SNPS
Synopsys, Inc.Close $498.93EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 260.00 | 139.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | 1.000 | 0.0000 | -0.031 | 0.000 | 0.014 |
| 270.00 | 130.10 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | 1.000 | 0.0000 | -0.032 | 0.000 | 0.015 |
| 300.00 | 201.40 | 194.80 | 200.30 | 0.00 | 1 | 1 | 305.0% | 0.991 | 0.0002 | -0.717 | 0.009 | 0.016 |
| 335.00 | 86.25 | 163.60 | 171.80 | 0.00 | 0 | 2 | 305.1% | 0.970 | 0.0006 | -1.966 | 0.025 | 0.017 |
| 390.00 | 120.80 | 106.30 | 110.30 | 0.00 | 0 | 3 | 165.0% | 0.981 | 0.0008 | -0.744 | 0.017 | 0.021 |
| 395.00 | 73.91 | 99.80 | 106.00 | 0.00 | 3 | 1 | 172.7% | 0.971 | 0.0010 | -1.105 | 0.025 | 0.021 |
| 400.00 | 100.00 | 94.80 | 101.40 | 0.00 | 15 | 17 | 172.3% | 0.964 | 0.0012 | -1.304 | 0.029 | 0.021 |
| 410.00 | 80.99 | 86.50 | 91.40 | 0.00 | 14 | 6 | 75.8% | 1.000 | 0.0000 | -0.054 | 0.000 | 0.022 |
| 420.00 | 73.71 | 75.10 | 80.90 | 0.00 | 8 | 2 | 134.2% | 0.963 | 0.0016 | -1.050 | 0.030 | 0.022 |
| 425.00 | 68.60 | 71.60 | 75.00 | 0.00 | 1 | 3 | 110.5% | 0.977 | 0.0013 | -0.595 | 0.020 | 0.023 |
| 430.00 | 63.26 | 65.00 | 70.90 | 0.00 | 8 | 5 | 119.8% | 0.958 | 0.0020 | -1.046 | 0.033 | 0.022 |
| 435.00 | 64.45 | 60.30 | 65.10 | 0.00 | 1 | 1 | 99.4% | 0.972 | 0.0018 | -0.647 | 0.024 | 0.023 |
| 440.00 | 51.14 | 55.20 | 61.80 | -16.31 | 2 | 3 | 117.0% | 0.933 | 0.0030 | -1.451 | 0.048 | 0.022 |
| 445.00 | 52.40 | 51.40 | 56.80 | 1.87 | 12 | 21 | 60.3% | 0.995 | 0.0006 | -0.129 | 0.005 | 0.024 |
| 447.50 | 55.45 | 49.10 | 53.00 | 0.00 | 5 | 2 | 89.1% | 0.954 | 0.0029 | -0.842 | 0.036 | 0.023 |
| 450.00 | 41.71 | 46.50 | 51.10 | -0.98 | 3 | 27 | 93.5% | 0.937 | 0.0036 | -1.118 | 0.046 | 0.023 |
| 455.00 | 55.67 | 40.50 | 45.40 | 0.00 | 1 | 3 | 77.3% | 0.950 | 0.0036 | -0.787 | 0.038 | 0.024 |
| 460.00 | 38.20 | 35.60 | 40.50 | 0.00 | 1 | 47 | 71.6% | 0.941 | 0.0044 | -0.828 | 0.043 | 0.024 |
| 465.00 | 52.87 | 30.80 | 37.00 | 0.00 | 1 | 2 | 80.0% | 0.889 | 0.0064 | -1.442 | 0.070 | 0.022 |
| 467.50 | 25.80 | 28.60 | 34.90 | -14.03 | 1 | 1 | 79.4% | 0.873 | 0.0071 | -1.576 | 0.077 | 0.022 |
