SPY
SPDR S&P 500 ETFClose $767.45EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 505.00 | 263.71 | 261.09 | 263.88 | 0.00 | 0 | 14 | 189.1% | 1.000 | 0.0000 | -0.061 | 0.000 | 0.014 |
| 540.00 | 229.31 | 226.08 | 228.90 | 0.00 | 0 | 12 | 162.5% | 1.000 | 0.0000 | -0.066 | 0.000 | 0.015 |
| 555.00 | 214.33 | 211.10 | 213.90 | 0.00 | 0 | 4 | 154.3% | 1.000 | 0.0000 | -0.069 | 0.000 | 0.015 |
| 580.00 | 188.95 | 186.10 | 188.89 | 0.00 | 0 | 4 | 133.6% | 1.000 | 0.0000 | -0.071 | 0.000 | 0.016 |
| 600.00 | 168.32 | 166.10 | 168.89 | -2.85 | 1 | 19 | 118.8% | 1.000 | 0.0000 | -0.074 | 0.000 | 0.016 |
| 605.00 | 164.42 | 161.10 | 163.90 | 0.00 | 0 | 4 | 116.0% | 1.000 | 0.0000 | -0.075 | 0.000 | 0.017 |
| 610.00 | 159.43 | 156.58 | 158.90 | 0.00 | 0 | 4 | 137.5% | 0.999 | 0.0000 | -0.132 | 0.001 | 0.017 |
| 615.00 | 153.82 | 151.11 | 153.90 | 0.00 | 0 | 8 | 109.8% | 1.000 | 0.0000 | -0.077 | 0.000 | 0.017 |
| 675.00 | 93.29 | 91.11 | 93.90 | -2.97 | 1 | 1 | 67.0% | 1.000 | 0.0000 | -0.086 | 0.000 | 0.018 |
| 700.00 | 67.55 | 66.12 | 68.92 | -2.15 | 8 | 31 | 51.2% | 1.000 | 0.0001 | -0.093 | 0.000 | 0.019 |
| 710.00 | 64.31 | 56.12 | 58.91 | 0.00 | 1 | 1 | 74.5% | 0.978 | 0.0017 | -0.863 | 0.021 | 0.019 |
| 715.00 | 52.87 | 51.12 | 53.92 | -9.45 | 3 | 24 | 69.5% | 0.975 | 0.0021 | -0.884 | 0.023 | 0.019 |
| 720.00 | 48.20 | 46.18 | 48.84 | -4.60 | 4 | 4 | 63.3% | 0.974 | 0.0024 | -0.847 | 0.024 | 0.019 |
| 722.00 | 50.80 | 44.18 | 46.84 | 0.00 | 0 | 4 | 61.2% | 0.973 | 0.0025 | -0.853 | 0.025 | 0.019 |
| 725.00 | 51.10 | 41.20 | 43.84 | 0.00 | 0 | 1 | 58.1% | 0.971 | 0.0029 | -0.862 | 0.027 | 0.019 |
| 731.00 | 39.10 | 35.20 | 37.84 | 0.00 | 0 | 4 | 51.7% | 0.965 | 0.0037 | -0.882 | 0.031 | 0.019 |
| 735.00 | 33.10 | 31.26 | 33.85 | -8.49 | 5 | 1 | 47.5% | 0.960 | 0.0045 | -0.902 | 0.034 | 0.019 |
| 736.00 | 37.37 | 30.20 | 32.85 | 0.00 | 2 | 8 | 46.4% | 0.959 | 0.0047 | -0.905 | 0.035 | 0.019 |
| 740.00 | 27.50 | 26.63 | 28.85 | -7.82 | 5 | 6 | 42.1% | 0.953 | 0.0058 | -0.918 | 0.040 | 0.019 |
| 741.00 | 27.47 | 25.20 | 27.85 | -6.16 | 1 | 6 | 40.9% | 0.951 | 0.0062 | -0.920 | 0.041 | 0.019 |
| 742.00 | 26.51 | 24.20 | 26.85 | -7.74 | 13 | 21 | 39.8% | 0.949 | 0.0066 | -0.924 | 0.042 | 0.019 |
| 743.00 | 27.76 | 23.20 | 25.85 | -5.63 | 10 | 65 | 38.7% | 0.947 | 0.0070 | -0.927 | 0.044 | 0.019 |
| 744.00 | 24.18 | 22.21 | 24.86 | -8.85 | 3 | 10 | 37.7% | 0.944 | 0.0075 | -0.936 | 0.045 | 0.019 |
| 745.00 | 23.22 | 21.21 | 23.75 | -5.65 | 18 | 11 | 35.6% | 0.946 | 0.0077 | -0.866 | 0.044 | 0.019 |
| 746.00 | 22.28 | 20.64 | 22.76 | -5.45 | 22 | 7 | 34.6% | 0.943 | 0.0082 | -0.876 | 0.046 | 0.019 |
| 747.00 | 21.28 | 19.22 | 21.76 | -5.54 | 10 | 57 | 33.4% | 0.940 | 0.0088 | -0.879 | 0.048 | 0.019 |
| 748.00 | 20.16 | 18.22 | 20.76 | -5.40 | 21 | 34 | 32.3% | 0.937 | 0.0095 | -0.881 | 0.049 | 0.019 |
| 749.00 | 19.52 | 17.21 | 19.76 | -5.30 | 22 | 31 | 31.2% | 0.934 | 0.0102 | -0.883 | 0.051 | 0.019 |
