TSM
Taiwan Semiconductor ManufacturClose $434.16EOD onlyThis page reflects TSM 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 210.00 | 214.97 | 223.25 | 226.25 | 0.00 | 2 | 3 | 229.4% | 0.993 | 0.0001 | -0.221 | 0.012 | 0.040 |
| 215.00 | 224.77 | 217.60 | 221.60 | 14.73 | 2 | 6 | 213.7% | 0.994 | 0.0001 | -0.176 | 0.010 | 0.041 |
| 220.00 | 219.80 | 213.10 | 216.60 | 5.40 | 2 | 10 | 221.1% | 0.991 | 0.0002 | -0.251 | 0.014 | 0.041 |
| 225.00 | 208.41 | 208.30 | 211.65 | 0.00 | 1 | 11 | 220.0% | 0.990 | 0.0002 | -0.286 | 0.017 | 0.042 |
| 230.00 | 220.10 | 203.05 | 206.65 | 0.00 | 1 | 7 | 208.0% | 0.991 | 0.0002 | -0.251 | 0.015 | 0.043 |
| 235.00 | 199.07 | 198.30 | 201.10 | 0.00 | 2 | 200 | 194.4% | 0.992 | 0.0002 | -0.207 | 0.013 | 0.044 |
| 240.00 | 194.09 | 192.70 | 196.25 | 0.00 | 2 | 8 | 175.0% | 0.995 | 0.0001 | -0.138 | 0.009 | 0.046 |
| 245.00 | 188.20 | 188.35 | 191.70 | 0.00 | 2 | 10 | 196.2% | 0.988 | 0.0003 | -0.299 | 0.019 | 0.046 |
| 250.00 | 190.63 | 183.40 | 186.95 | 0.00 | 2 | 8 | 195.1% | 0.985 | 0.0003 | -0.339 | 0.022 | 0.047 |
| 255.00 | 179.49 | 178.40 | 181.70 | 0.00 | 2 | 10 | 184.9% | 0.986 | 0.0003 | -0.305 | 0.021 | 0.048 |
| 260.00 | 180.45 | 173.45 | 176.20 | 0.00 | 1 | 10 | 170.8% | 0.989 | 0.0003 | -0.243 | 0.017 | 0.049 |
| 265.00 | 169.52 | 168.45 | 171.80 | 0.00 | 2 | 10 | 175.4% | 0.985 | 0.0004 | -0.324 | 0.023 | 0.049 |
| 270.00 | 164.54 | 163.50 | 166.90 | 0.00 | 2 | 8 | 171.8% | 0.983 | 0.0004 | -0.342 | 0.025 | 0.050 |
| 275.00 | 159.57 | 158.55 | 161.85 | 0.00 | 2 | 10 | 166.0% | 0.982 | 0.0004 | -0.342 | 0.026 | 0.051 |
| 280.00 | 154.59 | 153.60 | 156.90 | 0.00 | 2 | 8 | 161.6% | 0.981 | 0.0005 | -0.353 | 0.028 | 0.052 |
| 285.00 | 149.65 | 148.60 | 151.95 | 0.00 | 2 | 10 | 156.6% | 0.980 | 0.0005 | -0.359 | 0.029 | 0.053 |
| 290.00 | 181.98 | 143.70 | 146.50 | 0.00 | 23 | 23 | 146.5% | 0.982 | 0.0005 | -0.313 | 0.027 | 0.054 |
| 295.00 | 128.55 | 138.80 | 141.55 | 0.00 | 1 | 9 | 143.1% | 0.980 | 0.0006 | -0.332 | 0.029 | 0.055 |
| 300.00 | 144.15 | 133.80 | 137.15 | -9.25 | 4 | 31 | 144.5% | 0.974 | 0.0007 | -0.403 | 0.036 | 0.055 |
| 305.00 | 129.86 | 128.85 | 131.95 | 0.00 | 2 | 11 | 137.5% | 0.975 | 0.0007 | -0.384 | 0.036 | 0.056 |
| 310.00 | 131.15 | 123.95 | 126.75 | 0.00 | 2 | 14 | 131.1% | 0.974 | 0.0008 | -0.370 | 0.036 | 0.057 |
| 315.00 | 155.44 | 118.75 | 122.40 | 0.00 | 1 | 9 | 130.2% | 0.970 | 0.0009 | -0.420 | 0.041 | 0.058 |
| 320.00 | 112.79 | 113.80 | 117.45 | -37.26 | 1 | 86 | 125.7% | 0.967 | 0.0010 | -0.429 | 0.044 | 0.058 |
| 325.00 | 109.55 | 109.25 | 112.05 | -31.82 | 1 | 204 | 120.8% | 0.966 | 0.0010 | -0.432 | 0.046 | 0.059 |
