SNPS
Synopsys, Inc.Close $404.41EOD onlyThis page reflects SNPS 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 300.00 | 113.20 | 101.50 | 108.70 | 0.00 | 1 | 3 | 153.6% | 0.987 | 0.0006 | -0.356 | 0.013 | 0.024 |
| 310.00 | 69.56 | 90.50 | 98.70 | 0.00 | 1 | 2 | 113.9% | 0.996 | 0.0003 | -0.124 | 0.005 | 0.025 |
| 330.00 | 58.47 | 72.80 | 78.70 | 0.00 | 2 | 2 | 127.2% | 0.966 | 0.0016 | -0.626 | 0.028 | 0.026 |
| 340.00 | 69.93 | 63.10 | 68.70 | 0.00 | 2 | 6 | 114.9% | 0.957 | 0.0022 | -0.676 | 0.033 | 0.026 |
| 345.00 | 46.78 | 58.10 | 63.70 | 0.00 | 0 | 2 | 107.3% | 0.954 | 0.0025 | -0.671 | 0.035 | 0.027 |
| 350.00 | 50.00 | 53.60 | 58.70 | 0.00 | 1 | 1 | 103.7% | 0.944 | 0.0030 | -0.755 | 0.041 | 0.027 |
| 360.00 | 46.50 | 43.50 | 48.70 | 0.00 | 1 | 11 | 87.4% | 0.935 | 0.0040 | -0.719 | 0.047 | 0.027 |
| 362.50 | 44.44 | 40.90 | 46.20 | -6.73 | 4 | 10 | 82.9% | 0.933 | 0.0043 | -0.697 | 0.048 | 0.027 |
| 365.00 | 41.95 | 36.00 | 43.70 | -6.80 | 4 | 12 | 58.0% | 0.976 | 0.0026 | -0.240 | 0.020 | 0.029 |
| 367.50 | 40.32 | 35.40 | 41.30 | -13.38 | 1 | 6 | 72.4% | 0.933 | 0.0049 | -0.616 | 0.048 | 0.028 |
| 370.00 | 37.90 | 33.00 | 38.80 | -12.39 | 1 | 67 | 69.3% | 0.927 | 0.0055 | -0.627 | 0.051 | 0.028 |
| 372.50 | 47.80 | 31.10 | 36.40 | 0.00 | 8 | 7 | 69.7% | 0.910 | 0.0064 | -0.732 | 0.060 | 0.028 |
| 375.00 | 39.29 | 28.10 | 34.00 | 0.00 | 9 | 9 | 63.3% | 0.911 | 0.0069 | -0.661 | 0.059 | 0.028 |
| 377.50 | 36.80 | 25.80 | 31.60 | 0.00 | 11 | 7 | 61.0% | 0.899 | 0.0079 | -0.697 | 0.065 | 0.028 |
| 380.00 | 34.72 | 24.20 | 29.20 | 0.00 | 1 | 58 | 62.0% | 0.873 | 0.0091 | -0.826 | 0.076 | 0.027 |
| 382.50 | 43.00 | 21.20 | 27.50 | 0.00 | 1 | 54 | 59.1% | 0.858 | 0.0104 | -0.848 | 0.082 | 0.027 |
| 385.00 | 38.60 | 17.00 | 25.00 | 0.00 | 4 | 91 | 79.3% | 0.766 | 0.0106 | -1.520 | 0.112 | 0.024 |
| 387.50 | 26.00 | 15.90 | 22.60 | 0.00 | 3 | 20 | 74.7% | 0.749 | 0.0116 | -1.488 | 0.117 | 0.023 |
| 390.00 | 23.10 | 15.00 | 21.00 | -3.68 | 1 | 112 | 54.4% | 0.779 | 0.0149 | -1.023 | 0.109 | 0.024 |
| 392.50 | 16.10 | 10.90 | 19.10 | 0.00 | 8 | 128 | 73.5% | 0.687 | 0.0131 | -1.623 | 0.130 | 0.021 |
| 395.00 | 21.90 | 9.40 | 17.30 | 0.00 | 106 | 124 | 72.0% | 0.655 | 0.0140 | -1.650 | 0.135 | 0.020 |
