REGN
Regeneron Pharmaceuticals, Inc.Close $810.24EOD onlyThis page reflects REGN 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 440.00 | 339.38 | 366.00 | 375.60 | 0.00 | 0 | 0 | 252.6% | 0.997 | 0.0000 | -0.309 | 0.006 | 0.036 |
| 460.00 | 242.00 | 346.00 | 355.60 | 0.00 | 1 | 0 | 235.8% | 0.997 | 0.0001 | -0.312 | 0.007 | 0.038 |
| 470.00 | 137.33 | 179.60 | 188.40 | 0.00 | 2 | 0 | 0.0% | 1.000 | 0.0000 | -0.055 | 0.000 | 0.039 |
| 520.00 | 108.90 | 0.00 | 0.00 | 0.00 | 1 | 0 | 0.0% | 1.000 | 0.0000 | -0.061 | 0.000 | 0.043 |
| 530.00 | 119.24 | 276.00 | 285.90 | 0.00 | 1 | 0 | 188.0% | 0.995 | 0.0001 | -0.393 | 0.011 | 0.043 |
| 565.00 | 243.00 | 241.00 | 250.70 | 0.00 | 390 | 0 | 159.2% | 0.995 | 0.0001 | -0.350 | 0.011 | 0.046 |
| 580.00 | 227.70 | 226.00 | 235.70 | 0.00 | 10 | 0 | 148.9% | 0.995 | 0.0001 | -0.352 | 0.011 | 0.047 |
| 595.00 | 115.41 | 211.20 | 221.00 | 0.00 | 4 | 0 | 146.2% | 0.992 | 0.0002 | -0.471 | 0.017 | 0.048 |
| 600.00 | 218.00 | 206.10 | 215.20 | 9.30 | 6 | 68 | 128.2% | 0.996 | 0.0001 | -0.260 | 0.009 | 0.049 |
| 605.00 | 203.60 | 201.10 | 211.00 | 0.00 | 1,170 | 0 | 138.0% | 0.992 | 0.0002 | -0.449 | 0.016 | 0.049 |
| 610.00 | 198.50 | 196.10 | 206.00 | 0.00 | 80 | 0 | 134.7% | 0.992 | 0.0002 | -0.450 | 0.017 | 0.050 |
| 615.00 | 145.64 | 191.10 | 201.00 | 0.00 | 1 | 0 | 131.3% | 0.991 | 0.0002 | -0.450 | 0.017 | 0.050 |
| 620.00 | 187.30 | 186.20 | 196.00 | 0.00 | 55 | 0 | 129.2% | 0.991 | 0.0003 | -0.474 | 0.019 | 0.050 |
| 625.00 | 113.00 | 181.10 | 191.00 | 0.00 | 4 | 0 | 124.6% | 0.991 | 0.0003 | -0.451 | 0.018 | 0.051 |
| 630.00 | 178.10 | 176.10 | 186.00 | 0.00 | 5 | 0 | 121.3% | 0.990 | 0.0003 | -0.452 | 0.019 | 0.051 |
| 635.00 | 172.90 | 172.80 | 179.90 | 0.00 | 5 | 0 | 124.4% | 0.987 | 0.0004 | -0.589 | 0.025 | 0.051 |
| 640.00 | 167.80 | 167.80 | 174.90 | 0.00 | 20 | 0 | 121.0% | 0.986 | 0.0004 | -0.590 | 0.026 | 0.052 |
| 645.00 | 162.30 | 162.70 | 169.90 | 0.00 | 10 | 0 | 116.7% | 0.987 | 0.0004 | -0.567 | 0.025 | 0.052 |
| 650.00 | 157.90 | 158.00 | 165.50 | 0.00 | 270 | 30 | 120.8% | 0.981 | 0.0005 | -0.767 | 0.034 | 0.052 |
| 655.00 | 152.30 | 152.80 | 159.90 | 0.00 | 6 | 0 | 110.8% | 0.985 | 0.0005 | -0.589 | 0.028 | 0.053 |
