SPY
SPDR S&P 500 ETFClose $744.78EOD onlyThis page reflects SPY 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 625.00 | 123.71 | 117.82 | 121.34 | 1.77 | 30 | 31 | 102.4% | 0.974 | 0.0009 | -0.773 | 0.041 | 0.050 |
| 660.00 | 87.60 | 82.83 | 86.35 | 8.73 | 6 | 26 | 76.1% | 0.963 | 0.0016 | -0.759 | 0.054 | 0.052 |
| 665.00 | 80.06 | 77.83 | 81.35 | 10.05 | 2 | 0 | 72.3% | 0.961 | 0.0017 | -0.756 | 0.057 | 0.052 |
| 670.00 | 75.09 | 72.83 | 76.35 | -1.91 | 2 | 12 | 68.5% | 0.959 | 0.0019 | -0.752 | 0.059 | 0.052 |
| 700.00 | 45.14 | 42.84 | 46.36 | -1.73 | 122 | 5 | 45.7% | 0.937 | 0.0040 | -0.715 | 0.084 | 0.054 |
| 703.00 | 45.68 | 39.84 | 43.36 | 0.00 | 8 | 8 | 43.3% | 0.933 | 0.0044 | -0.709 | 0.088 | 0.054 |
| 705.00 | 36.97 | 37.85 | 41.36 | 2.65 | 1 | 16 | 41.7% | 0.930 | 0.0047 | -0.704 | 0.090 | 0.054 |
| 706.00 | 35.34 | 36.89 | 40.36 | 0.00 | 29 | 31 | 40.9% | 0.929 | 0.0049 | -0.702 | 0.092 | 0.054 |
| 709.00 | 35.64 | 33.85 | 37.36 | 8.83 | 2 | 4 | 38.6% | 0.925 | 0.0055 | -0.694 | 0.096 | 0.054 |
| 710.00 | 34.66 | 32.85 | 36.36 | 4.67 | 11 | 23 | 37.8% | 0.923 | 0.0057 | -0.691 | 0.098 | 0.054 |
| 711.00 | 33.17 | 31.85 | 35.37 | -3.99 | 2 | 7 | 37.0% | 0.921 | 0.0059 | -0.692 | 0.100 | 0.053 |
| 712.00 | 32.64 | 30.85 | 34.37 | -1.04 | 4 | 5 | 36.2% | 0.919 | 0.0061 | -0.688 | 0.101 | 0.053 |
| 713.00 | 23.68 | 29.85 | 33.37 | 0.00 | 0 | 36 | 35.4% | 0.917 | 0.0064 | -0.685 | 0.103 | 0.053 |
| 714.00 | 30.63 | 28.85 | 32.37 | 1.36 | 6 | 3 | 34.6% | 0.915 | 0.0067 | -0.682 | 0.105 | 0.053 |
| 715.00 | 29.17 | 27.85 | 31.37 | -2.95 | 7 | 21 | 33.8% | 0.913 | 0.0069 | -0.678 | 0.107 | 0.053 |
| 717.00 | 27.39 | 25.86 | 29.37 | -4.55 | 7 | 32 | 32.1% | 0.908 | 0.0076 | -0.671 | 0.111 | 0.053 |
| 720.00 | 24.45 | 23.78 | 25.78 | -3.99 | 105 | 139 | 25.8% | 0.929 | 0.0077 | -0.471 | 0.091 | 0.055 |
| 721.00 | 23.66 | 21.87 | 25.38 | -2.83 | 14 | 47 | 28.9% | 0.897 | 0.0092 | -0.657 | 0.121 | 0.053 |
| 722.00 | 22.19 | 20.87 | 24.39 | -5.29 | 9 | 88 | 28.1% | 0.894 | 0.0097 | -0.655 | 0.124 | 0.053 |
| 723.00 | 21.68 | 19.87 | 22.90 | -2.43 | 19 | 95 | 24.3% | 0.915 | 0.0095 | -0.502 | 0.105 | 0.054 |
| 724.00 | 20.65 | 19.55 | 21.32 | -2.96 | 13 | 34 | 19.3% | 0.950 | 0.0079 | -0.303 | 0.069 | 0.056 |
| 725.00 | 19.40 | 18.95 | 20.33 | -3.21 | 130 | 87 | 18.6% | 0.948 | 0.0085 | -0.305 | 0.072 | 0.056 |
| 726.00 | 18.40 | 17.96 | 19.34 | -2.04 | 12 | 92 | 18.0% | 0.945 | 0.0092 | -0.307 | 0.075 | 0.056 |
| 727.00 | 17.48 | 16.98 | 17.83 | -3.11 | 156 | 215 | 10.8% | 0.994 | 0.0024 | -0.106 | 0.012 | 0.059 |
| 728.00 | 16.41 | 15.44 | 17.35 | -3.00 | 49 | 250 | 16.6% | 0.939 | 0.0108 | -0.306 | 0.082 | 0.056 |
