98 | 66.9% | -0.874 | 0.0020 | -0.297 | 0.322 | -0.504 |
| 705.00 | 88.31 | 151.50 | 159.00 | 0.00 | 1 | 6 | 54.3% | -0.933 | 0.0015 | -0.111 | 0.203 | -0.531 |
| 715.00 | 52.10 | 171.00 | 180.00 | 0.00 | 0 | 0 | 88.3% | -0.816 | 0.0019 | -0.557 | 0.414 | -0.495 |
| 720.00 | 57.50 | 176.00 | 185.00 | 0.00 | 5 | 20 | 89.8% | -0.818 | 0.0019 | -0.562 | 0.411 | -0.500 |
| 735.00 | 58.00 | 191.00 | 200.00 | 0.00 | 0 | 1 | 94.1% | -0.825 | 0.0018 | -0.576 | 0.402 | -0.515 |
| 740.00 | 71.40 | 196.10 | 205.00 | 0.00 | 2 | 3 | 95.6% | -0.826 | 0.0017 | -0.582 | 0.400 | -0.519 |
| 750.00 | 89.83 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.088 | 0.000 | -0.594 |
| 755.00 | 116.20 | 199.30 | 209.00 | 0.00 | 0 | 0 | 58.7% | -0.963 | 0.0009 | -0.040 | 0.125 | -0.583 |
| 760.00 | 49.83 | 0.00 | 0.00 | 0.00 | 3 | 0 | 0.0% | -1.000 | 0.0000 | 0.089 | 0.000 | -0.602 |
| 775.00 | 135.20 | 220.00 | 229.00 | 0.00 | 0 | 0 | 65.2% | -0.959 | 0.0009 | -0.066 | 0.138 | -0.597 |
| 785.00 | 99.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.092 | 0.000 | -0.622 |
| 800.00 | 136.85 | 0.00 | 0.00 | 0.00 | 2 | 0 | 0.0% | -1.000 | 0.0000 | 0.094 | 0.000 | -0.633 |
| 840.00 | 160.50 | 114.10 | 120.90 | 0.00 | 0 | 1 | 0.0% | -1.000 | 0.0000 | 0.099 | 0.000 | -0.665 |
| 860.00 | 179.40 | 130.00 | 139.00 | 0.00 | 0 | 2 | 0.0% | -1.000 | 0.0000 | 0.101 | 0.000 | -0.681 |
| 915.00 | 235.00 | 371.00 | 380.00 | 0.00 | 0 | 0 | 136.3% | -0.867 | 0.0010 | -0.685 | 0.334 | -0.676 |
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.