| 750.00 | 18.38 | 16.22 | 18.77 | -4.54 | 56 | 11 | 30.1% | 0.930 | 0.0111 | -0.892 | 0.054 | 0.019 |
| 751.00 | 16.58 | 15.23 | 17.77 | -6.59 | 15 | 16 | 28.9% | 0.926 | 0.0120 | -0.893 | 0.056 | 0.019 |
| 752.00 | 16.68 | 14.32 | 16.74 | -6.76 | 3 | 6 | 27.5% | 0.923 | 0.0130 | -0.875 | 0.058 | 0.019 |
| 753.00 | 14.46 | 13.41 | 15.44 | -6.42 | 6 | 13 | 24.0% | 0.936 | 0.0129 | -0.685 | 0.050 | 0.019 |
| 754.00 | 13.86 | 12.33 | 14.45 | -8.09 | 9 | 69 | 23.0% | 0.931 | 0.0143 | -0.693 | 0.053 | 0.019 |
| 755.00 | 12.55 | 12.45 | 13.26 | -7.13 | 295 | 98 | 20.3% | 0.940 | 0.0146 | -0.573 | 0.048 | 0.019 |
| 756.00 | 11.79 | 10.49 | 12.48 | -7.26 | 6 | 44 | 20.9% | 0.918 | 0.0180 | -0.714 | 0.061 | 0.019 |
| 757.00 | 11.64 | 9.53 | 11.50 | -5.21 | 24 | 43 | 19.8% | 0.910 | 0.0204 | -0.727 | 0.065 | 0.019 |
| 758.00 | 9.78 | 9.18 | 9.87 | -5.69 | 64 | 11 | 13.7% | 0.959 | 0.0158 | -0.327 | 0.035 | 0.020 |
| 759.00 | 9.11 | 7.71 | 9.60 | -4.79 | 60 | 34 | 18.0% | 0.884 | 0.0271 | -0.783 | 0.078 | 0.018 |
| 760.00 | 7.79 | 7.64 | 7.94 | -5.39 | 283 | 127 | 12.2% | 0.940 | 0.0245 | -0.377 | 0.048 | 0.020 |
| 761.00 | 6.88 | 6.79 | 6.88 | -6.12 | 299 | 48 | 10.6% | 0.939 | 0.0283 | -0.340 | 0.048 | 0.020 |
| 762.00 | 5.95 | 5.90 | 5.97 | -5.22 | 467 | 68 | 10.1% | 0.915 | 0.0383 | -0.397 | 0.062 | 0.019 |
| 763.00 | 5.10 | 5.02 | 5.10 | -4.96 | 841 | 107 | 9.7% | 0.879 | 0.0516 | -0.471 | 0.081 | 0.018 |
| 764.00 | 4.26 | 4.18 | 4.26 | -5.54 | 847 | 302 | 9.3% | 0.830 | 0.0679 | -0.546 | 0.102 | 0.017 |
| 765.00 | 3.45 | 3.39 | 3.47 | -4.67 | 2,971 | 176 | 8.9% | 0.763 | 0.0865 | -0.620 | 0.124 | 0.016 |
| 766.00 | 2.71 | 2.67 | 2.74 | -4.63 | 5,692 | 255 | 8.5% | 0.675 | 0.1052 | -0.677 | 0.145 | 0.014 |
| 767.00 | 2.05 | 2.03 | 2.07 | -4.40 | 17,067 | 137 | 8.1% | 0.567 | 0.1208 | -0.691 | 0.158 | 0.012 |
| 768.00 | 1.47 | 1.47 | 1.49 | -4.10 | 59,297 | 229 | 7.7% | 0.442 | 0.1272 | -0.653 | 0.159 | 0.009 |
| 769.00 | 1.02 | 1.00 | 1.02 | -4.03 | 80,674 | 457 | 7.4% | 0.313 | 0.1189 | -0.556 | 0.142 | 0.007 |
| 770.00 | 0.66 | 0.65 | 0.67 | -3.27 | 54,080 | 453 | 7.2% | 0.199 | 0.0963 | -0.422 | 0.112 | 0.004 |
| 771.00 | 0.42 | 0.41 | 0.42 | -2.81 | 35,032 | 477 | 7.1% | 0.113 | 0.0673 | -0.283 | 0.077 | 0.002 |
| 772.00 | 0.26 | 0.25 | 0.26 | -2.30 | 41,801 | 1,249 | 7.1% | 0.059 | 0.0413 | -0.171 | 0.047 | 0.001 |
| 773.00 | 0.16 | 0.15 | 0.16 | -1.83 | 33,386 | 2,461 | 7.1% | 0.029 | 0.0230 | -0.097 | 0.026 | 0.001 |
| 774.00 | 0.09 | 0.09 | 0.10 | -1.39 | 26,230 | 5,251 | 7.3% | 0.014 | 0.0120 | -0.052 | 0.014 | 0.000 |
| 775.00 | 0.05 | 0.05 | 0.06 | -1.02 | 26,969 | 3,468 | 7.3% | 0.006 | 0.0058 | -0.026 | 0.007 | 0.000 |
| 776.00 | 0.04 | 0.03 | 0.04 | -0.72 | 10,386 | 4,902 | 7.6% | 0.003 | 0.0030 | -0.014 | 0.004 | 0.000 |
| 777.00 | 0.03 | 0.02 | 0.03 | -0.49 | 9,008 | 3,158 | 8.0% | 0.002 | 0.0017 | -0.009 | 0.002 | 0.000 |
| 778.00 | 0.03 | 0.02 | 0.03 | -0.32 | 8,493 | 2,590 | 8.7% | 0.001 | 0.0014 | -0.009 | 0.002 | 0.000 |
