TSM
Taiwan Semiconductor ManufacturClose $392.61EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 190.00 | 212.86 | 210.55 | 213.45 | -11.94 | 2 | 1 | 366.4% | 0.998 | 0.0001 | -0.186 | 0.002 | 0.010 |
| 195.00 | 207.89 | 205.55 | 208.45 | -12.88 | 2 | 1 | 354.7% | 0.998 | 0.0001 | -0.187 | 0.002 | 0.011 |
| 200.00 | 196.33 | 200.55 | 203.60 | 0.00 | 2 | 2 | 351.8% | 0.998 | 0.0001 | -0.225 | 0.002 | 0.011 |
| 220.00 | 182.94 | 180.55 | 183.35 | 7.01 | 4 | 2 | 294.5% | 0.998 | 0.0001 | -0.168 | 0.002 | 0.012 |
| 225.00 | 184.75 | 175.55 | 178.45 | 0.00 | 0 | 1 | 290.0% | 0.998 | 0.0001 | -0.194 | 0.002 | 0.012 |
| 240.00 | 156.57 | 160.55 | 163.45 | 0.00 | 2 | 2 | 260.7% | 0.997 | 0.0001 | -0.197 | 0.003 | 0.013 |
| 245.00 | 93.99 | 158.25 | 161.90 | 0.00 | 0 | 2 | 375.5% | 0.972 | 0.0006 | -1.798 | 0.019 | 0.013 |
| 250.00 | 124.50 | 150.55 | 153.35 | 0.00 | 3 | 7 | 237.5% | 0.997 | 0.0001 | -0.175 | 0.002 | 0.014 |
| 255.00 | 85.62 | 147.80 | 151.90 | 0.00 | 0 | 2 | 344.8% | 0.972 | 0.0006 | -1.683 | 0.019 | 0.013 |
| 265.00 | 153.08 | 135.55 | 138.50 | 0.00 | 3 | 3 | 217.5% | 0.996 | 0.0002 | -0.216 | 0.003 | 0.014 |
| 270.00 | 138.06 | 130.55 | 133.65 | 0.00 | 5 | 5 | 214.3% | 0.995 | 0.0002 | -0.257 | 0.004 | 0.015 |
| 275.00 | 116.00 | 125.60 | 128.50 | 0.00 | 1 | 1 | 202.1% | 0.995 | 0.0002 | -0.232 | 0.004 | 0.015 |
| 280.00 | 93.58 | 123.05 | 127.00 | 0.00 | 0 | 1 | 289.7% | 0.963 | 0.0009 | -1.762 | 0.024 | 0.014 |
| 285.00 | 120.66 | 115.60 | 118.40 | 0.00 | 1 | 2 | 181.8% | 0.996 | 0.0002 | -0.209 | 0.004 | 0.016 |
| 295.00 | 103.80 | 105.60 | 108.40 | 0.00 | 1 | 6 | 165.8% | 0.995 | 0.0003 | -0.212 | 0.004 | 0.016 |
| 300.00 | 102.00 | 100.60 | 103.35 | 4.80 | 5 | 36 | 156.3% | 0.995 | 0.0003 | -0.200 | 0.004 | 0.016 |
| 305.00 | 90.68 | 95.60 | 98.65 | 0.00 | 3 | 3 | 157.0% | 0.992 | 0.0004 | -0.280 | 0.006 | 0.017 |
| 310.00 | 92.30 | 90.60 | 93.50 | -15.65 | 1 | 9 | 145.2% | 0.993 | 0.0004 | -0.243 | 0.006 | 0.017 |
| 312.50 | 103.15 | 88.10 | 91.15 | 0.00 | 0 | 1 | 145.1% | 0.992 | 0.0005 | -0.283 | 0.007 | 0.017 |
| 315.00 | 91.75 | 85.60 | 88.70 | 0.00 | 11 | 12 | 142.3% | 0.991 | 0.0006 | -0.296 | 0.007 | 0.017 |
| 317.50 | 81.50 | 83.15 | 86.15 | 0.00 | 0 | 0 | 138.4% | 0.991 | 0.0006 | -0.298 | 0.008 | 0.017 |
