SNPS
Synopsys, Inc.Close $437.16EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 310.00 | 148.10 | 124.30 | 131.40 | 0.00 | 0 | 1 | 120.9% | 0.984 | 0.0006 | -0.246 | 0.024 | 0.058 |
| 355.00 | 109.30 | 79.60 | 86.60 | 0.00 | 0 | 1 | 83.8% | 0.969 | 0.0014 | -0.296 | 0.043 | 0.065 |
| 365.00 | 99.50 | 69.50 | 76.70 | 0.00 | 0 | 1 | 74.5% | 0.965 | 0.0017 | -0.292 | 0.047 | 0.067 |
| 380.00 | 118.00 | 55.00 | 62.10 | 0.00 | 0 | 1 | 66.4% | 0.943 | 0.0029 | -0.372 | 0.070 | 0.068 |
| 385.00 | 89.90 | 50.00 | 57.40 | 0.00 | 2 | 1 | 63.2% | 0.934 | 0.0034 | -0.393 | 0.078 | 0.068 |
| 400.00 | 38.11 | 36.00 | 43.50 | -29.04 | 1 | 1 | 56.5% | 0.882 | 0.0058 | -0.524 | 0.120 | 0.066 |
| 425.00 | 42.10 | 16.70 | 23.80 | 0.00 | 2 | 6 | 52.2% | 0.669 | 0.0115 | -0.851 | 0.219 | 0.052 |
| 440.00 | 13.20 | 7.80 | 15.60 | -4.40 | 6 | 2 | 50.5% | 0.482 | 0.0130 | -0.893 | 0.241 | 0.038 |
| 445.00 | 8.70 | 6.00 | 13.30 | -5.62 | 470 | 26 | 50.7% | 0.418 | 0.0127 | -0.876 | 0.236 | 0.033 |
| 450.00 | 8.51 | 6.30 | 11.10 | -3.29 | 14 | 6 | 54.2% | 0.368 | 0.0115 | -0.902 | 0.228 | 0.029 |
| 452.50 | 7.50 | 3.90 | 10.50 | -19.50 | 3 | 2 | 51.4% | 0.331 | 0.0116 | -0.823 | 0.220 | 0.027 |
| 455.00 | 6.50 | 2.55 | 9.00 | -6.94 | 473 | 5 | 62.3% | 0.340 | 0.0097 | -1.004 | 0.222 | 0.027 |
| 460.00 | 6.34 | 2.10 | 8.80 | -6.46 | 38 | 42 | 52.9% | 0.259 | 0.0101 | -0.753 | 0.196 | 0.021 |
| 465.00 | 6.22 | 1.55 | 8.30 | 0.00 | 1 | 8 | 55.9% | 0.227 | 0.0089 | -0.740 | 0.183 | 0.018 |
| 470.00 | 2.68 | 0.50 | 7.00 | -3.82 | 5 | 18 | 54.9% | 0.183 | 0.0080 | -0.638 | 0.160 | 0.015 |
| 472.50 | 3.20 | 0.05 | 7.30 | -5.87 | 6 | 4 | 56.8% | 0.174 | 0.0075 | -0.641 | 0.156 | 0.014 |
| 475.00 | 1.80 | 1.60 | 6.30 | -6.20 | 36 | 13 | 60.8% | 0.175 | 0.0070 | -0.687 | 0.156 | 0.014 |
| 477.50 | 6.90 | 0.20 | 4.40 | 0.00 | 1 | 2 | 52.7% | 0.123 | 0.0064 | -0.470 | 0.123 | 0.010 |
| 480.00 | 2.18 | 0.20 | 2.20 | -5.35 | 11 | 20 | 54.1% | 0.115 | 0.0059 | -0.460 | 0.118 | 0.009 |
| 482.50 | 7.00 | 0.45 | 5.60 | 0.00 | 1 | 5 | 61.9% | 0.136 | 0.0058 | -0.591 | 0.132 | 0.011 |
| 485.00 | 2.41 | 0.05 | 5.60 | -3.84 | 11 | 33 | 62.7% | 0.127 | 0.0055 | -0.569 | 0.126 | 0.010 |
| 490.00 | 3.00 | 0.05 | 5.70 | 0.00 | 2 | 30 | 67.2% | 0.121 | 0.0049 | -0.590 | 0.122 | 0.010 |
| 495.00 | 10.20 | 0.00 | 4.80 | 0.00 | 1 | 6 | 67.6% | 0.102 | 0.0043 | -0.525 | 0.108 | 0.008 |
| 500.00 | 1.52 | 0.00 | 1.45 | -0.91 | 7 | 48 | 54.1% | 0.041 | 0.0027 | -0.206 | 0.053 | 0.003 |