| 779.00 | 0.01 | 0.01 | 0.02 | -0.22 | 5,640 | 3,050 | 8.9% | 0.001 | 0.0007 | -0.005 | 0.001 | 0.000 |
| 780.00 | 0.01 | 0.01 | 0.02 | -0.14 | 8,962 | 4,483 | 9.6% | 0.001 | 0.0006 | -0.004 | 0.001 | 0.000 |
| 781.00 | 0.01 | 0.01 | 0.02 | -0.08 | 1,575 | 3,840 | 10.2% | 0.001 | 0.0005 | -0.004 | 0.001 | 0.000 |
| 782.00 | 0.01 | 0.00 | 0.01 | -0.05 | 3,161 | 2,996 | 10.0% | 0.000 | 0.0002 | -0.001 | 0.000 | 0.000 |
| 783.00 | 0.01 | 0.00 | 0.01 | -0.04 | 2,378 | 2,103 | 10.5% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 784.00 | 0.01 | 0.00 | 0.01 | -0.02 | 3,056 | 1,481 | 11.1% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 785.00 | 0.01 | 0.00 | 0.01 | -0.02 | 486 | 2,240 | 11.7% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 786.00 | 0.01 | 0.00 | 0.01 | -0.01 | 213 | 1,658 | 12.3% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 787.00 | 0.01 | 0.00 | 0.01 | 0.00 | 209 | 1,077 | 12.9% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 788.00 | 0.01 | 0.00 | 0.01 | -0.01 | 643 | 2,084 | 13.5% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 789.00 | 0.01 | 0.00 | 0.01 | -0.01 | 150 | 1,540 | 14.1% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 790.00 | 0.01 | 0.00 | 0.01 | -0.01 | 55 | 1,295 | 14.6% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 791.00 | 0.01 | 0.00 | 0.01 | 0.00 | 25 | 1,324 | 15.2% | 0.000 | 0.0001 | -0.001 | 0.000 | 0.000 |
| 792.00 | 0.01 | 0.00 | 0.01 | 0.00 | 921 | 2,178 | 15.8% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 793.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 3,418 | 16.4% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 794.00 | 0.01 | 0.00 | 0.01 | 0.00 | 3 | 1,118 | 16.8% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 795.00 | 0.01 | 0.00 | 0.01 | 0.00 | 11 | 3,096 | 17.6% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 796.00 | 0.01 | 0.00 | 0.01 | 0.00 | 3 | 1,837 | 18.0% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 797.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 1,710 | 18.8% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 798.00 | 0.01 | 0.00 | 0.01 | 0.00 | 3 | 1,177 | 19.1% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 799.00 | 0.02 | 0.00 | 0.01 | 0.00 | 127 | 257 | 19.5% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 800.00 | 0.01 | 0.00 | 0.01 | 0.00 | 9 | 1,721 | 20.3% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 801.00 | 0.01 | 0.00 | 0.01 | 0.00 | 41 | 212 | 20.7% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 802.00 | 0.02 | 0.00 | 0.01 | 0.00 | 1 | 216 | 21.5% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 803.00 | 0.01 | 0.00 | 0.01 | 0.00 | 421 | 412 | 21.9% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 804.