| 330.00 | 98.42 | 104.35 | 107.20 | 0.00 | 0 | 268 | 117.6% | 0.962 | 0.0012 | -0.456 | 0.050 | 0.060 |
| 335.00 | 117.38 | 99.00 | 102.70 | 0.00 | 44 | 61 | 113.4% | 0.959 | 0.0013 | -0.468 | 0.053 | 0.061 |
| 340.00 | 109.75 | 94.10 | 97.80 | 0.00 | 8 | 46 | 109.5% | 0.955 | 0.0014 | -0.485 | 0.057 | 0.061 |
| 345.00 | 98.00 | 89.25 | 92.70 | 0.00 | 2 | 23 | 104.6% | 0.952 | 0.0016 | -0.486 | 0.060 | 0.062 |
| 350.00 | 83.27 | 84.35 | 87.65 | -9.26 | 21 | 5 | 99.7% | 0.949 | 0.0017 | -0.486 | 0.063 | 0.063 |
| 355.00 | 98.80 | 79.45 | 83.05 | 0.00 | 1 | 1 | 97.4% | 0.941 | 0.0020 | -0.528 | 0.070 | 0.063 |
| 360.00 | 75.05 | 74.95 | 78.15 | -12.42 | 3 | 154 | 95.3% | 0.932 | 0.0023 | -0.575 | 0.079 | 0.063 |
| 365.00 | 82.76 | 69.65 | 72.95 | -3.26 | 3 | 16 | 87.3% | 0.933 | 0.0025 | -0.524 | 0.078 | 0.064 |
| 370.00 | 65.15 | 65.20 | 67.90 | -13.85 | 24 | 80 | 84.5% | 0.924 | 0.0028 | -0.559 | 0.086 | 0.064 |
| 375.00 | 101.71 | 60.35 | 63.30 | 0.00 | 1 | 21 | 81.6% | 0.913 | 0.0032 | -0.594 | 0.095 | 0.064 |
| 380.00 | 54.26 | 55.60 | 58.15 | -13.36 | 4 | 138 | 76.6% | 0.906 | 0.0036 | -0.591 | 0.101 | 0.065 |
| 385.00 | 71.99 | 50.85 | 53.35 | 0.00 | 1 | 29 | 72.9% | 0.894 | 0.0042 | -0.611 | 0.110 | 0.065 |
| 387.50 | 48.75 | 48.50 | 51.00 | 4.80 | 1 | 2 | 71.2% | 0.887 | 0.0045 | -0.625 | 0.115 | 0.064 |
| 390.00 | 60.49 | 46.20 | 48.70 | -12.51 | 1 | 114 | 69.8% | 0.878 | 0.0048 | -0.645 | 0.121 | 0.064 |
| 392.50 | 58.37 | 43.90 | 46.50 | 0.00 | 23 | 24 | 68.6% | 0.868 | 0.0052 | -0.669 | 0.128 | 0.064 |
| 395.00 | 50.86 | 41.55 | 44.05 | 0.00 | 16 | 103 | 66.4% | 0.861 | 0.0056 | -0.671 | 0.133 | 0.064 |
| 400.00 | 35.65 | 37.20 | 39.70 | -11.55 | 233 | 175 | 64.4% | 0.835 | 0.0064 | -0.725 | 0.149 | 0.062 |
| 402.50 | 35.43 | 35.05 | 37.50 | -31.02 | 15 | 3 | 63.2% | 0.821 | 0.0069 | -0.747 | 0.157 | 0.061 |
| 405.00 | 33.00 | 32.95 | 35.30 | -12.75 | 48 | 94 | 61.9% | 0.806 | 0.0074 | -0.768 | 0.165 | 0.061 |
| 407.50 | 31.33 | 30.90 | 33.20 | -7.52 | 2 | 7 | 60.9% | 0.789 | 0.0079 | -0.792 | 0.174 | 0.060 |
| 410.00 | 29.61 | 28.90 | 31.15 | -12.61 | 26 | 137 | 60.0% | 0.771 | 0.0084 | -0.817 | 0.182 | 0.059 |
| 412.50 | 25.50 | 26.95 | 29.15 | -24.15 | 201 | 21 | 59.1% | 0.751 | 0.0089 | -0.840 | 0.191 | 0.057 |
| 415.00 | 25.50 | 25.05 | 27.20 | -9.51 | 284 | 95 | 58.2% | 0.729 | 0.0095 | -0.862 | 0.199 | 0.056 |
| 417.50 | 23.25 | 23.25 | 25.30 | -10.03 | 66 | 42 | 57.4% | 0.706 | 0.0100 | -0.883 | 0.207 | 0.054 |
| 420.00 | 21.80 | 21.75 | 23.50 | -9.33 | 29 | 190 | 57.3% | 0.680 | 0.0104 | -0.913 | 0.215 | 0.052 |
| 422.50 | 32.05 | 19.80 | 21.75 | 0.00 | 15 | 43 | 56.1% | 0.655 | 0.0109 | -0.919 | 0.221 | 0.051 |
| 425.00 | 18.70 | 18.25 | 20.10 | -8.50 | 27 | 390 | 55.7% | 0.628 | 0.0113 | -0.935 | 0.227 | 0.049 |