| 657.50 | 132.00 | 150.60 | 157.40 | 0.00 | 0 | 0 | 111.7% | 0.983 | 0.0005 | -0.656 | 0.031 | 0.053 |
| 660.00 | 147.80 | 147.80 | 154.90 | 0.00 | 15 | 0 | 107.5% | 0.984 | 0.0005 | -0.590 | 0.029 | 0.053 |
| 665.00 | 142.80 | 143.00 | 149.90 | 0.00 | 25 | 0 | 105.8% | 0.983 | 0.0006 | -0.633 | 0.032 | 0.053 |
| 670.00 | 148.35 | 137.20 | 144.90 | 10.55 | 1 | 4 | 95.5% | 0.988 | 0.0005 | -0.454 | 0.024 | 0.054 |
| 672.50 | 87.65 | 136.00 | 142.40 | 0.00 | 0 | 0 | 104.4% | 0.978 | 0.0007 | -0.742 | 0.038 | 0.054 |
| 675.00 | 132.80 | 132.20 | 139.90 | 0.00 | 70 | 0 | 92.3% | 0.987 | 0.0005 | -0.454 | 0.024 | 0.055 |
| 680.00 | 128.30 | 127.90 | 135.50 | 0.00 | 70 | 0 | 99.3% | 0.977 | 0.0007 | -0.740 | 0.040 | 0.054 |
| 685.00 | 121.50 | 122.90 | 130.00 | 0.00 | 5 | 0 | 92.5% | 0.980 | 0.0007 | -0.632 | 0.036 | 0.055 |
| 690.00 | 118.00 | 117.80 | 125.50 | 0.00 | 990 | 0 | 91.8% | 0.976 | 0.0008 | -0.717 | 0.042 | 0.055 |
| 695.00 | 113.50 | 112.80 | 120.00 | 0.00 | 25 | 0 | 85.1% | 0.979 | 0.0008 | -0.608 | 0.037 | 0.056 |
| 700.00 | 107.90 | 107.10 | 115.50 | 0.00 | 146 | 3 | 80.4% | 0.980 | 0.0008 | -0.564 | 0.036 | 0.056 |
| 705.00 | 102.70 | 102.90 | 110.50 | 0.00 | 55 | 0 | 82.3% | 0.972 | 0.0011 | -0.733 | 0.048 | 0.056 |
| 710.00 | 101.56 | 97.40 | 105.10 | 29.09 | 1 | 2 | 73.3% | 0.979 | 0.0010 | -0.541 | 0.038 | 0.057 |
| 715.00 | 47.90 | 93.20 | 100.00 | 0.00 | 5 | 0 | 74.4% | 0.971 | 0.0012 | -0.687 | 0.049 | 0.057 |
| 720.00 | 53.40 | 88.40 | 95.60 | 0.00 | 1 | 0 | 75.2% | 0.962 | 0.0015 | -0.845 | 0.061 | 0.057 |
| 725.00 | 88.85 | 83.20 | 90.10 | 0.00 | 1 | 0 | 68.2% | 0.967 | 0.0015 | -0.703 | 0.055 | 0.057 |
| 730.00 | 79.74 | 77.80 | 85.10 | 0.00 | 6 | 0 | 62.8% | 0.969 | 0.0015 | -0.619 | 0.051 | 0.058 |
| 735.00 | 74.11 | 73.00 | 80.70 | 0.00 | 11 | 0 | 63.4% | 0.958 | 0.0019 | -0.774 | 0.066 | 0.058 |
| 740.00 | 49.70 | 68.30 | 75.10 | 0.00 | 1 | 6 | 58.6% | 0.959 | 0.0020 | -0.712 | 0.064 | 0.058 |
| 745.00 | 56.30 | 63.20 | 70.10 | 0.00 | 1 | 0 | 54.7% | 0.958 | 0.0022 | -0.688 | 0.066 | 0.058 |
| 750.00 | 71.00 | 58.50 | 65.80 | 10.00 | 10 | 41 | 55.3% | 0.942 | 0.0029 | -0.867 | 0.085 | 0.058 |
| 755.00 | 64.19 | 53.60 | 59.40 | 12.69 | 1 | 2 | 65.2% | 0.891 | 0.0039 | -1.572 | 0.137 | 0.055 |