| 729.00 | 14.34 | 14.39 | 16.40 | -4.78 | 114 | 184 | 16.2% | 0.932 | 0.0120 | -0.321 | 0.089 | 0.056 |
| 730.00 | 14.70 | 14.48 | 14.87 | -1.32 | 446 | 375 | 10.2% | 0.987 | 0.0050 | -0.124 | 0.023 | 0.059 |
| 731.00 | 14.50 | 13.08 | 13.90 | -2.71 | 86 | 296 | 10.1% | 0.982 | 0.0066 | -0.135 | 0.030 | 0.059 |
| 732.00 | 13.25 | 12.12 | 13.49 | -2.18 | 207 | 750 | 14.5% | 0.911 | 0.0164 | -0.340 | 0.108 | 0.055 |
| 733.00 | 11.69 | 11.17 | 12.54 | -2.73 | 252 | 711 | 14.0% | 0.902 | 0.0183 | -0.351 | 0.117 | 0.054 |
| 734.00 | 10.54 | 10.44 | 11.01 | -2.15 | 644 | 702 | 9.5% | 0.959 | 0.0137 | -0.176 | 0.059 | 0.058 |
| 735.00 | 9.83 | 9.85 | 9.94 | -2.60 | 3,672 | 1,391 | 8.1% | 0.968 | 0.0131 | -0.149 | 0.048 | 0.058 |
| 736.00 | 8.80 | 8.92 | 9.02 | -3.45 | 510 | 496 | 8.2% | 0.951 | 0.0185 | -0.176 | 0.069 | 0.057 |
| 737.00 | 7.88 | 8.01 | 8.11 | -1.77 | 812 | 509 | 8.1% | 0.930 | 0.0244 | -0.203 | 0.091 | 0.056 |
| 738.00 | 7.09 | 7.12 | 7.22 | -1.45 | 2,187 | 1,496 | 8.0% | 0.905 | 0.0313 | -0.232 | 0.115 | 0.055 |
| 739.00 | 6.09 | 6.26 | 6.35 | -1.40 | 2,454 | 435 | 7.9% | 0.873 | 0.0390 | -0.261 | 0.141 | 0.053 |
| 740.00 | 5.50 | 5.43 | 5.52 | -1.68 | 14,897 | 2,481 | 7.8% | 0.833 | 0.0476 | -0.292 | 0.169 | 0.051 |
| 741.00 | 4.66 | 4.65 | 4.72 | -1.74 | 22,037 | 1,116 | 7.6% | 0.786 | 0.0567 | -0.318 | 0.197 | 0.048 |
| 742.00 | 3.92 | 3.87 | 3.96 | -1.48 | 43,020 | 1,562 | 7.4% | 0.729 | 0.0660 | -0.341 | 0.224 | 0.044 |
| 743.00 | 3.24 | 3.17 | 3.25 | -1.67 | 58,982 | 1,326 | 7.2% | 0.663 | 0.0747 | -0.355 | 0.246 | 0.040 |
| 744.00 | 2.55 | 2.55 | 2.58 | -1.76 | 62,224 | 1,735 | 7.0% | 0.589 | 0.0826 | -0.357 | 0.263 | 0.036 |
| 745.00 | 1.98 | 1.97 | 1.99 | -1.61 | 90,198 | 2,394 | 6.7% | 0.505 | 0.0876 | -0.347 | 0.269 | 0.031 |
| 746.00 | 1.47 | 1.48 | 1.50 | -1.60 | 53,565 | 2,476 | 6.6% | 0.416 | 0.0876 | -0.326 | 0.263 | 0.025 |
| 747.00 | 1.08 | 1.06 | 1.09 | -1.40 | 54,681 | 2,775 | 6.4% | 0.328 | 0.0830 | -0.291 | 0.244 | 0.020 |
| 748.00 | 0.74 | 0.73 | 0.75 | -1.26 | 50,983 | 3,945 | 6.3% | 0.244 | 0.0741 | -0.242 | 0.212 | 0.015 |
| 749.00 | 0.50 | 0.49 | 0.50 | -1.09 | 64,844 | 3,286 | 6.1% | 0.171 | 0.0614 | -0.190 | 0.172 | 0.010 |
| 750.00 | 0.32 | 0.32 | 0.33 | -0.92 | 125,576 | 9,487 | 6.1% | 0.116 | 0.0473 | -0.144 | 0.131 | 0.007 |
| 751.00 | 0.21 | 0.20 | 0.21 | -0.76 | 52,588 | 2,388 | 6.1% | 0.074 | 0.0342 | -0.102 | 0.094 | 0.005 |
| 752.00 | 0.14 | 0.13 | 0.14 | -0.57 | 43,286 | 1,955 | 6.1% | 0.047 | 0.0239 | -0.072 | 0.067 | 0.003 |
| 753.00 | 0.09 | 0.08 | 0.09 | -0.42 | 35,878 | 1,971 | 6.2% | 0.029 | 0.0159 | -0.049 | 0.045 | 0.002 |
| 754.00 | 0.05 | 0.05 | 0.06 | -0.31 | 20,669 | 1,832 | 6.3% | 0.018 | 0.0106 | -0.033 | 0.030 | 0.001 |