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 197 | 22.7% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 805.00 | 0.05 | 0.00 | 0.01 | 0.00 | 1 | 339 | 23.0% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 806.00 | 0.02 | 0.00 | 0.01 | 0.00 | 38 | 34 | 23.4% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 807.00 | 0.03 | 0.00 | 0.01 | 0.00 | 0 | 14 | 24.2% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 808.00 | 0.01 | 0.00 | 0.01 | 0.00 | 7 | 42 | 24.6% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 810.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 319 | 25.8% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 815.00 | 0.01 | 0.00 | 0.01 | 0.00 | 100 | 155 | 28.1% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 820.00 | 0.03 | 0.00 | 0.01 | 0.00 | 2 | 203 | 30.9% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 825.00 | 0.02 | 0.00 | 0.01 | 0.00 | 36 | 71 | 33.6% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 830.00 | 0.02 | 0.00 | 0.01 | 0.00 | 4 | 49 | 35.9% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 835.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 101 | 38.3% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 840.00 | 0.01 | - | 0.01 | 0.00 | 0 | 5 | 40.6% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 850.00 | 0.02 | - | 0.01 | 0.00 | 0 | 1 | 46.1% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 865.00 | 0.01 | - | 0.01 | 0.00 | 0 | 10 | 53.1% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 870.00 | 0.02 | - | 0.01 | 0.00 | 0 | 2 | 55.5% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 875.00 | 0.01 | - | 0.01 | 0.00 | 0 | 2 | 57.8% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 880.00 | 0.01 | - | 0.01 | 0.00 | 0 | 1,101 | 59.4% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 890.00 | 0.01 | - | 0.01 | 0.00 | 0 | 737 | 64.1% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 910.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 31 | 68.8% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 920.00 | 0.01 | 0.00 | 0.01 | 0.00 | 50 | 50 | 73.4% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 950.00 | 0.02 | 0.00 | 0.01 | 0.00 | 1 | 1 | 84.4% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 505.00 | 0.02 | 0.00 | 0.01 | 0.00 | 0 | 10 | 162.5% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 515.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1,300 | 529 | 156.3% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 520.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1,300 | 494 | 150.0% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 545.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 2 | 134.4% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 550.00 | 0.01 | 0.00 | 0.01 | 0.00 | 35 | 35 | 131.3% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 555.00 | 0.01 | 0.00 | 0.01 | 0.00 | 4 | 1 | 128.1% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 605.