ON
ON Semiconductor CorporationClose $110.21EOD onlyThis page reflects ON 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 54.00 | 44.30 | 54.65 | 57.20 | 0.00 | 0 | 1 | 517.2% | 0.980 | 0.0011 | -0.515 | 0.004 | 0.003 |
| 57.00 | 45.50 | 51.50 | 54.20 | 0.00 | 4 | 4 | 483.4% | 0.978 | 0.0013 | -0.515 | 0.004 | 0.003 |
| 58.00 | 15.24 | 54.35 | 57.25 | 0.00 | 0 | 1 | 674.4% | 0.938 | 0.0022 | -1.693 | 0.010 | 0.003 |
| 60.00 | 46.59 | 48.70 | 51.00 | 0.00 | 1 | 14 | 428.9% | 0.981 | 0.0013 | -0.412 | 0.004 | 0.003 |
| 62.00 | 41.25 | 46.70 | 49.00 | 0.00 | 1 | 6 | 409.2% | 0.980 | 0.0015 | -0.413 | 0.004 | 0.003 |
| 63.00 | 11.05 | 49.40 | 52.25 | 0.00 | 0 | 2 | 607.0% | 0.929 | 0.0027 | -1.683 | 0.011 | 0.003 |
| 66.00 | 41.65 | 42.65 | 45.00 | 0.00 | 1 | 7 | 371.3% | 0.977 | 0.0018 | -0.413 | 0.004 | 0.003 |
| 67.00 | 42.66 | 41.70 | 44.00 | -3.24 | 1 | 6 | 362.1% | 0.977 | 0.0019 | -0.413 | 0.004 | 0.004 |
| 68.00 | 41.76 | 40.45 | 43.00 | 33.71 | 1 | 9 | 353.1% | 0.976 | 0.0020 | -0.413 | 0.005 | 0.004 |
| 69.00 | 2.85 | 43.20 | 46.20 | 0.00 | 0 | 1 | 524.3% | 0.919 | 0.0035 | -1.605 | 0.012 | 0.003 |
| 70.00 | 39.92 | 38.50 | 41.00 | -2.97 | 1 | 14 | 335.5% | 0.975 | 0.0022 | -0.414 | 0.005 | 0.004 |
| 71.00 | 39.02 | 37.65 | 40.05 | 0.24 | 1 | 7 | 331.4% | 0.972 | 0.0024 | -0.438 | 0.005 | 0.004 |
| 72.00 | 42.80 | 36.50 | 39.25 | 0.00 | 1 | 8 | 339.9% | 0.966 | 0.0028 | -0.537 | 0.006 | 0.004 |
| 73.00 | 35.71 | 35.45 | 38.25 | 0.00 | 2 | 1 | 331.1% | 0.964 | 0.0029 | -0.537 | 0.006 | 0.004 |
| 74.00 | 34.73 | 34.70 | 37.25 | 0.00 | 2 | 3 | 322.3% | 0.963 | 0.0031 | -0.536 | 0.007 | 0.004 |
| 75.00 | 33.50 | 33.50 | 36.25 | 0.00 | 3 | 4 | 313.5% | 0.962 | 0.0032 | -0.535 | 0.007 | 0.004 |
| 76.00 | 33.60 | 32.50 | 35.05 | -3.29 | 1 | 6 | 289.1% | 0.967 | 0.0031 | -0.437 | 0.006 | 0.004 |
| 77.00 | 32.55 | 31.50 | 34.25 | 0.00 | 3 | 10 | 296.4% | 0.960 | 0.0036 | -0.534 | 0.007 | 0.004 |
| 78.00 | 35.00 | 30.50 | 33.05 | 0.00 | 3 | 10 | 272.8% | 0.965 | 0.0035 | -0.437 | 0.006 | 0.004 |