| 760.00 | 46.45 | 48.00 | 55.20 | 0.00 | 10 | 6 | 64.9% | 0.869 | 0.0045 | -1.766 | 0.156 | 0.053 |
| 765.00 | 53.50 | 43.00 | 50.30 | 7.69 | 2 | 9 | 61.0% | 0.858 | 0.0050 | -1.754 | 0.165 | 0.053 |
| 770.00 | 41.31 | 38.50 | 45.40 | 0.00 | 13 | 12 | 57.1% | 0.846 | 0.0057 | -1.736 | 0.175 | 0.053 |
| 775.00 | 39.90 | 33.80 | 40.50 | 7.52 | 1 | 11 | 53.0% | 0.831 | 0.0065 | -1.710 | 0.185 | 0.052 |
| 780.00 | 38.79 | 29.10 | 35.60 | 9.12 | 1 | 18 | 48.7% | 0.814 | 0.0075 | -1.674 | 0.197 | 0.051 |
| 785.00 | 15.73 | 24.50 | 30.90 | 0.00 | 1 | 9 | 45.1% | 0.789 | 0.0087 | -1.668 | 0.212 | 0.050 |
| 790.00 | 21.25 | 19.90 | 27.20 | 0.00 | 9 | 81 | 44.7% | 0.743 | 0.0098 | -1.834 | 0.237 | 0.047 |
| 795.00 | 10.92 | 16.00 | 22.40 | 0.00 | 4 | 8 | 40.1% | 0.709 | 0.0117 | -1.746 | 0.252 | 0.045 |
| 800.00 | 21.52 | 14.10 | 19.30 | 7.02 | 31 | 438 | 40.4% | 0.646 | 0.0125 | -1.896 | 0.273 | 0.042 |
| 805.00 | 18.35 | 8.00 | 15.20 | 6.25 | 11 | 35 | 36.8% | 0.588 | 0.0144 | -1.807 | 0.286 | 0.038 |
| 810.00 | 8.70 | 7.00 | 10.50 | 0.20 | 3 | 20 | 30.7% | 0.515 | 0.0177 | -1.545 | 0.293 | 0.034 |
| 815.00 | 10.25 | 3.00 | 9.20 | 3.45 | 11 | 36 | 33.7% | 0.434 | 0.0159 | -1.662 | 0.289 | 0.028 |
| 820.00 | 8.50 | 2.00 | 6.30 | 3.74 | 4 | 139 | 30.7% | 0.343 | 0.0163 | -1.416 | 0.270 | 0.022 |
| 825.00 | 5.42 | 0.60 | 9.00 | 2.02 | 14 | 20 | 44.7% | 0.338 | 0.0111 | -2.032 | 0.269 | 0.022 |
| 830.00 | 4.30 | 0.15 | 7.90 | 1.00 | 2 | 32 | 46.3% | 0.293 | 0.0101 | -1.978 | 0.253 | 0.019 |
| 835.00 | 2.05 | 0.00 | 2.60 | 0.12 | 3 | 13 | 31.2% | 0.150 | 0.0102 | -0.906 | 0.171 | 0.010 |
| 840.00 | 1.30 | 0.45 | 7.70 | 0.00 | 4 | 15 | 55.1% | 0.245 | 0.0078 | -2.144 | 0.231 | 0.016 |
| 850.00 | 1.18 | 0.05 | 2.20 | 0.56 | 2 | 20 | 40.1% | 0.098 | 0.0059 | -0.861 | 0.127 | 0.006 |
| 860.00 | 2.00 | 0.00 | 1.20 | 0.00 | 1 | 31 | 39.9% | 0.052 | 0.0037 | -0.528 | 0.079 | 0.003 |
| 875.00 | 1.30 | 0.00 | 6.90 | 0.00 | 0 | 11 | 63.6% | 0.097 | 0.0037 | -1.347 | 0.126 | 0.006 |
| 880.00 | 0.50 | 0.00 | 6.90 | 0.00 | 1 | 56 | 66.8% | 0.092 | 0.0034 | -1.363 | 0.122 | 0.006 |
| 885.00 | 0.90 | - | 6.80 | 0.00 | 0 | 30 | 87.0% | 0.141 | 0.0035 | -2.395 | 0.164 | 0.009 |
| 900.00 | 0.75 | 0.00 | 6.80 | 0.00 | 34 | 23 | 78.9% | 0.077 | 0.0025 | -1.395 | 0.106 | 0.005 |
