TSM
Taiwan Semiconductor ManufacturClose $430.97EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 150.00 | 283.55 | 279.35 | 283.00 | 5.25 | 10 | 5 | 359.4% | 0.999 | 0.0000 | -0.109 | 0.002 | 0.016 |
| 155.00 | 265.60 | 274.35 | 278.00 | 0.00 | 1 | 11 | 348.8% | 0.999 | 0.0000 | -0.110 | 0.002 | 0.017 |
| 160.00 | 256.91 | 269.40 | 273.00 | 0.00 | 2 | 3 | 343.0% | 0.998 | 0.0000 | -0.121 | 0.002 | 0.017 |
| 165.00 | 240.84 | 264.35 | 268.00 | 0.00 | 1 | 5 | 328.5% | 0.998 | 0.0000 | -0.110 | 0.002 | 0.018 |
| 170.00 | 237.46 | 259.40 | 263.00 | 0.00 | 2 | 6 | 323.4% | 0.998 | 0.0000 | -0.123 | 0.003 | 0.019 |
| 175.00 | 244.65 | 254.40 | 258.10 | 0.00 | 1 | 16 | 321.3% | 0.998 | 0.0000 | -0.145 | 0.003 | 0.019 |
| 180.00 | 204.05 | 249.35 | 253.10 | 0.00 | 1 | 14 | 308.4% | 0.998 | 0.0000 | -0.135 | 0.003 | 0.020 |
| 185.00 | 246.97 | 244.35 | 248.00 | 11.87 | 2 | 22 | 291.8% | 0.998 | 0.0000 | -0.113 | 0.003 | 0.020 |
| 190.00 | 240.18 | 239.50 | 243.00 | 0.00 | 1 | 25 | 293.8% | 0.998 | 0.0001 | -0.147 | 0.003 | 0.021 |
| 195.00 | 235.42 | 234.45 | 238.00 | 14.57 | 28 | 120 | 282.0% | 0.998 | 0.0001 | -0.137 | 0.003 | 0.021 |
| 200.00 | 230.30 | 229.45 | 233.00 | 0.00 | 13 | 68 | 273.4% | 0.998 | 0.0001 | -0.137 | 0.003 | 0.022 |
| 210.00 | 171.95 | 219.65 | 223.00 | 0.00 | 1 | 106 | 268.4% | 0.997 | 0.0001 | -0.182 | 0.005 | 0.023 |
| 220.00 | 207.92 | 209.40 | 213.05 | 0.00 | 1 | 69 | 242.0% | 0.997 | 0.0001 | -0.139 | 0.004 | 0.024 |
| 230.00 | 192.40 | 199.40 | 203.05 | 0.00 | 1 | 101 | 227.3% | 0.997 | 0.0001 | -0.140 | 0.004 | 0.025 |
| 240.00 | 186.55 | 189.40 | 193.05 | 0.00 | 1 | 134 | 213.1% | 0.997 | 0.0001 | -0.141 | 0.004 | 0.026 |
| 250.00 | 181.00 | 179.40 | 183.00 | 0.00 | 1 | 148 | 197.1% | 0.997 | 0.0001 | -0.132 | 0.004 | 0.027 |
| 260.00 | 149.13 | 169.40 | 173.05 | 0.00 | 18 | 130 | 186.5% | 0.996 | 0.0001 | -0.144 | 0.005 | 0.028 |
| 270.00 | 156.32 | 159.40 | 163.05 | 0.00 | 1 | 197 | 173.8% | 0.996 | 0.0001 | -0.144 | 0.005 | 0.029 |
| 280.00 | 155.25 | 149.75 | 152.35 | 3.45 | 1 | 144 | 141.0% | 0.999 | 0.0001 | -0.068 | 0.002 | 0.031 |
| 290.00 | 140.45 | 139.45 | 143.05 | 0.00 | 2 | 138 | 151.8% | 0.995 | 0.0002 | -0.158 | 0.007 | 0.032 |
| 300.00 | 132.25 | 129.95 | 132.90 | 4.75 | 31 | 380 | 150.2% | 0.991 | 0.0003 | -0.231 | 0.010 | 0.032 |
| 310.00 | 122.25 | 120.00 | 122.40 | 6.03 | 1 | 260 | 125.4% | 0.995 | 0.0003 | -0.138 | 0.006 | 0.034 |