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 202 | 96.9% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 610.00 | 0.01 | - | 0.01 | 0.00 | 0 | 70 | 96.9% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 615.00 | 0.01 | - | 0.01 | 0.00 | 0 | 60 | 93.8% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 620.00 | 0.01 | - | 0.01 | 0.00 | 1 | 24 | 90.6% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 625.00 | 0.01 | - | 0.01 | 0.00 | 0 | 35 | 87.5% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 630.00 | 0.02 | - | 0.01 | 0.00 | 0 | 100 | 84.4% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 635.00 | 0.02 | - | 0.01 | 0.00 | 0 | 100 | 81.3% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 640.00 | 0.01 | 0.00 | 0.01 | 0.00 | 57 | 91 | 75.0% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 650.00 | 0.02 | 0.00 | 0.01 | 0.00 | 2 | 4 | 68.8% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 660.00 | 0.01 | - | 0.01 | 0.00 | 1 | 7 | 65.6% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 665.00 | 0.02 | 0.00 | 0.01 | 0.00 | 105 | 110 | 59.4% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 670.00 | 0.01 | 0.00 | 0.01 | 0.00 | 30 | 207 | 56.3% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 675.00 | 0.05 | 0.00 | 0.01 | 0.00 | 5 | 5 | 53.1% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 680.00 | 0.01 | 0.00 | 0.01 | 0.00 | 0 | 49 | 51.6% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 685.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 333 | 50.8% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 690.00 | 0.01 | 0.00 | 0.01 | 0.00 | 52 | 126 | 47.7% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 695.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 116 | 45.3% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 700.00 | 0.01 | 0.00 | 0.01 | 0.00 | 75 | 156 | 42.2% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 705.00 | 0.01 | 0.00 | 0.01 | 0.00 | 79 | 4,826 | 39.1% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 710.00 | 0.01 | 0.00 | 0.01 | 0.00 | 656 | 236 | 35.9% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 715.00 | 0.01 | 0.00 | 0.01 | 0.00 | 155 | 175 | 32.8% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 720.00 | 0.01 | 0.01 | 0.02 | -0.01 | 2,110 | 1,735 | 32.0% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 721.00 | 0.01 | 0.01 | 0.02 | -0.01 | 137 | 1,959 | 31.6% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 722.00 | 0.01 | 0.01 | 0.02 | 0.00 | 2,041 | 5 | 30.9% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 723.00 | 0.05 | 0.01 | 0.02 | 0.00 | 1 | 6 | 30.3% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 724.00 | 0.02 | 0.01 | 0.02 | -0.14 | 6 | 1 | 29.7% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 725.00 | 0.01 | 0.01 | 0.02 | -0.01 | 4,353 | 311 | 28.9% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 726.00 | 0.02 | 0.01 | 0.02 | 0.00 | 4,899 | 186 | 28.5% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 727.00 | 0.02 | 0.01 | 0.02 | 0.00 | 335 | 77 | 27.7% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 728.00 | 0.02 | 0.01 | 0.02 | -0.01 | 110 | 23 | 27.1% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 729.00 | 0.02 | 0.01 | 0.02 | -0.01 | 821 | 268 | 26.6% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 730.00 | 0.01 | 0.01 | 0.02 | -0.04 | 1,660 | 187 | 25.