| 397.50 | 14.00 | 8.20 | 14.30 | -4.30 | 2 | 12 | 62.6% | 0.632 | 0.0164 | -1.470 | 0.138 | 0.020 |
| 400.00 | 9.26 | 8.40 | 13.90 | -13.54 | 3 | 358 | 52.2% | 0.604 | 0.0201 | -1.257 | 0.141 | 0.019 |
| 402.50 | 20.27 | 7.20 | 12.20 | 0.00 | 1 | 1 | 51.7% | 0.552 | 0.0209 | -1.275 | 0.145 | 0.018 |
| 405.00 | 8.39 | 3.80 | 11.20 | -11.10 | 13 | 170 | 68.0% | 0.505 | 0.0160 | -1.681 | 0.146 | 0.016 |
| 407.50 | 7.83 | 2.90 | 10.50 | -5.67 | 1 | 7 | 70.7% | 0.468 | 0.0153 | -1.739 | 0.146 | 0.015 |
| 410.00 | 6.07 | 1.70 | 8.20 | -6.08 | 6 | 238 | 63.3% | 0.419 | 0.0168 | -1.531 | 0.143 | 0.013 |
| 412.50 | 5.07 | 2.25 | 6.80 | -3.13 | 1 | 21 | 60.7% | 0.372 | 0.0170 | -1.419 | 0.139 | 0.012 |
| 415.00 | 3.90 | 1.65 | 4.10 | -3.10 | 7 | 242 | 48.8% | 0.290 | 0.0191 | -1.034 | 0.125 | 0.009 |
| 417.50 | 4.63 | 2.45 | 4.30 | -1.61 | 1 | 13 | 55.0% | 0.272 | 0.0165 | -1.128 | 0.122 | 0.009 |
| 420.00 | 2.02 | 1.35 | 2.70 | -4.38 | 305 | 628 | 48.0% | 0.201 | 0.0159 | -0.831 | 0.103 | 0.007 |
| 422.50 | 8.90 | 1.30 | 3.10 | 0.00 | 0 | 3 | 55.2% | 0.200 | 0.0138 | -0.955 | 0.103 | 0.006 |
| 425.00 | 1.85 | 1.10 | 2.45 | -2.22 | 9 | 499 | 54.0% | 0.163 | 0.0124 | -0.821 | 0.090 | 0.005 |
| 427.50 | 1.38 | 0.35 | 3.80 | -2.04 | 17 | 626 | 54.5% | 0.137 | 0.0110 | -0.737 | 0.081 | 0.004 |
| 430.00 | 1.09 | 0.85 | 1.65 | -1.41 | 11 | 765 | 53.9% | 0.110 | 0.0095 | -0.625 | 0.069 | 0.004 |
| 432.50 | 0.93 | 0.05 | 1.60 | -3.07 | 7 | 201 | 56.7% | 0.101 | 0.0085 | -0.619 | 0.065 | 0.003 |
| 435.00 | 0.76 | 0.35 | 2.00 | -1.11 | 10 | 61 | 54.9% | 0.076 | 0.0071 | -0.484 | 0.052 | 0.002 |
| 440.00 | 0.40 | 0.20 | 0.60 | -0.78 | 25 | 870 | 52.0% | 0.039 | 0.0045 | -0.272 | 0.031 | 0.001 |
| 442.50 | 1.75 | 0.00 | 7.00 | 0.00 | 2 | 5 | 89.0% | 0.142 | 0.0069 | -1.230 | 0.082 | 0.005 |
| 445.00 | 0.47 | 0.00 | 1.40 | -0.31 | 8 | 199 | 59.3% | 0.040 | 0.0040 | -0.316 | 0.032 | 0.001 |
| 447.50 | 0.24 | 0.00 | 4.40 | -0.32 | 15 | 11 | 82.7% | 0.095 | 0.0056 | -0.862 | 0.062 | 0.003 |
| 450.00 | 0.20 | 0.20 | 2.50 | -0.32 | 10 | 423 | 75.2% | 0.063 | 0.0045 | -0.573 | 0.046 | 0.002 |
| 452.50 | 3.21 | 0.00 | 5.40 | 0.00 | 0 | 66 | 94.5% | 0.103 | 0.0052 | -1.040 | 0.066 | 0.003 |
| 455.00 | 0.25 | 0.00 | 1.90 | -0.15 | 1 | 26 | 74.4% | 0.044 | 0.0034 | -0.424 | 0.034 | 0.001 |