| 320.00 | 110.42 | 109.45 | 113.10 | -0.85 | 1 | 460 | 119.2% | 0.993 | 0.0004 | -0.170 | 0.009 | 0.035 |
| 330.00 | 102.35 | 100.30 | 102.05 | 1.45 | 2 | 674 | 102.4% | 0.995 | 0.0003 | -0.128 | 0.007 | 0.036 |
| 335.00 | 82.50 | 95.35 | 97.05 | 0.00 | 1 | 2 | 98.9% | 0.994 | 0.0004 | -0.140 | 0.008 | 0.036 |
| 340.00 | 90.65 | 90.35 | 92.05 | 3.53 | 6 | 1,203 | 93.8% | 0.993 | 0.0004 | -0.140 | 0.009 | 0.037 |
| 345.00 | 84.67 | 85.35 | 87.05 | -1.21 | 1 | 18 | 88.7% | 0.993 | 0.0005 | -0.140 | 0.009 | 0.037 |
| 350.00 | 80.41 | 80.35 | 82.05 | 4.16 | 8 | 931 | 83.7% | 0.992 | 0.0006 | -0.140 | 0.010 | 0.038 |
| 355.00 | 63.40 | 75.35 | 77.10 | 0.00 | 20 | 121 | 79.9% | 0.991 | 0.0007 | -0.151 | 0.011 | 0.038 |
| 360.00 | 72.35 | 70.40 | 72.10 | 5.95 | 35 | 1,044 | 76.0% | 0.990 | 0.0008 | -0.161 | 0.013 | 0.039 |
| 365.00 | 62.63 | 65.40 | 67.10 | 0.00 | 2 | 31 | 71.0% | 0.989 | 0.0009 | -0.161 | 0.013 | 0.039 |
| 370.00 | 60.37 | 60.40 | 62.10 | 3.37 | 14 | 767 | 66.0% | 0.988 | 0.0011 | -0.161 | 0.014 | 0.040 |
| 375.00 | 55.26 | 55.45 | 57.15 | -3.76 | 14 | 48 | 62.7% | 0.985 | 0.0014 | -0.180 | 0.017 | 0.040 |
| 377.50 | 56.20 | 52.95 | 54.65 | 7.60 | 1 | 42 | 60.2% | 0.984 | 0.0015 | -0.180 | 0.018 | 0.041 |
| 380.00 | 52.46 | 50.45 | 52.15 | 6.01 | 14 | 1,530 | 57.6% | 0.983 | 0.0016 | -0.180 | 0.019 | 0.041 |
| 382.50 | 44.03 | 48.00 | 49.65 | 0.00 | 4 | 64 | 55.8% | 0.981 | 0.0018 | -0.189 | 0.021 | 0.041 |
| 385.00 | 42.11 | 45.50 | 47.20 | 0.00 | 50 | 203 | 54.0% | 0.979 | 0.0021 | -0.198 | 0.023 | 0.041 |
| 387.50 | 40.35 | 43.05 | 44.70 | 0.00 | 22 | 113 | 52.0% | 0.977 | 0.0024 | -0.206 | 0.025 | 0.041 |
| 390.00 | 41.00 | 40.55 | 42.25 | 4.38 | 32 | 2,777 | 63.7% | 0.938 | 0.0043 | -0.482 | 0.055 | 0.040 |
| 392.50 | 37.05 | 38.10 | 39.75 | -4.85 | 1 | 143 | 60.6% | 0.935 | 0.0046 | -0.478 | 0.057 | 0.040 |
| 395.00 | 39.77 | 35.65 | 37.30 | 6.62 | 2 | 237 | 58.1% | 0.929 | 0.0052 | -0.487 | 0.061 | 0.040 |
| 397.50 | 30.00 | 33.20 | 34.85 | 0.00 | 43 | 78 | 55.5% | 0.923 | 0.0057 | -0.494 | 0.065 | 0.040 |
| 400.00 | 32.12 | 30.80 | 32.40 | 5.52 | 127 | 19,782 | 52.9% | 0.917 | 0.0064 | -0.500 | 0.069 | 0.040 |
| 402.50 | 25.72 | 28.40 | 30.00 | 0.00 | 1 | 152 | 50.7% | 0.907 | 0.0073 | -0.518 | 0.075 | 0.040 |
| 405.00 | 27.04 | 26.05 | 27.60 | 4.41 | 4 | 1,248 | 48.4% | 0.897 | 0.0082 | -0.533 | 0.081 | 0.039 |