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 731.00 | 0.02 | 0.01 | 0.02 | -0.02 | 3,559 | 3 | 25.2% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 732.00 | 0.01 | 0.01 | 0.02 | -0.02 | 593 | 48 | 24.6% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 733.00 | 0.02 | 0.01 | 0.02 | -0.05 | 1,514 | 10 | 23.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 734.00 | 0.02 | 0.01 | 0.02 | -0.01 | 779 | 67 | 23.2% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 735.00 | 0.02 | 0.01 | 0.02 | -0.02 | 650 | 509 | 22.7% | -0.000 | 0.0001 | -0.002 | 0.000 | -0.000 |
| 736.00 | 0.01 | 0.01 | 0.02 | -0.12 | 29 | 32 | 22.1% | -0.000 | 0.0001 | -0.002 | 0.000 | -0.000 |
| 737.00 | 0.02 | 0.02 | 0.03 | 0.00 | 500 | 269 | 22.5% | -0.000 | 0.0001 | -0.005 | 0.000 | -0.000 |
| 738.00 | 0.02 | 0.02 | 0.03 | -0.03 | 204 | 140 | 21.7% | -0.000 | 0.0001 | -0.004 | 0.000 | -0.000 |
| 739.00 | 0.01 | 0.02 | 0.03 | -0.01 | 575 | 156 | 21.1% | -0.000 | 0.0001 | -0.005 | 0.000 | -0.000 |
| 740.00 | 0.02 | 0.02 | 0.03 | 0.00 | 3,636 | 1,181 | 20.4% | -0.000 | 0.0001 | -0.005 | 0.000 | -0.000 |
| 741.00 | 0.02 | 0.02 | 0.03 | -0.01 | 793 | 270 | 19.7% | -0.000 | 0.0001 | -0.005 | 0.000 | -0.000 |
| 742.00 | 0.02 | 0.02 | 0.03 | -0.02 | 1,094 | 397 | 19.1% | -0.000 | 0.0002 | -0.005 | 0.001 | -0.000 |
| 743.00 | 0.03 | 0.02 | 0.03 | 0.00 | 567 | 83 | 18.4% | -0.000 | 0.0002 | -0.005 | 0.001 | -0.000 |
| 744.00 | 0.01 | 0.02 | 0.03 | -0.01 | 852 | 32 | 17.8% | -0.000 | 0.0002 | -0.005 | 0.001 | -0.000 |
| 745.00 | 0.03 | 0.02 | 0.03 | 0.00 | 1,562 | 699 | 17.0% | -0.000 | 0.0002 | -0.005 | 0.001 | -0.000 |
| 746.00 | 0.03 | 0.02 | 0.03 | -0.01 | 200 | 398 | 16.4% | -0.000 | 0.0002 | -0.005 | 0.001 | -0.000 |
| 747.00 | 0.03 | 0.02 | 0.03 | 0.00 | 655 | 1,499 | 15.7% | -0.000 | 0.0003 | -0.005 | 0.001 | -0.000 |
| 748.00 | 0.03 | 0.03 | 0.04 | -0.01 | 209 | 775 | 15.6% | -0.001 | 0.0004 | -0.009 | 0.001 | -0.000 |
| 749.00 | 0.03 | 0.03 | 0.04 | -0.01 | 724 | 348 | 14.8% | -0.001 | 0.0005 | -0.008 | 0.001 | -0.000 |
| 750.00 | 0.04 | 0.03 | 0.04 | 0.00 | 6,845 | 502 | 14.2% | -0.001 | 0.0005 | -0.009 | 0.001 | -0.000 |
| 751.00 | 0.04 | 0.03 | 0.04 | -0.01 | 3,052 | 490 | 13.5% | -0.001 | 0.0006 | -0.009 | 0.001 | -0.000 |
| 752.00 | 0.05 | 0.04 | 0.05 | 0.00 | 6,795 | 521 | 13.2% | -0.002 | 0.0009 | -0.013 | 0.002 | -0.000 |
| 753.00 | 0.05 | 0.05 | 0.06 | -0.01 | 2,686 | 480 | 12.8% | -0.002 | 0.0013 | -0.017 | 0.003 | -0.000 |
| 754.00 | 0.06 | 0.06 | 0.07 | 0.00 | 3,814 | 820 | 12.4% | -0.003 | 0.0018 | -0.022 | 0.004 | -0.000 |
| 755.00 | 0.08 | 0.07 | 0.08 | 0.01 | 3,873 | 430 | 11.8% | -0.004 | 0.0024 | -0.027 | 0.005 | -0.000 |
| 756.00 | 0.10 | 0.09 | 0.10 | 0.02 | 2,906 | 631 | 11.5% | -0.006 | 0.0036 | -0.037 | 0.007 | -0.000 |