| 79.00 | 35.54 | 29.55 | 32.05 | 0.00 | 2 | 1 | 264.6% | 0.964 | 0.0037 | -0.436 | 0.006 | 0.004 |
| 80.00 | 28.50 | 28.50 | 31.25 | 1.95 | 2 | 305 | 271.3% | 0.955 | 0.0043 | -0.532 | 0.008 | 0.004 |
| 82.00 | 31.02 | 26.55 | 29.05 | 0.00 | 5 | 5 | 241.0% | 0.960 | 0.0044 | -0.435 | 0.007 | 0.004 |
| 83.00 | 22.79 | 25.75 | 28.05 | 0.00 | 2 | 19 | 233.2% | 0.958 | 0.0047 | -0.434 | 0.007 | 0.004 |
| 84.00 | 21.81 | 24.75 | 27.20 | 0.00 | 2 | 16 | 235.5% | 0.950 | 0.0054 | -0.504 | 0.008 | 0.004 |
| 85.00 | 21.12 | 23.75 | 26.20 | 0.00 | 1 | 18 | 227.7% | 0.948 | 0.0057 | -0.503 | 0.009 | 0.004 |
| 86.00 | 20.13 | 22.70 | 25.05 | 0.00 | 1 | 1 | 210.3% | 0.953 | 0.0057 | -0.432 | 0.008 | 0.004 |
| 88.00 | 20.83 | 20.75 | 23.05 | 0.00 | 2 | 14 | 195.2% | 0.949 | 0.0066 | -0.430 | 0.009 | 0.004 |
| 89.00 | 16.80 | 19.75 | 22.05 | 0.00 | 5 | 6 | 187.7% | 0.946 | 0.0071 | -0.428 | 0.009 | 0.005 |
| 90.00 | 15.83 | 18.75 | 21.20 | 0.00 | 5 | 23 | 189.0% | 0.936 | 0.0082 | -0.494 | 0.010 | 0.005 |
| 91.00 | 22.87 | 17.75 | 20.10 | 0.00 | 2 | 9 | 175.8% | 0.938 | 0.0085 | -0.448 | 0.010 | 0.005 |
| 92.00 | 17.90 | 16.75 | 19.10 | 10.23 | 7 | 12 | 168.4% | 0.935 | 0.0092 | -0.446 | 0.010 | 0.005 |
| 93.00 | 16.98 | 15.55 | 18.30 | 3.75 | 1 | 11 | 171.3% | 0.920 | 0.0106 | -0.530 | 0.012 | 0.005 |
| 94.00 | 15.80 | 14.65 | 17.30 | 1.29 | 15 | 7 | 163.6% | 0.916 | 0.0116 | -0.526 | 0.013 | 0.005 |
| 95.00 | 14.90 | 13.70 | 16.25 | 3.56 | 14 | 35 | 153.5% | 0.914 | 0.0125 | -0.502 | 0.013 | 0.005 |
| 96.00 | 14.04 | 12.65 | 15.35 | 3.61 | 1 | 23 | 150.4% | 0.903 | 0.0140 | -0.537 | 0.014 | 0.005 |
| 97.00 | 12.85 | 11.35 | 14.15 | 1.65 | 64 | 74 | 133.6% | 0.910 | 0.0149 | -0.451 | 0.013 | 0.005 |
| 98.00 | 10.30 | 10.75 | 13.30 | -0.10 | 63 | 91 | 132.7% | 0.894 | 0.0169 | -0.506 | 0.015 | 0.005 |
| 99.00 | 8.98 | 9.55 | 12.55 | 0.00 | 6 | 30 | 135.1% | 0.870 | 0.0192 | -0.593 | 0.017 | 0.005 |
| 100.00 | 10.40 | 8.85 | 11.50 | 1.90 | 1 | 224 | 125.0% | 0.864 | 0.0214 | -0.566 | 0.018 | 0.005 |
| 101.00 | 6.05 | 8.05 | 10.55 | 0.00 | 5 | 141 | 55.5% | 0.984 | 0.0087 | -0.056 | 0.003 | 0.005 |