| 470.00 | 24.71 | 27.00 | 31.60 | -8.44 | 2 | 34 | 68.3% | 0.887 | 0.0076 | -1.256 | 0.071 | 0.023 |
| 475.00 | 34.40 | 22.00 | 27.10 | 0.00 | 1 | 17 | 64.4% | 0.855 | 0.0096 | -1.400 | 0.084 | 0.022 |
| 477.50 | 33.43 | 20.10 | 24.60 | 0.00 | 2 | 2 | 60.1% | 0.845 | 0.0107 | -1.372 | 0.088 | 0.022 |
| 480.00 | 9.17 | 18.60 | 23.70 | -12.18 | 4 | 30 | 67.3% | 0.790 | 0.0116 | -1.837 | 0.107 | 0.020 |
| 485.00 | 15.57 | 14.30 | 19.70 | -14.54 | 3 | 140 | 64.1% | 0.734 | 0.0139 | -1.984 | 0.121 | 0.019 |
| 487.50 | 16.60 | 12.50 | 17.80 | 0.00 | 1 | 2 | 62.6% | 0.701 | 0.0150 | -2.045 | 0.128 | 0.018 |
| 490.00 | 8.50 | 11.50 | 15.20 | -5.30 | 8 | 55 | 56.6% | 0.677 | 0.0172 | -1.914 | 0.133 | 0.018 |
| 492.50 | 13.00 | 9.80 | 14.20 | 0.00 | 8 | 8 | 59.6% | 0.626 | 0.0172 | -2.119 | 0.140 | 0.016 |
| 495.00 | 9.00 | 8.90 | 12.50 | -4.00 | 5 | 20 | 58.0% | 0.584 | 0.0182 | -2.121 | 0.144 | 0.015 |
| 497.50 | 9.50 | 6.40 | 11.80 | -0.20 | 9 | 11 | 61.4% | 0.536 | 0.0175 | -2.284 | 0.147 | 0.014 |
| 500.00 | 5.10 | 6.50 | 9.30 | -2.73 | 7 | 175 | 54.4% | 0.489 | 0.0199 | -2.031 | 0.147 | 0.013 |
| 505.00 | 4.30 | 3.70 | 7.60 | -2.35 | 17 | 10 | 57.0% | 0.398 | 0.0183 | -2.054 | 0.142 | 0.011 |
| 507.50 | 4.20 | 4.30 | 7.70 | -2.30 | 1 | 7 | 53.2% | 0.342 | 0.0187 | -1.825 | 0.136 | 0.009 |
| 510.00 | 4.41 | 2.60 | 5.00 | -0.54 | 22 | 537 | 52.2% | 0.294 | 0.0179 | -1.678 | 0.127 | 0.008 |
| 512.50 | 2.30 | 1.60 | 4.50 | -2.70 | 2 | 23 | 53.8% | 0.258 | 0.0163 | -1.620 | 0.119 | 0.007 |
| 515.00 | 4.37 | 1.05 | 3.90 | 0.00 | 39 | 304 | 54.2% | 0.222 | 0.0149 | -1.504 | 0.110 | 0.006 |
| 517.50 | 1.70 | 0.50 | 3.50 | -3.10 | 2 | 50 | 55.6% | 0.194 | 0.0134 | -1.422 | 0.102 | 0.005 |
| 520.00 | 2.00 | 0.90 | 3.10 | -0.91 | 238 | 107 | 56.5% | 0.168 | 0.0120 | -1.321 | 0.093 | 0.004 |
| 522.50 | 1.35 | 0.00 | 2.50 | -2.15 | 32 | 421 | 55.5% | 0.136 | 0.0107 | -1.128 | 0.081 | 0.004 |
| 525.00 | 1.00 | 0.00 | 3.90 | -0.95 | 135 | 15 | 54.2% | 0.107 | 0.0092 | -0.926 | 0.068 | 0.003 |
