PANW
Palo Alto Networks, Inc.Close $403.24EOD onlyThis page reflects PANW 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 160.00 | 175.89 | 240.20 | 246.75 | 0.00 | 1 | 1 | 256.6% | 0.997 | 0.0001 | -0.104 | 0.005 | 0.030 |
| 210.00 | 166.05 | 189.30 | 196.65 | 0.00 | 0 | 1 | 289.4% | 0.966 | 0.0005 | -0.885 | 0.042 | 0.037 |
| 215.00 | 173.74 | 184.85 | 191.90 | 0.00 | 1 | 2 | 168.2% | 0.998 | 0.0001 | -0.075 | 0.004 | 0.041 |
| 220.00 | 152.52 | 179.30 | 187.00 | 0.00 | 1 | 23 | 277.8% | 0.962 | 0.0005 | -0.948 | 0.047 | 0.039 |
| 225.00 | 179.28 | 175.25 | 181.80 | 0.00 | 2 | 2 | 171.9% | 0.995 | 0.0002 | -0.126 | 0.008 | 0.043 |
| 230.00 | 163.21 | 169.30 | 177.00 | 0.00 | 2 | 2 | 260.6% | 0.959 | 0.0006 | -0.940 | 0.049 | 0.040 |
| 240.00 | 153.20 | 160.25 | 166.65 | 0.00 | 2 | 6 | 148.6% | 0.996 | 0.0002 | -0.103 | 0.007 | 0.046 |
| 250.00 | 123.20 | 149.35 | 157.00 | 0.00 | 9 | 18 | 228.1% | 0.953 | 0.0008 | -0.921 | 0.055 | 0.044 |
| 255.00 | 106.92 | 145.30 | 151.65 | 0.00 | 1 | 1 | 134.8% | 0.995 | 0.0002 | -0.112 | 0.009 | 0.048 |
| 260.00 | 102.00 | 140.30 | 146.65 | 0.00 | 1 | 1 | 129.5% | 0.994 | 0.0002 | -0.112 | 0.009 | 0.049 |
| 265.00 | 113.70 | 134.35 | 142.00 | 0.00 | 3 | 9 | 205.2% | 0.948 | 0.0009 | -0.905 | 0.060 | 0.046 |
| 270.00 | 101.50 | 130.30 | 137.00 | 0.00 | 0 | 1 | 129.2% | 0.990 | 0.0004 | -0.166 | 0.015 | 0.051 |
| 280.00 | 106.51 | 119.40 | 126.80 | 0.00 | 2 | 5 | 180.8% | 0.944 | 0.0011 | -0.849 | 0.063 | 0.049 |
| 285.00 | 93.35 | 115.25 | 121.90 | 0.00 | 0 | 1 | 110.4% | 0.991 | 0.0004 | -0.143 | 0.014 | 0.054 |
| 290.00 | 47.65 | 109.40 | 116.90 | 0.00 | 2 | 2 | 168.1% | 0.938 | 0.0013 | -0.854 | 0.069 | 0.050 |
| 295.00 | 69.00 | 104.70 | 110.75 | 0.00 | 0 | 1 | 146.7% | 0.950 | 0.0013 | -0.637 | 0.058 | 0.052 |
| 300.00 | 73.45 | 100.25 | 104.50 | 0.00 | 2 | 48 | 120.6% | 0.968 | 0.0011 | -0.375 | 0.040 | 0.055 |
| 305.00 | 96.78 | 94.40 | 101.90 | 58.28 | 1 | 21 | 147.8% | 0.929 | 0.0016 | -0.830 | 0.076 | 0.052 |
| 310.00 | 92.48 | 90.35 | 97.00 | 33.28 | 1 | 10 | 90.2% | 0.985 | 0.0007 | -0.171 | 0.021 | 0.058 |
| 315.00 | 87.97 | 84.45 | 91.95 | 12.93 | 2 | 18 | 135.1% | 0.922 | 0.0019 | -0.820 | 0.082 | 0.054 |