| 755.00 | 0.05 | 0.04 | 0.05 | -0.20 | 33,285 | 5,960 | 6.6% | 0.014 | 0.0079 | -0.028 | 0.024 | 0.001 |
| 756.00 | 0.04 | 0.03 | 0.04 | -0.12 | 15,001 | 2,795 | 6.9% | 0.010 | 0.0058 | -0.022 | 0.018 | 0.001 |
| 757.00 | 0.03 | 0.02 | 0.03 | -0.07 | 13,238 | 3,776 | 7.2% | 0.007 | 0.0042 | -0.017 | 0.014 | 0.000 |
| 758.00 | 0.02 | 0.01 | 0.02 | -0.04 | 7,306 | 2,021 | 7.2% | 0.004 | 0.0026 | -0.011 | 0.009 | 0.000 |
| 759.00 | 0.02 | 0.01 | 0.02 | -0.03 | 3,947 | 4,028 | 7.7% | 0.004 | 0.0023 | -0.011 | 0.008 | 0.000 |
| 760.00 | 0.02 | 0.01 | 0.02 | -0.01 | 10,084 | 8,199 | 8.2% | 0.004 | 0.0020 | -0.011 | 0.008 | 0.000 |
| 761.00 | 0.02 | 0.01 | 0.02 | -0.01 | 1,653 | 2,591 | 8.7% | 0.004 | 0.0018 | -0.011 | 0.007 | 0.000 |
| 762.00 | 0.02 | 0.01 | 0.02 | 0.00 | 2,335 | 887 | 9.1% | 0.003 | 0.0016 | -0.010 | 0.007 | 0.000 |
| 763.00 | 0.01 | 0.01 | 0.02 | -0.01 | 1,878 | 351 | 9.6% | 0.003 | 0.0014 | -0.010 | 0.006 | 0.000 |
| 764.00 | 0.01 | 0.00 | 0.01 | 0.00 | 982 | 2,461 | 9.4% | 0.002 | 0.0008 | -0.006 | 0.003 | 0.000 |
| 765.00 | 0.01 | 0.00 | 0.01 | -0.01 | 976 | 2,020 | 9.8% | 0.001 | 0.0007 | -0.005 | 0.003 | 0.000 |
| 766.00 | 0.01 | 0.00 | 0.01 | 0.00 | 901 | 344 | 10.2% | 0.001 | 0.0006 | -0.005 | 0.003 | 0.000 |
| 767.00 | 0.01 | 0.00 | 0.01 | 0.00 | 82 | 1,432 | 10.5% | 0.001 | 0.0006 | -0.005 | 0.003 | 0.000 |
| 768.00 | 0.01 | 0.00 | 0.01 | 0.00 | 638 | 375 | 10.9% | 0.001 | 0.0005 | -0.005 | 0.003 | 0.000 |
| 769.00 | 0.02 | 0.00 | 0.01 | 0.01 | 736 | 1,322 | 11.3% | 0.001 | 0.0005 | -0.005 | 0.002 | 0.000 |
| 770.00 | 0.01 | 0.00 | 0.01 | 0.00 | 342 | 2,999 | 11.7% | 0.001 | 0.0004 | -0.004 | 0.002 | 0.000 |
| 771.00 | 0.01 | 0.00 | 0.01 | 0.00 | 30 | 146 | 12.1% | 0.001 | 0.0004 | -0.004 | 0.002 | 0.000 |
| 772.00 | 0.01 | 0.00 | 0.01 | -0.01 | 533 | 214 | 12.5% | 0.001 | 0.0004 | -0.004 | 0.002 | 0.000 |
| 773.00 | 0.01 | 0.00 | 0.01 | 0.00 | 12 | 6,399 | 12.9% | 0.001 | 0.0003 | -0.004 | 0.002 | 0.000 |
| 774.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 111 | 13.5% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 775.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 1,987 | 13.9% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 776.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 299 | 14.3% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 777.00 | 0.01 | 0.00 | 0.01 | 0.00 | 16 | 213 | 14.6% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 778.00 | 0.01 | 0.00 | 0.01 | 0.00 | 30 | 160 | 15.0% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 779.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1,209 | 1,424 | 15.4% | 0.001 | 0.0002 | -0.004 | 0.002 | 0.000 |