| 505.00 | 2.60 | 0.00 | 4.70 | 0.00 | 2 | 8 | 74.8% | 0.091 | 0.0036 | -0.535 | 0.099 | 0.007 |
| 510.00 | 5.00 | 0.00 | 4.70 | 0.00 | 5 | 5 | 78.4% | 0.087 | 0.0033 | -0.543 | 0.096 | 0.007 |
| 515.00 | 0.45 | 0.00 | 4.60 | -0.35 | 3 | 3 | 81.5% | 0.083 | 0.0031 | -0.541 | 0.092 | 0.007 |
| 520.00 | 0.80 | 0.00 | 4.50 | 0.00 | 58 | 54 | 84.5% | 0.078 | 0.0029 | -0.538 | 0.089 | 0.006 |
| 525.00 | 2.76 | 0.00 | 4.40 | 0.00 | 2 | 213 | 87.5% | 0.074 | 0.0027 | -0.535 | 0.085 | 0.006 |
| 530.00 | 0.88 | 0.00 | 4.40 | -0.72 | 4 | 9 | 90.8% | 0.072 | 0.0025 | -0.541 | 0.083 | 0.006 |
| 535.00 | 0.39 | 0.00 | 4.40 | 0.00 | 2 | 1 | 94.0% | 0.069 | 0.0023 | -0.546 | 0.081 | 0.006 |
| 540.00 | 2.00 | 0.00 | 4.30 | 0.00 | 1 | 7 | 96.7% | 0.066 | 0.0022 | -0.541 | 0.078 | 0.005 |
| 545.00 | 14.26 | 0.00 | 4.30 | 0.00 | 0 | 1 | 99.8% | 0.064 | 0.0021 | -0.546 | 0.076 | 0.005 |
| 550.00 | 1.65 | 0.00 | 4.30 | 0.00 | 1 | 6 | 102.9% | 0.062 | 0.0020 | -0.550 | 0.074 | 0.005 |
| 555.00 | 0.40 | 0.00 | 4.30 | 0.00 | 1 | 8 | 105.9% | 0.061 | 0.0019 | -0.555 | 0.073 | 0.005 |
| 560.00 | 0.05 | 0.00 | 4.30 | 0.00 | 2 | 5 | 108.9% | 0.059 | 0.0018 | -0.559 | 0.071 | 0.005 |
| 565.00 | 7.20 | 0.00 | 4.30 | 0.00 | 1 | 1 | 111.9% | 0.058 | 0.0017 | -0.563 | 0.070 | 0.005 |
| 570.00 | 2.05 | 0.00 | 4.30 | 0.00 | 1 | 5 | 114.7% | 0.056 | 0.0016 | -0.566 | 0.069 | 0.004 |
| 575.00 | 6.00 | 0.00 | 4.30 | 0.00 | 1 | 1 | 117.6% | 0.055 | 0.0016 | -0.570 | 0.068 | 0.004 |
| 585.00 | 1.00 | 0.00 | 4.30 | 0.00 | 0 | 5 | 123.2% | 0.053 | 0.0014 | -0.577 | 0.065 | 0.004 |
| 595.00 | 4.00 | 0.00 | 4.30 | 0.00 | 2 | 2 | 128.6% | 0.051 | 0.0013 | -0.583 | 0.063 | 0.004 |
| 610.00 | 0.55 | 0.00 | 4.30 | 0.00 | 1 | 1 | 136.5% | 0.048 | 0.0012 | -0.592 | 0.060 | 0.004 |
| 620.00 | 0.55 | 0.00 | 4.30 | 0.00 | 1 | 1 | 141.6% | 0.046 | 0.0011 | -0.597 | 0.059 | 0.004 |
| 650.00 | 0.41 | 0.00 | 1.90 | 0.00 | 6 | 7 | 135.3% | 0.022 | 0.0006 | -0.305 | 0.031 | 0.002 |
| 660.00 | 0.50 | 0.00 | 4.30 | 0.00 | 1 | 1 | 160.7% | 0.041 | 0.0009 | -0.616 | 0.053 | 0.003 |
| 680.00 | 0.50 | 0.00 | 4.30 | 0.00 | 1 | 1 | 169.6% | 0.039 | 0.0008 | -0.624 | 0.051 | 0.003 |
| 710.00 | 0.50 | 0.00 | 4.30 | 0.00 | 1 | 1 | 182.3% | 0.037 | 0.0007 | -0.634 | 0.049 | 0.003 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 345.00 | 1.83 | 0.00 | 4.80 | 0.00 | 3 | 4 | 114.2% | -0.057 | 0.0017 | -0.561 | 0.069 | -0.005 |
| 355.00 | 0.40 | 0.00 | 4.80 | 0.00 | 1 | 2 | 103.3% | -0.063 | 0.0020 | -0.547 | 0.075 | -0.006 |