| 320.00 | 83.87 | 80.40 | 86.95 | 62.27 | 1 | 9 | 80.8% | 0.983 | 0.0009 | -0.170 | 0.023 | 0.060 |
| 325.00 | 65.00 | 74.50 | 82.00 | 0.00 | 4 | 32 | 122.6% | 0.913 | 0.0023 | -0.807 | 0.088 | 0.055 |
| 330.00 | 72.00 | 70.45 | 77.00 | 0.92 | 4 | 100 | 72.9% | 0.980 | 0.0012 | -0.181 | 0.028 | 0.062 |
| 335.00 | 67.50 | 65.45 | 72.00 | 0.00 | 1 | 40 | 68.2% | 0.978 | 0.0014 | -0.180 | 0.029 | 0.062 |
| 340.00 | 62.27 | 59.55 | 66.90 | -1.94 | 1 | 19 | 102.4% | 0.900 | 0.0031 | -0.754 | 0.098 | 0.057 |
| 345.00 | 32.32 | 54.60 | 62.00 | 0.00 | 1 | 20 | 96.9% | 0.892 | 0.0034 | -0.754 | 0.104 | 0.057 |
| 350.00 | 52.49 | 50.75 | 55.00 | 10.10 | 4 | 61 | 72.5% | 0.929 | 0.0034 | -0.430 | 0.076 | 0.061 |
| 355.00 | 49.01 | 44.80 | 52.00 | 8.91 | 5 | 35 | 84.2% | 0.877 | 0.0043 | -0.720 | 0.114 | 0.058 |
| 360.00 | 44.46 | 39.95 | 47.60 | 10.67 | 5 | 55 | 82.0% | 0.856 | 0.0050 | -0.777 | 0.127 | 0.057 |
| 362.50 | 36.20 | 38.45 | 45.00 | 0.00 | 2 | 7 | 50.4% | 0.942 | 0.0041 | -0.273 | 0.065 | 0.065 |
| 365.00 | 37.85 | 35.15 | 42.25 | 4.68 | 21 | 534 | 73.1% | 0.852 | 0.0057 | -0.711 | 0.129 | 0.058 |
| 367.50 | 35.90 | 33.75 | 40.50 | 0.00 | 1 | 6 | 74.6% | 0.831 | 0.0061 | -0.786 | 0.141 | 0.057 |
| 370.00 | 34.60 | 30.80 | 37.40 | 1.94 | 4 | 78 | 67.5% | 0.835 | 0.0066 | -0.703 | 0.138 | 0.058 |
| 372.50 | 31.85 | 28.90 | 34.25 | 2.75 | 1 | 8 | 60.0% | 0.843 | 0.0072 | -0.613 | 0.134 | 0.059 |
| 375.00 | 30.15 | 27.00 | 32.70 | 7.18 | 18 | 437 | 62.6% | 0.813 | 0.0077 | -0.705 | 0.150 | 0.057 |
| 377.50 | 26.70 | 24.00 | 31.30 | 6.30 | 6 | 28 | 65.4% | 0.783 | 0.0080 | -0.799 | 0.164 | 0.055 |
| 380.00 | 25.53 | 22.70 | 28.80 | 7.03 | 55 | 327 | 61.7% | 0.772 | 0.0088 | -0.777 | 0.169 | 0.054 |
| 382.50 | 23.14 | 20.65 | 27.20 | 4.75 | 8 | 21 | 62.7% | 0.746 | 0.0092 | -0.834 | 0.179 | 0.053 |
| 385.00 | 21.35 | 18.65 | 24.85 | 5.80 | 26 | 96 | 59.6% | 0.730 | 0.0099 | -0.818 | 0.185 | 0.052 |
| 387.50 | 18.90 | 16.85 | 22.90 | 5.06 | 3 | 16 | 58.3% | 0.707 | 0.0106 | -0.831 | 0.192 | 0.050 |
| 390.00 | 18.00 | 15.15 | 19.65 | 2.07 | 31 | 130 | 50.7% | 0.699 | 0.0123 | -0.735 | 0.194 | 0.050 |
