SPY
SPDR S&P 500 ETFClose $769.64EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 595.00 | 174.65 | 174.10 | 175.85 | 0.72 | 6 | 0 | 109.6% | 0.996 | 0.0002 | -0.224 | 0.008 | 0.049 |
| 680.00 | 90.16 | 89.22 | 90.87 | 5.80 | 82 | 45 | 59.7% | 0.990 | 0.0006 | -0.267 | 0.019 | 0.055 |
| 685.00 | 84.65 | 84.11 | 85.87 | 4.60 | 152 | 22 | 55.4% | 0.991 | 0.0007 | -0.242 | 0.018 | 0.056 |
| 690.00 | 79.95 | 79.12 | 80.87 | 5.53 | 193 | 45 | 52.6% | 0.990 | 0.0007 | -0.244 | 0.019 | 0.056 |
| 695.00 | 73.87 | 74.12 | 75.88 | 4.20 | 106 | 28 | 62.7% | 0.966 | 0.0017 | -0.624 | 0.052 | 0.055 |
| 700.00 | 69.76 | 69.04 | 70.88 | 4.97 | 127 | 23 | 59.2% | 0.964 | 0.0019 | -0.620 | 0.055 | 0.055 |
| 705.00 | 64.62 | 64.09 | 65.87 | 5.09 | 140 | 42 | 55.5% | 0.962 | 0.0021 | -0.613 | 0.058 | 0.055 |
| 710.00 | 59.67 | 59.20 | 60.88 | 8.45 | 151 | 33 | 52.1% | 0.959 | 0.0024 | -0.613 | 0.061 | 0.056 |
| 720.00 | 49.83 | 49.19 | 50.88 | 5.19 | 105 | 53 | 45.0% | 0.952 | 0.0032 | -0.603 | 0.070 | 0.056 |
| 725.00 | 44.34 | 44.12 | 45.88 | 5.22 | 76 | 93 | 41.4% | 0.948 | 0.0037 | -0.596 | 0.075 | 0.056 |
| 727.00 | 42.24 | 42.08 | 43.89 | 6.84 | 66 | 34 | 40.0% | 0.945 | 0.0040 | -0.596 | 0.077 | 0.056 |
| 728.00 | 41.23 | 41.19 | 42.70 | 6.91 | 68 | 60 | 37.7% | 0.951 | 0.0039 | -0.525 | 0.071 | 0.057 |
| 729.00 | 40.84 | 40.19 | 41.90 | 5.12 | 57 | 53 | 38.6% | 0.943 | 0.0043 | -0.597 | 0.080 | 0.056 |
| 730.00 | 39.73 | 39.19 | 40.89 | 4.62 | 125 | 89 | 37.8% | 0.942 | 0.0044 | -0.591 | 0.081 | 0.056 |
| 733.00 | 36.78 | 36.19 | 37.67 | 4.94 | 101 | 89 | 33.9% | 0.947 | 0.0046 | -0.507 | 0.075 | 0.057 |
| 734.00 | 35.92 | 35.19 | 36.74 | 7.48 | 142 | 39 | 33.7% | 0.943 | 0.0049 | -0.531 | 0.080 | 0.057 |
| 735.00 | 34.97 | 34.21 | 35.81 | 4.88 | 111 | 84 | 33.5% | 0.939 | 0.0052 | -0.554 | 0.085 | 0.056 |
| 736.00 | 33.57 | 33.19 | 34.88 | 4.63 | 169 | 84 | 33.3% | 0.934 | 0.0055 | -0.576 | 0.089 | 0.056 |
| 737.00 | 32.53 | 32.19 | 33.80 | 6.51 | 99 | 85 | 32.0% | 0.936 | 0.0056 | -0.546 | 0.087 | 0.056 |
| 739.00 | 30.65 | 30.19 | 31.68 | 4.77 | 75 | 58 | 29.6% | 0.938 | 0.0059 | -0.501 | 0.085 | 0.057 |
| 740.00 | 29.59 | 29.07 | 30.80 | 4.00 | 266 | 92 | 29.7% | 0.931 | 0.0064 | -0.540 | 0.093 | 0.056 |
| 742.00 | 28.33 | 27.19 | 28.81 | 5.38 | 160 | 306 | 28.3% | 0.927 | 0.0070 | -0.538 | 0.097 | 0.056 |
| 743.00 | 26.09 | 26.19 | 27.70 | 4.94 | 340 | 87 | 26.8% | 0.930 | 0.0072 | -0.499 | 0.094 | 0.057 |
| 744.00 | 25.89 | 25.19 | 26.46 | 4.13 | 346 | 267 | 24.3% | 0.941 | 0.0069 | -0.414 | 0.082 | 0.057 |
| 745.00 | 24.86 | 24.18 | 25.29 | 5.42 | 213 | 299 | 22.2% | 0.950 | 0.0067 | -0.351 | 0.072 | 0.058 |