| 407.50 | 28.01 | 23.75 | 25.25 | 6.88 | 13 | 277 | 46.3% | 0.883 | 0.0094 | -0.556 | 0.089 | 0.039 |
| 410.00 | 22.75 | 21.60 | 22.95 | 3.60 | 57 | 8,776 | 44.5% | 0.865 | 0.0108 | -0.586 | 0.098 | 0.038 |
| 412.50 | 20.49 | 19.25 | 20.70 | 4.03 | 1 | 163 | 42.9% | 0.844 | 0.0124 | -0.620 | 0.108 | 0.038 |
| 415.00 | 16.86 | 17.15 | 18.50 | 1.63 | 44 | 2,286 | 41.2% | 0.818 | 0.0142 | -0.654 | 0.119 | 0.037 |
| 417.50 | 15.71 | 15.15 | 16.35 | 3.36 | 3 | 622 | 39.6% | 0.788 | 0.0162 | -0.686 | 0.131 | 0.035 |
| 420.00 | 13.60 | 13.25 | 14.35 | 2.57 | 804 | 10,969 | 38.5% | 0.749 | 0.0183 | -0.727 | 0.144 | 0.034 |
| 422.50 | 12.00 | 11.45 | 12.50 | 2.65 | 27 | 829 | 37.7% | 0.703 | 0.0203 | -0.770 | 0.156 | 0.032 |
| 425.00 | 9.95 | 9.85 | 10.70 | 1.80 | 403 | 7,088 | 36.7% | 0.653 | 0.0223 | -0.796 | 0.167 | 0.030 |
| 427.50 | 8.20 | 8.40 | 9.05 | 1.47 | 481 | 976 | 35.8% | 0.597 | 0.0239 | -0.812 | 0.175 | 0.027 |
| 430.00 | 7.59 | 7.05 | 7.60 | 1.94 | 2,243 | 7,480 | 35.3% | 0.537 | 0.0249 | -0.818 | 0.179 | 0.025 |
| 432.50 | 6.10 | 5.85 | 6.35 | 1.15 | 306 | 648 | 35.2% | 0.474 | 0.0251 | -0.813 | 0.180 | 0.022 |
| 435.00 | 5.06 | 4.80 | 5.25 | 1.06 | 1,464 | 2,060 | 35.0% | 0.412 | 0.0246 | -0.789 | 0.176 | 0.019 |
| 437.50 | 3.73 | 3.85 | 4.30 | 0.48 | 517 | 2,332 | 35.0% | 0.352 | 0.0235 | -0.750 | 0.167 | 0.016 |
| 440.00 | 3.30 | 3.10 | 3.50 | 0.75 | 5,859 | 10,532 | 35.0% | 0.297 | 0.0219 | -0.698 | 0.156 | 0.014 |
| 442.50 | 2.85 | 2.43 | 2.79 | 0.80 | 1,915 | 833 | 34.9% | 0.245 | 0.0199 | -0.631 | 0.142 | 0.011 |
| 445.00 | 1.90 | 1.90 | 2.24 | 0.25 | 1,881 | 1,544 | 35.1% | 0.200 | 0.0177 | -0.564 | 0.126 | 0.009 |
| 447.50 | 1.59 | 1.46 | 1.78 | 0.26 | 833 | 145 | 35.3% | 0.161 | 0.0154 | -0.495 | 0.110 | 0.007 |
| 450.00 | 1.35 | 1.13 | 1.38 | 0.30 | 4,219 | 18,186 | 35.2% | 0.127 | 0.0131 | -0.420 | 0.094 | 0.006 |
| 452.50 | 0.92 | 0.90 | 1.09 | -0.02 | 422 | 150 | 35.5% | 0.100 | 0.0110 | -0.357 | 0.079 | 0.005 |
| 455.00 | 0.70 | 0.68 | 0.84 | 0.00 | 3,442 | 1,359 | 35.6% | 0.077 | 0.0090 | -0.295 | 0.065 | 0.004 |
| 460.00 | 0.45 | 0.39 | 0.51 | 0.05 | 1,366 | 4,573 | 36.3% | 0.046 | 0.0059 | -0.199 | 0.043 | 0.002 |
| 465.00 | 0.25 | 0.18 | 0.30 | -0.05 | 265 | 1,750 | 36.8% | 0.026 | 0.0036 | -0.127 | 0.027 | 0.001 |
| 470.00 | 0.14 | 0.12 | 0.17 | -0.06 | 559 | 3,094 | 37.2% | 0.014 | 0.0021 | -0.076 | 0.016 | 0.001 |
| 475.00 | 0.07 | 0.05 | 0.11 | -0.03 | 175 | 6,795 | 38.4% | 0.008 | 0.0013 | -0.050 | 0.010 | 0.000 |
