NOC
Northrop Grumman CorporationClose $589.14EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 395.00 | 115.39 | 136.00 | 143.60 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.047 | 0.000 | 0.032 |
| 400.00 | 145.00 | 188.00 | 192.40 | 0.00 | 20 | 3 | 193.8% | 0.989 | 0.0003 | -0.541 | 0.015 | 0.032 |
| 405.00 | 107.64 | 126.00 | 135.00 | 0.00 | 1 | 3 | 0.0% | 1.000 | 0.0000 | -0.048 | 0.000 | 0.033 |
| 410.00 | 102.74 | 121.00 | 130.00 | 0.00 | 1 | 2 | 0.0% | 1.000 | 0.0000 | -0.048 | 0.000 | 0.034 |
| 415.00 | 146.26 | 116.00 | 125.00 | 0.00 | 0 | 3 | 0.0% | 1.000 | 0.0000 | -0.049 | 0.000 | 0.034 |
| 420.00 | 92.22 | 111.00 | 118.00 | 0.00 | 1 | 3 | 0.0% | 1.000 | 0.0000 | -0.049 | 0.000 | 0.035 |
| 425.00 | 135.83 | 107.00 | 113.60 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.050 | 0.000 | 0.035 |
| 445.00 | 109.98 | 87.20 | 93.10 | 0.00 | 0 | 3 | 0.0% | 1.000 | 0.0000 | -0.052 | 0.000 | 0.037 |
| 450.00 | 112.77 | 138.10 | 143.20 | 0.00 | 1 | 25 | 151.8% | 0.979 | 0.0006 | -0.740 | 0.027 | 0.036 |
| 455.00 | 64.10 | 77.30 | 83.50 | 0.00 | 1 | 4 | 0.0% | 1.000 | 0.0000 | -0.054 | 0.000 | 0.037 |
| 460.00 | 96.40 | 72.40 | 78.20 | 0.00 | 0 | 3 | 0.0% | 1.000 | 0.0000 | -0.054 | 0.000 | 0.038 |
| 465.00 | 55.67 | 68.10 | 74.10 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.055 | 0.000 | 0.038 |
| 470.00 | 107.25 | 118.10 | 122.60 | 0.00 | 2 | 44 | 125.6% | 0.980 | 0.0007 | -0.607 | 0.026 | 0.038 |
| 475.00 | 61.10 | 113.10 | 118.20 | 0.00 | 0 | 1 | 126.2% | 0.974 | 0.0009 | -0.733 | 0.032 | 0.038 |
| 480.00 | 89.70 | 108.10 | 113.30 | 0.00 | 2 | 7 | 122.0% | 0.972 | 0.0010 | -0.752 | 0.034 | 0.038 |
| 485.00 | 69.40 | 103.10 | 107.20 | 0.00 | 1 | 5 | 107.2% | 0.980 | 0.0008 | -0.517 | 0.026 | 0.039 |
| 490.00 | 88.85 | 98.10 | 103.30 | 0.00 | 1 | 12 | 111.9% | 0.969 | 0.0012 | -0.748 | 0.037 | 0.039 |
| 495.00 | 53.76 | 93.10 | 98.30 | 0.00 | 1 | 5 | 107.0% | 0.968 | 0.0013 | -0.745 | 0.039 | 0.039 |
| 500.00 | 88.60 | 88.10 | 93.30 | 11.80 | 1 | 25 | 102.0% | 0.966 | 0.0014 | -0.742 | 0.040 | 0.039 |
| 505.00 | 71.15 | 83.10 | 88.30 | 0.00 | 2 | 7 | 97.0% | 0.964 | 0.0015 | -0.739 | 0.042 | 0.040 |
| 510.00 | 60.00 | 78.10 | 83.30 | 0.00 | 2 | 26 | 92.1% | 0.962 | 0.0017 | -0.736 | 0.044 | 0.040 |
| 515.00 | 62.75 | 73.10 | 78.30 | 0.00 | 1 | 10 | 87.1% | 0.960 | 0.0019 | -0.731 | 0.046 | 0.040 |