| 320.00 | 82.35 | 80.65 | 83.70 | -4.61 | 1 | 25 | 135.5% | 0.990 | 0.0007 | -0.312 | 0.008 | 0.017 |
| 325.00 | 80.15 | 75.65 | 78.70 | 0.00 | 1 | 5 | 127.7% | 0.989 | 0.0008 | -0.313 | 0.009 | 0.018 |
| 330.00 | 70.58 | 70.65 | 73.60 | 7.98 | 1 | 16 | 117.9% | 0.989 | 0.0008 | -0.288 | 0.008 | 0.018 |
| 335.00 | 86.78 | 65.65 | 68.50 | 0.00 | 7 | 97 | 108.3% | 0.989 | 0.0009 | -0.264 | 0.008 | 0.018 |
| 340.00 | 67.52 | 60.70 | 63.65 | 0.00 | 3 | 31 | 104.5% | 0.986 | 0.0012 | -0.318 | 0.011 | 0.018 |
| 342.50 | 64.49 | 58.20 | 61.15 | 0.00 | 0 | 1 | 100.7% | 0.985 | 0.0012 | -0.319 | 0.011 | 0.018 |
| 345.00 | 62.06 | 55.70 | 58.55 | 0.00 | 6 | 26 | 95.2% | 0.986 | 0.0013 | -0.293 | 0.011 | 0.019 |
| 347.50 | 48.37 | 53.20 | 56.05 | 0.00 | 20 | 171 | 91.4% | 0.985 | 0.0014 | -0.294 | 0.011 | 0.019 |
| 350.00 | 50.00 | 50.70 | 53.55 | 3.20 | 5 | 55 | 87.6% | 0.984 | 0.0015 | -0.295 | 0.012 | 0.019 |
| 352.50 | 52.95 | 48.25 | 51.15 | 0.00 | 3 | 3 | 86.2% | 0.981 | 0.0018 | -0.335 | 0.014 | 0.019 |
| 355.00 | 45.87 | 45.75 | 48.60 | 8.22 | 5 | 41 | 81.7% | 0.981 | 0.0019 | -0.322 | 0.014 | 0.019 |
| 357.50 | 39.35 | 43.25 | 45.15 | 0.00 | 1 | 11 | 56.8% | 0.997 | 0.0005 | -0.076 | 0.002 | 0.020 |
| 360.00 | 41.82 | 40.80 | 43.70 | 4.78 | 2 | 271 | 76.1% | 0.976 | 0.0025 | -0.362 | 0.017 | 0.019 |
| 362.50 | 27.57 | 38.30 | 41.25 | 0.00 | 10 | 14 | 72.9% | 0.973 | 0.0029 | -0.376 | 0.018 | 0.019 |
| 365.00 | 36.67 | 35.85 | 38.70 | 14.17 | 5 | 322 | 68.9% | 0.972 | 0.0032 | -0.376 | 0.019 | 0.019 |
| 367.50 | 34.85 | 33.40 | 36.35 | 8.41 | 5 | 27 | 67.2% | 0.965 | 0.0038 | -0.425 | 0.023 | 0.019 |
| 370.00 | 32.38 | 30.95 | 34.00 | 6.95 | 15 | 870 | 65.1% | 0.958 | 0.0046 | -0.474 | 0.027 | 0.019 |
| 372.50 | 30.15 | 28.55 | 31.60 | 5.77 | 19 | 38 | 62.8% | 0.950 | 0.0055 | -0.520 | 0.030 | 0.019 |
| 375.00 | 27.30 | 26.10 | 29.15 | 9.30 | 24 | 426 | 59.4% | 0.944 | 0.0064 | -0.541 | 0.034 | 0.019 |
| 377.50 | 24.89 | 23.70 | 26.65 | 7.44 | 4 | 50 | 55.9% | 0.936 | 0.0075 | -0.560 | 0.037 | 0.019 |
| 380.00 | 23.02 | 21.60 | 24.15 | 7.50 | 87 | 679 | 54.2% | 0.920 | 0.0092 | -0.641 | 0.044 | 0.019 |
| 382.50 | 20.76 | 19.30 | 22.45 | 7.01 | 17 | 293 | 55.7% | 0.887 | 0.0116 | -0.833 | 0.057 | 0.018 |