| 102.00 | 6.59 | 7.05 | 9.65 | 0.00 | 3 | 155 | 55.3% | 0.972 | 0.0141 | -0.083 | 0.005 | 0.005 |
| 103.00 | 4.65 | 6.30 | 8.50 | 0.00 | 7 | 72 | 53.3% | 0.959 | 0.0202 | -0.107 | 0.007 | 0.005 |
| 104.00 | 6.71 | 6.20 | 7.60 | 2.31 | 2 | 47 | 71.0% | 0.872 | 0.0362 | -0.314 | 0.017 | 0.005 |
| 105.00 | 5.85 | 5.20 | 6.80 | 1.45 | 7 | 54 | 67.0% | 0.843 | 0.0440 | -0.339 | 0.020 | 0.005 |
| 106.00 | 5.20 | 4.70 | 5.70 | 1.35 | 1 | 57 | 65.6% | 0.797 | 0.0528 | -0.387 | 0.023 | 0.005 |
| 107.00 | 5.01 | 3.75 | 5.15 | 1.56 | 4 | 1,660 | 64.4% | 0.742 | 0.0615 | -0.433 | 0.026 | 0.004 |
| 108.00 | 3.48 | 3.35 | 4.40 | 0.79 | 10 | 114 | 66.5% | 0.670 | 0.0667 | -0.499 | 0.030 | 0.004 |
| 109.00 | 3.25 | 2.67 | 3.80 | 0.75 | 41 | 59 | 65.2% | 0.602 | 0.0725 | -0.521 | 0.031 | 0.003 |
| 110.00 | 2.59 | 2.40 | 3.15 | 0.67 | 39 | 353 | 67.0% | 0.527 | 0.0728 | -0.551 | 0.032 | 0.003 |
| 111.00 | 2.10 | 2.00 | 2.69 | 0.51 | 4 | 241 | 68.1% | 0.455 | 0.0714 | -0.556 | 0.032 | 0.003 |
| 112.00 | 2.00 | 1.57 | 2.24 | 0.28 | 33 | 60 | 67.4% | 0.385 | 0.0695 | -0.530 | 0.031 | 0.002 |
| 113.00 | 1.44 | 1.20 | 1.90 | 0.14 | 48 | 43 | 67.4% | 0.319 | 0.0649 | -0.495 | 0.029 | 0.002 |
| 114.00 | 1.17 | 0.81 | 1.66 | 0.02 | 53 | 84 | 67.1% | 0.257 | 0.0590 | -0.445 | 0.026 | 0.002 |
| 115.00 | 1.00 | 0.78 | 1.20 | 0.21 | 150 | 950 | 67.4% | 0.205 | 0.0517 | -0.394 | 0.023 | 0.001 |
| 116.00 | 0.90 | 0.46 | 1.10 | -0.25 | 27 | 123 | 67.5% | 0.160 | 0.0442 | -0.337 | 0.020 | 0.001 |
| 117.00 | 0.73 | 0.14 | 0.85 | -0.19 | 10 | 143 | 63.1% | 0.105 | 0.0354 | -0.236 | 0.015 | 0.001 |
| 118.00 | 0.72 | 0.29 | 1.20 | 0.10 | 112 | 725 | 79.1% | 0.129 | 0.0325 | -0.340 | 0.017 | 0.001 |
| 119.00 | 0.60 | 0.09 | 0.90 | 0.00 | 2 | 80 | 74.5% | 0.087 | 0.0261 | -0.242 | 0.013 | 0.001 |
| 120.00 | 0.33 | 0.12 | 0.60 | 0.10 | 80 | 2,196 | 73.1% | 0.062 | 0.0204 | -0.182 | 0.010 | 0.000 |
| 121.00 | 0.51 | 0.03 | 0.54 | 0.00 | 8 | 29 | 73.7% | 0.047 | 0.0162 | -0.147 | 0.008 | 0.000 |
| 122.00 | 0.28 | 0.02 | 0.52 | -0.03 | 1 | 9 | 77.5% | 0.041 | 0.0139 | -0.140 | 0.007 | 0.000 |