| 520.00 | 67.00 | 68.10 | 73.30 | 7.49 | 5 | 29 | 82.2% | 0.957 | 0.0021 | -0.727 | 0.049 | 0.041 |
| 525.00 | 63.50 | 63.10 | 67.20 | 5.50 | 1 | 56 | 70.0% | 0.968 | 0.0019 | -0.506 | 0.038 | 0.042 |
| 530.00 | 49.00 | 58.10 | 63.30 | 0.00 | 1 | 48 | 72.3% | 0.951 | 0.0026 | -0.715 | 0.054 | 0.041 |
| 535.00 | 51.97 | 53.10 | 58.30 | 7.87 | 1 | 159 | 67.4% | 0.947 | 0.0030 | -0.709 | 0.058 | 0.041 |
| 540.00 | 48.62 | 48.10 | 52.20 | 18.31 | 3 | 128 | 56.1% | 0.959 | 0.0029 | -0.496 | 0.047 | 0.042 |
| 545.00 | 41.00 | 43.10 | 47.00 | 8.00 | 1 | 319 | 50.2% | 0.959 | 0.0033 | -0.452 | 0.047 | 0.043 |
| 550.00 | 44.00 | 38.10 | 43.30 | 14.60 | 6 | 147 | 52.3% | 0.931 | 0.0048 | -0.681 | 0.071 | 0.042 |
| 555.00 | 35.50 | 33.10 | 37.30 | 6.31 | 2 | 110 | 59.2% | 0.874 | 0.0065 | -1.146 | 0.110 | 0.039 |
| 560.00 | 30.89 | 28.40 | 33.20 | 10.89 | 9 | 173 | 58.7% | 0.838 | 0.0078 | -1.337 | 0.131 | 0.038 |
| 565.00 | 27.67 | 23.40 | 28.50 | 11.38 | 2 | 68 | 54.1% | 0.812 | 0.0093 | -1.350 | 0.144 | 0.037 |
| 570.00 | 21.35 | 19.00 | 23.30 | 14.44 | 12 | 423 | 46.4% | 0.792 | 0.0116 | -1.235 | 0.153 | 0.037 |
| 575.00 | 19.30 | 14.10 | 19.30 | 13.80 | 15 | 221 | 44.4% | 0.737 | 0.0138 | -1.339 | 0.174 | 0.034 |
| 580.00 | 15.95 | 9.80 | 15.10 | 13.61 | 28 | 247 | 40.4% | 0.675 | 0.0167 | -1.339 | 0.192 | 0.032 |
| 585.00 | 10.37 | 5.10 | 11.60 | 8.27 | 18 | 68 | 38.3% | 0.591 | 0.0190 | -1.364 | 0.207 | 0.028 |
| 590.00 | 8.31 | 3.40 | 6.20 | 6.97 | 7 | 148 | 26.9% | 0.487 | 0.0278 | -0.988 | 0.213 | 0.023 |
| 595.00 | 7.50 | 3.20 | 5.20 | 6.85 | 26 | 69 | 31.5% | 0.374 | 0.0225 | -1.087 | 0.202 | 0.018 |
| 600.00 | 2.15 | 0.45 | 2.65 | 1.80 | 29 | 283 | 27.1% | 0.237 | 0.0213 | -0.761 | 0.165 | 0.011 |
| 605.00 | 0.88 | 0.00 | 4.40 | -0.61 | 1 | 24 | 42.0% | 0.252 | 0.0142 | -1.210 | 0.170 | 0.012 |
| 610.00 | 0.98 | 0.00 | 0.90 | -0.12 | 16 | 84 | 27.1% | 0.082 | 0.0105 | -0.371 | 0.081 | 0.004 |
| 615.00 | 0.50 | 0.30 | 0.50 | -0.50 | 87 | 12 | 27.3% | 0.044 | 0.0063 | -0.228 | 0.049 | 0.002 |
| 620.00 | 0.35 | 0.00 | 0.40 | 0.21 | 3 | 165 | 29.8% | 0.031 | 0.0044 | -0.188 | 0.037 | 0.001 |
| 625.00 | 0.15 | 0.00 | 0.30 | 0.00 | 1 | 98 | 31.7% | 0.021 | 0.0030 | -0.144 | 0.027 | 0.001 |
| 630.00 | 0.09 | 0.00 | 0.30 | 0.00 | 1 | 34 | 35.1% | 0.019 | 0.0024 | -0.145 | 0.025 | 0.001 |
| 635.00 | 0.15 | 0.00 | 0.25 | -1.58 | 1 | 7 | 37.3% | 0.014 | 0.0018 | -0.122 | 0.019 | 0.001 |