| 746.00 | 23.96 | 23.13 | 24.35 | 6.01 | 111 | 387 | 22.0% | 0.944 | 0.0073 | -0.371 | 0.079 | 0.058 |
| 747.00 | 22.58 | 22.20 | 23.45 | 3.67 | 176 | 130 | 22.1% | 0.936 | 0.0082 | -0.404 | 0.088 | 0.057 |
| 748.00 | 22.09 | 21.11 | 22.72 | 4.82 | 179 | 141 | 23.1% | 0.917 | 0.0094 | -0.491 | 0.106 | 0.056 |
| 749.00 | 21.09 | 20.24 | 21.50 | 4.83 | 354 | 172 | 20.9% | 0.928 | 0.0094 | -0.416 | 0.096 | 0.057 |
| 750.00 | 20.17 | 19.20 | 20.54 | 5.69 | 234 | 1,420 | 20.5% | 0.922 | 0.0102 | -0.427 | 0.101 | 0.057 |
| 751.00 | 18.58 | 18.20 | 19.50 | 4.48 | 49 | 404 | 19.4% | 0.922 | 0.0107 | -0.410 | 0.102 | 0.057 |
| 752.00 | 17.86 | 17.21 | 18.74 | 4.51 | 291 | 1,077 | 20.1% | 0.903 | 0.0122 | -0.481 | 0.120 | 0.056 |
| 753.00 | 16.38 | 16.21 | 17.36 | 4.41 | 63 | 733 | 17.0% | 0.926 | 0.0118 | -0.359 | 0.098 | 0.057 |
| 754.00 | 15.78 | 15.21 | 16.37 | 4.56 | 188 | 1,119 | 16.3% | 0.922 | 0.0128 | -0.359 | 0.102 | 0.057 |
| 755.00 | 15.03 | 14.24 | 15.37 | 4.69 | 428 | 489 | 15.6% | 0.918 | 0.0139 | -0.356 | 0.106 | 0.057 |
| 756.00 | 13.93 | 13.24 | 14.37 | 4.45 | 149 | 460 | 14.8% | 0.914 | 0.0152 | -0.352 | 0.110 | 0.057 |
| 757.00 | 12.80 | 13.05 | 13.39 | 4.26 | 233 | 525 | 14.1% | 0.907 | 0.0168 | -0.354 | 0.116 | 0.056 |
| 758.00 | 11.95 | 11.69 | 12.40 | 4.10 | 2,076 | 581 | 13.4% | 0.901 | 0.0186 | -0.352 | 0.122 | 0.056 |
| 759.00 | 11.35 | 11.16 | 11.42 | 4.38 | 408 | 968 | 12.7% | 0.893 | 0.0208 | -0.353 | 0.129 | 0.056 |
| 760.00 | 10.25 | 10.20 | 10.44 | 3.50 | 2,420 | 2,210 | 12.0% | 0.884 | 0.0233 | -0.352 | 0.136 | 0.055 |
| 761.00 | 9.20 | 9.25 | 9.50 | 3.21 | 922 | 1,498 | 11.5% | 0.869 | 0.0265 | -0.361 | 0.148 | 0.054 |
| 762.00 | 8.08 | 8.04 | 8.55 | 2.78 | 1,230 | 1,306 | 10.9% | 0.854 | 0.0302 | -0.365 | 0.160 | 0.053 |
| 763.00 | 7.43 | 7.39 | 7.62 | 2.75 | 2,004 | 1,606 | 10.3% | 0.835 | 0.0347 | -0.371 | 0.173 | 0.052 |
| 764.00 | 6.58 | 6.50 | 6.57 | 2.51 | 3,204 | 1,447 | 9.1% | 0.825 | 0.0404 | -0.348 | 0.180 | 0.052 |
| 765.00 | 5.72 | 5.64 | 5.68 | 2.22 | 5,308 | 2,050 | 8.6% | 0.795 | 0.0473 | -0.356 | 0.198 | 0.050 |
| 766.00 | 4.88 | 4.79 | 4.86 | 1.90 | 3,558 | 1,841 | 8.3% | 0.753 | 0.0548 | -0.371 | 0.220 | 0.047 |
| 767.00 | 4.09 | 4.01 | 4.05 | 1.61 | 12,044 | 2,043 | 7.8% | 0.705 | 0.0632 | -0.378 | 0.241 | 0.044 |
| 768.00 | 3.37 | 3.28 | 3.31 | 1.31 | 19,263 | 1,767 | 7.5% | 0.644 | 0.0714 | -0.382 | 0.260 | 0.041 |
| 769.00 | 2.67 | 2.61 | 2.64 | 0.98 | 51,784 | 1,938 | 7.2% | 0.574 | 0.0784 | -0.379 | 0.274 | 0.036 |
| 770.00 | 2.05 | 2.02 | 2.04 | 0.69 | 83,425 | 3,563 | 6.9% | 0.494 | 0.0830 | -0.364 | 0.278 | 0.031 |