| 920.00 | 0.40 | 0.00 | 6.80 | 0.00 | 1 | 30 | 90.4% | 0.066 | 0.0019 | -1.431 | 0.095 | 0.004 |
| 940.00 | 1.98 | 0.00 | 6.80 | 0.00 | 1 | 8 | 101.4% | 0.059 | 0.0016 | -1.459 | 0.086 | 0.004 |
| 960.00 | 0.05 | 0.00 | 6.80 | 0.00 | 3 | 58 | 111.9% | 0.053 | 0.0013 | -1.481 | 0.079 | 0.003 |
| 980.00 | 7.00 | 0.00 | 6.80 | 0.00 | 2 | 8 | 121.9% | 0.048 | 0.0011 | -1.499 | 0.074 | 0.003 |
| 1000.00 | 2.17 | 0.00 | 2.25 | 0.00 | 1 | 91 | 106.2% | 0.016 | 0.0005 | -0.533 | 0.030 | 0.001 |
| 1010.00 | 4.70 | 0.00 | 4.80 | 0.00 | 0 | 5 | 126.6% | 0.032 | 0.0008 | -1.102 | 0.052 | 0.002 |
| 1020.00 | 0.25 | 0.00 | 6.80 | 0.00 | 1 | 36 | 140.8% | 0.041 | 0.0009 | -1.526 | 0.065 | 0.003 |
| 1040.00 | 3.10 | 0.00 | 6.80 | 0.00 | 6 | 1 | 149.8% | 0.039 | 0.0008 | -1.536 | 0.061 | 0.002 |
| 1060.00 | 2.25 | 0.00 | 4.80 | 0.00 | 2 | 3 | 147.9% | 0.027 | 0.0006 | -1.115 | 0.045 | 0.002 |
| 1080.00 | 6.80 | 0.05 | 8.30 | 0.00 | 58 | 29 | 174.1% | 0.041 | 0.0007 | -1.878 | 0.065 | 0.003 |
| 1120.00 | 2.80 | 0.00 | 4.80 | 0.00 | 1 | 3 | 171.3% | 0.023 | 0.0004 | -1.124 | 0.039 | 0.001 |
| 1160.00 | 5.60 | 1.00 | 9.90 | 0.00 | 0 | 1 | 217.9% | 0.043 | 0.0006 | -2.446 | 0.067 | 0.003 |
| 1180.00 | 3.60 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 1200.00 | 0.10 | 0.00 | 6.80 | 0.00 | 1 | 13 | 212.5% | 0.026 | 0.0004 | -1.583 | 0.045 | 0.002 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 435.00 | 0.94 | 0.00 | 6.80 | 0.00 | 2 | 2 | 340.0% | -0.015 | 0.0002 | -1.565 | 0.028 | -0.001 |
| 440.00 | 2.00 | 0.00 | 4.80 | 0.00 | 1 | 6 | 314.1% | -0.011 | 0.0001 | -1.119 | 0.021 | -0.001 |
| 450.00 | 4.00 | 0.05 | 6.20 | 0.00 | 1 | 3 | 318.7% | -0.015 | 0.0002 | -1.441 | 0.027 | -0.001 |
| 460.00 | 4.80 | 0.00 | 6.80 | 0.00 | 1 | 4 | 313.3% | -0.016 | 0.0002 | -1.560 | 0.030 | -0.001 |
| 470.00 | 2.38 | 0.00 | 6.80 | 0.00 | 1 | 3 | 303.0% | -0.017 | 0.0002 | -1.557 | 0.031 | -0.001 |
| 480.00 | 1.70 | 0.00 | 6.80 | 0.00 | 1 | 1 | 292.8% | -0.018 | 0.0002 | -1.555 | 0.032 | -0.001 |
| 490.00 | 0.95 | 0.00 | 6.80 | 0.00 | 2 | 8 | 282.9% | -0.018 | 0.0002 | -1.552 | 0.033 | -0.001 |
| 500.00 | 2.25 | 0.00 | 6.80 | 0.00 | 55 | 62 | 273.1% | -0.019 | 0.0002 | -1.549 | 0.034 | -0.001 |
| 510.00 | 1.93 | 0.00 | 6.80 | 0.00 | 36 | 36 | 263.6% | -0.020 | 0.0002 | -1.546 | 0.035 | -0.001 |