| 392.50 | 15.40 | 13.35 | 17.70 | 1.40 | 28 | 140 | 49.1% | 0.671 | 0.0132 | -0.739 | 0.202 | 0.049 |
| 395.00 | 14.10 | 12.15 | 16.15 | 0.94 | 104 | 239 | 49.1% | 0.637 | 0.0137 | -0.763 | 0.210 | 0.046 |
| 397.50 | 12.15 | 10.30 | 15.50 | 0.15 | 26 | 138 | 52.5% | 0.597 | 0.0132 | -0.838 | 0.216 | 0.043 |
| 400.00 | 11.15 | 10.30 | 12.00 | 0.85 | 217 | 500 | 43.4% | 0.571 | 0.0162 | -0.706 | 0.219 | 0.042 |
| 402.50 | 9.62 | 8.75 | 10.95 | 2.62 | 172 | 46 | 44.5% | 0.529 | 0.0160 | -0.729 | 0.222 | 0.039 |
| 405.00 | 8.94 | 7.50 | 9.90 | 0.64 | 405 | 537 | 45.1% | 0.490 | 0.0158 | -0.739 | 0.223 | 0.036 |
| 410.00 | 7.00 | 6.80 | 7.40 | 1.60 | 337 | 397 | 43.5% | 0.408 | 0.0160 | -0.692 | 0.217 | 0.030 |
| 412.50 | 6.22 | 5.95 | 7.60 | 0.52 | 147 | 52 | 48.4% | 0.385 | 0.0141 | -0.755 | 0.213 | 0.028 |
| 415.00 | 5.00 | 5.00 | 5.55 | 0.20 | 150 | 279 | 43.0% | 0.330 | 0.0151 | -0.636 | 0.202 | 0.025 |
| 420.00 | 3.95 | 2.55 | 4.55 | 0.29 | 112 | 287 | 45.1% | 0.272 | 0.0132 | -0.608 | 0.185 | 0.020 |
| 425.00 | 2.57 | 2.52 | 3.20 | 0.47 | 165 | 211 | 44.0% | 0.206 | 0.0116 | -0.510 | 0.159 | 0.015 |
| 430.00 | 2.02 | 1.82 | 2.24 | 0.17 | 160 | 255 | 43.5% | 0.153 | 0.0097 | -0.417 | 0.132 | 0.011 |
| 435.00 | 1.53 | 0.86 | 1.90 | 0.26 | 55 | 150 | 46.0% | 0.126 | 0.0081 | -0.385 | 0.115 | 0.009 |
| 440.00 | 1.13 | 0.83 | 1.31 | -0.03 | 136 | 173 | 45.6% | 0.090 | 0.0064 | -0.300 | 0.091 | 0.007 |
| 445.00 | 0.72 | 0.67 | 1.00 | -0.07 | 578 | 115 | 46.5% | 0.069 | 0.0051 | -0.249 | 0.074 | 0.005 |
| 450.00 | 0.61 | 0.54 | 0.68 | -0.08 | 98 | 504 | 46.3% | 0.048 | 0.0039 | -0.187 | 0.056 | 0.004 |
| 455.00 | 0.49 | 0.20 | 1.43 | -0.06 | 4 | 126 | 51.9% | 0.051 | 0.0036 | -0.220 | 0.059 | 0.004 |
| 460.00 | 0.32 | 0.01 | 0.57 | -0.08 | 72 | 221 | 51.7% | 0.036 | 0.0028 | -0.166 | 0.045 | 0.003 |
| 470.00 | 0.19 | 0.15 | 0.52 | -0.09 | 30 | 81 | 53.2% | 0.021 | 0.0017 | -0.108 | 0.028 | 0.002 |
| 480.00 | 0.18 | 0.00 | 0.95 | 0.08 | 3 | 88 | 62.6% | 0.025 | 0.0017 | -0.148 | 0.033 | 0.002 |
| 490.00 | 0.06 | 0.05 | 0.10 | -0.14 | 42 | 143 | 53.1% | 0.005 | 0.0005 | -0.029 | 0.008 | 0.000 |
| 500.00 | 0.03 | 0.01 | 0.06 | -0.01 | 17 | 277 | 53.5% | 0.002 | 0.0002 | -0.015 | 0.004 | 0.000 |