| 771.00 | 1.51 | 1.51 | 1.52 | 0.44 | 58,732 | 2,095 | 6.6% | 0.408 | 0.0840 | -0.336 | 0.271 | 0.026 |
| 772.00 | 1.08 | 1.08 | 1.09 | 0.24 | 63,718 | 1,312 | 6.4% | 0.321 | 0.0803 | -0.295 | 0.250 | 0.020 |
| 773.00 | 0.75 | 0.74 | 0.75 | 0.11 | 44,386 | 1,644 | 6.2% | 0.239 | 0.0717 | -0.245 | 0.216 | 0.015 |
| 774.00 | 0.50 | 0.49 | 0.50 | 0.02 | 48,660 | 1,789 | 6.1% | 0.168 | 0.0595 | -0.192 | 0.175 | 0.011 |
| 775.00 | 0.31 | 0.31 | 0.32 | -0.06 | 50,487 | 3,588 | 5.9% | 0.111 | 0.0457 | -0.141 | 0.132 | 0.007 |
| 776.00 | 0.19 | 0.19 | 0.20 | -0.08 | 22,057 | 2,456 | 5.9% | 0.070 | 0.0328 | -0.099 | 0.094 | 0.004 |
| 777.00 | 0.12 | 0.12 | 0.13 | -0.07 | 22,857 | 2,820 | 5.9% | 0.044 | 0.0227 | -0.069 | 0.066 | 0.003 |
| 778.00 | 0.08 | 0.07 | 0.08 | -0.06 | 19,078 | 1,194 | 5.9% | 0.026 | 0.0147 | -0.044 | 0.042 | 0.002 |
| 779.00 | 0.05 | 0.04 | 0.05 | -0.05 | 14,963 | 1,889 | 6.0% | 0.016 | 0.0094 | -0.029 | 0.027 | 0.001 |
| 780.00 | 0.04 | 0.03 | 0.04 | -0.04 | 20,011 | 3,977 | 6.3% | 0.011 | 0.0068 | -0.023 | 0.021 | 0.001 |
| 781.00 | 0.03 | 0.02 | 0.03 | -0.01 | 5,103 | 2,108 | 6.5% | 0.008 | 0.0048 | -0.017 | 0.015 | 0.001 |
| 782.00 | 0.02 | 0.01 | 0.02 | -0.02 | 6,847 | 942 | 6.6% | 0.005 | 0.0031 | -0.011 | 0.010 | 0.000 |
| 783.00 | 0.02 | 0.01 | 0.02 | -0.02 | 2,953 | 596 | 7.1% | 0.005 | 0.0027 | -0.012 | 0.009 | 0.000 |
| 784.00 | 0.01 | 0.01 | 0.02 | -0.01 | 1,706 | 1,487 | 7.5% | 0.004 | 0.0022 | -0.011 | 0.008 | 0.000 |
| 785.00 | 0.01 | 0.00 | 0.01 | -0.02 | 1,491 | 879 | 7.4% | 0.002 | 0.0012 | -0.006 | 0.004 | 0.000 |
| 786.00 | 0.02 | 0.01 | 0.02 | 0.00 | 3,284 | 1,468 | 8.4% | 0.003 | 0.0017 | -0.010 | 0.007 | 0.000 |
| 787.00 | 0.01 | 0.00 | 0.01 | -0.01 | 514 | 1,054 | 8.2% | 0.002 | 0.0009 | -0.005 | 0.004 | 0.000 |
| 788.00 | 0.01 | 0.00 | 0.01 | 0.00 | 106 | 553 | 8.6% | 0.001 | 0.0008 | -0.005 | 0.003 | 0.000 |
| 789.00 | 0.02 | 0.00 | 0.01 | 0.01 | 39 | 537 | 9.0% | 0.001 | 0.0007 | -0.005 | 0.003 | 0.000 |
| 790.00 | 0.01 | 0.00 | 0.01 | -0.01 | 263 | 1,159 | 9.4% | 0.001 | 0.0006 | -0.005 | 0.003 | 0.000 |
| 791.00 | 0.01 | 0.00 | 0.01 | 0.00 | 22 | 1,439 | 9.8% | 0.001 | 0.0006 | -0.004 | 0.003 | 0.000 |
| 792.00 | 0.01 | 0.00 | 0.01 | 0.00 | 51 | 1,325 | 10.4% | 0.001 | 0.0006 | -0.005 | 0.003 | 0.000 |
| 793.00 | 0.01 | 0.00 | 0.01 | 0.00 | 936 | 9,442 | 10.7% | 0.001 | 0.0005 | -0.005 | 0.003 | 0.000 |
| 794.00 | 0.01 | 0.00 | 0.01 | 0.00 | 21 | 2,304 | 11.1% | 0.001 | 0.0005 | -0.005 | 0.003 | 0.000 |
| 795.00 | 0.01 | 0.00 | 0.01 | -0.01 | 412 | 2,844 | 11.5% | 0.001 | 0.0005 | -0.005 | 0.003 | 0.000 |