| 640.00 | 0.23 | 0.00 | 0.60 | 0.00 | 10 | 24 | 47.4% | 0.029 | 0.0026 | -0.280 | 0.035 | 0.001 |
| 645.00 | 3.04 | 0.00 | 0.45 | 0.00 | 2 | 17 | 48.2% | 0.021 | 0.0019 | -0.214 | 0.026 | 0.001 |
| 650.00 | 2.00 | 0.00 | 0.15 | 0.00 | 3 | 281 | 43.3% | 0.007 | 0.0008 | -0.072 | 0.010 | 0.000 |
| 655.00 | 0.05 | 0.00 | 2.55 | 0.00 | 3 | 44 | 67.4% | 0.045 | 0.0026 | -0.568 | 0.050 | 0.002 |
| 660.00 | 0.10 | 0.00 | 1.00 | 0.00 | 2 | 9 | 59.0% | 0.018 | 0.0014 | -0.238 | 0.024 | 0.001 |
| 665.00 | 0.75 | 0.00 | 1.20 | 0.00 | 10 | 15 | 64.3% | 0.020 | 0.0014 | -0.284 | 0.026 | 0.001 |
| 670.00 | 0.72 | 0.00 | 0.50 | 0.00 | 10 | 100 | 58.5% | 0.008 | 0.0007 | -0.120 | 0.012 | 0.000 |
| 675.00 | 0.14 | 0.00 | 0.70 | 0.00 | 1 | 3 | 64.6% | 0.011 | 0.0008 | -0.168 | 0.016 | 0.001 |
| 680.00 | 1.03 | 0.00 | 0.90 | 0.00 | 1 | 88 | 70.2% | 0.013 | 0.0009 | -0.215 | 0.018 | 0.001 |
| 690.00 | 2.20 | 0.00 | 6.90 | 0.00 | 1 | 1 | 115.5% | 0.073 | 0.0022 | -1.430 | 0.074 | 0.003 |
| 700.00 | 0.05 | 0.00 | 0.50 | 0.00 | 1 | 94 | 75.0% | 0.006 | 0.0004 | -0.118 | 0.009 | 0.000 |
| 710.00 | 2.50 | 0.00 | 5.10 | 0.00 | 0 | 1 | 121.0% | 0.050 | 0.0016 | -1.118 | 0.055 | 0.002 |
| 720.00 | 0.68 | 0.00 | 0.85 | 0.00 | 7 | 17 | 92.0% | 0.009 | 0.0005 | -0.203 | 0.013 | 0.000 |
| 740.00 | 0.10 | 0.00 | 5.10 | 0.00 | 2 | 58 | 140.7% | 0.043 | 0.0012 | -1.140 | 0.049 | 0.002 |
| 750.00 | 1.05 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 760.00 | 0.40 | 0.00 | 5.10 | 0.00 | 3 | 42 | 153.1% | 0.039 | 0.0010 | -1.152 | 0.045 | 0.002 |
| 780.00 | 1.45 | 0.00 | 4.80 | 0.00 | 2 | 23 | 162.8% | 0.034 | 0.0009 | -1.097 | 0.040 | 0.002 |
| 800.00 | 0.10 | 0.00 | 0.05 | 0.00 | 1 | 88 | 96.9% | 0.000 | 0.0000 | -0.009 | 0.001 | 0.000 |
| 820.00 | 1.60 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 840.00 | 0.05 | 0.00 | 10.00 | 0.00 | 3 | 34 | 227.5% | 0.053 | 0.0009 | -2.195 | 0.058 | 0.002 |
| 860.00 | 1.45 | 0.00 | 4.80 | 0.00 | 3 | 12 | 205.2% | 0.026 | 0.0006 | -1.116 | 0.033 | 0.001 |
| 880.00 | 5.20 | 0.00 | 3.80 | 0.00 | 1 | 12 | 206.2% | 0.020 | 0.0004 | -0.894 | 0.026 | 0.001 |
| 900.00 | 0.29 | 0.00 | 5.00 | 0.00 | 2 | 9 | 226.0% | 0.025 | 0.0005 | -1.168 | 0.031 | 0.001 |
| 920.00 | 12.80 | 0.00 | 4.80 | 0.00 | 1 | 3 | 233.4% | 0.023 | 0.0004 | -1.124 | 0.029 | 0.001 |