| 123.00 | 0.22 | 0.06 | 0.57 | -0.33 | 31 | 1,891 | 85.3% | 0.044 | 0.0134 | -0.163 | 0.008 | 0.000 |
| 124.00 | 0.16 | 0.00 | 0.46 | -0.57 | 6 | 201 | 83.8% | 0.031 | 0.0102 | -0.120 | 0.006 | 0.000 |
| 125.00 | 0.10 | 0.05 | 0.20 | -0.25 | 45 | 185 | 78.1% | 0.016 | 0.0063 | -0.064 | 0.003 | 0.000 |
| 126.00 | 0.30 | 0.05 | 1.08 | 0.00 | 10 | 21 | 114.3% | 0.062 | 0.0131 | -0.286 | 0.010 | 0.000 |
| 127.00 | 0.53 | 0.00 | 0.48 | 0.00 | 2 | 5 | 97.5% | 0.027 | 0.0078 | -0.124 | 0.005 | 0.000 |
| 128.00 | 0.06 | 0.02 | 1.40 | -0.11 | 4 | 29 | 131.6% | 0.069 | 0.0123 | -0.357 | 0.011 | 0.000 |
| 130.00 | 0.10 | 0.02 | 0.16 | -0.11 | 60 | 263 | 92.2% | 0.009 | 0.0031 | -0.044 | 0.002 | 0.000 |
| 135.00 | 0.12 | 0.00 | 0.70 | 0.00 | 3 | 26 | 139.1% | 0.028 | 0.0056 | -0.180 | 0.005 | 0.000 |
| 140.00 | 0.06 | 0.01 | 0.11 | 0.01 | 27 | 15 | 118.4% | 0.004 | 0.0011 | -0.026 | 0.001 | 0.000 |
| 145.00 | 0.05 | 0.00 | 1.15 | 0.00 | 5 | 20 | 194.7% | 0.034 | 0.0047 | -0.298 | 0.006 | 0.000 |
| 170.00 | 0.15 | 0.00 | 0.95 | 0.00 | 1 | 2 | 266.4% | 0.018 | 0.0020 | -0.240 | 0.004 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 52.00 | 0.01 | 0.00 | 0.25 | 0.00 | 3 | 3 | 376.6% | -0.002 | 0.0002 | -0.055 | 0.001 | -0.000 |
| 53.00 | 0.01 | 0.00 | 0.25 | 0.00 | 1 | 25 | 368.0% | -0.002 | 0.0002 | -0.055 | 0.001 | -0.000 |
| 55.00 | 0.01 | 0.00 | 0.25 | 0.00 | 1 | 56 | 350.8% | -0.002 | 0.0003 | -0.055 | 0.001 | -0.000 |
| 56.00 | 0.01 | 0.00 | 0.25 | 0.00 | 351 | 227 | 342.6% | -0.003 | 0.0003 | -0.056 | 0.001 | -0.000 |
| 58.00 | 0.01 | 0.00 | 0.25 | 0.00 | 57 | 177 | 326.6% | -0.003 | 0.0003 | -0.056 | 0.001 | -0.000 |
| 59.00 | 0.01 | 0.00 | 0.25 | 0.00 | 4 | 108 | 318.8% | -0.003 | 0.0003 | -0.056 | 0.001 | -0.000 |
| 60.00 | 0.01 | 0.00 | 0.25 | 0.00 | 17 | 346 | 310.9% | -0.003 | 0.0004 | -0.056 | 0.001 | -0.000 |
| 61.00 | 0.01 | 0.00 | 0.25 | 0.00 | 3 | 123 | 303.1% | -0.003 | 0.0004 | -0.056 | 0.001 | -0.000 |
| 62.00 | 0.01 | 0.00 | 0.25 | 0.00 | 23 | 56 | 295.3% | -0.003 | 0.0004 | -0.056 | 0.001 | -0.000 |