| 796.00 | 0.01 | 0.00 | 0.01 | 0.00 | 91 | 707 | 11.9% | 0.001 | 0.0004 | -0.005 | 0.002 | 0.000 |
| 797.00 | 0.04 | 0.00 | 0.01 | 0.00 | 2 | 596 | 12.3% | 0.001 | 0.0004 | -0.005 | 0.002 | 0.000 |
| 798.00 | 0.02 | 0.00 | 0.01 | 0.00 | 3 | 160 | 12.7% | 0.001 | 0.0004 | -0.005 | 0.002 | 0.000 |
| 799.00 | 0.01 | 0.00 | 0.01 | -0.03 | 709 | 243 | 13.1% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 800.00 | 0.01 | 0.00 | 0.01 | 0.00 | 28 | 1,307 | 13.5% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 801.00 | 0.01 | 0.00 | 0.01 | 0.00 | 10 | 552 | 13.9% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 802.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1,869 | 1,717 | 14.3% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 803.00 | 0.01 | 0.00 | 0.01 | 0.00 | 101 | 1,121 | 14.6% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 804.00 | 0.01 | 0.00 | 0.01 | 0.00 | 278 | 338 | 15.0% | 0.001 | 0.0003 | -0.005 | 0.002 | 0.000 |
| 805.00 | 0.01 | 0.00 | 0.01 | 0.00 | 51 | 1,631 | 15.2% | 0.001 | 0.0002 | -0.004 | 0.002 | 0.000 |
| 806.00 | 0.01 | 0.00 | 0.01 | -0.02 | 2 | 111 | 15.6% | 0.001 | 0.0002 | -0.004 | 0.002 | 0.000 |
| 807.00 | 0.01 | 0.00 | 0.01 | -0.01 | 4 | 346 | 16.0% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 808.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 35 | 16.4% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 809.00 | 0.01 | 0.00 | 0.01 | 0.00 | 240 | 539 | 16.8% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 810.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 261 | 17.2% | 0.001 | 0.0002 | -0.004 | 0.001 | 0.000 |
| 815.00 | 0.01 | 0.00 | 0.01 | 0.00 | 127 | 462 | 19.1% | 0.001 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 820.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 228 | 21.1% | 0.001 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 825.00 | 0.01 | 0.00 | 0.01 | 0.00 | 702 | 889 | 22.7% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 830.00 | 0.01 | 0.00 | 0.01 | 0.00 | 12 | 83 | 24.6% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 840.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 5 | 28.1% | 0.000 | 0.0001 | -0.004 | 0.001 | 0.000 |
| 850.00 | 0.01 | 0.00 | 0.01 | 0.00 | 11 | 21 | 31.6% | 0.000 | 0.0000 | -0.004 | 0.001 | 0.000 |
| 865.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 102 | 36.7% | 0.000 | 0.0000 | -0.004 | 0.001 | 0.000 |