| 980.00 | 6.03 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1000.00 | 10.43 | 0.00 | 0.00 | 0.00 | 0 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1040.00 | 1.50 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1100.00 | 0.10 | 0.00 | 10.00 | 0.00 | 0 | 1 | 346.4% | 0.034 | 0.0004 | -2.308 | 0.040 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 390.00 | 0.10 | 0.00 | 0.05 | 0.00 | 1 | 84 | 131.3% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 395.00 | 0.50 | 0.00 | 0.10 | 0.00 | 1 | 50 | 135.9% | -0.000 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 400.00 | 0.10 | 0.00 | 0.10 | -0.20 | 1 | 15 | 132.0% | -0.000 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 405.00 | 0.17 | 0.00 | 10.00 | -0.38 | 1 | 4 | 258.8% | -0.043 | 0.0007 | -2.104 | 0.049 | -0.002 |
| 410.00 | 0.05 | 0.00 | 1.60 | 0.00 | 13 | 59 | 174.8% | -0.009 | 0.0003 | -0.375 | 0.013 | -0.000 |
| 415.00 | 1.60 | 0.00 | 4.80 | 0.00 | 2 | 3 | 207.3% | -0.025 | 0.0005 | -1.077 | 0.031 | -0.001 |
| 420.00 | 0.85 | 0.00 | 10.00 | 0.00 | 16 | 24 | 238.6% | -0.047 | 0.0008 | -2.083 | 0.052 | -0.002 |
| 425.00 | 0.05 | 0.00 | 10.00 | 0.00 | 1 | 13 | 232.0% | -0.048 | 0.0008 | -2.075 | 0.054 | -0.003 |
| 430.00 | 0.05 | 0.00 | 1.60 | 0.00 | 2 | 33 | 154.7% | -0.010 | 0.0003 | -0.373 | 0.015 | -0.001 |
| 435.00 | 0.05 | 0.00 | 0.05 | 0.00 | 2 | 11 | 98.4% | -0.000 | 0.0000 | -0.009 | 0.001 | -0.000 |
| 440.00 | 0.05 | 0.00 | 1.60 | 0.01 | 1 | 78 | 144.9% | -0.011 | 0.0004 | -0.373 | 0.015 | -0.001 |
| 445.00 | 0.12 | 0.00 | 10.00 | -2.15 | 1 | 8 | 206.1% | -0.055 | 0.0010 | -2.039 | 0.059 | -0.003 |
| 450.00 | 1.99 | 0.00 | 4.00 | 1.94 | 1 | 1,057 | 160.7% | -0.027 | 0.0007 | -0.894 | 0.033 | -0.001 |
| 455.00 | 0.21 | 0.00 | 10.00 | -0.84 | 10 | 46 | 193.4% | -0.059 | 0.0011 | -2.019 | 0.063 | -0.003 |
| 460.00 | 4.38 | 0.00 | 10.00 | 0.00 | 2 | 102 | 187.1% | -0.061 | 0.0012 | -2.008 | 0.065 | -0.003 |
| 465.00 | 2.02 | 0.00 | 5.10 | 1.92 | 1 | 50 | 152.6% | -0.037 | 0.0010 | -1.104 | 0.044 | -0.002 |
| 470.00 | 0.05 | 0.00 | 0.05 | 0.00 | 1 | 211 | 75.0% | -0.000 | 0.0000 | -0.009 | 0.001 | -0.000 |
| 475.00 | 0.05 | 0.00 | 5.30 | 0.00 | 4 | 54 | 142.9% | -0.042 | 0.0012 | -1.133 | 0.048 | -0.002 |
| 480.00 | 0.05 | 0.00 | 7.00 | 0.00 | 1 | 96 | 147.3% | -0.054 | 0.0014 | -1.441 | 0.059 | -0.003 |
| 485.00 | 0.05 | 0.00 | 5.30 | 0.00 | 1 | 33 | 131.9% | -0.046 | 0.0014 | -1.121 | 0.051 | -0.002 |
| 490.00 | 0.05 | 0.00 | 10.00 | 0.00 | 5 | 169 | 150.1% | -0.077 | 0.0018 | -1.927 | 0.077 | -0.004 |