| 427.50 | 17.00 | 16.80 | 18.50 | -9.70 | 14 | 23 | 55.3% | 0.599 | 0.0116 | -0.947 | 0.232 | 0.047 |
| 430.00 | 15.40 | 15.40 | 17.05 | -7.45 | 127 | 409 | 55.1% | 0.570 | 0.0119 | -0.956 | 0.236 | 0.044 |
| 432.50 | 14.50 | 14.10 | 15.65 | -8.22 | 162 | 105 | 54.8% | 0.540 | 0.0120 | -0.961 | 0.239 | 0.042 |
| 435.00 | 13.50 | 13.00 | 14.35 | -7.12 | 173 | 299 | 54.9% | 0.509 | 0.0121 | -0.965 | 0.240 | 0.040 |
| 437.50 | 12.43 | 11.65 | 13.15 | -6.07 | 238 | 348 | 54.4% | 0.479 | 0.0122 | -0.954 | 0.240 | 0.038 |
| 440.00 | 11.30 | 10.80 | 12.05 | -6.13 | 2,137 | 266 | 54.8% | 0.449 | 0.0120 | -0.954 | 0.238 | 0.035 |
| 442.50 | 10.50 | 9.55 | 11.00 | -6.84 | 151 | 96 | 54.3% | 0.419 | 0.0120 | -0.931 | 0.235 | 0.033 |
| 445.00 | 9.31 | 8.75 | 10.35 | -4.29 | 467 | 308 | 55.2% | 0.392 | 0.0116 | -0.930 | 0.231 | 0.031 |
| 447.50 | 8.40 | 7.80 | 8.95 | -4.74 | 283 | 149 | 54.0% | 0.361 | 0.0115 | -0.885 | 0.225 | 0.029 |
| 450.00 | 7.65 | 6.95 | 8.25 | -3.76 | 2,550 | 2,591 | 54.1% | 0.334 | 0.0112 | -0.862 | 0.219 | 0.026 |
| 452.50 | 6.99 | 6.30 | 7.60 | -3.96 | 106 | 225 | 54.6% | 0.309 | 0.0107 | -0.841 | 0.212 | 0.025 |
| 455.00 | 6.20 | 5.75 | 6.40 | -3.70 | 5,395 | 678 | 53.8% | 0.281 | 0.0104 | -0.792 | 0.203 | 0.022 |
| 457.50 | 5.65 | 5.05 | 6.30 | -4.51 | 1,248 | 92 | 54.9% | 0.261 | 0.0099 | -0.779 | 0.195 | 0.021 |
| 460.00 | 5.20 | 4.55 | 5.50 | -3.50 | 1,280 | 1,459 | 54.6% | 0.237 | 0.0094 | -0.735 | 0.186 | 0.019 |
| 462.50 | 4.80 | 4.25 | 5.15 | -3.26 | 909 | 217 | 55.7% | 0.220 | 0.0089 | -0.720 | 0.178 | 0.018 |
| 465.00 | 4.17 | 3.85 | 4.80 | -2.98 | 588 | 434 | 56.3% | 0.203 | 0.0083 | -0.694 | 0.170 | 0.016 |
| 467.50 | 3.90 | 3.60 | 4.55 | -2.00 | 760 | 1,049 | 57.5% | 0.190 | 0.0078 | -0.679 | 0.163 | 0.015 |
| 470.00 | 3.68 | 2.98 | 4.00 | -1.60 | 1,399 | 2,416 | 56.6% | 0.168 | 0.0074 | -0.619 | 0.151 | 0.013 |
| 472.50 | 3.10 | 2.90 | 3.60 | -1.55 | 330 | 262 | 57.5% | 0.156 | 0.0069 | -0.598 | 0.144 | 0.012 |
| 475.00 | 3.00 | 2.55 | 3.50 | -1.21 | 553 | 1,591 | 58.4% | 0.144 | 0.0065 | -0.576 | 0.137 | 0.012 |
| 477.50 | 2.71 | 2.21 | 3.20 | -0.89 | 535 | 854 | 58.5% | 0.130 | 0.0060 | -0.539 | 0.127 | 0.010 |
| 480.00 | 2.41 | 2.20 | 3.05 | -0.97 | 3,424 | 5,325 | 60.0% | 0.124 | 0.0057 | -0.533 | 0.123 | 0.010 |
| 482.50 | 2.38 | 2.04 | 2.83 | -0.51 | 292 | 670 | 60.8% | 0.115 | 0.0053 | -0.511 | 0.116 | 0.009 |
| 485.00 | 2.17 | 1.80 | 2.64 | -0.35 | 398 | 2,267 | 61.1% | 0.105 | 0.0049 | -0.481 | 0.109 | 0.008 |
| 487.50 | 2.06 | 1.67 | 2.47 | -0.24 | 94 | 178 | 61.9% | 0.097 | 0.0046 | -0.461 | 0.103 | 0.008 |
| 490.00 | 1.79 | 1.39 | 2.20 | -0.35 | 216 | 1,516 | 61.5% | 0.086 | 0.0042 | -0.417 | 0.094 | 0.007 |