| 757.00 | 0.11 | 0.11 | 0.12 | 0.01 | 6,864 | 370 | 11.0% | -0.008 | 0.0051 | -0.049 | 0.009 | -0.000 |
| 758.00 | 0.15 | 0.14 | 0.15 | 0.04 | 8,279 | 693 | 10.6% | -0.012 | 0.0075 | -0.067 | 0.013 | -0.000 |
| 759.00 | 0.19 | 0.19 | 0.20 | 0.06 | 12,335 | 636 | 10.4% | -0.020 | 0.0116 | -0.100 | 0.019 | -0.000 |
| 760.00 | 0.25 | 0.24 | 0.25 | 0.09 | 58,342 | 8,503 | 10.0% | -0.030 | 0.0168 | -0.133 | 0.027 | -0.001 |
| 761.00 | 0.33 | 0.32 | 0.33 | 0.14 | 20,583 | 2,297 | 9.8% | -0.047 | 0.0249 | -0.187 | 0.039 | -0.001 |
| 762.00 | 0.42 | 0.42 | 0.43 | 0.18 | 17,839 | 888 | 9.4% | -0.071 | 0.0358 | -0.252 | 0.055 | -0.001 |
| 763.00 | 0.55 | 0.55 | 0.56 | 0.26 | 31,376 | 1,881 | 9.1% | -0.107 | 0.0502 | -0.329 | 0.074 | -0.002 |
| 764.00 | 0.72 | 0.71 | 0.72 | 0.37 | 28,570 | 711 | 8.8% | -0.157 | 0.0680 | -0.410 | 0.097 | -0.003 |
| 765.00 | 0.91 | 0.91 | 0.93 | 0.49 | 59,385 | 2,247 | 8.4% | -0.226 | 0.0886 | -0.489 | 0.121 | -0.005 |
| 766.00 | 1.19 | 1.18 | 1.19 | 0.68 | 48,863 | 1,211 | 8.1% | -0.316 | 0.1099 | -0.547 | 0.143 | -0.007 |
| 767.00 | 1.52 | 1.52 | 1.54 | 0.91 | 100,325 | 1,479 | 7.8% | -0.430 | 0.1261 | -0.573 | 0.158 | -0.009 |
| 768.00 | 1.96 | 1.95 | 1.97 | 1.20 | 120,673 | 1,873 | 7.4% | -0.561 | 0.1325 | -0.536 | 0.158 | -0.012 |
| 769.00 | 2.47 | 2.47 | 2.52 | 1.53 | 55,630 | 2,315 | 7.2% | -0.693 | 0.1219 | -0.444 | 0.141 | -0.015 |
| 770.00 | 3.11 | 3.11 | 3.18 | 1.96 | 21,838 | 4,205 | 7.0% | -0.808 | 0.0970 | -0.311 | 0.110 | -0.017 |
| 771.00 | 3.86 | 3.86 | 3.94 | 2.44 | 5,634 | 1,784 | 6.9% | -0.894 | 0.0664 | -0.173 | 0.074 | -0.019 |
| 772.00 | 4.70 | 4.59 | 4.81 | 2.92 | 6,959 | 3,174 | 7.1% | -0.941 | 0.0414 | -0.081 | 0.047 | -0.020 |
| 773.00 | 5.60 | 5.55 | 5.70 | 3.39 | 3,052 | 4,310 | 7.0% | -0.973 | 0.0220 | 0.002 | 0.025 | -0.021 |
| 774.00 | 6.56 | 6.28 | 6.86 | 3.84 | 1,967 | 6,100 | 9.6% | -0.952 | 0.0259 | -0.106 | 0.040 | -0.020 |
| 775.00 | 7.59 | 7.28 | 7.76 | 4.32 | 3,228 | 4,215 | 9.6% | -0.973 | 0.0163 | -0.032 | 0.025 | -0.021 |
| 776.00 | 8.48 | 8.27 | 8.70 | 4.54 | 1,119 | 2,969 | 9.7% | -0.984 | 0.0102 | 0.012 | 0.016 | -0.021 |
| 777.00 | 10.05 | 9.28 | 9.80 | 5.20 | 743 | 2,903 | 11.9% | -0.975 | 0.0123 | -0.052 | 0.024 | -0.021 |
| 778.00 | 10.50 | 10.25 | 10.80 | 4.93 | 166 | 2,755 | 12.9% | -0.978 | 0.0103 | -0.048 | 0.021 | -0.021 |
| 779.00 | 11.68 | 11.26 | 12.10 | 5.22 | 203 | 669 | 16.9% | -0.953 | 0.0146 | -0.248 | 0.040 | -0.020 |
| 780.00 | 12.26 | 12.44 | 13.09 | 4.94 | 166 | 701 | 17.8% | -0.957 | 0.0127 | -0.237 | 0.036 | -0.020 |
| 781.00 | 13.60 | 12.33 | 14.95 | 5.62 | 19 | 37 | 25.5% | -0.902 | 0.0168 | -0.802 | 0.069 | -0.019 |
| 782.00 | 14.55 | 13.77 | 15.88 | 5.25 | 219 | 5 | 26.2% | -0.912 | 0.0152 | -0.756 | 0.064 | -0.020 |
| 783.00 | 15.51 | 14.77 | 16.87 | 5.01 | 129 | 0 | 27.3% | -0.918 | 0.0139 | -0.747 | 0.061 | -0.020 |
| 784.00 | 16.36 | 15.77 | 17.79 | 5.99 | 220 | 1 | 27.8% | -0.927 | 0.0125 | -0.693 | 0.056 | -0.020 |