| 510.00 | 0.07 | 0.00 | 3.15 | 0.00 | 2 | 27 | 99.6% | 0.052 | 0.0019 | -0.423 | 0.059 | 0.004 |
| 520.00 | 0.10 | 0.00 | 0.63 | 0.00 | 20 | 92 | 80.3% | 0.013 | 0.0008 | -0.108 | 0.019 | 0.001 |
| 530.00 | 0.04 | 0.00 | 4.30 | 0.00 | 7 | 60 | 119.4% | 0.059 | 0.0018 | -0.561 | 0.065 | 0.004 |
| 540.00 | 0.04 | 0.00 | 4.30 | 0.00 | 2 | 11 | 125.5% | 0.056 | 0.0016 | -0.568 | 0.063 | 0.004 |
| 550.00 | 0.04 | 0.00 | 0.50 | 0.00 | 3 | 84 | 92.0% | 0.009 | 0.0005 | -0.089 | 0.014 | 0.001 |
| 560.00 | 0.07 | 0.00 | 4.30 | 0.00 | 50 | 56 | 137.2% | 0.052 | 0.0014 | -0.582 | 0.059 | 0.004 |
| 570.00 | 0.17 | 0.00 | 4.30 | 0.00 | 8 | 10 | 142.8% | 0.050 | 0.0013 | -0.588 | 0.057 | 0.004 |
| 580.00 | 0.03 | 0.00 | 4.30 | 0.00 | 4 | 11 | 148.3% | 0.048 | 0.0012 | -0.593 | 0.056 | 0.003 |
| 590.00 | 0.14 | 0.00 | 4.30 | 0.00 | 2 | 5 | 153.6% | 0.047 | 0.0011 | -0.598 | 0.054 | 0.003 |
| 600.00 | 0.18 | 0.00 | 4.30 | 0.00 | 2 | 12 | 158.7% | 0.045 | 0.0011 | -0.603 | 0.053 | 0.003 |
| 610.00 | 0.09 | 0.00 | 4.30 | 0.00 | 0 | 5 | 163.8% | 0.044 | 0.0010 | -0.608 | 0.052 | 0.003 |
| 620.00 | 0.10 | 0.00 | 4.30 | 0.00 | 2 | 10 | 168.7% | 0.043 | 0.0010 | -0.612 | 0.051 | 0.003 |
| 630.00 | 0.04 | 0.00 | 4.30 | 0.00 | 6 | 25 | 173.5% | 0.042 | 0.0009 | -0.617 | 0.050 | 0.003 |
| 640.00 | 0.06 | 0.00 | 4.25 | 0.00 | 6 | 29 | 177.8% | 0.040 | 0.0009 | -0.615 | 0.048 | 0.003 |
| 650.00 | 0.10 | 0.00 | 4.00 | 0.00 | 123 | 128 | 180.4% | 0.037 | 0.0008 | -0.587 | 0.045 | 0.003 |
| 660.00 | 0.06 | 0.00 | 4.25 | 0.00 | 0 | 12 | 186.9% | 0.038 | 0.0008 | -0.622 | 0.046 | 0.003 |
| 670.00 | 0.04 | 0.00 | 4.25 | 0.00 | 66 | 118 | 191.3% | 0.037 | 0.0008 | -0.625 | 0.046 | 0.003 |
| 680.00 | 0.02 | 0.00 | 4.25 | 0.00 | 2 | 19 | 195.6% | 0.037 | 0.0007 | -0.628 | 0.045 | 0.003 |
| 690.00 | 0.04 | 0.00 | 4.25 | 0.00 | 30 | 45 | 199.9% | 0.036 | 0.0007 | -0.631 | 0.044 | 0.003 |
| 700.00 | 0.03 | 0.00 | 4.25 | 0.00 | 20 | 76 | 204.0% | 0.035 | 0.0007 | -0.635 | 0.043 | 0.002 |
| 710.00 | 0.04 | 0.00 | 2.39 | 0.00 | 6 | 21 | 189.2% | 0.021 | 0.0005 | -0.388 | 0.029 | 0.002 |
| 720.00 | 0.07 | 0.00 | 4.25 | 0.00 | 0 | 512 | 212.1% | 0.034 | 0.0006 | -0.640 | 0.042 | 0.002 |