| 480.00 | 0.04 | 0.04 | 0.08 | -0.06 | 358 | 14,791 | 40.1% | 0.006 | 0.0009 | -0.037 | 0.007 | 0.000 |
| 485.00 | 0.05 | 0.01 | 0.06 | -0.05 | 12 | 92 | 42.0% | 0.004 | 0.0006 | -0.028 | 0.005 | 0.000 |
| 490.00 | 0.03 | 0.02 | 0.04 | -0.02 | 178 | 3,552 | 43.0% | 0.002 | 0.0004 | -0.018 | 0.003 | 0.000 |
| 495.00 | 0.02 | 0.01 | 0.04 | -0.10 | 44 | 54 | 46.1% | 0.002 | 0.0003 | -0.019 | 0.003 | 0.000 |
| 500.00 | 0.02 | 0.01 | 0.03 | -0.01 | 280 | 4,451 | 47.7% | 0.002 | 0.0002 | -0.014 | 0.002 | 0.000 |
| 510.00 | 0.06 | 0.00 | 0.05 | 0.04 | 13 | 12,274 | 52.3% | 0.001 | 0.0002 | -0.012 | 0.002 | 0.000 |
| 520.00 | 0.02 | 0.00 | 0.04 | -0.03 | 89 | 3,696 | 56.3% | 0.001 | 0.0001 | -0.009 | 0.001 | 0.000 |
| 530.00 | 0.05 | 0.00 | 0.08 | 0.04 | 5 | 1,216 | 65.6% | 0.001 | 0.0002 | -0.018 | 0.002 | 0.000 |
| 540.00 | 0.01 | 0.00 | 0.10 | 0.00 | 2 | 1,605 | 72.7% | 0.002 | 0.0002 | -0.023 | 0.003 | 0.000 |
| 550.00 | 0.01 | 0.00 | 0.05 | -0.04 | 76 | 708 | 72.7% | 0.001 | 0.0001 | -0.011 | 0.001 | 0.000 |
| 560.00 | 0.10 | 0.00 | 0.15 | 0.08 | 6 | 15,807 | 86.3% | 0.002 | 0.0002 | -0.034 | 0.003 | 0.000 |
| 570.00 | 0.01 | 0.00 | 0.01 | -0.02 | 5 | 778 | 71.9% | 0.000 | 0.0000 | -0.002 | 0.000 | 0.000 |
| 580.00 | 0.01 | 0.00 | 0.09 | 0.00 | 4 | 1,633 | 91.4% | 0.001 | 0.0001 | -0.020 | 0.002 | 0.000 |
| 590.00 | 0.01 | 0.00 | 0.08 | -0.05 | 1 | 969 | 95.3% | 0.001 | 0.0001 | -0.018 | 0.002 | 0.000 |
| 600.00 | 0.01 | 0.00 | 0.07 | -0.04 | 6 | 2,300 | 98.4% | 0.001 | 0.0001 | -0.015 | 0.001 | 0.000 |
| 610.00 | 0.02 | 0.00 | 0.10 | 0.00 | 1 | 201 | 106.3% | 0.001 | 0.0001 | -0.022 | 0.002 | 0.000 |
| 620.00 | 0.06 | 0.00 | 0.06 | 0.05 | 2 | 1,034 | 105.5% | 0.001 | 0.0000 | -0.013 | 0.001 | 0.000 |
| 630.00 | 0.02 | 0.00 | 0.10 | 0.00 | 5 | 385 | 115.2% | 0.001 | 0.0001 | -0.022 | 0.002 | 0.000 |
| 640.00 | 0.03 | 0.00 | 0.10 | 0.00 | 22 | 298 | 119.1% | 0.001 | 0.0001 | -0.022 | 0.001 | 0.000 |
| 650.00 | 0.03 | 0.00 | 0.10 | 0.00 | 5 | 287 | 123.4% | 0.001 | 0.0001 | -0.022 | 0.001 | 0.000 |
| 660.00 | 0.03 | 0.00 | 0.10 | 0.00 | 1 | 136 | 127.3% | 0.001 | 0.0001 | -0.022 | 0.001 | 0.000 |
| 670.00 | 0.10 | 0.00 | 0.10 | 0.06 | 1 | 1,301 | 131.3% | 0.001 | 0.0000 | -0.021 | 0.001 | 0.000 |
| 680.00 | 0.01 | 0.00 | 0.01 | -0.14 | 1 | 68 | 112.5% | 0.000 | 0.0000 | -0.002 | 0.000 | 0.000 |