| 492.50 | 1.68 | 1.27 | 2.17 | -0.20 | 38 | 678 | 62.7% | 0.081 | 0.0040 | -0.407 | 0.090 | 0.006 |
| 495.00 | 1.59 | 1.20 | 2.05 | -0.01 | 245 | 462 | 63.6% | 0.076 | 0.0037 | -0.393 | 0.086 | 0.006 |
| 500.00 | 1.44 | 0.92 | 1.60 | 0.07 | 531 | 1,082 | 63.3% | 0.060 | 0.0031 | -0.326 | 0.071 | 0.005 |
| 502.50 | 1.28 | 0.90 | 1.72 | 0.26 | 169 | 1,354 | 65.6% | 0.060 | 0.0030 | -0.338 | 0.072 | 0.005 |
| 505.00 | 1.23 | 0.90 | 1.51 | 0.22 | 117 | 182 | 66.0% | 0.055 | 0.0028 | -0.318 | 0.067 | 0.004 |
| 507.50 | 1.04 | 0.75 | 1.52 | 0.20 | 52 | 45 | 66.8% | 0.051 | 0.0026 | -0.305 | 0.063 | 0.004 |
| 510.00 | 1.08 | 0.70 | 1.28 | 0.23 | 235 | 431 | 66.5% | 0.045 | 0.0024 | -0.274 | 0.057 | 0.004 |
| 515.00 | 0.99 | 0.72 | 1.30 | 0.48 | 52 | 129 | 69.9% | 0.044 | 0.0022 | -0.281 | 0.056 | 0.004 |
| 520.00 | 0.90 | 0.56 | 1.05 | 0.45 | 366 | 580 | 69.9% | 0.035 | 0.0019 | -0.235 | 0.047 | 0.003 |
| 530.00 | 0.55 | 0.37 | 0.90 | 0.24 | 387 | 1,276 | 72.5% | 0.027 | 0.0014 | -0.195 | 0.037 | 0.002 |
| 532.50 | 0.37 | 0.33 | 0.91 | 0.08 | 14 | 250 | 73.6% | 0.026 | 0.0014 | -0.192 | 0.036 | 0.002 |
| 535.00 | 0.59 | 0.28 | 0.70 | 0.37 | 136 | 31 | 72.1% | 0.021 | 0.0012 | -0.158 | 0.030 | 0.002 |
| 537.50 | 0.65 | 0.38 | 0.85 | 0.40 | 77 | 17 | 76.2% | 0.025 | 0.0013 | -0.192 | 0.035 | 0.002 |
| 540.00 | 0.30 | 0.32 | 0.81 | 0.13 | 641 | 805 | 76.5% | 0.023 | 0.0012 | -0.179 | 0.033 | 0.002 |
| 550.00 | 0.28 | 0.23 | 0.69 | 0.18 | 165 | 284 | 79.1% | 0.018 | 0.0009 | -0.151 | 0.027 | 0.001 |
| 560.00 | 0.27 | 0.14 | 0.35 | 0.14 | 39 | 479 | 76.8% | 0.010 | 0.0006 | -0.087 | 0.016 | 0.001 |
| 570.00 | 0.18 | 0.13 | 0.18 | 0.12 | 2,528 | 168 | 76.8% | 0.006 | 0.0004 | -0.058 | 0.011 | 0.001 |
| 580.00 | 0.16 | 0.08 | 0.39 | 0.12 | 110 | 167 | 85.3% | 0.008 | 0.0005 | -0.085 | 0.014 | 0.001 |
| 590.00 | 0.06 | 0.06 | 0.47 | 0.01 | 5 | 38 | 90.9% | 0.009 | 0.0004 | -0.095 | 0.015 | 0.001 |
| 600.00 | 0.06 | 0.05 | 0.44 | 0.01 | 2 | 191 | 94.1% | 0.008 | 0.0004 | -0.089 | 0.013 | 0.001 |
| 610.00 | 0.05 | 0.04 | 0.43 | 0.01 | 31 | 27 | 97.8% | 0.007 | 0.0003 | -0.086 | 0.012 | 0.001 |
| 620.00 | 0.12 | 0.03 | 0.41 | 0.03 | 6 | 76 | 100.9% | 0.007 | 0.0003 | -0.081 | 0.011 | 0.001 |
| 630.00 | 0.06 | 0.01 | 0.07 | 0.04 | 217 | 98 | 87.5% | 0.001 | 0.0001 | -0.016 | 0.003 | 0.000 |
| 640.00 | 0.05 | 0.01 | 0.05 | 0.00 | 5 | 101 | 88.3% | 0.001 | 0.0001 | -0.012 | 0.002 | 0.000 |
| 650.00 | 0.02 | 0.01 | 0.14 | 0.01 | 172 | 52 | 99.8% | 0.002 | 0.0001 | -0.030 | 0.004 | 0.000 |
| 660.00 | 0.12 | 0.01 | 0.39 | 0.09 | 8 | 410 | 114.6% | 0.005 | 0.0002 | -0.076 | 0.009 | 0.000 |