| 880.00 | 0.01 | 0.00 | 0.01 | 0.00 | 3 | 68 | 41.4% | 0.000 | 0.0000 | -0.004 | 0.001 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 550.00 | 0.01 | 0.00 | 0.01 | 0.00 | 181 | 181 | 93.8% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 555.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 110 | 90.6% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 565.00 | 0.01 | 0.00 | 0.01 | 0.00 | 210 | 511 | 87.5% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 570.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 361 | 84.4% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 585.00 | 0.01 | 0.00 | 0.01 | 0.00 | 207 | 138 | 78.1% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 595.00 | 0.01 | 0.00 | 0.01 | 0.00 | 200 | 225 | 71.9% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 600.00 | 0.02 | 0.00 | 0.01 | 0.00 | 180 | 251 | 70.3% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 605.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 6 | 68.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 610.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 102 | 65.6% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 615.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 221 | 64.1% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 630.00 | 0.02 | 0.00 | 0.01 | 0.00 | 26 | 18 | 57.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 640.00 | 0.01 | 0.00 | 0.01 | 0.00 | 640 | 642 | 53.1% | -0.000 | 0.0000 | -0.001 | 0.000 | -0.000 |
| 650.00 | 0.01 | 0.00 | 0.01 | 0.00 | 368 | 480 | 51.6% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 655.00 | 0.01 | 0.00 | 0.01 | 0.00 | 252 | 257 | 50.0% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 660.00 | 0.02 | 0.00 | 0.01 | 0.00 | 249 | 246 | 47.7% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 665.00 | 0.01 | 0.00 | 0.01 | 0.00 | 95 | 39 | 45.3% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 670.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 9,667 | 43.0% | -0.000 | 0.0000 | -0.003 | 0.000 | -0.000 |
| 675.00 | 0.01 | 0.00 | 0.01 | 0.00 | 124 | 5,424 | 41.4% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 680.00 | 0.01 | 0.00 | 0.01 | -0.01 | 3,599 | 2,871 | 39.1% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 685.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1,265 | 52 | 36.7% | -0.000 | 0.0000 | -0.003 | 0.001 | -0.000 |
| 690.00 | 0.01 | 0.00 | 0.01 | -0.01 | 338 | 109 | 34.8% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 695.00 | 0.01 | 0.00 | 0.01 | -0.01 | 272 | 328 | 32.8% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 700.00 | 0.01 | 0.00 | 0.01 | -0.01 | 685 | 403 | 30.5% | -0.000 | 0.0000 | -0.004 | 0.001 | -0.000 |
| 705.00 | 0.02 | 0.00 | 0.01 | -0.01 | 249 | 134 | 28.5% | -0.000 | 0.0001 | -0.004 | 0.001 | -0.000 |