| 690.00 | 0.01 | 0.00 | 0.01 | 0.00 | 3 | 385 | 115.6% | 0.000 | 0.0000 | -0.002 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 150.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 1,118 | 262.5% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 155.00 | 0.08 | 0.00 | 0.01 | 0.00 | 5 | 255 | 250.0% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 160.00 | 0.05 | 0.00 | 0.01 | 0.00 | 5 | 763 | 243.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 165.00 | 0.10 | 0.00 | 0.01 | 0.00 | 54 | 279 | 237.5% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 170.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 208 | 231.3% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 175.00 | 0.03 | 0.00 | 0.01 | 0.00 | 2 | 382 | 225.0% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 180.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 168 | 218.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 185.00 | 0.03 | 0.00 | 0.01 | 0.00 | 3 | 3,067 | 209.4% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 190.00 | 0.04 | 0.00 | 0.10 | -0.01 | 4 | 293 | 244.5% | -0.000 | 0.0000 | -0.022 | 0.001 | -0.000 |
| 195.00 | 0.10 | 0.00 | 0.10 | 0.05 | 4 | 170 | 237.5% | -0.000 | 0.0000 | -0.022 | 0.001 | -0.000 |
| 200.00 | 0.01 | 0.00 | 0.10 | 0.00 | 10 | 5,853 | 229.7% | -0.000 | 0.0000 | -0.021 | 0.001 | -0.000 |
| 210.00 | 0.02 | 0.00 | 0.07 | 0.00 | 2 | 280 | 209.4% | -0.000 | 0.0000 | -0.015 | 0.001 | -0.000 |
| 220.00 | 0.01 | 0.00 | 0.22 | 0.00 | 2 | 1,960 | 219.9% | -0.001 | 0.0000 | -0.049 | 0.002 | -0.000 |
| 230.00 | 0.02 | 0.00 | 0.10 | 0.00 | 18 | 837 | 190.6% | -0.001 | 0.0000 | -0.022 | 0.001 | -0.000 |
| 240.00 | 0.05 | 0.00 | 0.10 | 0.02 | 3 | 2,609 | 178.1% | -0.001 | 0.0000 | -0.021 | 0.001 | -0.000 |
| 250.00 | 0.01 | 0.00 | 0.03 | -0.01 | 1 | 4,499 | 150.0% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 260.00 | 0.02 | 0.00 | 0.05 | 0.00 | 3 | 3,039 | 146.1% | -0.000 | 0.0000 | -0.011 | 0.001 | -0.000 |
| 270.00 | 0.01 | 0.00 | 0.01 | 0.00 | 36 | 3,794 | 118.8% | -0.000 | 0.0000 | -0.002 | 0.000 | -0.000 |
| 280.00 | 0.05 | 0.00 | 0.05 | 0.00 | 373 | 3,730 | 125.8% | -0.000 | 0.0000 | -0.011 | 0.001 | -0.000 |
| 290.00 | 0.01 | 0.00 | 0.04 | -0.02 | 47 | 3,073 | 114.1% | -0.000 | 0.0000 | -0.008 | 0.001 | -0.000 |
| 300.00 | 0.05 | 0.00 | 0.02 | 0.03 | 116 | 7,499 | 98.4% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 310.00 | 0.02 | 0.01 | 0.04 | -0.07 | 147 | 3,027 | 98.0% | -0.001 | 0.0000 | -0.011 | 0.001 | -0.000 |