| 63.00 | 0.01 | 0.00 | 0.32 | -0.05 | 79 | 304 | 298.8% | -0.004 | 0.0005 | -0.075 | 0.001 | -0.000 |
| 64.00 | 0.01 | 0.00 | 0.25 | -0.05 | 60 | 4 | 280.9% | -0.003 | 0.0004 | -0.057 | 0.001 | -0.000 |
| 65.00 | 0.01 | 0.00 | 0.25 | 0.00 | 1 | 56 | 273.4% | -0.003 | 0.0005 | -0.056 | 0.001 | -0.000 |
| 66.00 | 0.20 | 0.01 | 0.20 | 0.18 | 24 | 36 | 260.2% | -0.003 | 0.0004 | -0.047 | 0.001 | -0.000 |
| 67.00 | 0.02 | 0.01 | 0.18 | -0.11 | 245 | 301 | 250.0% | -0.003 | 0.0004 | -0.042 | 0.001 | -0.000 |
| 68.00 | 0.01 | 0.02 | 0.25 | -0.18 | 173 | 12 | 255.5% | -0.004 | 0.0006 | -0.062 | 0.001 | -0.000 |
| 69.00 | 0.21 | 0.01 | 0.21 | 0.10 | 76 | 86 | 241.4% | -0.003 | 0.0005 | -0.050 | 0.001 | -0.000 |
| 70.00 | 0.02 | 0.01 | 0.10 | -0.02 | 17 | 264 | 214.1% | -0.002 | 0.0003 | -0.023 | 0.000 | -0.000 |
| 71.00 | 0.16 | 0.01 | 0.31 | 0.03 | 33 | 3 | 241.4% | -0.005 | 0.0008 | -0.076 | 0.001 | -0.000 |
| 72.00 | 0.04 | 0.02 | 0.22 | -0.15 | 73 | 3 | 224.6% | -0.004 | 0.0007 | -0.055 | 0.001 | -0.000 |
| 73.00 | 0.15 | 0.00 | 0.57 | -0.64 | 2 | 3 | 251.4% | -0.010 | 0.0014 | -0.142 | 0.002 | -0.000 |
| 74.00 | 0.18 | 0.00 | 0.57 | 0.03 | 1 | 5 | 244.1% | -0.011 | 0.0014 | -0.142 | 0.002 | -0.000 |
| 75.00 | 0.05 | 0.01 | 0.09 | 0.00 | 1 | 16 | 182.0% | -0.002 | 0.0004 | -0.020 | 0.000 | -0.000 |
| 76.00 | 0.34 | 0.00 | 0.62 | 0.00 | 1 | 6 | 233.8% | -0.013 | 0.0017 | -0.156 | 0.003 | -0.000 |
| 77.00 | 0.16 | 0.00 | 0.53 | 0.00 | 2 | 31 | 220.3% | -0.011 | 0.0016 | -0.133 | 0.002 | -0.000 |
| 78.00 | 0.17 | 0.01 | 0.25 | -0.02 | 77 | 11 | 189.5% | -0.006 | 0.0010 | -0.062 | 0.001 | -0.000 |
| 79.00 | 0.18 | 0.00 | 0.57 | 0.00 | 1 | 45 | 209.8% | -0.013 | 0.0020 | -0.144 | 0.003 | -0.000 |
| 80.00 | 0.18 | 0.00 | 0.57 | 0.02 | 1 | 22 | 202.9% | -0.014 | 0.0021 | -0.144 | 0.003 | -0.000 |
| 81.00 | 0.18 | 0.00 | 0.57 | -0.06 | 1 | 26 | 196.3% | -0.014 | 0.0022 | -0.144 | 0.003 | -0.000 |
| 82.00 | 0.41 | 0.00 | 0.57 | 0.00 | 1 | 134 | 189.8% | -0.015 | 0.0024 | -0.145 | 0.003 | -0.000 |
| 83.00 | 0.03 | 0.01 | 0.05 | -0.16 | 14 | 190 | 129.7% | -0.001 | 0.0004 | -0.012 | 0.000 | -0.000 |