| 710.00 | 0.01 | 0.00 | 0.01 | -0.03 | 1,403 | 1,136 | 26.2% | -0.000 | 0.0001 | -0.003 | 0.001 | -0.000 |
| 715.00 | 0.01 | 0.00 | 0.01 | -0.03 | 14,537 | 408 | 24.2% | -0.000 | 0.0001 | -0.004 | 0.001 | -0.000 |
| 720.00 | 0.01 | 0.01 | 0.02 | -0.03 | 16,461 | 358 | 23.6% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 723.00 | 0.02 | 0.01 | 0.02 | -0.01 | 6,312 | 22 | 22.3% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 724.00 | 0.02 | 0.01 | 0.02 | -0.03 | 4,914 | 19 | 21.9% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 725.00 | 0.01 | 0.01 | 0.02 | -0.03 | 8,460 | 121 | 21.5% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 726.00 | 0.02 | 0.01 | 0.02 | -0.02 | 43,900 | 169 | 20.9% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 727.00 | 0.01 | 0.01 | 0.02 | -0.03 | 4,588 | 75 | 20.5% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 728.00 | 0.01 | 0.01 | 0.02 | -0.08 | 3,400 | 243 | 20.1% | -0.001 | 0.0002 | -0.008 | 0.002 | -0.000 |
| 729.00 | 0.01 | 0.01 | 0.02 | -0.04 | 3,933 | 217 | 19.7% | -0.001 | 0.0003 | -0.008 | 0.003 | -0.000 |
| 730.00 | 0.01 | 0.01 | 0.02 | -0.05 | 5,140 | 356 | 19.1% | -0.001 | 0.0003 | -0.008 | 0.002 | -0.000 |
| 731.00 | 0.02 | 0.01 | 0.02 | -0.04 | 3,310 | 440 | 18.8% | -0.001 | 0.0003 | -0.008 | 0.003 | -0.000 |
| 732.00 | 0.01 | 0.01 | 0.02 | -0.06 | 6,325 | 550 | 18.4% | -0.001 | 0.0003 | -0.008 | 0.003 | -0.000 |
| 733.00 | 0.02 | 0.01 | 0.02 | -0.06 | 1,967 | 270 | 17.8% | -0.001 | 0.0003 | -0.008 | 0.003 | -0.000 |
| 734.00 | 0.02 | 0.01 | 0.02 | -0.08 | 1,554 | 665 | 17.4% | -0.001 | 0.0003 | -0.008 | 0.003 | -0.000 |
| 735.00 | 0.02 | 0.01 | 0.02 | -0.05 | 2,742 | 2,756 | 17.0% | -0.001 | 0.0004 | -0.008 | 0.003 | -0.000 |
| 736.00 | 0.02 | 0.01 | 0.02 | -0.05 | 1,508 | 1,491 | 16.6% | -0.001 | 0.0004 | -0.008 | 0.003 | -0.000 |
| 737.00 | 0.01 | 0.01 | 0.02 | -0.07 | 2,631 | 579 | 16.0% | -0.001 | 0.0004 | -0.008 | 0.003 | -0.000 |
| 738.00 | 0.01 | 0.01 | 0.02 | -0.08 | 920 | 884 | 15.6% | -0.001 | 0.0004 | -0.008 | 0.003 | -0.000 |
| 739.00 | 0.01 | 0.01 | 0.02 | -0.09 | 3,119 | 914 | 15.2% | -0.001 | 0.0005 | -0.008 | 0.003 | -0.000 |
| 740.00 | 0.02 | 0.01 | 0.02 | -0.08 | 3,827 | 1,874 | 14.6% | -0.001 | 0.0004 | -0.008 | 0.003 | -0.000 |
| 741.00 | 0.01 | 0.01 | 0.02 | -0.11 | 524 | 772 | 14.3% | -0.002 | 0.0005 | -0.008 | 0.003 | -0.000 |
| 742.00 | 0.01 | 0.01 | 0.02 | -0.12 | 3,716 | 833 | 13.9% | -0.002 | 0.0005 | -0.008 | 0.004 | -0.000 |
| 743.00 | 0.02 | 0.01 | 0.02 | -0.12 | 1,078 | 988 | 13.4% | -0.002 | 0.0006 | -0.008 | 0.004 | -0.000 |