| 320.00 | 0.05 | 0.02 | 0.08 | 0.00 | 170 | 25,784 | 95.7% | -0.001 | 0.0001 | -0.022 | 0.002 | -0.000 |
| 325.00 | 0.02 | 0.01 | 0.12 | -0.04 | 51 | 27 | 93.8% | -0.002 | 0.0001 | -0.029 | 0.002 | -0.000 |
| 330.00 | 0.04 | 0.02 | 0.07 | -0.03 | 72 | 5,494 | 85.5% | -0.001 | 0.0001 | -0.019 | 0.002 | -0.000 |
| 335.00 | 0.05 | 0.03 | 0.06 | -0.03 | 141 | 1,041 | 81.3% | -0.001 | 0.0001 | -0.020 | 0.002 | -0.000 |
| 340.00 | 0.05 | 0.04 | 0.06 | -0.04 | 73 | 4,549 | 77.7% | -0.002 | 0.0001 | -0.022 | 0.002 | -0.000 |
| 345.00 | 0.05 | 0.02 | 0.06 | -0.05 | 88 | 706 | 71.5% | -0.001 | 0.0001 | -0.017 | 0.002 | -0.000 |
| 350.00 | 0.06 | 0.05 | 0.07 | -0.08 | 216 | 19,106 | 70.5% | -0.002 | 0.0002 | -0.026 | 0.003 | -0.000 |
| 355.00 | 0.07 | 0.05 | 0.09 | -0.07 | 59 | 498 | 67.4% | -0.003 | 0.0003 | -0.031 | 0.004 | -0.000 |
| 360.00 | 0.07 | 0.05 | 0.11 | -0.09 | 240 | 7,715 | 64.1% | -0.003 | 0.0003 | -0.035 | 0.004 | -0.000 |
| 365.00 | 0.11 | 0.06 | 0.11 | -0.10 | 158 | 1,387 | 60.2% | -0.004 | 0.0004 | -0.037 | 0.005 | -0.000 |
| 370.00 | 0.09 | 0.08 | 0.12 | -0.10 | 317 | 10,755 | 56.8% | -0.005 | 0.0005 | -0.043 | 0.006 | -0.000 |
| 375.00 | 0.13 | 0.10 | 0.15 | -0.12 | 389 | 1,063 | 54.1% | -0.006 | 0.0007 | -0.054 | 0.008 | -0.000 |
| 377.50 | 0.12 | 0.08 | 0.21 | -0.18 | 83 | 486 | 52.9% | -0.008 | 0.0009 | -0.062 | 0.009 | -0.000 |
| 380.00 | 0.16 | 0.12 | 0.20 | -0.10 | 483 | 21,932 | 51.4% | -0.009 | 0.0010 | -0.068 | 0.011 | -0.000 |
| 382.50 | 0.18 | 0.06 | 0.20 | -0.16 | 67 | 548 | 50.8% | -0.011 | 0.0013 | -0.084 | 0.013 | -0.001 |
| 385.00 | 0.19 | 0.14 | 0.23 | -0.14 | 447 | 653 | 49.5% | -0.014 | 0.0015 | -0.096 | 0.016 | -0.001 |
| 387.50 | 0.20 | 0.11 | 0.25 | -0.20 | 75 | 336 | 47.8% | -0.015 | 0.0018 | -0.103 | 0.017 | -0.001 |
| 390.00 | 0.22 | 0.18 | 0.26 | -0.18 | 321 | 6,492 | 45.6% | -0.017 | 0.0020 | -0.106 | 0.019 | -0.001 |
| 392.50 | 0.24 | 0.23 | 0.33 | -0.27 | 195 | 747 | 45.0% | -0.022 | 0.0026 | -0.131 | 0.024 | -0.001 |
| 395.00 | 0.33 | 0.23 | 0.37 | -0.24 | 195 | 728 | 43.4% | -0.026 | 0.0030 | -0.144 | 0.027 | -0.001 |
| 397.50 | 0.40 | 0.30 | 0.44 | -0.24 | 169 | 525 | 42.3% | -0.032 | 0.0037 | -0.167 | 0.032 | -0.002 |
| 400.00 | 0.43 | 0.40 | 0.46 | -0.38 | 6,198 | 17,824 | 40.0% | -0.035 | 0.0043 | -0.172 | 0.035 | -0.002 |
| 402.50 | 0.56 | 0.46 | 0.57 | -0.50 | 106 | 368 | 39.2% | -0.045 | 0.0053 | -0.206 | 0.042 | -0.002 |