| 84.00 | 0.13 | 0.00 | 1.15 | 0.00 | 40 | 59 | 205.4% | -0.031 | 0.0042 | -0.294 | 0.006 | -0.000 |
| 85.00 | 0.18 | 0.03 | 0.34 | 0.11 | 8 | 98 | 157.0% | -0.011 | 0.0022 | -0.092 | 0.002 | -0.000 |
| 86.00 | 0.17 | 0.00 | 0.95 | 0.00 | 2 | 9 | 182.8% | -0.029 | 0.0044 | -0.243 | 0.005 | -0.000 |
| 87.00 | 0.09 | 0.00 | 1.15 | 0.00 | 2 | 19 | 184.0% | -0.035 | 0.0052 | -0.292 | 0.006 | -0.000 |
| 88.00 | 0.39 | 0.00 | 0.95 | 0.00 | 1 | 29 | 169.1% | -0.031 | 0.0051 | -0.243 | 0.006 | -0.000 |
| 89.00 | 0.11 | 0.00 | 1.15 | 0.00 | 24 | 28 | 170.0% | -0.039 | 0.0061 | -0.292 | 0.007 | -0.000 |
| 90.00 | 0.08 | 0.04 | 0.63 | -0.18 | 9 | 119 | 143.8% | -0.025 | 0.0050 | -0.171 | 0.005 | -0.000 |
| 91.00 | 0.16 | 0.00 | 0.95 | 0.00 | 32 | 34 | 148.9% | -0.036 | 0.0066 | -0.242 | 0.007 | -0.000 |
| 92.00 | 0.19 | 0.00 | 1.12 | 0.00 | 9 | 12 | 148.2% | -0.044 | 0.0077 | -0.282 | 0.008 | -0.000 |
| 93.00 | 0.25 | 0.00 | 0.51 | 0.00 | 1 | 22 | 117.6% | -0.023 | 0.0057 | -0.130 | 0.004 | -0.000 |
| 94.00 | 0.12 | 0.00 | 0.81 | -0.25 | 1 | 50 | 124.0% | -0.037 | 0.0081 | -0.206 | 0.007 | -0.000 |
| 95.00 | 0.14 | 0.00 | 0.43 | -0.23 | 11 | 51 | 101.8% | -0.022 | 0.0063 | -0.109 | 0.004 | -0.000 |
| 96.00 | 0.16 | 0.10 | 0.38 | -0.27 | 3 | 103 | 98.2% | -0.026 | 0.0076 | -0.122 | 0.005 | -0.000 |
| 97.00 | 0.27 | 0.00 | 0.29 | -0.31 | 1 | 74 | 83.2% | -0.018 | 0.0064 | -0.073 | 0.004 | -0.000 |
| 98.00 | 0.33 | 0.00 | 0.70 | -0.36 | 15 | 134 | 94.6% | -0.043 | 0.0119 | -0.176 | 0.007 | -0.000 |
| 99.00 | 0.29 | 0.07 | 0.63 | -0.22 | 5 | 86 | 88.4% | -0.047 | 0.0136 | -0.176 | 0.008 | -0.000 |
| 100.00 | 0.27 | 0.12 | 0.52 | -0.59 | 172 | 769 | 80.2% | -0.047 | 0.0151 | -0.161 | 0.008 | -0.000 |
| 101.00 | 0.77 | 0.11 | 0.71 | -0.23 | 49 | 101 | 79.1% | -0.064 | 0.0194 | -0.201 | 0.010 | -0.000 |
| 102.00 | 0.51 | 0.15 | 0.88 | -1.47 | 22 | 26 | 77.7% | -0.084 | 0.0243 | -0.244 | 0.013 | -0.001 |
| 103.00 | 0.58 | 0.41 | 0.90 | -0.88 | 3 | 186 | 77.0% | -0.111 | 0.0302 | -0.296 | 0.015 | -0.001 |