| 780.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 296 | 15.8% | 0.001 | 0.0002 | -0.004 | 0.002 | 0.000 |
| 781.00 | 0.02 | 0.00 | 0.01 | 0.00 | 10 | 1,723 | 16.2% | 0.001 | 0.0002 | -0.004 | 0.002 | 0.000 |
| 782.00 | 0.01 | 0.00 | 0.01 | 0.00 | 30 | 1,860 | 16.6% | 0.001 | 0.0002 | -0.004 | 0.002 | 0.000 |
| 783.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 368 | 17.0% | 0.001 | 0.0002 | -0.004 | 0.002 | 0.000 |
| 784.00 | 0.01 | 0.00 | 0.01 | 0.00 | 162 | 245 | 17.4% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 785.00 | 0.01 | 0.00 | 0.01 | 0.00 | 327 | 360 | 17.8% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 786.00 | 0.01 | 0.00 | 0.01 | 0.00 | 327 | 403 | 18.2% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 787.00 | 0.01 | 0.00 | 0.01 | 0.00 | 6 | 230 | 18.6% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 788.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 90 | 18.9% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 789.00 | 0.01 | 0.00 | 0.01 | 0.00 | 30 | 96 | 19.3% | 0.001 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 790.00 | 0.01 | 0.00 | 0.01 | 0.00 | 15 | 318 | 19.5% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 791.00 | 0.01 | 0.00 | 0.01 | 0.00 | 12 | 506 | 19.9% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 792.00 | 0.01 | 0.00 | 0.01 | 0.00 | 4 | 64 | 20.3% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 794.00 | 0.01 | 0.00 | 0.01 | 0.00 | 10 | 36 | 21.1% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 795.00 | 0.01 | 0.00 | 0.01 | 0.00 | 47 | 71 | 21.5% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 800.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 46 | 23.4% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 805.00 | 0.02 | 0.00 | 0.01 | 0.00 | 16 | 84 | 25.4% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 810.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 30 | 27.3% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 815.00 | 0.02 | 0.00 | 0.01 | 0.00 | 0 | 141 | 28.9% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 820.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 224 | 30.9% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 825.00 | 0.02 | 0.00 | 0.01 | 0.00 | 0 | 194 | 32.4% | 0.000 | 0.0000 | -0.004 | 0.001 | 0.000 |
| 830.00 | 0.01 | 0.00 | 0.01 | 0.00 | 0 | 252 | 34.4% | 0.000 | 0.0000 | -0.004 | 0.001 | 0.000 |