| 670.00 | 0.03 | 0.01 | 0.03 | -0.09 | 133 | 989 | 94.5% | 0.001 | 0.0000 | -0.008 | 0.001 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 210.00 | 0.07 | 0.04 | 0.07 | 0.03 | 340 | 803 | 174.2% | -0.001 | 0.0000 | -0.022 | 0.002 | -0.000 |
| 215.00 | 0.05 | 0.05 | 0.10 | 0.03 | 2 | 214 | 173.8% | -0.001 | 0.0000 | -0.029 | 0.002 | -0.000 |
| 220.00 | 0.08 | 0.05 | 0.10 | 0.00 | 19 | 88 | 168.8% | -0.001 | 0.0000 | -0.029 | 0.002 | -0.000 |
| 225.00 | 0.20 | 0.07 | 0.13 | 0.12 | 189 | 249 | 168.4% | -0.002 | 0.0001 | -0.038 | 0.003 | -0.000 |
| 230.00 | 0.12 | 0.07 | 0.12 | -0.02 | 159 | 998 | 162.1% | -0.002 | 0.0001 | -0.036 | 0.003 | -0.000 |
| 235.00 | 0.11 | 0.05 | 0.15 | 0.04 | 39 | 46 | 157.8% | -0.002 | 0.0001 | -0.038 | 0.003 | -0.000 |
| 240.00 | 0.14 | 0.07 | 0.15 | 0.02 | 94 | 163 | 154.3% | -0.002 | 0.0001 | -0.041 | 0.004 | -0.000 |
| 245.00 | 0.15 | 0.10 | 0.17 | 0.02 | 74 | 147 | 152.9% | -0.002 | 0.0001 | -0.050 | 0.005 | -0.000 |
| 250.00 | 0.18 | 0.07 | 0.20 | 0.00 | 709 | 5,660 | 147.9% | -0.003 | 0.0001 | -0.050 | 0.005 | -0.000 |
| 255.00 | 0.22 | 0.09 | 0.22 | -0.03 | 44 | 119 | 145.3% | -0.003 | 0.0001 | -0.057 | 0.005 | -0.000 |
| 260.00 | 0.18 | 0.11 | 0.22 | -0.07 | 71 | 608 | 141.4% | -0.003 | 0.0001 | -0.060 | 0.006 | -0.000 |
| 265.00 | 0.22 | 0.12 | 0.30 | -0.04 | 9 | 77 | 140.8% | -0.004 | 0.0001 | -0.075 | 0.007 | -0.000 |
| 270.00 | 0.28 | 0.18 | 0.36 | 0.03 | 296 | 686 | 140.3% | -0.005 | 0.0002 | -0.094 | 0.009 | -0.000 |
| 275.00 | 0.36 | 0.19 | 0.41 | 0.02 | 228 | 375 | 137.3% | -0.006 | 0.0002 | -0.103 | 0.011 | -0.001 |
| 280.00 | 0.43 | 0.18 | 0.43 | 0.15 | 29 | 453 | 132.8% | -0.007 | 0.0002 | -0.104 | 0.011 | -0.001 |
| 285.00 | 0.44 | 0.29 | 0.48 | 0.07 | 30 | 334 | 132.2% | -0.008 | 0.0003 | -0.128 | 0.014 | -0.001 |
| 290.00 | 0.48 | 0.31 | 0.57 | 0.11 | 372 | 578 | 129.8% | -0.010 | 0.0003 | -0.143 | 0.016 | -0.001 |
| 295.00 | 0.50 | 0.29 | 0.59 | 0.11 | 162 | 421 | 125.0% | -0.010 | 0.0004 | -0.143 | 0.016 | -0.001 |
| 300.00 | 0.52 | 0.43 | 0.63 | -0.03 | 632 | 658 | 123.6% | -0.012 | 0.0004 | -0.168 | 0.019 | -0.001 |
| 305.00 | 0.60 | 0.34 | 0.71 | 0.06 | 268 | 2,842 | 118.6% | -0.013 | 0.0005 | -0.166 | 0.020 | -0.001 |
| 310.00 | 0.70 | 0.48 | 0.75 | 0.16 | 355 | 1,702 | 116.7% | -0.015 | 0.0005 | -0.189 | 0.023 | -0.001 |
| 315.00 | 0.74 | 0.48 | 0.83 | -0.07 | 844 | 1,517 | 113.1% | -0.016 | 0.0006 | -0.199 | 0.025 | -0.001 |
| 320.00 | 0.90 | 0.71 | 0.93 | 0.24 | 719 | 7,992 | 112.6% | -0.021 | 0.0007 | -0.240 | 0.030 | -0.002 |
| 325.00 | 0.91 | 0.80 | 1.15 | 0.20 | 1,406 | 238 | 111.2% | -0.025 | 0.0009 | -0.276 | 0.035 | -0.002 |
| 330.00 | 1.00 | 0.83 | 1.20 | 0.30 | 275 | 3,194 | 107.1% | -0.027 | 0.0010 | -0.283 | 0.037 | -0.002 |