| 744.00 | 0.02 | 0.02 | 0.03 | -0.14 | 1,333 | 1,637 | 13.6% | -0.003 | 0.0009 | -0.013 | 0.006 | -0.000 |
| 745.00 | 0.03 | 0.02 | 0.03 | -0.14 | 1,591 | 1,779 | 13.1% | -0.003 | 0.0009 | -0.013 | 0.006 | -0.000 |
| 746.00 | 0.03 | 0.02 | 0.03 | -0.17 | 245 | 904 | 12.6% | -0.003 | 0.0010 | -0.012 | 0.006 | -0.000 |
| 747.00 | 0.03 | 0.02 | 0.03 | -0.20 | 3,099 | 1,172 | 12.1% | -0.003 | 0.0011 | -0.012 | 0.006 | -0.000 |
| 748.00 | 0.03 | 0.02 | 0.03 | -0.25 | 627 | 2,060 | 11.6% | -0.003 | 0.0011 | -0.012 | 0.006 | -0.000 |
| 749.00 | 0.02 | 0.02 | 0.03 | -0.30 | 3,714 | 1,800 | 11.1% | -0.003 | 0.0012 | -0.012 | 0.007 | -0.000 |
| 750.00 | 0.03 | 0.02 | 0.03 | -0.35 | 7,207 | 8,208 | 10.6% | -0.003 | 0.0013 | -0.012 | 0.007 | -0.000 |
| 751.00 | 0.03 | 0.02 | 0.03 | -0.40 | 3,056 | 1,568 | 10.2% | -0.003 | 0.0014 | -0.012 | 0.007 | -0.000 |
| 752.00 | 0.03 | 0.03 | 0.04 | -0.50 | 2,106 | 2,473 | 10.1% | -0.005 | 0.0021 | -0.017 | 0.010 | -0.000 |
| 753.00 | 0.05 | 0.03 | 0.04 | -0.57 | 4,567 | 1,988 | 9.6% | -0.005 | 0.0022 | -0.016 | 0.010 | -0.000 |
| 754.00 | 0.04 | 0.03 | 0.04 | -0.66 | 9,438 | 968 | 9.1% | -0.006 | 0.0025 | -0.016 | 0.011 | -0.000 |
| 755.00 | 0.05 | 0.04 | 0.05 | -0.78 | 9,505 | 6,686 | 8.9% | -0.008 | 0.0033 | -0.021 | 0.014 | -0.000 |
| 756.00 | 0.05 | 0.05 | 0.06 | -0.93 | 6,679 | 1,176 | 8.6% | -0.010 | 0.0043 | -0.025 | 0.018 | -0.001 |
| 757.00 | 0.06 | 0.06 | 0.07 | -1.09 | 6,626 | 1,240 | 8.3% | -0.012 | 0.0053 | -0.028 | 0.021 | -0.001 |
| 758.00 | 0.09 | 0.08 | 0.09 | -1.21 | 12,764 | 1,268 | 8.1% | -0.016 | 0.0072 | -0.037 | 0.028 | -0.001 |
| 759.00 | 0.11 | 0.10 | 0.11 | -1.43 | 15,142 | 1,499 | 7.8% | -0.021 | 0.0094 | -0.044 | 0.035 | -0.001 |
| 760.00 | 0.14 | 0.13 | 0.14 | -1.62 | 48,257 | 4,443 | 7.5% | -0.028 | 0.0124 | -0.054 | 0.045 | -0.002 |
| 761.00 | 0.18 | 0.17 | 0.18 | -1.88 | 19,353 | 1,540 | 7.3% | -0.039 | 0.0166 | -0.068 | 0.059 | -0.002 |
| 762.00 | 0.24 | 0.23 | 0.24 | -2.10 | 16,018 | 1,586 | 7.1% | -0.055 | 0.0222 | -0.087 | 0.077 | -0.003 |
| 763.00 | 0.30 | 0.29 | 0.30 | -2.40 | 16,316 | 2,044 | 6.8% | -0.072 | 0.0289 | -0.103 | 0.096 | -0.005 |
| 764.00 | 0.40 | 0.39 | 0.40 | -2.72 | 25,576 | 2,478 | 6.7% | -0.100 | 0.0378 | -0.127 | 0.123 | -0.006 |
| 765.00 | 0.52 | 0.51 | 0.52 | -3.00 | 58,573 | 2,714 | 6.4% | -0.136 | 0.0485 | -0.151 | 0.152 | -0.009 |
| 766.00 | 0.68 | 0.67 | 0.68 | -3.31 | 39,011 | 1,919 | 6.2% | -0.182 | 0.0610 | -0.175 | 0.184 | -0.012 |
| 767.00 | 0.88 | 0.88 | 0.89 | -3.70 | 40,699 | 1,195 | 6.0% | -0.243 | 0.0745 | -0.197 | 0.218 | -0.015 |