| 385.00 | 18.45 | 16.90 | 19.85 | 4.29 | 48 | 118 | 50.7% | 0.875 | 0.0136 | -0.815 | 0.061 | 0.018 |
| 387.50 | 15.95 | 15.50 | 17.70 | 3.32 | 33 | 249 | 52.7% | 0.827 | 0.0163 | -1.040 | 0.076 | 0.017 |
| 390.00 | 14.29 | 13.30 | 15.50 | 3.44 | 223 | 770 | 59.0% | 0.758 | 0.0178 | -1.405 | 0.093 | 0.016 |
| 392.50 | 12.09 | 12.00 | 13.45 | 4.69 | 70 | 282 | 50.7% | 0.738 | 0.0216 | -1.259 | 0.097 | 0.016 |
| 395.00 | 10.38 | 10.15 | 11.60 | 3.63 | 207 | 849 | 54.5% | 0.669 | 0.0224 | -1.498 | 0.108 | 0.014 |
| 397.50 | 9.50 | 8.95 | 9.90 | 4.03 | 307 | 509 | 53.0% | 0.613 | 0.0243 | -1.537 | 0.114 | 0.013 |
| 400.00 | 8.20 | 7.50 | 8.20 | 3.46 | 3,282 | 3,217 | 50.8% | 0.553 | 0.0262 | -1.518 | 0.118 | 0.012 |
| 402.50 | 6.60 | 6.40 | 6.90 | 2.70 | 3,244 | 656 | 50.4% | 0.487 | 0.0266 | -1.516 | 0.119 | 0.010 |
| 405.00 | 5.60 | 5.35 | 5.70 | 2.15 | 3,109 | 2,134 | 49.8% | 0.420 | 0.0264 | -1.466 | 0.116 | 0.009 |
| 407.50 | 4.55 | 4.35 | 4.80 | 1.71 | 984 | 835 | 50.4% | 0.358 | 0.0249 | -1.414 | 0.111 | 0.008 |
| 410.00 | 3.75 | 3.55 | 3.90 | 1.61 | 2,804 | 3,670 | 50.0% | 0.297 | 0.0233 | -1.301 | 0.103 | 0.006 |
| 412.50 | 3.19 | 2.87 | 3.25 | 1.28 | 209 | 1,100 | 50.7% | 0.246 | 0.0209 | -1.198 | 0.094 | 0.005 |
| 415.00 | 2.57 | 2.32 | 2.61 | 1.04 | 2,307 | 3,634 | 50.6% | 0.198 | 0.0185 | -1.054 | 0.083 | 0.004 |
| 417.50 | 1.95 | 1.82 | 2.07 | 0.75 | 505 | 1,244 | 50.5% | 0.156 | 0.0159 | -0.903 | 0.071 | 0.003 |
| 420.00 | 1.58 | 1.45 | 1.63 | 0.58 | 3,231 | 3,587 | 50.4% | 0.120 | 0.0134 | -0.757 | 0.060 | 0.003 |
| 422.50 | 1.14 | 1.09 | 1.31 | 0.30 | 271 | 1,118 | 50.9% | 0.094 | 0.0110 | -0.637 | 0.050 | 0.002 |
| 425.00 | 0.96 | 0.86 | 1.04 | 0.31 | 444 | 1,215 | 50.0% | 0.066 | 0.0087 | -0.482 | 0.038 | 0.001 |
| 427.50 | 0.75 | 0.61 | 0.79 | 0.23 | 179 | 690 | 51.1% | 0.052 | 0.0070 | -0.407 | 0.032 | 0.001 |
| 430.00 | 0.57 | 0.50 | 0.57 | 0.15 | 3,493 | 1,677 | 50.5% | 0.036 | 0.0053 | -0.298 | 0.023 | 0.001 |
| 432.50 | 0.51 | 0.28 | 0.47 | 0.10 | 63 | 346 | 51.6% | 0.028 | 0.0042 | -0.245 | 0.019 | 0.001 |
| 435.00 | 0.34 | 0.29 | 0.37 | 0.09 | 2,288 | 2,090 | 51.0% | 0.018 | 0.0030 | -0.171 | 0.013 | 0.000 |
| 437.50 | 0.26 | 0.11 | 0.29 | -0.03 | 23 | 139 | 52.6% | 0.015 | 0.0024 | -0.149 | 0.011 | 0.000 |