| 527.50 | 1.00 | 0.05 | 5.20 | -2.70 | 115 | 1 | 63.6% | 0.124 | 0.0087 | -1.209 | 0.076 | 0.003 |
| 530.00 | 1.00 | 0.00 | 1.90 | -0.60 | 68 | 1,853 | 60.2% | 0.092 | 0.0074 | -0.924 | 0.061 | 0.002 |
| 535.00 | 0.60 | 0.00 | 1.80 | -0.50 | 2 | 175 | 54.3% | 0.044 | 0.0046 | -0.467 | 0.034 | 0.001 |
| 540.00 | 0.65 | 0.10 | 3.30 | -0.10 | 1 | 133 | 70.3% | 0.068 | 0.0051 | -0.856 | 0.049 | 0.002 |
| 542.50 | 1.31 | 0.00 | 4.80 | 0.00 | 2 | 1 | 80.8% | 0.086 | 0.0053 | -1.176 | 0.058 | 0.002 |
| 545.00 | 0.64 | 0.00 | 4.80 | 0.00 | 4 | 3 | 83.8% | 0.082 | 0.0049 | -1.182 | 0.056 | 0.002 |
| 550.00 | 0.25 | 0.00 | 1.85 | -0.20 | 18 | 378 | 70.5% | 0.033 | 0.0028 | -0.481 | 0.027 | 0.001 |
| 552.50 | 0.45 | 0.00 | 1.00 | 0.00 | 21 | 52 | 64.4% | 0.017 | 0.0018 | -0.257 | 0.016 | 0.000 |
| 555.00 | 0.45 | 0.00 | 1.25 | -0.25 | 1 | 11 | 69.6% | 0.021 | 0.0019 | -0.323 | 0.018 | 0.001 |
| 557.50 | 2.83 | 0.00 | 4.30 | 0.00 | 0 | 1 | 95.4% | 0.063 | 0.0035 | -1.089 | 0.046 | 0.002 |
| 560.00 | 0.15 | 0.00 | 2.50 | 0.00 | 2 | 66 | 85.8% | 0.037 | 0.0026 | -0.649 | 0.030 | 0.001 |
| 565.00 | 2.50 | 0.00 | 4.30 | 0.00 | 1 | 9 | 103.5% | 0.057 | 0.0030 | -1.096 | 0.042 | 0.002 |
| 570.00 | 0.05 | 0.00 | 4.30 | 0.00 | 3 | 16 | 108.8% | 0.054 | 0.0027 | -1.100 | 0.040 | 0.001 |
| 572.50 | 3.80 | 0.00 | 4.30 | 0.00 | 0 | 1 | 111.4% | 0.052 | 0.0026 | -1.101 | 0.039 | 0.001 |
| 577.50 | 3.61 | 0.00 | 4.30 | 0.00 | 0 | 1 | 116.5% | 0.050 | 0.0024 | -1.104 | 0.038 | 0.001 |
| 580.00 | 1.25 | 0.00 | 4.30 | 0.00 | 2 | 3 | 119.0% | 0.048 | 0.0023 | -1.105 | 0.037 | 0.001 |
| 595.00 | 1.85 | 0.00 | 4.30 | 0.00 | 1 | 1 | 133.7% | 0.042 | 0.0018 | -1.110 | 0.033 | 0.001 |
| 600.00 | 0.05 | 0.00 | 1.40 | 0.00 | 1 | 8 | 110.4% | 0.013 | 0.0008 | -0.352 | 0.013 | 0.000 |
| 605.00 | 1.53 | 0.00 | 4.30 | 0.00 | 0 | 1 | 143.0% | 0.039 | 0.0016 | -1.111 | 0.031 | 0.001 |
| 610.00 | 3.60 | 0.00 | 4.30 | 0.00 | 0 | 1 | 147.6% | 0.037 | 0.0015 | -1.112 | 0.030 | 0.001 |
| 612.50 | 1.13 | 0.00 | 4.30 | 0.00 | 0 | 33 | 149.9% | 0.037 | 0.0014 | -1.112 | 0.030 | 0.001 |
| 620.00 | 0.95 | 0.00 | 4.30 | 0.00 | 0 | 1 | 156.5% | 0.035 | 0.0013 | -1.112 | 0.028 | 0.001 |