| 520.00 | 0.48 | 0.00 | 6.80 | 0.00 | 3 | 6 | 254.2% | -0.021 | 0.0003 | -1.542 | 0.036 | -0.001 |
| 530.00 | 0.10 | 0.00 | 6.80 | 0.00 | 1 | 5 | 244.9% | -0.021 | 0.0003 | -1.539 | 0.038 | -0.002 |
| 535.00 | 9.50 | 0.00 | 4.80 | 0.00 | 99 | 93 | 224.6% | -0.016 | 0.0002 | -1.106 | 0.030 | -0.001 |
| 540.00 | 0.25 | 0.00 | 6.80 | 0.00 | 6 | 48 | 235.8% | -0.022 | 0.0003 | -1.536 | 0.039 | -0.002 |
| 545.00 | 3.70 | 0.00 | 6.80 | 0.00 | 4 | 4 | 231.3% | -0.023 | 0.0003 | -1.533 | 0.040 | -0.002 |
| 550.00 | 3.10 | 0.00 | 6.80 | 0.00 | 1 | 29 | 226.8% | -0.023 | 0.0003 | -1.531 | 0.041 | -0.002 |
| 555.00 | 4.00 | 0.00 | 6.80 | 0.00 | 11 | 11 | 222.4% | -0.024 | 0.0003 | -1.529 | 0.041 | -0.002 |
| 560.00 | 0.10 | 0.00 | 6.80 | 0.00 | 1 | 76 | 218.0% | -0.024 | 0.0004 | -1.527 | 0.042 | -0.002 |
| 565.00 | 4.50 | 0.00 | 6.80 | 0.00 | 16 | 8 | 213.6% | -0.025 | 0.0004 | -1.525 | 0.043 | -0.002 |
| 570.00 | 1.53 | 0.00 | 6.80 | 0.00 | 1 | 4 | 209.3% | -0.026 | 0.0004 | -1.522 | 0.044 | -0.002 |
| 575.00 | 3.50 | 0.00 | 6.80 | 0.00 | 1 | 9 | 204.9% | -0.026 | 0.0004 | -1.520 | 0.045 | -0.002 |
| 580.00 | 1.50 | 0.00 | 6.80 | 0.00 | 1 | 152 | 200.6% | -0.027 | 0.0004 | -1.517 | 0.045 | -0.002 |
| 585.00 | 5.32 | 0.00 | 6.80 | 0.00 | 1 | 21 | 196.4% | -0.027 | 0.0004 | -1.514 | 0.046 | -0.002 |
| 590.00 | 3.43 | 0.00 | 6.80 | 0.00 | 1 | 88 | 192.2% | -0.028 | 0.0005 | -1.512 | 0.047 | -0.002 |
| 595.00 | 2.50 | 0.00 | 6.80 | 0.00 | 1 | 13 | 187.9% | -0.029 | 0.0005 | -1.508 | 0.048 | -0.002 |
| 600.00 | 1.51 | 0.00 | 6.80 | 0.00 | 1 | 581 | 183.8% | -0.029 | 0.0005 | -1.506 | 0.049 | -0.002 |
| 605.00 | 1.10 | 0.00 | 6.80 | 0.00 | 9 | 200 | 179.6% | -0.030 | 0.0005 | -1.503 | 0.050 | -0.002 |
| 610.00 | 0.10 | 0.00 | 6.80 | 0.00 | 3 | 15 | 175.5% | -0.031 | 0.0005 | -1.499 | 0.051 | -0.002 |
| 615.00 | 9.50 | 0.00 | 6.80 | 0.00 | 1 | 2 | 171.4% | -0.032 | 0.0006 | -1.496 | 0.052 | -0.002 |
| 620.00 | 0.10 | 0.00 | 6.80 | 0.00 | 1 | 268 | 167.3% | -0.033 | 0.0006 | -1.492 | 0.054 | -0.002 |
| 625.00 | 3.62 | 0.00 | 6.80 | 0.00 | 2 | 55 | 163.2% | -0.034 | 0.0006 | -1.489 | 0.055 | -0.002 |
| 630.00 | 1.23 | 0.00 | 6.80 | 0.00 | 5 | 10 | 159.2% | -0.035 | 0.0007 | -1.485 | 0.056 | -0.002 |