| 440.00 | 0.23 | 0.20 | 0.23 | 0.02 | 235 | 1,957 | 52.6% | 0.010 | 0.0017 | -0.107 | 0.008 | 0.000 |
| 442.50 | 0.26 | 0.14 | 0.23 | 0.01 | 9 | 302 | 54.0% | 0.008 | 0.0014 | -0.090 | 0.007 | 0.000 |
| 445.00 | 0.19 | 0.02 | 0.21 | 0.04 | 60 | 482 | 52.7% | 0.005 | 0.0009 | -0.053 | 0.004 | 0.000 |
| 447.50 | 0.12 | 0.06 | 0.15 | -0.01 | 101 | 270 | 54.5% | 0.004 | 0.0007 | -0.048 | 0.003 | 0.000 |
| 450.00 | 0.08 | 0.06 | 0.10 | -0.02 | 213 | 967 | 54.9% | 0.003 | 0.0005 | -0.035 | 0.003 | 0.000 |
| 452.50 | 0.23 | 0.03 | 0.24 | 0.12 | 2 | 74 | 61.3% | 0.005 | 0.0007 | -0.062 | 0.004 | 0.000 |
| 455.00 | 0.05 | 0.03 | 0.15 | -0.06 | 55 | 566 | 60.4% | 0.003 | 0.0005 | -0.039 | 0.003 | 0.000 |
| 457.50 | 0.06 | 0.02 | 0.11 | -0.04 | 21 | 60 | 60.2% | 0.002 | 0.0003 | -0.027 | 0.002 | 0.000 |
| 460.00 | 0.03 | 0.01 | 0.15 | -0.02 | 411 | 1,103 | 63.9% | 0.002 | 0.0004 | -0.033 | 0.002 | 0.000 |
| 462.50 | 0.03 | 0.01 | 0.22 | -0.05 | 6 | 61 | 69.2% | 0.003 | 0.0005 | -0.050 | 0.003 | 0.000 |
| 465.00 | 0.03 | 0.01 | 0.12 | -0.01 | 17 | 293 | 66.6% | 0.002 | 0.0003 | -0.026 | 0.002 | 0.000 |
| 467.50 | 0.03 | 0.00 | 0.05 | -0.02 | 4 | 25 | 61.7% | 0.000 | 0.0001 | -0.008 | 0.001 | 0.000 |
| 470.00 | 0.02 | 0.00 | 0.06 | -0.06 | 9 | 752 | 64.8% | 0.001 | 0.0001 | -0.010 | 0.001 | 0.000 |
| 472.50 | 0.10 | 0.00 | 0.11 | -0.09 | 3 | 34 | 71.5% | 0.001 | 0.0002 | -0.021 | 0.001 | 0.000 |
| 475.00 | 0.04 | 0.01 | 0.03 | -0.15 | 17 | 769 | 66.4% | 0.000 | 0.0001 | -0.006 | 0.000 | 0.000 |
| 477.50 | 0.01 | 0.00 | 0.02 | -0.17 | 4 | 17 | 64.1% | 0.000 | 0.0000 | -0.003 | 0.000 | 0.000 |
| 480.00 | 0.02 | 0.01 | 0.02 | 0.00 | 19 | 475 | 68.0% | 0.000 | 0.0000 | -0.004 | 0.000 | 0.000 |
| 482.50 | 0.19 | 0.00 | 0.03 | 0.02 | 1 | 23 | 69.5% | 0.000 | 0.0000 | -0.004 | 0.000 | 0.000 |
| 485.00 | 0.18 | 0.00 | 0.03 | 0.00 | 1 | 212 | 71.9% | 0.000 | 0.0000 | -0.004 | 0.000 | 0.000 |
| 487.50 | 0.18 | 0.00 | 0.03 | 0.00 | 2 | 23 | 73.4% | 0.000 | 0.0000 | -0.004 | 0.000 | 0.000 |
| 490.00 | 0.01 | 0.01 | 0.04 | -0.17 | 6 | 107 | 78.9% | 0.000 | 0.0001 | -0.008 | 0.000 | 0.000 |
| 492.50 | 0.01 | 0.00 | 0.29 | -0.01 | 5 | 6 | 97.9% | 0.003 | 0.0003 | -0.062 | 0.003 | 0.000 |
| 495.00 | 0.01 | 0.00 | 0.24 | 0.00 | 16 | 119 | 97.7% | 0.002 | 0.0002 | -0.050 | 0.002 | 0.000 |