| 332.50 | 0.84 | 0.91 | 1.12 | 0.12 | 57 | 44 | 104.6% | -0.027 | 0.0010 | -0.282 | 0.038 | -0.002 |
| 335.00 | 1.01 | 0.89 | 1.15 | 0.24 | 47 | 182 | 102.2% | -0.028 | 0.0011 | -0.282 | 0.039 | -0.002 |
| 337.50 | 1.10 | 0.97 | 1.36 | 0.35 | 253 | 104 | 102.4% | -0.032 | 0.0012 | -0.314 | 0.043 | -0.003 |
| 340.00 | 1.10 | 1.05 | 1.25 | 0.33 | 526 | 904 | 99.7% | -0.032 | 0.0012 | -0.309 | 0.044 | -0.003 |
| 342.50 | 1.03 | 1.06 | 1.32 | 0.23 | 13 | 28 | 97.9% | -0.034 | 0.0013 | -0.317 | 0.046 | -0.003 |
| 345.00 | 1.23 | 1.11 | 1.37 | 0.39 | 251 | 305 | 96.2% | -0.036 | 0.0014 | -0.326 | 0.048 | -0.003 |
| 347.50 | 1.23 | 1.16 | 1.47 | 0.38 | 98 | 126 | 94.9% | -0.039 | 0.0015 | -0.340 | 0.050 | -0.003 |
| 350.00 | 1.55 | 1.55 | 1.84 | 0.57 | 3,955 | 497 | 97.8% | -0.048 | 0.0017 | -0.417 | 0.060 | -0.004 |
| 352.50 | 1.29 | 1.30 | 1.66 | 0.35 | 197 | 111 | 92.3% | -0.045 | 0.0017 | -0.371 | 0.057 | -0.004 |
| 355.00 | 1.45 | 1.36 | 1.76 | 0.46 | 27,041 | 148 | 90.9% | -0.048 | 0.0018 | -0.384 | 0.060 | -0.004 |
| 357.50 | 1.41 | 1.42 | 1.87 | 0.40 | 137 | 132 | 89.5% | -0.051 | 0.0019 | -0.399 | 0.063 | -0.004 |
| 360.00 | 1.56 | 1.48 | 2.01 | 0.51 | 574 | 2,456 | 88.1% | -0.055 | 0.0021 | -0.415 | 0.066 | -0.005 |
| 362.50 | 1.65 | 1.40 | 1.74 | 0.62 | 113 | 46 | 83.4% | -0.052 | 0.0021 | -0.378 | 0.064 | -0.005 |
| 365.00 | 1.59 | 1.39 | 1.88 | 0.42 | 427 | 405 | 81.7% | -0.055 | 0.0023 | -0.388 | 0.067 | -0.005 |
| 367.50 | 1.69 | 1.45 | 1.90 | 0.72 | 108 | 204 | 79.7% | -0.058 | 0.0024 | -0.393 | 0.070 | -0.005 |
| 370.00 | 1.70 | 1.54 | 1.89 | 0.49 | 2,601 | 591 | 77.6% | -0.061 | 0.0026 | -0.397 | 0.072 | -0.005 |
| 372.50 | 1.68 | 1.66 | 1.99 | 0.40 | 477 | 66 | 76.2% | -0.065 | 0.0028 | -0.413 | 0.077 | -0.006 |
| 375.00 | 1.93 | 1.67 | 2.09 | 0.64 | 1,609 | 361 | 74.2% | -0.069 | 0.0030 | -0.419 | 0.080 | -0.006 |
| 377.50 | 2.08 | 1.83 | 2.30 | 0.92 | 136 | 148 | 73.5% | -0.076 | 0.0032 | -0.447 | 0.086 | -0.007 |
| 380.00 | 2.00 | 1.94 | 2.43 | 0.60 | 406 | 943 | 72.0% | -0.082 | 0.0035 | -0.462 | 0.091 | -0.007 |
| 382.50 | 2.23 | 2.01 | 2.44 | 1.09 | 110 | 86 | 69.7% | -0.085 | 0.0037 | -0.463 | 0.094 | -0.007 |
| 385.00 | 2.25 | 2.04 | 2.69 | 0.74 | 1,163 | 711 | 68.2% | -0.092 | 0.0040 | -0.479 | 0.099 | -0.008 |
| 387.50 | 2.43 | 2.25 | 2.76 | 1.01 | 121 | 107 | 66.7% | -0.099 | 0.0044 | -0.494 | 0.105 | -0.009 |
| 390.00 | 2.60 | 2.30 | 3.00 | 0.83 | 1,129 | 1,286 | 65.1% | -0.107 | 0.0047 | -0.509 | 0.111 | -0.009 |
| 392.50 | 2.87 | 2.58 | 3.20 | 1.14 | 86 | 59 | 64.1% | -0.117 | 0.0051 | -0.535 | 0.118 | -0.010 |
| 395.00 | 3.15 | 2.70 | 3.15 | 1.40 | 128 | 516 | 61.5% | -0.123 | 0.0055 | -0.531 | 0.122 | -0.011 |