| 457.50 | 0.80 | 0.00 | 5.60 | 0.00 | 0 | 17 | 101.8% | 0.099 | 0.0047 | -1.089 | 0.064 | 0.003 |
| 460.00 | 0.05 | 0.00 | 0.40 | -0.24 | 41 | 281 | 60.0% | 0.010 | 0.0012 | -0.096 | 0.010 | 0.000 |
| 462.50 | 0.54 | 0.00 | 6.80 | 0.00 | 0 | 5 | 114.3% | 0.108 | 0.0044 | -1.297 | 0.068 | 0.003 |
| 465.00 | 0.60 | - | 5.50 | 0.00 | 0 | 83 | 137.5% | 0.146 | 0.0045 | -1.929 | 0.084 | 0.005 |
| 467.50 | 0.37 | 0.00 | 6.80 | 0.00 | 0 | 12 | 120.4% | 0.102 | 0.0040 | -1.315 | 0.065 | 0.003 |
| 470.00 | 0.05 | 0.00 | 2.50 | 0.00 | 3 | 750 | 95.2% | 0.045 | 0.0027 | -0.555 | 0.035 | 0.001 |
| 472.50 | 0.20 | 0.00 | 6.80 | 0.00 | 4 | 2 | 126.4% | 0.097 | 0.0037 | -1.331 | 0.063 | 0.003 |
| 475.00 | 0.30 | - | 6.80 | 0.00 | 0 | 35 | 161.9% | 0.154 | 0.0040 | -2.353 | 0.087 | 0.005 |
| 480.00 | 0.15 | 0.00 | 2.50 | 0.00 | 1 | 116 | 105.2% | 0.041 | 0.0023 | -0.562 | 0.032 | 0.001 |
| 482.50 | 0.31 | - | 5.30 | 0.00 | 0 | 12 | 157.7% | 0.123 | 0.0035 | -1.964 | 0.075 | 0.004 |
| 485.00 | 0.10 | - | 6.80 | 0.00 | 0 | 4 | 174.6% | 0.143 | 0.0035 | -2.416 | 0.083 | 0.004 |
| 487.50 | 0.56 | - | 5.30 | 0.00 | 0 | 4 | 163.6% | 0.118 | 0.0033 | -1.986 | 0.073 | 0.004 |
| 490.00 | 0.05 | 0.00 | 5.00 | -0.59 | 1 | 189 | 134.7% | 0.066 | 0.0026 | -1.056 | 0.047 | 0.002 |
| 500.00 | 0.05 | 0.00 | 3.00 | 0.00 | 7 | 272 | 128.9% | 0.040 | 0.0018 | -0.675 | 0.031 | 0.001 |
| 510.00 | 0.05 | 0.00 | 8.60 | 0.00 | 4 | 82 | 177.8% | 0.088 | 0.0024 | -1.733 | 0.058 | 0.003 |
| 520.00 | 2.23 | 0.00 | 8.10 | 0.00 | 18 | 44 | 185.0% | 0.079 | 0.0022 | -1.667 | 0.054 | 0.002 |
| 530.00 | 0.50 | 0.00 | 6.90 | 0.00 | 2 | 54 | 187.0% | 0.066 | 0.0019 | -1.465 | 0.047 | 0.002 |
| 540.00 | 0.01 | 0.00 | 0.05 | 0.00 | 1 | 738 | 95.3% | 0.000 | 0.0000 | -0.010 | 0.001 | 0.000 |
| 550.00 | 0.20 | 0.00 | 3.80 | 0.00 | 1 | 28 | 179.8% | 0.036 | 0.0012 | -0.866 | 0.029 | 0.001 |
| 560.00 | 0.05 | 0.00 | 8.60 | 0.00 | 2 | 418 | 225.6% | 0.068 | 0.0016 | -1.822 | 0.048 | 0.002 |
| 570.00 | 1.20 | 0.00 | 8.50 | 0.00 | 44 | 46 | 233.6% | 0.065 | 0.0015 | -1.816 | 0.047 | 0.002 |
| 580.00 | 1.30 | 0.00 | 7.40 | 0.00 | 2 | 4 | 234.2% | 0.056 | 0.0013 | -1.615 | 0.041 | 0.002 |
| 590.00 | 1.13 | 0.00 | 8.50 | 0.00 | 66 | 69 | 250.2% | 0.061 | 0.0013 | -1.838 | 0.044 | 0.002 |