| 635.00 | 0.50 | 0.00 | 6.80 | 0.00 | 1 | 12 | 155.1% | -0.035 | 0.0007 | -1.481 | 0.057 | -0.003 |
| 640.00 | 2.88 | 0.00 | 3.00 | 0.00 | 3 | 41 | 127.7% | -0.018 | 0.0005 | -0.688 | 0.032 | -0.001 |
| 645.00 | 3.27 | 0.00 | 6.80 | 0.00 | 2 | 13 | 147.1% | -0.038 | 0.0008 | -1.472 | 0.060 | -0.003 |
| 650.00 | 0.68 | 0.00 | 6.80 | 0.00 | 2 | 196 | 143.1% | -0.039 | 0.0008 | -1.467 | 0.062 | -0.003 |
| 652.50 | 2.73 | 0.00 | 6.80 | 0.00 | 1 | 1 | 141.2% | -0.039 | 0.0008 | -1.465 | 0.062 | -0.003 |
| 655.00 | 34.30 | 0.00 | 6.80 | 0.00 | 18 | 60 | 139.2% | -0.040 | 0.0008 | -1.462 | 0.063 | -0.003 |
| 660.00 | 2.73 | 0.00 | 6.80 | 0.00 | 1 | 229 | 135.2% | -0.041 | 0.0009 | -1.457 | 0.065 | -0.003 |
| 665.00 | 29.42 | 65.00 | 73.00 | 0.00 | 2 | 21 | 422.9% | -0.240 | 0.0010 | -16.048 | 0.228 | -0.020 |
| 670.00 | 3.02 | 0.00 | 6.80 | 0.00 | 1 | 158 | 127.4% | -0.044 | 0.0010 | -1.446 | 0.068 | -0.003 |
| 672.50 | 2.22 | 0.00 | 6.80 | 0.00 | 8 | 110 | 125.4% | -0.045 | 0.0010 | -1.443 | 0.069 | -0.003 |
| 675.00 | 1.29 | 0.00 | 6.80 | 0.00 | 6 | 19 | 123.5% | -0.045 | 0.0011 | -1.440 | 0.070 | -0.003 |
| 677.50 | 2.30 | 0.00 | 6.80 | 0.00 | 20 | 10 | 121.5% | -0.046 | 0.0011 | -1.437 | 0.071 | -0.003 |
| 680.00 | 2.22 | 0.00 | 6.80 | 0.00 | 2 | 87 | 119.6% | -0.047 | 0.0011 | -1.433 | 0.072 | -0.003 |
| 685.00 | 3.18 | 0.00 | 6.00 | 0.00 | 10 | 12 | 112.2% | -0.044 | 0.0011 | -1.276 | 0.068 | -0.003 |
| 690.00 | 0.20 | 0.00 | 6.50 | 0.00 | 12 | 53 | 110.5% | -0.049 | 0.0012 | -1.363 | 0.074 | -0.003 |
| 695.00 | 3.46 | 0.00 | 5.60 | 0.00 | 1 | 16 | 102.8% | -0.045 | 0.0013 | -1.188 | 0.070 | -0.003 |
| 700.00 | 3.56 | 0.00 | 0.30 | 0.00 | 1 | 39 | 59.6% | -0.003 | 0.0002 | -0.068 | 0.007 | -0.000 |
| 705.00 | 2.10 | 0.00 | 6.80 | 0.00 | 1 | 9 | 100.1% | -0.057 | 0.0016 | -1.394 | 0.084 | -0.004 |
| 710.00 | 4.20 | 0.00 | 6.80 | 0.00 | 5 | 10 | 96.3% | -0.059 | 0.0017 | -1.385 | 0.087 | -0.004 |
| 715.00 | 6.43 | 0.00 | 1.90 | 0.00 | 4 | 10 | 69.3% | -0.021 | 0.0010 | -0.430 | 0.037 | -0.001 |
| 720.00 | 5.20 | 0.00 | 6.80 | 0.00 | 23 | 36 | 88.5% | -0.065 | 0.0019 | -1.364 | 0.093 | -0.004 |
| 725.00 | 4.46 | 0.00 | 6.80 | 0.00 | 1 | 7 | 84.6% | -0.068 | 0.0021 | -1.352 | 0.096 | -0.005 |