| 397.50 | 3.40 | 3.10 | 3.90 | 1.37 | 246 | 184 | 62.5% | -0.142 | 0.0060 | -0.596 | 0.135 | -0.012 |
| 400.00 | 3.60 | 3.35 | 3.85 | 1.34 | 1,359 | 2,075 | 60.2% | -0.151 | 0.0065 | -0.596 | 0.141 | -0.013 |
| 402.50 | 4.17 | 3.55 | 4.45 | 1.87 | 75 | 1,639 | 59.6% | -0.166 | 0.0070 | -0.630 | 0.150 | -0.014 |
| 405.00 | 4.39 | 4.10 | 4.80 | 1.73 | 353 | 1,476 | 59.1% | -0.184 | 0.0075 | -0.665 | 0.160 | -0.016 |
| 407.50 | 4.65 | 4.45 | 5.25 | 1.84 | 500 | 93 | 58.1% | -0.201 | 0.0080 | -0.690 | 0.169 | -0.018 |
| 410.00 | 5.29 | 4.50 | 5.75 | 1.99 | 936 | 2,211 | 56.3% | -0.216 | 0.0087 | -0.697 | 0.176 | -0.019 |
| 412.50 | 5.81 | 5.05 | 6.35 | 2.41 | 162 | 89 | 55.8% | -0.238 | 0.0092 | -0.729 | 0.186 | -0.021 |
| 415.00 | 6.38 | 5.55 | 6.50 | 2.40 | 335 | 909 | 53.8% | -0.257 | 0.0100 | -0.731 | 0.194 | -0.022 |
| 417.50 | 7.05 | 6.35 | 7.60 | 3.00 | 247 | 199 | 54.6% | -0.286 | 0.0104 | -0.782 | 0.204 | -0.025 |
| 420.00 | 7.78 | 7.10 | 8.25 | 3.08 | 439 | 1,139 | 53.9% | -0.311 | 0.0109 | -0.802 | 0.212 | -0.027 |
| 422.50 | 8.72 | 7.75 | 9.20 | 3.87 | 257 | 394 | 53.4% | -0.339 | 0.0114 | -0.821 | 0.220 | -0.030 |
| 425.00 | 9.55 | 8.90 | 10.10 | 4.18 | 270 | 900 | 53.6% | -0.369 | 0.0117 | -0.848 | 0.227 | -0.032 |
| 427.50 | 10.83 | 9.85 | 11.15 | 4.63 | 110 | 785 | 53.3% | -0.398 | 0.0120 | -0.863 | 0.232 | -0.035 |
| 430.00 | 11.30 | 10.45 | 12.10 | 3.89 | 1,591 | 2,564 | 51.9% | -0.428 | 0.0126 | -0.852 | 0.236 | -0.038 |
| 432.50 | 12.56 | 11.65 | 13.30 | 4.33 | 271 | 179 | 51.9% | -0.460 | 0.0127 | -0.860 | 0.239 | -0.040 |
| 435.00 | 13.72 | 12.90 | 14.55 | 5.82 | 456 | 372 | 51.8% | -0.492 | 0.0128 | -0.861 | 0.240 | -0.043 |
| 437.50 | 15.00 | 14.30 | 15.95 | 5.50 | 182 | 164 | 52.0% | -0.523 | 0.0127 | -0.861 | 0.239 | -0.046 |
| 440.00 | 17.07 | 15.75 | 17.40 | 6.65 | 551 | 1,340 | 52.1% | -0.555 | 0.0126 | -0.855 | 0.238 | -0.049 |
| 442.50 | 18.30 | 17.15 | 18.90 | 7.45 | 95 | 352 | 52.0% | -0.586 | 0.0125 | -0.837 | 0.234 | -0.052 |
| 445.00 | 20.20 | 18.80 | 20.35 | 6.71 | 214 | 1,176 | 51.9% | -0.616 | 0.0122 | -0.817 | 0.230 | -0.055 |
| 447.50 | 19.55 | 20.35 | 22.20 | 4.71 | 56 | 758 | 52.2% | -0.645 | 0.0119 | -0.799 | 0.224 | -0.058 |
| 450.00 | 22.80 | 21.95 | 23.95 | 7.56 | 1,034 | 7,697 | 52.1% | -0.673 | 0.0115 | -0.769 | 0.217 | -0.060 |
| 452.50 | 24.75 | 23.75 | 25.75 | 8.29 | 70 | 163 | 52.2% | -0.700 | 0.0111 | -0.741 | 0.209 | -0.063 |
| 455.00 | 26.60 | 25.60 | 27.70 | 7.40 | 89 | 269 | 52.6% | -0.724 | 0.0106 | -0.714 | 0.201 | -0.065 |
| 457.50 | 29.10 | 26.95 | 29.55 | 9.18 | 175 | 93 | 51.2% | -0.755 | 0.0102 | -0.650 | 0.189 | -0.068 |
| 460.00 | 30.49 | 29.45 | 31.70 | 7.86 | 98 | 543 | 53.2% | -0.770 | 0.0095 | -0.651 | 0.183 | -0.070 |