| 768.00 | 1.15 | 1.15 | 1.16 | -4.03 | 55,694 | 1,461 | 5.8% | -0.318 | 0.0879 | -0.212 | 0.249 | -0.020 |
| 769.00 | 1.47 | 1.47 | 1.49 | -4.23 | 95,455 | 1,739 | 5.6% | -0.406 | 0.0996 | -0.215 | 0.271 | -0.026 |
| 770.00 | 1.88 | 1.88 | 1.89 | -4.55 | 67,293 | 1,578 | 5.3% | -0.509 | 0.1079 | -0.199 | 0.278 | -0.032 |
| 771.00 | 2.35 | 2.35 | 2.39 | -4.98 | 31,039 | 664 | 5.0% | -0.621 | 0.1083 | -0.166 | 0.266 | -0.039 |
| 772.00 | 2.92 | 2.91 | 2.96 | -5.68 | 21,328 | 274 | 4.6% | -0.739 | 0.1003 | -0.108 | 0.227 | -0.047 |
| 773.00 | 3.60 | 3.58 | 3.62 | -5.84 | 6,486 | 440 | 4.1% | -0.861 | 0.0781 | -0.026 | 0.155 | -0.055 |
| 774.00 | 4.33 | 4.32 | 4.37 | -5.47 | 4,419 | 245 | 2.5% | -0.990 | 0.0147 | 0.083 | 0.018 | -0.063 |
| 775.00 | 5.16 | 5.14 | 5.19 | -5.18 | 2,380 | 477 | 0.0% | -1.000 | 0.0000 | 0.091 | 0.000 | -0.064 |
| 776.00 | 5.90 | 5.90 | 6.29 | -5.25 | 1,249 | 77 | 0.0% | -1.000 | 0.0000 | 0.091 | 0.000 | -0.064 |
| 777.00 | 7.14 | 6.81 | 7.24 | -4.55 | 1,089 | 119 | 0.0% | -1.000 | 0.0000 | 0.092 | 0.000 | -0.064 |
| 778.00 | 8.10 | 7.77 | 8.18 | -5.50 | 579 | 3 | 0.0% | -1.000 | 0.0000 | 0.092 | 0.000 | -0.064 |
| 779.00 | 9.39 | 8.52 | 10.00 | -5.07 | 282 | 10 | 10.8% | -0.883 | 0.0260 | -0.165 | 0.137 | -0.057 |
| 780.00 | 10.07 | 9.68 | 10.88 | -5.38 | 928 | 54 | 10.9% | -0.906 | 0.0221 | -0.129 | 0.117 | -0.058 |
| 781.00 | 11.39 | 10.19 | 11.89 | -5.21 | 264 | 2 | 11.7% | -0.911 | 0.0198 | -0.134 | 0.112 | -0.059 |
| 782.00 | 12.39 | 11.20 | 13.07 | -5.81 | 136 | 25 | 13.5% | -0.898 | 0.0190 | -0.197 | 0.125 | -0.058 |
| 783.00 | 13.38 | 12.20 | 14.05 | -5.22 | 329 | 5 | 14.1% | -0.905 | 0.0172 | -0.194 | 0.118 | -0.058 |
| 784.00 | 14.00 | 13.19 | 14.89 | -6.02 | 305 | 4 | 13.8% | -0.926 | 0.0146 | -0.139 | 0.098 | -0.060 |
| 785.00 | 14.99 | 14.16 | 15.91 | -6.70 | 317 | 0 | 14.6% | -0.928 | 0.0135 | -0.148 | 0.096 | -0.060 |
| 786.00 | 15.98 | 15.19 | 16.89 | -6.89 | 21 | 4 | 15.1% | -0.933 | 0.0123 | -0.142 | 0.091 | -0.060 |
| 788.00 | 17.99 | 17.20 | 19.05 | -5.33 | 7 | 0 | 17.7% | -0.925 | 0.0114 | -0.204 | 0.098 | -0.060 |
| 790.00 | 20.01 | 19.19 | 20.95 | -6.19 | 10 | 0 | 18.3% | -0.939 | 0.0095 | -0.169 | 0.084 | -0.061 |
| 791.00 | 21.08 | 20.20 | 22.05 | -9.40 | 7 | 2 | 19.7% | -0.934 | 0.0094 | -0.208 | 0.090 | -0.061 |
| 794.00 | 24.46 | 23.19 | 24.89 | -0.79 | 2 | 0 | 20.3% | -0.952 | 0.0071 | -0.149 | 0.070 | -0.062 |
| 795.00 | 25.08 | 24.19 | 25.95 | -6.14 | 6 | 1 | 21.5% | -0.949 | 0.0070 | -0.173 | 0.073 | -0.062 |
| 797.00 | 27.11 | 26.20 | 28.05 | -6.25 | 8 | 0 | 23.6% | -0.946 | 0.0067 | -0.214 | 0.077 | -0.062 |
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.