| 600.00 | 4.60 | 0.00 | 8.50 | 0.00 | 0 | 1 | 258.2% | 0.059 | 0.0012 | -1.847 | 0.043 | 0.002 |
| 610.00 | 0.80 | 0.00 | 8.50 | 0.00 | 2 | 7 | 266.0% | 0.057 | 0.0012 | -1.856 | 0.042 | 0.002 |
| 620.00 | 2.93 | 0.00 | 8.50 | 0.00 | 0 | 2 | 273.6% | 0.055 | 0.0011 | -1.865 | 0.041 | 0.002 |
| 630.00 | 2.21 | 0.00 | 6.80 | 0.00 | 0 | 1 | 267.6% | 0.044 | 0.0010 | -1.528 | 0.034 | 0.001 |
| 640.00 | 0.35 | 0.00 | 6.80 | 0.00 | 2 | 4 | 274.6% | 0.043 | 0.0009 | -1.532 | 0.033 | 0.001 |
| 660.00 | 1.50 | 0.00 | 6.80 | 0.00 | 1 | 2 | 288.2% | 0.041 | 0.0008 | -1.542 | 0.032 | 0.001 |
| 670.00 | 1.40 | 0.00 | 6.80 | 0.00 | 0 | 1 | 294.8% | 0.040 | 0.0008 | -1.546 | 0.031 | 0.001 |
| 690.00 | 1.25 | 0.00 | 8.50 | 0.00 | 0 | 1 | 322.1% | 0.046 | 0.0008 | -1.910 | 0.036 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 270.00 | 2.34 | 0.00 | 8.60 | 0.00 | 3 | 3 | 291.0% | -0.048 | 0.0009 | -1.773 | 0.037 | -0.002 |
| 280.00 | 1.10 | 0.00 | 1.65 | 0.00 | 2 | 1 | 189.4% | -0.013 | 0.0005 | -0.384 | 0.012 | -0.000 |
| 290.00 | 2.49 | 0.00 | 1.65 | 0.00 | 3 | 11 | 173.7% | -0.014 | 0.0006 | -0.382 | 0.013 | -0.000 |
| 300.00 | 0.48 | 0.00 | 0.10 | 0.00 | 2 | 103 | 107.8% | -0.001 | 0.0001 | -0.021 | 0.001 | -0.000 |
| 305.00 | 0.80 | 0.00 | 0.10 | 0.00 | 1 | 8 | 102.3% | -0.001 | 0.0001 | -0.021 | 0.001 | -0.000 |
| 310.00 | 0.05 | 0.00 | 4.20 | 0.00 | 2 | 35 | 174.7% | -0.039 | 0.0013 | -0.903 | 0.031 | -0.001 |
| 315.00 | 2.50 | 0.00 | 4.50 | 0.00 | 2 | 5 | 169.0% | -0.044 | 0.0015 | -0.954 | 0.034 | -0.002 |
| 320.00 | 0.03 | 0.00 | 6.80 | 0.00 | 1 | 51 | 178.9% | -0.063 | 0.0019 | -1.357 | 0.046 | -0.002 |
| 325.00 | 0.67 | 0.00 | 6.80 | 0.00 | 1 | 83 | 169.9% | -0.067 | 0.0021 | -1.345 | 0.048 | -0.002 |
| 330.00 | 0.05 | 0.00 | 6.80 | 0.00 | 3 | 144 | 161.0% | -0.071 | 0.0023 | -1.331 | 0.050 | -0.003 |
| 335.00 | 0.13 | 0.00 | 6.80 | 0.00 | 31 | 49 | 152.1% | -0.075 | 0.0025 | -1.317 | 0.052 | -0.003 |
| 340.00 | 0.04 | 0.00 | 2.80 | 0.03 | 16 | 310 | 113.3% | -0.041 | 0.0021 | -0.602 | 0.032 | -0.001 |
| 345.00 | 0.43 | 0.00 | 6.80 | 0.00 | 8 | 339 | 134.4% | -0.086 | 0.0032 | -1.283 | 0.057 | -0.003 |
| 347.50 | 0.15 | 0.00 | 6.80 | 0.00 | 14 | 12 | 130.0% | -0.089 | 0.0034 | -1.272 | 0.059 | -0.003 |
| 350.00 | 0.50 | 0.00 | 0.85 | -0.82 | 1 | 287 | 76.5% | -0.017 | 0.0015 | -0.194 | 0.015 | -0.001 |