| 730.00 | 5.40 | 0.00 | 3.20 | 0.00 | 2 | 9 | 66.7% | -0.039 | 0.0017 | -0.689 | 0.062 | -0.003 |
| 735.00 | 18.29 | 0.00 | 5.40 | 0.00 | 1 | 6 | 72.1% | -0.063 | 0.0023 | -1.088 | 0.091 | -0.004 |
| 740.00 | 4.20 | 0.00 | 5.70 | 0.00 | 1 | 38 | 69.4% | -0.070 | 0.0026 | -1.128 | 0.098 | -0.005 |
| 745.00 | 0.85 | 0.00 | 5.50 | 0.00 | 1 | 8 | 64.9% | -0.072 | 0.0029 | -1.081 | 0.101 | -0.005 |
| 750.00 | 1.00 | 0.00 | 1.90 | 0.00 | 10 | 125 | 55.2% | -0.058 | 0.0028 | -0.776 | 0.085 | -0.004 |
| 755.00 | 1.50 | 0.00 | 1.25 | 0.00 | 2 | 12 | 46.5% | -0.044 | 0.0027 | -0.528 | 0.069 | -0.003 |
| 760.00 | 0.50 | 0.00 | 1.15 | -2.90 | 1 | 15 | 42.3% | -0.045 | 0.0030 | -0.484 | 0.069 | -0.003 |
| 765.00 | 22.40 | 0.00 | 1.35 | 0.00 | 1 | 1 | 40.5% | -0.056 | 0.0038 | -0.551 | 0.082 | -0.004 |
| 770.00 | 2.60 | 0.00 | 1.30 | 0.00 | 10 | 18 | 36.6% | -0.059 | 0.0044 | -0.524 | 0.087 | -0.004 |
| 775.00 | 3.91 | 0.00 | 0.90 | 0.00 | 2 | 9 | 30.2% | -0.049 | 0.0046 | -0.371 | 0.075 | -0.003 |
| 780.00 | 0.65 | 0.05 | 1.95 | -3.77 | 5 | 11 | 33.4% | -0.100 | 0.0071 | -0.706 | 0.129 | -0.007 |
| 782.50 | 5.50 | 0.00 | 1.90 | 0.00 | 0 | 0 | 31.2% | -0.104 | 0.0079 | -0.679 | 0.133 | -0.007 |
| 785.00 | 1.00 | 0.00 | 2.40 | -24.95 | 1 | 1 | 31.7% | -0.129 | 0.0091 | -0.805 | 0.155 | -0.009 |
| 790.00 | 3.25 | 0.00 | 3.70 | 0.00 | 3 | 44 | 32.9% | -0.191 | 0.0113 | -1.075 | 0.200 | -0.013 |
| 795.00 | 1.55 | 0.00 | 6.20 | -2.45 | 5 | 148 | 36.9% | -0.276 | 0.0123 | -1.481 | 0.245 | -0.019 |
| 800.00 | 2.08 | 0.75 | 8.10 | -3.05 | 1 | 95 | 37.4% | -0.344 | 0.0134 | -1.649 | 0.270 | -0.023 |
| 805.00 | 3.70 | 1.00 | 8.90 | -4.60 | 7 | 4 | 33.6% | -0.405 | 0.0157 | -1.554 | 0.285 | -0.028 |
| 810.00 | 7.00 | 3.00 | 11.20 | -3.44 | 3 | 38 | 33.5% | -0.485 | 0.0162 | -1.586 | 0.293 | -0.033 |
| 815.00 | 7.23 | 6.00 | 12.90 | -6.71 | 1 | 1 | 30.5% | -0.574 | 0.0175 | -1.408 | 0.288 | -0.039 |
| 820.00 | 12.90 | 9.00 | 15.50 | -9.10 | 5 | 4 | 29.0% | -0.666 | 0.0171 | -1.225 | 0.267 | -0.046 |
| 880.00 | 197.21 | 264.30 | 274.00 | 0.00 | 0 | 0 | 673.1% | -0.432 | 0.0008 | -32.331 | 0.289 | -0.048 |
| 960.00 | 256.00 | 144.70 | 154.00 | 0.00 | 0 | 0 | 118.1% | -0.937 | 0.0014 | -1.687 | 0.091 | -0.075 |
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.