| 950.00 | 0.01 | 0.00 | 0.01 | 0.00 | 10 | 1 | 68.8% | 0.000 | 0.0000 | -0.002 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 500.00 | 0.01 | 0.00 | 0.01 | 0.00 | 24 | 43 | 109.4% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 510.00 | 0.02 | 0.00 | 0.01 | 0.00 | 2 | 60 | 106.3% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 515.00 | 0.02 | 0.00 | 0.01 | 0.00 | 0 | 73 | 103.1% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 520.00 | 0.01 | 0.00 | 0.01 | 0.00 | 291 | 371 | 100.0% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 525.00 | 0.01 | 0.00 | 0.01 | 0.00 | 117 | 854 | 96.9% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 530.00 | 0.01 | 0.00 | 0.01 | 0.00 | 80 | 1,175 | 93.8% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 535.00 | 0.01 | 0.00 | 0.01 | 0.00 | 110 | 1,234 | 93.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 545.00 | 0.03 | 0.00 | 0.01 | 0.00 | 2 | 20 | 87.5% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 550.00 | 0.03 | 0.00 | 0.01 | 0.00 | 10 | 10 | 84.4% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 555.00 | 0.03 | 0.00 | 0.01 | 0.00 | 55 | 83 | 82.8% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 560.00 | 0.03 | 0.00 | 0.01 | 0.00 | 51 | 70 | 81.3% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 565.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 62 | 78.1% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 570.00 | 0.01 | 0.00 | 0.01 | 0.00 | 6 | 66 | 75.0% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 575.00 | 0.04 | 0.00 | 0.01 | 0.00 | 69 | 152 | 73.4% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 580.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 123 | 71.9% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 585.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 190 | 68.8% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 590.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 180 | 65.6% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 595.00 | 0.04 | 0.00 | 0.01 | 0.00 | 410 | 425 | 64.1% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 600.00 | 0.01 | 0.00 | 0.01 | 0.00 | 100 | 58,434 | 62.5% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 605.00 | 0.01 | 0.00 | 0.01 | 0.00 | 59 | 280 | 59.4% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 610.00 | 0.01 | 0.00 | 0.01 | 0.00 | 21 | 281 | 57.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 615.00 | 0.01 | 0.00 | 0.01 | 0.00 | 6 | 288 | 54.7% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 620.00 | 0.01 | 0.00 | 0.01 | 0.00 | 200 | 730 | 53.1% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 625.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 218 | 51.6% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 630.00 | 0.01 | 0.00 | 0.01 | 0.00 | 51 | 215 | 51.6% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 635.