| 630.00 | 1.11 | 0.00 | 4.30 | 0.00 | 0 | 1 | 165.2% | 0.033 | 0.0012 | -1.112 | 0.027 | 0.001 |
| 650.00 | 2.27 | 0.00 | 4.30 | 0.00 | 0 | 1 | 181.8% | 0.029 | 0.0010 | -1.110 | 0.024 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 280.00 | 1.81 | 0.00 | 4.80 | 0.00 | 0 | 2 | 378.0% | -0.014 | 0.0003 | -1.223 | 0.013 | -0.000 |
| 290.00 | 0.57 | 0.00 | 4.30 | 0.00 | 10 | 7 | 350.5% | -0.013 | 0.0003 | -1.093 | 0.012 | -0.000 |
| 295.00 | 0.10 | 0.00 | 4.80 | -0.25 | 1 | 2 | 348.5% | -0.015 | 0.0003 | -1.226 | 0.014 | -0.000 |
| 325.00 | 0.95 | 0.00 | 4.30 | 0.00 | 1 | 0 | 286.7% | -0.017 | 0.0004 | -1.098 | 0.015 | -0.000 |
| 330.00 | 2.40 | 0.00 | 2.90 | 0.00 | 0 | 1 | 257.6% | -0.012 | 0.0003 | -0.729 | 0.011 | -0.000 |
| 335.00 | 3.60 | 0.00 | 2.80 | 0.00 | 0 | 2 | 247.9% | -0.012 | 0.0003 | -0.704 | 0.011 | -0.000 |
| 340.00 | 0.99 | 0.00 | 4.30 | 0.00 | 1 | 1 | 261.1% | -0.019 | 0.0005 | -1.100 | 0.017 | -0.001 |
| 345.00 | 1.90 | 0.00 | 4.30 | 0.00 | 17 | 5 | 252.8% | -0.019 | 0.0005 | -1.101 | 0.017 | -0.001 |
| 350.00 | 1.35 | 0.00 | 4.20 | 0.00 | 16 | 4 | 243.4% | -0.020 | 0.0005 | -1.075 | 0.018 | -0.001 |
| 355.00 | 1.95 | 0.00 | 4.50 | 0.00 | 0 | 1 | 238.8% | -0.022 | 0.0006 | -1.153 | 0.019 | -0.001 |
| 360.00 | 7.81 | 0.00 | 2.70 | 0.00 | 10 | 6 | 208.0% | -0.014 | 0.0005 | -0.682 | 0.013 | -0.000 |
| 365.00 | 0.82 | 0.00 | 4.20 | 0.00 | 1 | 6 | 219.3% | -0.022 | 0.0007 | -1.075 | 0.020 | -0.001 |
| 370.00 | 3.06 | 0.00 | 4.50 | 0.00 | 1 | 2 | 214.7% | -0.025 | 0.0007 | -1.152 | 0.021 | -0.001 |
| 375.00 | 0.70 | 0.00 | 4.80 | 0.00 | 25 | 24 | 209.9% | -0.028 | 0.0008 | -1.229 | 0.023 | -0.001 |
| 380.00 | 1.00 | 0.00 | 4.60 | 0.00 | 1 | 1 | 200.0% | -0.028 | 0.0009 | -1.177 | 0.024 | -0.001 |
| 385.00 | 0.80 | 0.00 | 4.20 | 0.00 | 3 | 3 | 188.4% | -0.027 | 0.0009 | -1.075 | 0.023 | -0.001 |
| 390.00 | 1.30 | 0.00 | 4.20 | 0.00 | 3 | 8 | 180.8% | -0.028 | 0.0010 | -1.074 | 0.024 | -0.001 |
| 395.00 | 0.10 | 0.00 | 4.20 | 0.00 | 38 | 28 | 173.2% | -0.030 | 0.0010 | -1.073 | 0.025 | -0.001 |