| 104.00 | 0.65 | 0.57 | 1.09 | -1.19 | 113 | 130 | 76.3% | -0.145 | 0.0366 | -0.352 | 0.019 | -0.001 |
| 105.00 | 0.95 | 0.66 | 1.41 | -1.48 | 172 | 141 | 75.4% | -0.184 | 0.0433 | -0.407 | 0.022 | -0.001 |
| 106.00 | 1.38 | 0.86 | 1.84 | -1.42 | 4 | 47 | 76.7% | -0.236 | 0.0493 | -0.479 | 0.025 | -0.001 |
| 107.00 | 1.74 | 1.20 | 1.95 | -1.51 | 5 | 98 | 73.9% | -0.284 | 0.0562 | -0.507 | 0.028 | -0.002 |
| 108.00 | 1.86 | 1.40 | 2.36 | -2.04 | 6 | 228 | 72.2% | -0.341 | 0.0623 | -0.536 | 0.030 | -0.002 |
| 109.00 | 2.51 | 1.82 | 2.87 | -1.44 | 1 | 23 | 73.4% | -0.407 | 0.0648 | -0.576 | 0.032 | -0.003 |
| 110.00 | 2.98 | 2.29 | 3.05 | -1.32 | 45 | 627 | 69.7% | -0.473 | 0.0700 | -0.559 | 0.032 | -0.003 |
| 111.00 | 3.72 | 2.81 | 3.55 | -1.86 | 2 | 31 | 69.2% | -0.543 | 0.0703 | -0.552 | 0.032 | -0.003 |
| 112.00 | 4.19 | 3.60 | 4.15 | -1.31 | 1 | 137 | 72.0% | -0.607 | 0.0655 | -0.556 | 0.031 | -0.004 |
| 113.00 | 6.78 | 4.15 | 5.05 | 0.00 | 11 | 94 | 74.4% | -0.664 | 0.0601 | -0.544 | 0.030 | -0.004 |
| 114.00 | 5.36 | 4.45 | 5.70 | -3.55 | 123 | 309 | 68.6% | -0.738 | 0.0583 | -0.445 | 0.027 | -0.005 |
| 115.00 | 5.07 | 5.35 | 6.80 | 0.00 | 1 | 40 | 76.4% | -0.764 | 0.0494 | -0.469 | 0.025 | -0.005 |
| 116.00 | 4.50 | 5.95 | 7.65 | 0.00 | 63 | 52 | 75.2% | -0.813 | 0.0438 | -0.402 | 0.022 | -0.005 |
| 117.00 | 10.42 | 6.65 | 8.65 | 0.00 | 6 | 110 | 77.0% | -0.845 | 0.0379 | -0.362 | 0.019 | -0.006 |
| 118.00 | 6.28 | 7.30 | 9.90 | 0.00 | 6 | 55 | 81.5% | -0.864 | 0.0328 | -0.351 | 0.018 | -0.006 |
| 119.00 | 12.76 | 8.20 | 10.80 | 0.00 | 2 | 16 | 83.8% | -0.885 | 0.0283 | -0.318 | 0.016 | -0.006 |
| 120.00 | 11.17 | 9.40 | 11.45 | -2.57 | 1 | 5 | 86.4% | -0.902 | 0.0245 | -0.291 | 0.014 | -0.006 |
| 123.00 | 17.97 | 12.05 | 14.55 | 0.00 | 1 | 3 | 96.5% | -0.933 | 0.0165 | -0.242 | 0.011 | -0.006 |
| 135.00 | 28.15 | 23.75 | 26.55 | 0.00 | 0 | 1 | 140.0% | -0.971 | 0.0057 | -0.171 | 0.005 | -0.007 |
| 140.00 | 25.60 | 28.85 | 31.45 | 0.00 | 0 | 0 | 159.0% | -0.976 | 0.0044 | -0.169 | 0.005 | -0.008 |
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.