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 549 | 49.2% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 640.00 | 0.02 | 0.00 | 0.01 | 0.00 | 50 | 337 | 46.9% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 645.00 | 0.01 | 0.00 | 0.01 | -0.05 | 1 | 206 | 44.5% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 650.00 | 0.01 | 0.00 | 0.01 | -0.01 | 102 | 403 | 43.0% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 655.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2,080 | 392 | 40.6% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 660.00 | 0.02 | 0.00 | 0.01 | 0.01 | 144 | 467 | 38.3% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 665.00 | 0.01 | 0.00 | 0.01 | -0.02 | 121 | 696 | 35.9% | -0.000 | 0.0000 | -0.003 | 0.001 | -0.000 |
| 670.00 | 0.01 | 0.00 | 0.01 | -0.02 | 228 | 514 | 33.6% | -0.000 | 0.0000 | -0.003 | 0.001 | -0.000 |
| 675.00 | 0.01 | 0.00 | 0.01 | -0.02 | 156 | 575 | 31.6% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 680.00 | 0.02 | 0.01 | 0.02 | -0.01 | 252 | 14,557 | 31.4% | -0.001 | 0.0001 | -0.008 | 0.002 | -0.000 |
| 685.00 | 0.01 | 0.01 | 0.02 | -0.02 | 250 | 1,343 | 29.1% | -0.001 | 0.0001 | -0.008 | 0.002 | -0.000 |
| 690.00 | 0.02 | 0.01 | 0.02 | 0.00 | 375 | 360 | 27.0% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 695.00 | 0.02 | 0.01 | 0.02 | -0.01 | 652 | 772 | 24.6% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 700.00 | 0.02 | 0.01 | 0.02 | -0.02 | 907 | 1,715 | 22.3% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 701.00 | 0.01 | 0.01 | 0.02 | -0.04 | 946 | 508 | 21.9% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 702.00 | 0.03 | 0.01 | 0.02 | -0.02 | 1,074 | 356 | 21.3% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 703.00 | 0.03 | 0.01 | 0.02 | -0.03 | 1,291 | 216 | 20.9% | -0.001 | 0.0003 | -0.008 | 0.002 | -0.000 |
| 704.00 | 0.02 | 0.01 | 0.02 | -0.02 | 2,023 | 214 | 20.3% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 705.00 | 0.02 | 0.01 | 0.02 | -0.03 | 3,087 | 982 | 19.9% | -0.001 | 0.0003 | -0.008 | 0.002 | -0.000 |
| 706.00 | 0.03 | 0.01 | 0.02 | -0.02 | 3,357 | 367 | 19.5% | -0.001 | 0.0003 | -0.008 | 0.003 | -0.000 |
| 707.00 | 0.03 | 0.01 | 0.02 | -0.04 | 3,577 | 483 | 18.9% | -0.001 | 0.0003 | -0.008 | 0.002 | -0.000 |
| 708.00 | 0.02 | 0.01 | 0.02 | -0.04 | 2,391 | 319 | 18.6% | -0.001 | 0.0003 | -0.008 | 0.003 | -0.000 |
| 709.00 | 0.02 | 0.01 | 0.02 | -0.03 | 3,112 | 436 | 18.2% | -0.001 | 0.0003 | -0.008 | 0.003 | -0.000 |
| 710.00 | 0.02 | 0.01 | 0.02 | -0.04 | 3,389 | 1,087 | 17.6% | -0.001 | 0.0003 | -0.008 | 0.003 | -0.000 |
| 711.00 | 0.02 | 0.01 | 0.02 | -0.04 | 1,554 | 330 | 17.2% | -0.001 | 0.0004 | -0.008 | 0.003 | -0.000 |
| 712.00 | 0.04 | 0.02 | 0.03 | -0.02 | 515 | 571 | 17.5% | -0.002 | 0.0005 | -0.013 | 0.004 | -0.000 |
| 713.00 | 0.02 | 0.02 | 0.03 | -0.06 | 240 | 425 | 17.0% | -0.002 | 0.0006 | -0.013 | 0.004 | -0.000 |