| 730.00 | 0.05 | 0.00 | 4.25 | 0.00 | 0 | 57 | 216.0% | 0.033 | 0.0006 | -0.643 | 0.042 | 0.002 |
| 740.00 | 0.06 | 0.00 | 4.25 | 0.00 | 0 | 103 | 219.8% | 0.033 | 0.0006 | -0.645 | 0.041 | 0.002 |
| 750.00 | 0.12 | 0.00 | 4.25 | 0.00 | 0 | 5 | 223.6% | 0.032 | 0.0006 | -0.648 | 0.040 | 0.002 |
| 760.00 | 0.06 | 0.00 | 4.25 | 0.00 | 0 | 26 | 227.3% | 0.032 | 0.0006 | -0.650 | 0.040 | 0.002 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 75.00 | 0.01 | 0.00 | 0.10 | 0.00 | 5 | 5 | 390.6% | -0.000 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 80.00 | 0.69 | 0.00 | 4.30 | 0.00 | 0 | 54 | 607.8% | -0.010 | 0.0001 | -0.620 | 0.014 | -0.001 |
| 85.00 | 0.01 | 0.00 | 4.30 | 0.00 | 2 | 18 | 585.4% | -0.010 | 0.0001 | -0.621 | 0.015 | -0.001 |
| 105.00 | 0.05 | 0.00 | 4.30 | 0.00 | 20 | 21 | 507.9% | -0.012 | 0.0001 | -0.620 | 0.017 | -0.001 |
| 115.00 | 0.02 | 0.00 | 0.10 | 0.00 | 0 | 2 | 292.2% | -0.000 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 135.00 | 0.02 | 0.00 | 0.10 | 0.00 | 0 | 1 | 256.3% | -0.001 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 140.00 | 0.05 | 0.00 | 4.30 | 0.00 | 0 | 4 | 405.0% | -0.015 | 0.0002 | -0.614 | 0.021 | -0.001 |
| 145.00 | 0.01 | 0.00 | 0.03 | 0.00 | 22 | 90 | 217.2% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 150.00 | 0.01 | 0.00 | 4.30 | 0.00 | 52 | 121 | 380.7% | -0.016 | 0.0002 | -0.611 | 0.023 | -0.002 |
| 155.00 | 0.03 | 0.00 | 4.30 | 0.00 | 0 | 6 | 369.1% | -0.017 | 0.0002 | -0.610 | 0.023 | -0.002 |
| 160.00 | 0.01 | 0.00 | 0.06 | 0.00 | 3 | 161 | 207.8% | -0.000 | 0.0000 | -0.012 | 0.001 | -0.000 |
| 165.00 | 0.08 | 0.00 | 4.30 | 0.00 | 3 | 16 | 347.1% | -0.018 | 0.0002 | -0.607 | 0.025 | -0.002 |
| 175.00 | 0.04 | 0.00 | 4.30 | 0.00 | 19 | 113 | 326.5% | -0.019 | 0.0003 | -0.603 | 0.026 | -0.002 |
| 180.00 | 0.05 | 0.00 | 2.53 | 0.00 | 37 | 29 | 287.6% | -0.013 | 0.0002 | -0.383 | 0.019 | -0.001 |
| 185.00 | 0.02 | 0.00 | 4.30 | 0.00 | 0 | 7 | 307.0% | -0.020 | 0.0003 | -0.600 | 0.027 | -0.002 |
| 190.00 | 0.03 | 0.00 | 4.30 | 0.00 | 180 | 174 | 297.7% | -0.021 | 0.0003 | -0.598 | 0.028 | -0.002 |
| 195.00 | 0.72 | 0.00 | 4.30 | 0.00 | 0 | 1 | 288.6% | -0.022 | 0.0003 | -0.596 | 0.029 | -0.002 |