| 400.00 | 0.85 | 0.00 | 4.70 | 0.00 | 1 | 30 | 170.2% | -0.034 | 0.0012 | -1.197 | 0.028 | -0.001 |
| 405.00 | 1.20 | 0.00 | 0.45 | 0.00 | 1 | 126 | 105.7% | -0.003 | 0.0003 | -0.099 | 0.004 | -0.000 |
| 410.00 | 1.20 | 0.00 | 4.30 | 0.00 | 1 | 5 | 151.8% | -0.036 | 0.0014 | -1.094 | 0.029 | -0.001 |
| 415.00 | 0.90 | 0.00 | 2.10 | 0.00 | 2 | 32 | 123.2% | -0.019 | 0.0010 | -0.534 | 0.017 | -0.001 |
| 420.00 | 0.87 | 0.00 | 4.30 | 0.00 | 5 | 11 | 137.1% | -0.040 | 0.0017 | -1.089 | 0.032 | -0.001 |
| 422.50 | 0.70 | 0.00 | 4.30 | 0.00 | 0 | 16 | 133.4% | -0.041 | 0.0018 | -1.088 | 0.033 | -0.001 |
| 425.00 | 5.64 | 0.00 | 4.30 | 0.00 | 10 | 11 | 129.8% | -0.043 | 0.0019 | -1.086 | 0.034 | -0.001 |
| 427.50 | 0.60 | 0.00 | 2.80 | 0.00 | 0 | 1 | 113.8% | -0.030 | 0.0016 | -0.715 | 0.025 | -0.001 |
| 430.00 | 0.05 | 0.00 | 1.50 | -1.08 | 2 | 5 | 96.7% | -0.017 | 0.0012 | -0.379 | 0.016 | -0.000 |
| 435.00 | 0.65 | 0.00 | 4.30 | 0.00 | 1 | 12 | 115.2% | -0.049 | 0.0024 | -1.077 | 0.038 | -0.001 |
| 440.00 | 0.85 | 0.00 | 4.50 | 0.22 | 1 | 94 | 109.2% | -0.055 | 0.0028 | -1.118 | 0.041 | -0.002 |
| 442.50 | 0.85 | 0.00 | 4.60 | -0.03 | 1 | 1 | 106.2% | -0.058 | 0.0030 | -1.137 | 0.043 | -0.002 |
| 445.00 | 0.69 | 0.00 | 2.00 | -0.13 | 108 | 9 | 83.2% | -0.029 | 0.0022 | -0.509 | 0.025 | -0.001 |
| 447.50 | 1.81 | 0.00 | 4.80 | 0.61 | 1 | 20 | 100.0% | -0.065 | 0.0035 | -1.173 | 0.047 | -0.002 |
| 450.00 | 0.73 | 0.15 | 2.00 | 0.20 | 182 | 192 | 78.0% | -0.034 | 0.0026 | -0.545 | 0.028 | -0.001 |
| 452.50 | 2.35 | 0.00 | 4.80 | 0.80 | 16 | 0 | 92.5% | -0.072 | 0.0040 | -1.162 | 0.050 | -0.002 |
| 455.00 | 0.87 | 0.00 | 3.10 | -0.14 | 25 | 136 | 78.4% | -0.052 | 0.0037 | -0.772 | 0.040 | -0.001 |
| 457.50 | 1.80 | 0.00 | 4.80 | 0.00 | 5 | 13 | 85.0% | -0.079 | 0.0047 | -1.148 | 0.054 | -0.002 |
| 460.00 | 1.00 | 0.10 | 1.70 | -0.91 | 5 | 39 | 62.1% | -0.036 | 0.0035 | -0.455 | 0.029 | -0.001 |
| 462.50 | 0.95 | 0.45 | 1.45 | -2.20 | 47 | 5 | 59.7% | -0.041 | 0.0040 | -0.478 | 0.032 | -0.001 |
| 465.00 | 2.25 | 0.10 | 2.80 | 0.00 | 2 | 26 | 63.1% | -0.062 | 0.0053 | -0.711 | 0.045 | -0.002 |