| 352.50 | 5.30 | 0.00 | 6.80 | 0.00 | 2 | 11 | 121.2% | -0.095 | 0.0038 | -1.252 | 0.062 | -0.003 |
| 355.00 | 0.12 | 0.00 | 6.80 | 0.00 | 1 | 68 | 116.8% | -0.099 | 0.0041 | -1.240 | 0.064 | -0.003 |
| 357.50 | 0.20 | 0.00 | 6.20 | 0.00 | 2 | 13 | 109.1% | -0.097 | 0.0043 | -1.138 | 0.063 | -0.003 |
| 360.00 | 0.50 | 0.00 | 0.85 | 0.48 | 1 | 239 | 63.9% | -0.021 | 0.0021 | -0.192 | 0.018 | -0.001 |
| 362.50 | 0.68 | 0.00 | 3.80 | 0.00 | 1 | 6 | 86.4% | -0.075 | 0.0045 | -0.742 | 0.052 | -0.003 |
| 365.00 | 0.77 | 0.00 | 0.55 | 0.00 | 1 | 22 | 53.2% | -0.016 | 0.0020 | -0.126 | 0.014 | -0.001 |
| 367.50 | 0.27 | 0.00 | 0.25 | 0.00 | 2 | 14 | 49.4% | -0.015 | 0.0021 | -0.114 | 0.014 | -0.001 |
| 370.00 | 0.30 | 0.00 | 6.80 | 0.20 | 10 | 429 | 90.3% | -0.129 | 0.0064 | -1.153 | 0.077 | -0.004 |
| 372.50 | 0.25 | 0.00 | 6.80 | 0.00 | 2 | 111 | 85.8% | -0.136 | 0.0069 | -1.134 | 0.080 | -0.005 |
| 375.00 | 0.23 | 0.00 | 2.40 | 0.00 | 9 | 36 | 57.8% | -0.070 | 0.0064 | -0.473 | 0.049 | -0.002 |
| 377.50 | 0.34 | 0.00 | 1.40 | 0.00 | 20 | 44 | 56.6% | -0.085 | 0.0075 | -0.532 | 0.057 | -0.003 |
| 380.00 | 0.50 | 0.10 | 1.90 | 0.10 | 15 | 503 | 58.1% | -0.112 | 0.0090 | -0.672 | 0.070 | -0.004 |
| 382.50 | 0.58 | 0.35 | 4.20 | 0.23 | 4 | 29 | 57.6% | -0.136 | 0.0103 | -0.760 | 0.080 | -0.005 |
| 385.00 | 0.93 | 0.45 | 3.00 | 0.37 | 51 | 29 | 59.4% | -0.172 | 0.0117 | -0.918 | 0.093 | -0.006 |
| 387.50 | 1.52 | 0.80 | 3.50 | 0.73 | 40 | 223 | 58.7% | -0.201 | 0.0131 | -0.998 | 0.103 | -0.007 |
| 390.00 | 1.90 | 1.60 | 2.30 | 1.10 | 13 | 117 | 44.4% | -0.176 | 0.0159 | -0.695 | 0.095 | -0.006 |
| 392.50 | 3.30 | 1.50 | 3.20 | 1.60 | 44 | 254 | 46.5% | -0.230 | 0.0178 | -0.853 | 0.111 | -0.008 |
| 395.00 | 2.85 | 2.15 | 6.90 | 0.81 | 10 | 284 | 50.4% | -0.292 | 0.0186 | -1.043 | 0.126 | -0.010 |
| 397.50 | 2.70 | 2.70 | 8.00 | 0.00 | 9 | 25 | 66.4% | -0.374 | 0.0156 | -1.518 | 0.139 | -0.013 |
| 400.00 | 4.80 | 4.00 | 5.90 | 2.10 | 43 | 1,025 | 47.1% | -0.387 | 0.0222 | -1.083 | 0.140 | -0.013 |
| 402.50 | 5.13 | 4.50 | 7.70 | 2.03 | 2 | 6 | 51.2% | -0.447 | 0.0211 | -1.214 | 0.145 | -0.015 |
| 405.00 | 6.27 | 5.60 | 8.40 | 2.01 | 2 | 86 | 47.9% | -0.501 | 0.0227 | -1.144 | 0.146 | -0.017 |