| 200.00 | 0.02 | 0.00 | 4.30 | 0.00 | 18 | 22 | 279.7% | -0.022 | 0.0003 | -0.594 | 0.030 | -0.002 |
| 205.00 | 0.06 | 0.01 | 0.46 | -0.04 | 6 | 130 | 192.2% | -0.004 | 0.0001 | -0.085 | 0.006 | -0.000 |
| 210.00 | 0.03 | 0.00 | 2.46 | 0.00 | 7 | 132 | 236.7% | -0.016 | 0.0003 | -0.367 | 0.022 | -0.001 |
| 215.00 | 0.04 | 0.00 | 0.23 | 0.00 | 8 | 80 | 165.2% | -0.002 | 0.0001 | -0.043 | 0.004 | -0.000 |
| 220.00 | 0.22 | 0.00 | 4.30 | 0.00 | 2 | 59 | 246.2% | -0.026 | 0.0004 | -0.584 | 0.033 | -0.002 |
| 225.00 | 0.09 | 0.00 | 4.30 | 0.00 | 2 | 8 | 238.3% | -0.026 | 0.0005 | -0.582 | 0.034 | -0.002 |
| 230.00 | 0.05 | 0.00 | 4.30 | 0.00 | 8 | 16 | 230.6% | -0.027 | 0.0005 | -0.579 | 0.035 | -0.002 |
| 235.00 | 0.04 | 0.00 | 4.30 | 0.00 | 2 | 21 | 223.0% | -0.028 | 0.0005 | -0.576 | 0.036 | -0.002 |
| 240.00 | 0.05 | 0.00 | 4.30 | 0.00 | 3 | 13 | 215.6% | -0.029 | 0.0006 | -0.573 | 0.037 | -0.003 |
| 245.00 | 0.03 | 0.00 | 4.30 | 0.00 | 2 | 12 | 208.3% | -0.030 | 0.0006 | -0.570 | 0.038 | -0.003 |
| 250.00 | 0.04 | 0.00 | 4.30 | 0.00 | 1 | 33 | 201.1% | -0.032 | 0.0006 | -0.567 | 0.040 | -0.003 |
| 255.00 | 0.08 | 0.00 | 4.30 | 0.00 | 2 | 10 | 194.1% | -0.033 | 0.0007 | -0.564 | 0.041 | -0.003 |
| 260.00 | 0.03 | 0.00 | 0.06 | 0.00 | 42 | 123 | 103.1% | -0.001 | 0.0000 | -0.011 | 0.002 | -0.000 |
| 265.00 | 2.16 | 0.00 | 4.30 | 0.00 | 1 | 22 | 180.3% | -0.035 | 0.0008 | -0.557 | 0.043 | -0.003 |
| 270.00 | 0.03 | 0.00 | 4.15 | 0.00 | 1 | 61 | 172.3% | -0.036 | 0.0008 | -0.537 | 0.044 | -0.003 |
| 275.00 | 0.01 | 0.00 | 4.10 | 0.00 | 5 | 191 | 165.3% | -0.037 | 0.0009 | -0.528 | 0.045 | -0.003 |
| 280.00 | 2.19 | 0.00 | 4.30 | 0.00 | 1 | 153 | 160.5% | -0.040 | 0.0010 | -0.545 | 0.048 | -0.003 |
| 285.00 | 0.06 | 0.00 | 0.20 | 0.00 | 82 | 59 | 94.5% | -0.003 | 0.0002 | -0.037 | 0.005 | -0.000 |
| 290.00 | 0.04 | 0.00 | 0.21 | -0.10 | 1 | 159 | 90.6% | -0.004 | 0.0002 | -0.038 | 0.006 | -0.000 |
| 295.00 | 0.01 | 0.00 | 0.09 | -0.04 | 4 | 114 | 78.7% | -0.002 | 0.0001 | -0.017 | 0.003 | -0.000 |
| 300.00 | 0.01 | 0.00 | 0.10 | -0.07 | 3 | 215 | 75.8% | -0.002 | 0.0001 | -0.019 | 0.004 | -0.000 |