| 495.00 | 0.11 | 0.00 | 5.10 | 0.00 | 11 | 12 | 119.9% | -0.048 | 0.0016 | -1.070 | 0.054 | -0.002 |
| 500.00 | 0.03 | 0.00 | 5.10 | 0.00 | 1 | 200 | 114.5% | -0.051 | 0.0017 | -1.063 | 0.056 | -0.003 |
| 505.00 | 2.55 | 0.00 | 5.10 | 0.00 | 5 | 41 | 109.1% | -0.054 | 0.0019 | -1.055 | 0.058 | -0.003 |
| 510.00 | 0.62 | 0.00 | 1.25 | 0.57 | 1 | 250 | 76.5% | -0.017 | 0.0010 | -0.286 | 0.023 | -0.001 |
| 515.00 | 1.55 | 0.00 | 1.40 | -1.10 | 1 | 103 | 73.7% | -0.020 | 0.0012 | -0.318 | 0.026 | -0.001 |
| 520.00 | 0.05 | 0.00 | 0.30 | -1.05 | 13 | 79 | 54.0% | -0.005 | 0.0005 | -0.068 | 0.008 | -0.000 |
| 525.00 | 0.15 | 0.00 | 3.40 | 0.00 | 1 | 149 | 78.9% | -0.049 | 0.0024 | -0.712 | 0.054 | -0.002 |
| 530.00 | 1.15 | 0.00 | 1.15 | 0.00 | 2 | 102 | 58.3% | -0.021 | 0.0016 | -0.260 | 0.027 | -0.001 |
| 535.00 | 0.10 | 0.00 | 5.10 | 0.00 | 1 | 51 | 76.9% | -0.077 | 0.0035 | -0.988 | 0.078 | -0.004 |
| 540.00 | 0.10 | 0.00 | 3.00 | -0.05 | 2 | 162 | 61.8% | -0.056 | 0.0034 | -0.616 | 0.060 | -0.003 |
| 545.00 | 0.20 | 0.00 | 3.70 | 0.00 | 2 | 52 | 60.1% | -0.072 | 0.0043 | -0.727 | 0.073 | -0.004 |
| 550.00 | 0.20 | 0.00 | 0.10 | 0.00 | 2 | 152 | 30.5% | -0.006 | 0.0010 | -0.045 | 0.009 | -0.000 |
| 555.00 | 0.07 | 0.00 | 0.20 | -0.68 | 21 | 57 | 30.0% | -0.013 | 0.0021 | -0.090 | 0.018 | -0.001 |
| 560.00 | 0.15 | 0.10 | 0.25 | -1.90 | 7 | 119 | 27.3% | -0.019 | 0.0032 | -0.111 | 0.025 | -0.001 |
| 565.00 | 0.18 | 0.00 | 0.40 | -2.02 | 6 | 118 | 25.7% | -0.034 | 0.0055 | -0.171 | 0.040 | -0.002 |
| 570.00 | 0.50 | 0.10 | 1.20 | -4.52 | 12 | 54 | 28.7% | -0.098 | 0.0112 | -0.435 | 0.092 | -0.005 |
| 575.00 | 0.70 | 0.50 | 3.60 | -6.30 | 5 | 21 | 36.8% | -0.225 | 0.0153 | -0.967 | 0.160 | -0.011 |
| 580.00 | 2.15 | 0.00 | 4.70 | -7.35 | 10 | 80 | 34.8% | -0.301 | 0.0187 | -1.057 | 0.186 | -0.015 |
| 585.00 | 7.79 | 0.55 | 5.20 | 0.00 | 9 | 66 | 28.9% | -0.384 | 0.0248 | -0.954 | 0.204 | -0.019 |
| 590.00 | 5.20 | 4.40 | 7.50 | -4.40 | 2 | 35 | 28.7% | -0.512 | 0.0260 | -0.982 | 0.213 | -0.025 |
| 595.00 | 6.28 | 5.40 | 10.90 | -9.02 | 1 | 8 | 30.8% | -0.628 | 0.0230 | -0.992 | 0.202 | -0.031 |
| 600.00 | 28.00 | 9.10 | 14.30 | 0.00 | 4 | 107 | 30.9% | -0.734 | 0.0199 | -0.851 | 0.175 | -0.037 |
| 605.00 | 22.29 | 12.50 | 18.30 | 0.00 | 1 | 7 | 32.0% | -0.813 | 0.0157 | -0.709 | 0.144 | -0.041 |
| 610.00 | 106.87 | 16.70 | 22.80 | 0.00 | 5 | 0 | 34.5% | -0.861 | 0.0120 | -0.619 | 0.118 | -0.043 |