| 360.00 | 1.97 | 0.00 | 4.80 | 0.00 | 5 | 5 | 97.9% | -0.066 | 0.0022 | -0.540 | 0.078 | -0.006 |
| 365.00 | 0.05 | 0.00 | 4.70 | 0.00 | 2 | 14 | 92.0% | -0.069 | 0.0024 | -0.523 | 0.080 | -0.006 |
| 370.00 | 0.75 | 0.00 | 4.80 | 0.00 | 2 | 3 | 87.2% | -0.074 | 0.0026 | -0.523 | 0.085 | -0.007 |
| 375.00 | 1.56 | 0.00 | 0.85 | 0.16 | 2 | 0 | 56.1% | -0.021 | 0.0015 | -0.123 | 0.031 | -0.002 |
| 380.00 | 2.40 | 0.00 | 4.80 | 1.10 | 1 | 2 | 76.5% | -0.083 | 0.0033 | -0.503 | 0.093 | -0.007 |
| 385.00 | 1.09 | 0.00 | 3.10 | 0.00 | 2 | 2,517 | 63.3% | -0.066 | 0.0034 | -0.349 | 0.078 | -0.006 |
| 390.00 | 0.93 | 0.00 | 4.80 | 0.00 | 1 | 2 | 65.9% | -0.096 | 0.0043 | -0.480 | 0.103 | -0.008 |
| 400.00 | 2.02 | 0.65 | 3.00 | 0.08 | 13 | 61 | 50.7% | -0.095 | 0.0055 | -0.365 | 0.102 | -0.008 |
| 402.50 | 1.10 | 0.05 | 6.00 | 0.00 | 160 | 62 | 56.7% | -0.135 | 0.0063 | -0.526 | 0.132 | -0.012 |
| 405.00 | 2.50 | 0.80 | 6.40 | 1.30 | 13 | 21 | 57.4% | -0.156 | 0.0069 | -0.586 | 0.145 | -0.014 |
| 410.00 | 3.51 | 1.05 | 7.50 | 0.92 | 2 | 11 | 55.2% | -0.187 | 0.0080 | -0.633 | 0.163 | -0.016 |
| 415.00 | 3.80 | 2.70 | 8.10 | -0.25 | 2 | 6 | 54.6% | -0.231 | 0.0092 | -0.705 | 0.184 | -0.020 |
| 420.00 | 4.77 | 2.00 | 9.30 | -0.94 | 9 | 68 | 65.1% | -0.309 | 0.0089 | -0.976 | 0.213 | -0.027 |
| 425.00 | 3.30 | 3.90 | 10.80 | 0.00 | 3 | 13 | 63.5% | -0.354 | 0.0097 | -1.002 | 0.225 | -0.032 |
| 430.00 | 9.50 | 6.40 | 12.70 | 5.69 | 9 | 55 | 50.0% | -0.388 | 0.0126 | -0.808 | 0.232 | -0.034 |
| 435.00 | 8.70 | 10.00 | 13.80 | 3.70 | 8 | 30 | 50.3% | -0.453 | 0.0130 | -0.837 | 0.240 | -0.040 |
| 440.00 | 14.15 | 12.40 | 17.40 | 7.75 | 16 | 110 | 51.9% | -0.517 | 0.0127 | -0.866 | 0.241 | -0.046 |
| 445.00 | 13.30 | 15.40 | 20.10 | 6.57 | 13 | 13 | 51.7% | -0.580 | 0.0125 | -0.843 | 0.237 | -0.052 |
| 447.50 | 8.70 | 16.90 | 21.60 | 0.00 | 3 | 4 | 51.5% | -0.610 | 0.0123 | -0.821 | 0.232 | -0.055 |
| 450.00 | 17.99 | 17.00 | 23.40 | -1.01 | 13 | 67 | 61.8% | -0.613 | 0.0102 | -0.989 | 0.232 | -0.056 |
| 452.50 | 12.18 | 19.50 | 25.10 | 0.00 | 1 | 153 | 50.4% | -0.673 | 0.0118 | -0.750 | 0.219 | -0.060 |
| 455.00 | 14.92 | 20.30 | 26.10 | 1.59 | 1 | 3 | 59.2% | -0.669 | 0.0101 | -0.890 | 0.220 | -0.061 |
| 460.00 | 26.95 | 23.00 | 30.60 | 11.65 | 1 | 9 | 63.3% | -0.701 | 0.0091 | -0.911 | 0.210 | -0.064 |
| 465.00 | 28.15 | 27.00 | 34.90 | 1.78 | 1 | 3 | 66.1% | -0.732 | 0.0082 | -0.898 | 0.199 | -0.068 |
| 470.00 | 24.08 | 32.40 | 38.70 | -7.00 | 1 | 15 | 65.8% | -0.770 | 0.0076 | -0.820 | 0.184 | -0.072 |