| 305.00 | 0.12 | 0.00 | 0.25 | 0.00 | 14 | 81 | 79.7% | -0.005 | 0.0003 | -0.044 | 0.008 | -0.000 |
| 310.00 | 0.04 | 0.01 | 0.06 | -0.15 | 58 | 151 | 65.6% | -0.002 | 0.0001 | -0.013 | 0.003 | -0.000 |
| 315.00 | 0.05 | 0.00 | 0.10 | -0.03 | 9 | 140 | 64.3% | -0.002 | 0.0002 | -0.019 | 0.004 | -0.000 |
| 320.00 | 0.06 | 0.01 | 0.11 | -0.07 | 20 | 142 | 61.7% | -0.003 | 0.0003 | -0.022 | 0.005 | -0.000 |
| 325.00 | 0.12 | 0.05 | 0.18 | -0.04 | 29 | 122 | 62.7% | -0.006 | 0.0005 | -0.040 | 0.009 | -0.000 |
| 330.00 | 0.09 | 0.00 | 0.50 | -0.20 | 3 | 507 | 65.5% | -0.012 | 0.0008 | -0.080 | 0.017 | -0.001 |
| 335.00 | 0.20 | 0.00 | 0.38 | -0.13 | 13 | 176 | 58.8% | -0.010 | 0.0008 | -0.062 | 0.015 | -0.001 |
| 337.50 | 0.17 | 0.05 | 0.57 | -0.54 | 3 | 13 | 61.1% | -0.016 | 0.0011 | -0.095 | 0.022 | -0.001 |
| 340.00 | 0.18 | 0.10 | 0.44 | -0.35 | 21 | 276 | 57.7% | -0.014 | 0.0011 | -0.084 | 0.020 | -0.001 |
| 342.50 | 0.22 | 0.05 | 0.74 | -0.21 | 6 | 29 | 59.2% | -0.021 | 0.0015 | -0.116 | 0.028 | -0.002 |
| 345.00 | 0.26 | 0.01 | 0.49 | -0.26 | 60 | 194 | 52.8% | -0.015 | 0.0013 | -0.077 | 0.021 | -0.001 |
| 347.50 | 0.29 | 0.15 | 0.56 | -0.42 | 14 | 74 | 53.7% | -0.020 | 0.0016 | -0.104 | 0.027 | -0.002 |
| 350.00 | 0.29 | 0.24 | 0.29 | -0.44 | 32 | 213 | 49.8% | -0.018 | 0.0016 | -0.087 | 0.025 | -0.001 |
| 352.50 | 0.31 | 0.05 | 0.41 | -0.84 | 17 | 46 | 50.6% | -0.025 | 0.0020 | -0.116 | 0.032 | -0.002 |
| 355.00 | 0.41 | 0.30 | 0.41 | -0.61 | 64 | 145 | 48.4% | -0.026 | 0.0022 | -0.115 | 0.034 | -0.002 |
| 357.50 | 0.38 | 0.07 | 0.86 | -1.30 | 5 | 113 | 53.8% | -0.048 | 0.0033 | -0.211 | 0.056 | -0.004 |
| 360.00 | 0.54 | 0.15 | 0.60 | -0.96 | 305 | 236 | 47.4% | -0.038 | 0.0031 | -0.155 | 0.046 | -0.003 |
| 362.50 | 0.60 | 0.31 | 0.86 | -1.39 | 32 | 50 | 48.8% | -0.052 | 0.0039 | -0.206 | 0.060 | -0.004 |
| 365.00 | 0.88 | 0.62 | 1.13 | -1.44 | 610 | 125 | 49.5% | -0.067 | 0.0047 | -0.253 | 0.073 | -0.005 |
| 367.50 | 0.97 | 0.55 | 1.38 | -1.45 | 21 | 62 | 49.5% | -0.081 | 0.0054 | -0.292 | 0.084 | -0.006 |
| 370.00 | 1.13 | 0.75 | 1.73 | -1.42 | 227 | 143 | 50.0% | -0.099 | 0.0062 | -0.342 | 0.097 | -0.008 |