| 615.00 | 129.00 | 21.30 | 27.40 | 0.00 | 1 | 0 | 36.8% | -0.896 | 0.0092 | -0.524 | 0.096 | -0.046 |
| 620.00 | 107.45 | 82.00 | 91.70 | 0.00 | 1 | 0 | 279.7% | -0.529 | 0.0027 | -9.859 | 0.213 | -0.032 |
| 625.00 | 114.20 | 32.00 | 37.20 | 0.00 | 3 | 0 | 44.2% | -0.926 | 0.0059 | -0.483 | 0.075 | -0.048 |
| 630.00 | 124.55 | 37.00 | 42.20 | 0.00 | 1 | 0 | 48.4% | -0.933 | 0.0050 | -0.491 | 0.069 | -0.049 |
| 635.00 | 82.10 | 105.00 | 113.60 | 0.00 | 1 | 0 | 332.0% | -0.539 | 0.0022 | -11.685 | 0.212 | -0.034 |
| 640.00 | 94.10 | 97.40 | 106.00 | 0.00 | 2 | 3 | 287.6% | -0.574 | 0.0026 | -9.987 | 0.209 | -0.035 |
| 645.00 | 97.60 | 115.00 | 124.10 | 0.00 | 1 | 0 | 346.9% | -0.552 | 0.0021 | -12.164 | 0.211 | -0.036 |
| 650.00 | 97.00 | 120.00 | 129.10 | 0.00 | 2 | 0 | 353.6% | -0.558 | 0.0021 | -12.373 | 0.211 | -0.036 |
| 660.00 | 123.51 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.078 | 0.000 | -0.054 |
| 665.00 | 114.20 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.078 | 0.000 | -0.055 |
| 670.00 | 127.48 | 113.10 | 121.00 | 0.00 | 2 | 0 | 264.5% | -0.661 | 0.0026 | -8.561 | 0.196 | -0.041 |
| 680.00 | 140.00 | 0.00 | 0.00 | 0.00 | 3 | 0 | 0.0% | -1.000 | 0.0000 | 0.080 | 0.000 | -0.056 |
| 695.00 | 160.00 | 100.70 | 109.30 | 0.00 | 1 | 0 | 119.1% | -0.930 | 0.0021 | -1.354 | 0.072 | -0.054 |
| 700.00 | 147.45 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | -1.000 | 0.0000 | 0.082 | 0.000 | -0.058 |
| 705.00 | 170.00 | 110.70 | 117.10 | 0.00 | 1 | 0 | 100.8% | -0.972 | 0.0012 | -0.492 | 0.034 | -0.057 |
| 720.00 | 71.38 | 177.50 | 183.80 | 0.00 | 4 | 17 | 377.4% | -0.661 | 0.0018 | -12.236 | 0.196 | -0.046 |
| 740.00 | 108.50 | 195.20 | 204.90 | 0.00 | 1 | 0 | 394.8% | -0.676 | 0.0017 | -12.559 | 0.192 | -0.048 |
| 760.00 | 61.60 | 0.00 | 0.00 | 0.00 | 6 | 0 | 0.0% | -1.000 | 0.0000 | 0.090 | 0.000 | -0.062 |
| 780.00 | 73.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.092 | 0.000 | -0.064 |
| 800.00 | 259.05 | 205.80 | 212.90 | 0.00 | 6 | 0 | 168.7% | -0.973 | 0.0007 | -0.852 | 0.034 | -0.064 |
| 820.00 | 294.00 | 225.60 | 234.70 | 0.00 | 5 | 0 | 203.6% | -0.955 | 0.0009 | -1.619 | 0.050 | -0.065 |
| 840.00 | 314.00 | 245.60 | 252.10 | 0.00 | 5 | 0 | 173.9% | -0.985 | 0.0004 | -0.489 | 0.020 | -0.068 |
| 860.00 | 319.09 | 265.60 | 274.40 | 0.00 | 0 | 0 | 221.5% | -0.963 | 0.0007 | -1.509 | 0.044 | -0.069 |
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.