| 405.00 | 0.65 | 0.57 | 0.69 | -0.55 | 349 | 915 | 38.1% | -0.056 | 0.0065 | -0.238 | 0.051 | -0.003 |
| 407.50 | 0.86 | 0.72 | 0.91 | -0.63 | 136 | 390 | 37.8% | -0.074 | 0.0082 | -0.295 | 0.063 | -0.004 |
| 410.00 | 1.05 | 0.89 | 1.07 | -0.75 | 1,016 | 5,970 | 36.4% | -0.090 | 0.0099 | -0.330 | 0.073 | -0.004 |
| 412.50 | 1.32 | 1.13 | 1.42 | -0.83 | 271 | 434 | 36.4% | -0.119 | 0.0121 | -0.402 | 0.090 | -0.006 |
| 415.00 | 1.76 | 1.48 | 1.78 | -1.04 | 304 | 1,587 | 35.8% | -0.150 | 0.0144 | -0.463 | 0.105 | -0.007 |
| 417.50 | 2.08 | 1.93 | 2.23 | -1.27 | 617 | 926 | 35.3% | -0.187 | 0.0168 | -0.525 | 0.121 | -0.009 |
| 420.00 | 2.68 | 2.43 | 2.80 | -1.75 | 1,258 | 5,651 | 35.0% | -0.231 | 0.0193 | -0.589 | 0.137 | -0.011 |
| 422.50 | 3.65 | 3.05 | 3.50 | -1.60 | 253 | 1,061 | 34.8% | -0.282 | 0.0215 | -0.648 | 0.152 | -0.014 |
| 425.00 | 4.40 | 3.85 | 4.35 | -1.95 | 512 | 1,628 | 34.7% | -0.339 | 0.0234 | -0.698 | 0.165 | -0.016 |
| 427.50 | 5.50 | 4.75 | 5.30 | -1.70 | 236 | 274 | 34.4% | -0.399 | 0.0249 | -0.729 | 0.174 | -0.019 |
| 430.00 | 6.60 | 5.85 | 6.45 | -2.25 | 643 | 1,983 | 34.4% | -0.463 | 0.0256 | -0.748 | 0.179 | -0.022 |
| 432.50 | 7.55 | 7.10 | 7.75 | -3.88 | 141 | 347 | 34.5% | -0.527 | 0.0256 | -0.747 | 0.180 | -0.026 |
| 435.00 | 8.92 | 8.45 | 9.20 | -2.85 | 84 | 382 | 34.6% | -0.589 | 0.0249 | -0.729 | 0.175 | -0.029 |
| 437.50 | 8.75 | 9.95 | 10.85 | -6.22 | 146 | 630 | 35.1% | -0.647 | 0.0235 | -0.701 | 0.168 | -0.032 |
| 440.00 | 12.57 | 11.55 | 12.45 | -2.83 | 51 | 7,175 | 34.6% | -0.706 | 0.0221 | -0.635 | 0.155 | -0.035 |
| 442.50 | 11.25 | 13.30 | 14.35 | -3.19 | 1 | 1 | 35.1% | -0.754 | 0.0199 | -0.584 | 0.142 | -0.037 |
| 445.00 | 13.98 | 15.25 | 16.60 | -5.87 | 20 | 58 | 37.3% | -0.785 | 0.0174 | -0.572 | 0.132 | -0.039 |
| 447.50 | 15.10 | 17.20 | 18.75 | -2.76 | 37 | 1 | 38.4% | -0.817 | 0.0153 | -0.530 | 0.120 | -0.041 |
| 450.00 | 18.31 | 19.30 | 20.65 | -6.38 | 20 | 2,343 | 37.2% | -0.859 | 0.0133 | -0.422 | 0.101 | -0.043 |
| 455.00 | 24.06 | 23.80 | 25.55 | -5.48 | 1 | 50 | 42.3% | -0.883 | 0.0103 | -0.421 | 0.089 | -0.044 |
| 460.00 | 28.55 | 28.50 | 29.90 | -3.50 | 11 | 1,705 | 41.2% | -0.931 | 0.0072 | -0.259 | 0.060 | -0.047 |
| 465.00 | 35.26 | 33.35 | 35.15 | -4.79 | 5 | 6 | 49.1% | -0.925 | 0.0064 | -0.340 | 0.064 | -0.047 |
| 470.00 | 39.39 | 38.25 | 40.05 | -4.51 | 4 | 769 | 52.9% | -0.937 | 0.0052 | -0.318 | 0.056 | -0.049 |