| 714.00 | 0.03 | 0.02 | 0.03 | -0.05 | 645 | 1,251 | 16.5% | -0.002 | 0.0006 | -0.013 | 0.005 | -0.000 |
| 715.00 | 0.03 | 0.02 | 0.03 | -0.06 | 562 | 3,767 | 16.0% | -0.002 | 0.0006 | -0.012 | 0.005 | -0.000 |
| 716.00 | 0.03 | 0.02 | 0.03 | -0.07 | 426 | 832 | 15.5% | -0.002 | 0.0007 | -0.012 | 0.005 | -0.000 |
| 717.00 | 0.02 | 0.02 | 0.03 | -0.07 | 1,794 | 786 | 15.0% | -0.002 | 0.0007 | -0.012 | 0.005 | -0.000 |
| 718.00 | 0.02 | 0.02 | 0.03 | -0.08 | 652 | 1,086 | 14.6% | -0.002 | 0.0008 | -0.012 | 0.005 | -0.000 |
| 719.00 | 0.03 | 0.02 | 0.03 | -0.08 | 298 | 438 | 14.1% | -0.003 | 0.0008 | -0.012 | 0.005 | -0.000 |
| 720.00 | 0.04 | 0.03 | 0.04 | -0.08 | 4,566 | 2,226 | 14.1% | -0.004 | 0.0011 | -0.017 | 0.007 | -0.000 |
| 721.00 | 0.04 | 0.03 | 0.04 | -0.10 | 1,129 | 656 | 13.6% | -0.004 | 0.0012 | -0.017 | 0.008 | -0.000 |
| 722.00 | 0.04 | 0.03 | 0.04 | -0.11 | 3,238 | 8,661 | 13.1% | -0.004 | 0.0013 | -0.017 | 0.008 | -0.000 |
| 723.00 | 0.04 | 0.04 | 0.05 | -0.14 | 3,349 | 854 | 12.9% | -0.005 | 0.0017 | -0.021 | 0.010 | -0.000 |
| 724.00 | 0.04 | 0.04 | 0.05 | -0.15 | 5,112 | 686 | 12.4% | -0.005 | 0.0018 | -0.021 | 0.010 | -0.000 |
| 725.00 | 0.05 | 0.05 | 0.06 | -0.16 | 16,781 | 3,737 | 12.2% | -0.007 | 0.0023 | -0.025 | 0.013 | -0.000 |
| 726.00 | 0.06 | 0.06 | 0.07 | -0.18 | 9,201 | 1,294 | 12.0% | -0.008 | 0.0028 | -0.030 | 0.015 | -0.001 |
| 727.00 | 0.08 | 0.07 | 0.08 | -0.21 | 9,924 | 971 | 11.6% | -0.010 | 0.0034 | -0.034 | 0.018 | -0.001 |
| 728.00 | 0.09 | 0.09 | 0.10 | -0.23 | 7,487 | 1,141 | 11.5% | -0.013 | 0.0043 | -0.042 | 0.023 | -0.001 |
| 729.00 | 0.11 | 0.10 | 0.11 | -0.26 | 15,547 | 1,081 | 11.1% | -0.015 | 0.0051 | -0.046 | 0.026 | -0.001 |
| 730.00 | 0.13 | 0.12 | 0.13 | -0.28 | 44,335 | 4,142 | 10.8% | -0.019 | 0.0063 | -0.054 | 0.031 | -0.001 |
| 731.00 | 0.15 | 0.15 | 0.16 | -0.33 | 12,738 | 1,502 | 10.6% | -0.024 | 0.0079 | -0.066 | 0.038 | -0.001 |
| 732.00 | 0.19 | 0.18 | 0.19 | -0.34 | 13,121 | 1,583 | 10.4% | -0.030 | 0.0097 | -0.077 | 0.046 | -0.002 |
| 733.00 | 0.23 | 0.22 | 0.24 | -0.37 | 14,719 | 1,666 | 10.3% | -0.039 | 0.0123 | -0.095 | 0.057 | -0.002 |
| 734.00 | 0.27 | 0.28 | 0.29 | -0.39 | 16,736 | 2,224 | 10.0% | -0.049 | 0.0151 | -0.111 | 0.069 | -0.003 |
| 735.00 | 0.34 | 0.34 | 0.35 | -0.46 | 27,852 | 5,567 | 9.8% | -0.062 | 0.0186 | -0.129 | 0.083 | -0.004 |
| 736.00 | 0.41 | 0.41 | 0.42 | -0.47 | 16,603 | 1,528 | 9.5% | -0.077 | 0.0226 | -0.148 | 0.098 | -0.005 |
| 737.00 | 0.51 | 0.50 | 0.51 | -0.55 | 21,776 | 1,645 | 9.3% | -0.097 | 0.0275 | -0.171 | 0.116 | -0.006 |
| 738.00 | 0.61 | 0.61 | 0.63 | -0.56 | 24,374 | 1,275 | 9.1% | -0.123 | 0.0333 | -0.197 | 0.138 | -0.008 |