| 407.50 | 7.45 | 5.50 | 10.00 | 2.32 | 5 | 24 | 49.3% | -0.556 | 0.0218 | -1.164 | 0.145 | -0.019 |
| 410.00 | 8.53 | 8.20 | 14.00 | 2.38 | 5 | 86 | 64.6% | -0.579 | 0.0165 | -1.514 | 0.143 | -0.020 |
| 412.50 | 5.42 | 9.80 | 15.90 | 0.00 | 0 | 9 | 66.9% | -0.614 | 0.0156 | -1.531 | 0.140 | -0.022 |
| 415.00 | 11.73 | 10.50 | 17.20 | 2.90 | 1 | 46 | 65.0% | -0.657 | 0.0154 | -1.426 | 0.135 | -0.023 |
| 417.50 | 10.20 | 12.00 | 19.00 | 0.00 | 2 | 5 | 65.7% | -0.691 | 0.0146 | -1.378 | 0.129 | -0.024 |
| 420.00 | 16.22 | 13.20 | 19.60 | 2.89 | 10 | 49 | 57.6% | -0.755 | 0.0149 | -1.068 | 0.115 | -0.027 |
| 422.50 | 14.85 | 15.70 | 22.50 | 0.00 | 0 | 4 | 64.9% | -0.760 | 0.0130 | -1.194 | 0.114 | -0.027 |
| 425.00 | 12.75 | 17.90 | 25.00 | 0.00 | 1 | 2 | 69.3% | -0.774 | 0.0118 | -1.233 | 0.110 | -0.028 |
| 430.00 | 25.08 | 22.20 | 30.40 | 5.90 | 10 | 62 | 80.7% | -0.787 | 0.0098 | -1.390 | 0.106 | -0.029 |
| 435.00 | 19.61 | 27.00 | 33.70 | 0.00 | 0 | 1 | 74.8% | -0.850 | 0.0085 | -1.021 | 0.085 | -0.031 |
| 440.00 | 26.75 | 31.30 | 40.00 | 0.00 | 5 | 114 | 93.2% | -0.829 | 0.0074 | -1.402 | 0.093 | -0.031 |
| 450.00 | 36.01 | 41.10 | 46.90 | 0.00 | 7 | 135 | 74.6% | -0.938 | 0.0045 | -0.505 | 0.045 | -0.035 |
| 460.00 | 52.80 | 51.00 | 57.10 | 12.79 | 30 | 63 | 88.7% | -0.940 | 0.0037 | -0.592 | 0.044 | -0.036 |
| 470.00 | 86.50 | 62.10 | 69.90 | 0.00 | 1 | 36 | 76.5% | -0.983 | 0.0015 | -0.140 | 0.015 | -0.038 |
| 480.00 | 93.42 | 71.00 | 77.10 | 0.00 | 3 | 10 | 109.7% | -0.952 | 0.0025 | -0.610 | 0.036 | -0.038 |
| 490.00 | 62.60 | 81.50 | 87.00 | 0.00 | 0 | 0 | 117.8% | -0.959 | 0.0020 | -0.576 | 0.032 | -0.039 |
| 500.00 | 88.20 | 91.50 | 99.70 | 0.00 | 1 | 1 | 67.2% | -1.000 | 0.0000 | 0.055 | 0.000 | -0.041 |
| 510.00 | 63.30 | 132.30 | 140.30 | 0.00 | 2 | 1 | 378.2% | -0.693 | 0.0025 | -8.073 | 0.129 | -0.034 |
| 530.00 | 80.00 | 152.30 | 160.30 | 0.00 | 0 | 0 | 404.8% | -0.710 | 0.0023 | -8.422 | 0.126 | -0.036 |
| 540.00 | 143.00 | 131.50 | 138.60 | 0.00 | 2 | 0 | 189.9% | -0.944 | 0.0016 | -1.245 | 0.041 | -0.043 |
| 560.00 | 115.70 | 151.50 | 159.70 | 0.00 | 0 | 0 | 98.4% | -1.000 | 0.0000 | 0.062 | 0.000 | -0.046 |
| 590.00 | 154.10 | 181.50 | 188.80 | 0.00 | 2 | 0 | 234.7% | -0.952 | 0.0012 | -1.358 | 0.036 | -0.047 |
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.