| 467.50 | 1.85 | 0.95 | 2.85 | -1.15 | 3 | 2 | 64.6% | -0.082 | 0.0064 | -0.902 | 0.056 | -0.002 |
| 470.00 | 3.03 | 0.90 | 4.20 | 0.17 | 49 | 59 | 67.2% | -0.109 | 0.0075 | -1.155 | 0.069 | -0.003 |
| 472.50 | 2.85 | 0.10 | 2.95 | -1.15 | 32 | 8 | 53.3% | -0.080 | 0.0075 | -0.726 | 0.055 | -0.002 |
| 475.00 | 2.00 | 1.15 | 2.95 | -1.52 | 49 | 54 | 54.7% | -0.108 | 0.0092 | -0.929 | 0.068 | -0.003 |
| 477.50 | 5.13 | 1.30 | 5.80 | 0.00 | 11 | 10 | 63.1% | -0.166 | 0.0107 | -1.444 | 0.092 | -0.005 |
| 480.00 | 4.50 | 2.10 | 4.20 | -0.32 | 3 | 46 | 55.7% | -0.167 | 0.0122 | -1.278 | 0.093 | -0.005 |
| 482.50 | 6.90 | 2.45 | 4.80 | -0.30 | 4 | 8 | 54.7% | -0.197 | 0.0137 | -1.389 | 0.102 | -0.006 |
| 485.00 | 6.45 | 3.00 | 6.10 | -0.45 | 4 | 11 | 56.3% | -0.240 | 0.0150 | -1.601 | 0.115 | -0.007 |
| 490.00 | 9.50 | 4.20 | 7.10 | -2.40 | 11 | 26 | 52.9% | -0.313 | 0.0181 | -1.710 | 0.131 | -0.009 |
| 492.50 | 10.70 | 4.90 | 8.90 | 3.00 | 2 | 1 | 54.6% | -0.364 | 0.0186 | -1.870 | 0.139 | -0.010 |
| 495.00 | 8.40 | 5.90 | 8.40 | -1.51 | 1 | 19 | 57.0% | -0.415 | 0.0185 | -2.027 | 0.144 | -0.012 |
| 497.50 | 11.70 | 6.80 | 10.40 | 0.10 | 3 | 32 | 51.6% | -0.460 | 0.0208 | -1.863 | 0.147 | -0.013 |
| 500.00 | 14.34 | 8.00 | 12.80 | 2.64 | 12 | 109 | 54.6% | -0.511 | 0.0198 | -1.978 | 0.147 | -0.014 |
| 502.50 | 17.30 | 9.50 | 13.20 | 2.50 | 5 | 47 | 52.2% | -0.563 | 0.0204 | -1.866 | 0.145 | -0.016 |
| 505.00 | 16.10 | 10.80 | 14.70 | -2.90 | 81 | 12 | 51.8% | -0.614 | 0.0200 | -1.792 | 0.141 | -0.017 |
| 507.50 | 21.15 | 12.40 | 17.00 | 1.97 | 6 | 2 | 54.0% | -0.656 | 0.0185 | -1.796 | 0.136 | -0.019 |
| 510.00 | 16.20 | 14.20 | 19.40 | 0.00 | 9 | 13 | 56.7% | -0.690 | 0.0169 | -1.802 | 0.130 | -0.020 |
| 512.50 | 19.45 | 15.60 | 20.70 | 0.00 | 1 | 22 | 54.3% | -0.740 | 0.0162 | -1.581 | 0.120 | -0.021 |
| 515.00 | 21.70 | 17.40 | 23.40 | 0.00 | 2 | 204 | 57.1% | -0.765 | 0.0146 | -1.570 | 0.113 | -0.022 |
| 532.50 | 40.40 | 31.90 | 38.30 | 0.00 | 0 | 1 | 59.4% | -0.927 | 0.0063 | -0.703 | 0.051 | -0.027 |
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.