| 475.00 | 23.75 | 36.00 | 43.40 | 0.00 | 8 | 27 | 69.5% | -0.790 | 0.0069 | -0.821 | 0.175 | -0.074 |
| 480.00 | 27.02 | 40.30 | 48.00 | 0.00 | 2 | 57 | 72.3% | -0.809 | 0.0062 | -0.803 | 0.165 | -0.077 |
| 482.50 | 34.40 | 43.00 | 50.00 | 0.00 | 0 | 2 | 71.9% | -0.825 | 0.0059 | -0.754 | 0.156 | -0.079 |
| 485.00 | 36.30 | 45.00 | 52.70 | 0.00 | 24 | 6 | 75.3% | -0.825 | 0.0056 | -0.790 | 0.156 | -0.079 |
| 490.00 | 37.83 | 50.00 | 57.00 | 0.00 | 1 | 2 | 75.6% | -0.848 | 0.0051 | -0.718 | 0.142 | -0.082 |
| 495.00 | 25.48 | 54.40 | 62.30 | 0.00 | 0 | 1 | 81.8% | -0.849 | 0.0047 | -0.777 | 0.142 | -0.083 |
| 500.00 | 48.01 | 59.30 | 67.00 | 0.00 | 1 | 4 | 84.1% | -0.862 | 0.0043 | -0.751 | 0.134 | -0.085 |
| 530.00 | 66.90 | 88.90 | 97.30 | 0.00 | 32 | 16 | 61.1% | -0.987 | 0.0009 | -0.027 | 0.020 | -0.100 |
| 535.00 | 68.10 | 93.40 | 102.10 | 0.00 | 2 | 1 | 111.5% | -0.890 | 0.0028 | -0.851 | 0.114 | -0.094 |
| 540.00 | 75.40 | 98.30 | 107.20 | 0.00 | 12 | 0 | 115.8% | -0.891 | 0.0027 | -0.877 | 0.113 | -0.095 |
| 545.00 | 58.10 | 103.30 | 112.30 | 0.00 | 1 | 0 | 120.0% | -0.892 | 0.0026 | -0.903 | 0.112 | -0.096 |
| 550.00 | 84.20 | 108.90 | 116.80 | 0.00 | 12 | 0 | 50.8% | -0.999 | 0.0001 | 0.060 | 0.001 | -0.105 |
| 555.00 | 94.00 | 113.90 | 121.80 | 0.00 | 26 | 0 | 52.3% | -0.999 | 0.0001 | 0.061 | 0.001 | -0.106 |
| 560.00 | 98.30 | 118.90 | 126.80 | 0.00 | 6 | 0 | 53.9% | -0.999 | 0.0001 | 0.061 | 0.001 | -0.107 |
| 565.00 | 103.40 | 123.90 | 131.80 | 0.00 | 20 | 0 | 56.3% | -0.999 | 0.0001 | 0.061 | 0.001 | -0.108 |
| 570.00 | 107.60 | 128.90 | 136.80 | 0.00 | 36 | 0 | 57.8% | -0.999 | 0.0001 | 0.062 | 0.001 | -0.109 |
| 575.00 | 112.60 | 133.90 | 141.80 | 0.00 | 24 | 0 | 59.4% | -0.999 | 0.0001 | 0.063 | 0.001 | -0.110 |
| 580.00 | 116.30 | 138.90 | 146.80 | 0.00 | 24 | 0 | 60.9% | -1.000 | 0.0000 | 0.064 | 0.001 | -0.111 |
| 585.00 | 121.40 | 143.90 | 151.80 | 0.00 | 2 | 0 | 62.5% | -1.000 | 0.0000 | 0.064 | 0.001 | -0.112 |
| 590.00 | 125.90 | 148.90 | 156.80 | 0.00 | 6 | 0 | 64.8% | -0.999 | 0.0000 | 0.064 | 0.001 | -0.113 |
| 595.00 | 130.70 | 153.90 | 161.80 | 0.00 | 2 | 0 | 66.4% | -1.000 | 0.0000 | 0.065 | 0.001 | -0.114 |
| 600.00 | 130.10 | 158.90 | 166.80 | 0.00 | 2 | 0 | 68.0% | -1.000 | 0.0000 | 0.066 | 0.001 | -0.115 |
| 610.00 | 145.80 | 168.90 | 176.80 | 0.00 | 2 | 0 | 71.1% | -1.000 | 0.0000 | 0.067 | 0.001 | -0.117 |
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.