| 372.50 | 1.53 | 0.25 | 1.55 | -1.66 | 46 | 49 | 45.6% | -0.097 | 0.0067 | -0.308 | 0.096 | -0.008 |
| 375.00 | 1.45 | 1.51 | 1.95 | -2.33 | 115 | 138 | 46.1% | -0.118 | 0.0077 | -0.358 | 0.111 | -0.009 |
| 377.50 | 2.07 | 1.76 | 2.25 | -3.28 | 8 | 69 | 45.3% | -0.137 | 0.0086 | -0.389 | 0.122 | -0.011 |
| 380.00 | 2.26 | 1.84 | 2.67 | -2.97 | 170 | 376 | 45.1% | -0.160 | 0.0097 | -0.429 | 0.136 | -0.013 |
| 382.50 | 3.07 | 1.91 | 3.45 | -4.08 | 109 | 40 | 46.5% | -0.194 | 0.0106 | -0.500 | 0.153 | -0.016 |
| 385.00 | 3.24 | 2.71 | 3.85 | -3.36 | 186 | 121 | 45.4% | -0.217 | 0.0116 | -0.521 | 0.164 | -0.017 |
| 387.50 | 4.21 | 1.73 | 4.70 | -3.58 | 29 | 25 | 46.2% | -0.252 | 0.0124 | -0.577 | 0.178 | -0.020 |
| 390.00 | 4.49 | 4.35 | 5.00 | -4.07 | 154 | 162 | 44.0% | -0.277 | 0.0136 | -0.573 | 0.187 | -0.022 |
| 392.50 | 5.65 | 3.25 | 8.00 | -3.87 | 49 | 47 | 53.9% | -0.341 | 0.0122 | -0.771 | 0.205 | -0.028 |
| 395.00 | 6.79 | 5.80 | 8.50 | -3.83 | 114 | 87 | 51.7% | -0.369 | 0.0131 | -0.759 | 0.211 | -0.030 |
| 400.00 | 7.60 | 7.45 | 8.80 | -9.15 | 114 | 77 | 43.6% | -0.430 | 0.0161 | -0.662 | 0.219 | -0.035 |
| 405.00 | 10.05 | 9.00 | 12.75 | -8.90 | 174 | 33 | 49.7% | -0.507 | 0.0144 | -0.765 | 0.223 | -0.041 |
| 410.00 | 14.24 | 10.10 | 17.20 | -4.66 | 1 | 4 | 56.5% | -0.565 | 0.0125 | -0.858 | 0.220 | -0.047 |
| 415.00 | 17.85 | 13.75 | 19.70 | -8.35 | 2 | 9 | 53.7% | -0.632 | 0.0126 | -0.775 | 0.210 | -0.052 |
| 420.00 | 20.00 | 17.60 | 23.45 | -11.50 | 2 | 25 | 55.3% | -0.685 | 0.0115 | -0.748 | 0.198 | -0.057 |
| 435.00 | 54.70 | 30.45 | 37.30 | 0.00 | 1 | 1 | 68.2% | -0.772 | 0.0079 | -0.781 | 0.169 | -0.067 |
| 440.00 | 34.20 | 34.05 | 41.75 | -51.90 | 7 | 0 | 70.7% | -0.798 | 0.0071 | -0.752 | 0.157 | -0.069 |
| 445.00 | 73.85 | 39.15 | 45.75 | 0.00 | 2 | 1 | 69.9% | -0.832 | 0.0064 | -0.656 | 0.140 | -0.073 |
| 460.00 | 88.83 | 54.05 | 61.05 | 0.00 | 0 | 12 | 55.1% | -0.953 | 0.0032 | -0.163 | 0.055 | -0.085 |
| 500.00 | 136.80 | 93.50 | 99.95 | 0.00 | 0 | 0 | 110.1% | -0.908 | 0.0027 | -0.670 | 0.092 | -0.089 |
| 530.00 | 156.00 | 123.25 | 130.85 | 0.00 | 0 | 0 | 84.4% | -0.989 | 0.0006 | -0.039 | 0.017 | -0.101 |
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.