| 462.50 | 34.05 | 31.15 | 33.70 | 11.43 | 24 | 55 | 52.5% | -0.794 | 0.0090 | -0.597 | 0.171 | -0.072 |
| 465.00 | 35.03 | 33.20 | 35.70 | 10.73 | 46 | 130 | 52.5% | -0.815 | 0.0085 | -0.556 | 0.160 | -0.074 |
| 467.50 | 29.76 | 35.45 | 37.90 | 4.81 | 77 | 100 | 53.3% | -0.830 | 0.0079 | -0.533 | 0.152 | -0.076 |
| 470.00 | 41.08 | 37.55 | 40.10 | 11.04 | 55 | 1,313 | 53.6% | -0.846 | 0.0074 | -0.498 | 0.142 | -0.078 |
| 472.50 | 40.12 | 39.85 | 42.45 | 10.02 | 40 | 50 | 54.8% | -0.857 | 0.0069 | -0.482 | 0.136 | -0.079 |
| 475.00 | 32.00 | 41.85 | 44.75 | 0.88 | 1 | 77 | 54.6% | -0.873 | 0.0063 | -0.439 | 0.125 | -0.081 |
| 480.00 | 48.75 | 46.45 | 49.70 | 11.10 | 33 | 135 | 57.2% | -0.888 | 0.0055 | -0.417 | 0.114 | -0.083 |
| 482.50 | 21.55 | 48.70 | 51.70 | 0.00 | 12 | 6 | 56.3% | -0.904 | 0.0050 | -0.360 | 0.102 | -0.085 |
| 485.00 | 54.00 | 51.10 | 54.55 | 12.05 | 1 | 77 | 59.3% | -0.903 | 0.0048 | -0.385 | 0.103 | -0.085 |
| 490.00 | 59.35 | 55.65 | 59.25 | 13.35 | 20 | 38 | 59.8% | -0.921 | 0.0041 | -0.326 | 0.089 | -0.088 |
| 495.00 | 61.70 | 60.35 | 64.00 | 22.10 | 5 | 13 | 60.7% | -0.934 | 0.0035 | -0.278 | 0.077 | -0.090 |
| 500.00 | 57.59 | 65.15 | 68.80 | 18.45 | 26 | 15 | 61.9% | -0.945 | 0.0030 | -0.241 | 0.067 | -0.091 |
| 505.00 | 32.30 | 69.50 | 73.65 | 0.00 | 2 | 2 | 59.7% | -0.962 | 0.0023 | -0.153 | 0.049 | -0.094 |
| 520.00 | 61.70 | 84.35 | 88.30 | 0.00 | 2 | 1 | 63.9% | -0.976 | 0.0014 | -0.092 | 0.033 | -0.098 |
| 530.00 | 96.00 | 94.15 | 98.20 | 0.00 | 0 | 0 | 65.4% | -0.984 | 0.0010 | -0.050 | 0.024 | -0.100 |
| 540.00 | 72.00 | 104.00 | 108.00 | 0.00 | 1 | 0 | 63.8% | -0.992 | 0.0006 | 0.004 | 0.013 | -0.103 |
| 550.00 | 130.60 | 113.90 | 117.95 | 0.00 | 2 | 0 | 63.4% | -0.996 | 0.0003 | 0.031 | 0.007 | -0.105 |
| 560.00 | 98.35 | 123.80 | 127.90 | 0.00 | 10 | 0 | 55.5% | -0.999 | 0.0001 | 0.061 | 0.001 | -0.107 |
| 570.00 | 136.00 | 133.75 | 137.85 | 0.00 | 0 | 0 | 115.5% | -0.947 | 0.0016 | -0.471 | 0.065 | -0.105 |
| 580.00 | 140.46 | 143.70 | 147.80 | 0.00 | 1 | 0 | 120.5% | -0.950 | 0.0014 | -0.466 | 0.062 | -0.107 |
| 590.00 | 163.72 | 153.70 | 157.80 | 0.00 | 2 | 0 | 125.9% | -0.952 | 0.0013 | -0.470 | 0.060 | -0.109 |
| 600.00 | 173.60 | 163.70 | 167.75 | 0.00 | 2 | 0 | 130.5% | -0.955 | 0.0012 | -0.463 | 0.057 | -0.111 |
| 610.00 | 189.20 | 173.45 | 177.75 | 0.00 | 10 | 0 | 135.6% | -0.957 | 0.0011 | -0.467 | 0.055 | -0.114 |
| 620.00 | 194.18 | 183.45 | 187.75 | 0.00 | 0 | 0 | 140.6% | -0.958 | 0.0011 | -0.470 | 0.054 | -0.116 |
| 630.00 | 159.58 | 193.70 | 197.75 | 0.00 | 23 | 0 | 145.5% | -0.959 | 0.0010 | -0.473 | 0.052 | -0.118 |
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.