| 739.00 | 0.75 | 0.75 | 0.76 | -0.54 | 24,262 | 869 | 8.8% | -0.153 | 0.0397 | -0.221 | 0.160 | -0.009 |
| 740.00 | 0.91 | 0.91 | 0.93 | -0.57 | 88,559 | 2,373 | 8.6% | -0.191 | 0.0469 | -0.246 | 0.184 | -0.012 |
| 741.00 | 1.10 | 1.11 | 1.13 | -0.65 | 49,259 | 1,580 | 8.4% | -0.235 | 0.0545 | -0.269 | 0.208 | -0.014 |
| 742.00 | 1.36 | 1.35 | 1.37 | -0.61 | 55,237 | 3,927 | 8.1% | -0.288 | 0.0622 | -0.286 | 0.230 | -0.018 |
| 743.00 | 1.63 | 1.64 | 1.67 | -0.56 | 64,126 | 1,539 | 7.9% | -0.350 | 0.0693 | -0.299 | 0.250 | -0.022 |
| 744.00 | 2.00 | 1.99 | 2.01 | -0.53 | 44,245 | 1,224 | 7.7% | -0.419 | 0.0756 | -0.300 | 0.264 | -0.026 |
| 745.00 | 2.42 | 2.42 | 2.44 | -0.50 | 58,827 | 2,773 | 7.5% | -0.495 | 0.0789 | -0.292 | 0.269 | -0.030 |
| 746.00 | 2.92 | 2.88 | 2.94 | -0.43 | 43,894 | 3,623 | 7.3% | -0.575 | 0.0793 | -0.272 | 0.265 | -0.035 |
| 747.00 | 3.48 | 3.47 | 3.55 | -0.30 | 25,099 | 1,609 | 7.3% | -0.653 | 0.0750 | -0.245 | 0.249 | -0.040 |
| 748.00 | 4.15 | 4.14 | 4.23 | -0.15 | 24,758 | 1,165 | 7.3% | -0.725 | 0.0680 | -0.209 | 0.225 | -0.045 |
| 749.00 | 4.90 | 4.89 | 4.98 | 0.05 | 19,332 | 1,312 | 7.3% | -0.788 | 0.0589 | -0.168 | 0.196 | -0.049 |
| 750.00 | 6.04 | 5.58 | 5.93 | 0.32 | 30,474 | 710 | 8.0% | -0.818 | 0.0488 | -0.165 | 0.178 | -0.051 |
| 751.00 | 6.62 | 6.48 | 6.98 | -0.03 | 9,253 | 319 | 9.1% | -0.831 | 0.0409 | -0.186 | 0.170 | -0.051 |
| 752.00 | 7.32 | 7.36 | 7.96 | 0.52 | 2,742 | 141 | 9.9% | -0.848 | 0.0351 | -0.187 | 0.159 | -0.053 |
| 753.00 | 7.87 | 8.34 | 9.20 | -0.05 | 808 | 6 | 12.0% | -0.835 | 0.0307 | -0.259 | 0.167 | -0.052 |
| 755.00 | 10.20 | 9.21 | 11.64 | 0.36 | 982 | 36 | 15.8% | -0.822 | 0.0245 | -0.389 | 0.176 | -0.051 |
| 756.00 | 13.51 | 10.18 | 12.63 | 4.01 | 494 | 12 | 16.6% | -0.832 | 0.0224 | -0.395 | 0.170 | -0.052 |
| 757.00 | 11.84 | 11.16 | 13.63 | -0.06 | 301 | 0 | 17.5% | -0.840 | 0.0206 | -0.403 | 0.164 | -0.053 |
| 758.00 | 15.09 | 12.16 | 14.63 | 4.49 | 219 | 3 | 18.4% | -0.848 | 0.0190 | -0.410 | 0.159 | -0.053 |
| 759.00 | 14.04 | 13.16 | 15.62 | -10.15 | 8 | 0 | 19.2% | -0.855 | 0.0176 | -0.414 | 0.154 | -0.054 |
| 760.00 | 17.32 | 14.16 | 17.18 | 5.18 | 379 | 1 | 22.7% | -0.830 | 0.0165 | -0.570 | 0.171 | -0.052 |
| 762.00 | 15.00 | 16.15 | 19.18 | 0.07 | 5 | 0 | 24.5% | -0.842 | 0.0146 | -0.587 | 0.163 | -0.053 |
| 765.00 | 21.87 | 19.15 | 22.18 | 4.00 | 1 | 1 | 27.0% | -0.857 | 0.0124 | -0.608 | 0.152 | -0.054 |
| 770.00 | 23.74 | 23.66 | 27.17 | -2.56 | 88 | 0 | 31.0% | -0.876 | 0.0097 | -0.633 | 0.138 | -0.056 |
| 777.00 | 44.06 | 30.66 | 34.18 | 0.00 | 12 | 0 | 36.5% | -0.895 | 0.0074 | -0.665 | 0.123 | -0.058 |
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.