| 785.00 | 16.91 | 16.77 | 18.79 | 4.94 | 326 | 118 | 28.9% | -0.930 | 0.0115 | -0.690 | 0.054 | -0.020 |
| 786.00 | 18.20 | 17.33 | 20.01 | 5.05 | 20 | 0 | 31.6% | -0.923 | 0.0113 | -0.831 | 0.058 | -0.020 |
| 787.00 | 19.22 | 18.33 | 21.01 | 4.72 | 18 | 0 | 32.8% | -0.927 | 0.0106 | -0.829 | 0.056 | -0.020 |
| 788.00 | 20.20 | 19.33 | 22.01 | 6.93 | 14 | 0 | 33.8% | -0.930 | 0.0099 | -0.825 | 0.054 | -0.020 |
| 789.00 | 21.20 | 20.33 | 23.00 | 5.39 | 18 | 2 | 34.8% | -0.934 | 0.0092 | -0.815 | 0.052 | -0.020 |
| 790.00 | 21.66 | 21.33 | 24.01 | 5.00 | 31 | 0 | 36.0% | -0.936 | 0.0087 | -0.819 | 0.050 | -0.020 |
| 791.00 | 23.24 | 22.21 | 25.02 | 7.48 | 13 | 0 | 37.1% | -0.938 | 0.0082 | -0.822 | 0.049 | -0.020 |
| 792.00 | 24.22 | 23.21 | 26.01 | 7.44 | 10 | 0 | 38.1% | -0.941 | 0.0077 | -0.812 | 0.047 | -0.020 |
| 793.00 | 25.20 | 24.21 | 27.02 | 7.44 | 10 | 0 | 39.2% | -0.943 | 0.0073 | -0.815 | 0.046 | -0.021 |
| 794.00 | 26.23 | 25.21 | 28.01 | 6.23 | 10 | 0 | 40.2% | -0.945 | 0.0069 | -0.805 | 0.044 | -0.021 |
| 795.00 | 27.21 | 26.21 | 29.00 | 7.42 | 12 | 0 | 41.1% | -0.948 | 0.0065 | -0.794 | 0.043 | -0.021 |
| 798.00 | 28.68 | 29.21 | 32.02 | 8.26 | 10 | 0 | 44.3% | -0.952 | 0.0056 | -0.796 | 0.040 | -0.021 |
| 799.00 | 29.47 | 30.21 | 33.01 | 3.91 | 6 | 0 | 45.2% | -0.954 | 0.0053 | -0.786 | 0.039 | -0.021 |
| 800.00 | 32.50 | 31.21 | 34.00 | 8.04 | 12 | 5 | 46.1% | -0.956 | 0.0050 | -0.775 | 0.038 | -0.021 |
| 801.00 | 31.78 | 32.21 | 35.01 | 8.40 | 6 | 0 | 47.2% | -0.957 | 0.0048 | -0.778 | 0.037 | -0.021 |
| 802.00 | 32.76 | 33.21 | 36.02 | 8.34 | 6 | 0 | 48.3% | -0.958 | 0.0046 | -0.782 | 0.036 | -0.021 |
| 803.00 | 33.76 | 34.21 | 37.02 | 8.34 | 6 | 0 | 49.2% | -0.959 | 0.0044 | -0.778 | 0.035 | -0.021 |
| 804.00 | 34.80 | 35.21 | 38.02 | 8.43 | 6 | 0 | 50.2% | -0.960 | 0.0043 | -0.774 | 0.034 | -0.021 |
| 805.00 | 36.03 | 36.21 | 39.00 | 8.65 | 4 | 0 | 51.0% | -0.962 | 0.0040 | -0.758 | 0.033 | -0.021 |
| 806.00 | 36.99 | 37.21 | 40.02 | 8.61 | 4 | 0 | 52.1% | -0.962 | 0.0039 | -0.768 | 0.033 | -0.021 |
| 807.00 | 37.92 | 38.21 | 41.01 | 8.54 | 2 | 0 | 53.0% | -0.964 | 0.0037 | -0.757 | 0.032 | -0.021 |
| 808.00 | 38.88 | 39.21 | 42.02 | 8.50 | 4 | 0 | 54.0% | -0.964 | 0.0036 | -0.759 | 0.032 | -0.021 |
| 809.00 | 39.87 | 40.21 | 43.01 | 8.49 | 4 | 0 | 54.8% | -0.965 | 0.0035 | -0.749 | 0.031 | -0.021 |
| 810.00 | 40.89 | 41.32 | 43.49 | 8.80 | 13 | 1 | 50.0% | -0.980 | 0.0025 | -0.402 | 0.020 | -0.022 |
| 815.00 | 45.91 | 46.21 | 49.02 | 5.55 | 4 | 0 | 60.5% | -0.970 | 0.0028 | -0.735 | 0.027 | -0.022 |
| 820.00 | 50.82 | 51.32 | 53.49 | 5.54 | 4 | 0 | 58.5% | -0.984 | 0.0017 | -0.376 | 0.016 | -0.022 |
| 825.00 | 55.86 | 56.21 | 59.01 | 7.15 | 4 | 0 | 69.2% | -0.976 | 0.0020 | -0.696 | 0.023 | -0.022 |
| 830.00 | 60.72 | 61.21 | 64.02 | 5.30 | 4 | 0 | 73.7% | -0.978 | 0.0018 | -0.687 | 0.021 | -0.022 |
| 835.00 | 65.76 | 66.21 | 69.02 | 5.38 | 4 | 0 | 77.9% | -0.980 | 0.0016 | -0.674 | 0.020 | -0.022 |
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.