| 475.00 | 49.31 | 43.25 | 45.00 | 0.00 | 1 | 5 | 57.0% | -0.944 | 0.0044 | -0.307 | 0.051 | -0.049 |
| 480.00 | 44.60 | 48.25 | 49.95 | 0.00 | 31 | 40 | 60.8% | -0.951 | 0.0037 | -0.295 | 0.046 | -0.050 |
| 490.00 | 57.95 | 58.25 | 59.95 | 0.00 | 96 | 0 | 69.6% | -0.957 | 0.0029 | -0.302 | 0.041 | -0.052 |
| 495.00 | 76.00 | 63.25 | 65.10 | 0.00 | 0 | 0 | 54.0% | -0.992 | 0.0009 | -0.008 | 0.010 | -0.054 |
| 500.00 | 66.55 | 67.35 | 70.85 | -1.33 | 10 | 250 | 52.2% | -0.996 | 0.0005 | 0.026 | 0.005 | -0.055 |
| 510.00 | 108.26 | 77.70 | 80.70 | 0.00 | 2 | 0 | 65.1% | -0.992 | 0.0007 | -0.017 | 0.009 | -0.056 |
| 520.00 | 94.75 | 87.30 | 90.70 | 0.00 | 8 | 1 | 106.1% | -0.949 | 0.0022 | -0.572 | 0.048 | -0.055 |
| 530.00 | 98.80 | 97.90 | 100.85 | 0.00 | 12 | 19 | 85.7% | -0.988 | 0.0008 | -0.090 | 0.014 | -0.058 |
| 540.00 | 117.45 | 107.70 | 110.70 | 0.00 | 1 | 10 | 83.6% | -0.994 | 0.0004 | -0.014 | 0.007 | -0.059 |
| 550.00 | 131.30 | 117.15 | 120.70 | 0.00 | 20 | 0 | 129.4% | -0.958 | 0.0015 | -0.591 | 0.040 | -0.058 |
| 560.00 | 159.34 | 127.15 | 130.70 | 0.00 | 1 | 0 | 136.7% | -0.960 | 0.0014 | -0.595 | 0.039 | -0.060 |
| 570.00 | 149.50 | 137.80 | 140.50 | 0.00 | 0 | 0 | 96.5% | -0.997 | 0.0002 | 0.012 | 0.005 | -0.062 |
| 580.00 | 157.45 | 148.00 | 150.50 | 0.00 | 1 | 1 | 109.4% | -0.994 | 0.0003 | -0.032 | 0.007 | -0.063 |
| 590.00 | 155.20 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% | -1.000 | 0.0000 | 0.069 | 0.000 | -0.065 |
| 600.00 | 195.00 | 167.15 | 170.70 | 0.00 | 34 | 0 | 163.9% | -0.967 | 0.0010 | -0.609 | 0.033 | -0.064 |
| 610.00 | 197.55 | 188.65 | 191.95 | 0.00 | 1 | 25 | 271.8% | -0.859 | 0.0018 | -3.357 | 0.101 | -0.061 |
| 620.00 | 214.98 | 187.30 | 190.85 | 0.00 | 8 | 0 | 109.8% | -0.999 | 0.0001 | 0.053 | 0.001 | -0.068 |
| 630.00 | 203.00 | 197.80 | 200.50 | 0.00 | 2 | 0 | 126.0% | -0.998 | 0.0001 | 0.019 | 0.003 | -0.069 |
| 660.00 | 227.10 | 227.25 | 230.50 | 0.00 | 1 | 0 | 195.3% | -0.976 | 0.0006 | -0.542 | 0.025 | -0.071 |
| 670.00 | 228.68 | 252.45 | 256.45 | 0.00 | 0 | 0 | 348.8% | -0.847 | 0.0015 | -4.570 | 0.106 | -0.067 |
| 680.00 | 278.50 | 247.70 | 250.50 | 0.00 | 0 | 0 | 139.8% | -0.999 | 0.0001 | 0.049 | 0.002 | -0.074 |
| 690.00 | 299.50 | 257.90 | 260.50 | 0.00 | 1 | 0 | 157.6% | -0.997 | 0.0001 | 0.004 | 0.004 | -0.075 |
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.