| 500.00 | 0.01 | 0.00 | 0.02 | -0.01 | 7 | 1,785 | 78.9% | 0.000 | 0.0000 | -0.002 | 0.000 | 0.000 |
| 510.00 | 0.01 | 0.00 | 0.73 | -0.01 | 6 | 72 | 127.2% | 0.006 | 0.0005 | -0.172 | 0.005 | 0.000 |
| 520.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 80 | 87.5% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 530.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 11 | 93.8% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 540.00 | 0.01 | 0.00 | 0.01 | 0.00 | 16 | 108 | 98.4% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 550.00 | 0.15 | 0.00 | 2.13 | 0.00 | 1 | 70 | 189.5% | 0.015 | 0.0007 | -0.535 | 0.011 | 0.000 |
| 560.00 | 0.01 | 0.00 | 0.01 | 0.00 | 6 | 164 | 109.4% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 570.00 | 0.01 | 0.00 | 0.04 | 0.00 | 48 | 112 | 128.1% | 0.000 | 0.0000 | -0.005 | 0.000 | 0.000 |
| 580.00 | 0.01 | 0.00 | 2.13 | 0.00 | 1 | 15 | 214.6% | 0.013 | 0.0005 | -0.528 | 0.010 | 0.000 |
| 590.00 | 0.01 | 0.00 | 2.13 | 0.00 | 47 | 38 | 222.6% | 0.012 | 0.0005 | -0.525 | 0.009 | 0.000 |
| 600.00 | 0.01 | 0.00 | 0.01 | 0.00 | 0 | 4 | 131.3% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 610.00 | 0.24 | 0.00 | 0.01 | 0.00 | 0 | 2 | 134.4% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 620.00 | 0.02 | 0.00 | 0.01 | 0.00 | 41 | 41 | 140.6% | 0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 190.00 | 0.01 | 0.00 | 0.01 | 0.00 | 2 | 650 | 243.8% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 195.00 | 0.06 | 0.00 | 1.09 | 0.00 | 12 | 555 | 372.9% | -0.003 | 0.0001 | -0.247 | 0.003 | -0.000 |
| 200.00 | 0.01 | 0.00 | 0.01 | 0.00 | 137 | 429 | 225.0% | -0.000 | 0.0000 | -0.001 | 0.000 | 0.000 |
| 205.00 | 0.01 | 0.00 | 0.21 | -0.01 | 2 | 73 | 284.4% | -0.000 | 0.0000 | -0.036 | 0.001 | -0.000 |
| 210.00 | 0.01 | 0.00 | 0.24 | -0.05 | 4 | 37 | 278.9% | -0.001 | 0.0000 | -0.043 | 0.001 | -0.000 |
| 215.00 | 0.08 | 0.00 | 0.16 | 0.00 | 1 | 124 | 258.2% | -0.000 | 0.0000 | -0.026 | 0.000 | -0.000 |
| 220.00 | 0.01 | 0.00 | 0.05 | 0.00 | 3 | 208 | 223.4% | -0.000 | 0.0000 | -0.006 | 0.000 | -0.000 |
| 225.00 | 0.01 | 0.00 | 0.31 | 0.00 | 7 | 339 | 259.0% | -0.001 | 0.0000 | -0.059 | 0.001 | -0.000 |
| 230.00 | 0.01 | 0.00 | 0.05 | 0.00 | 11 | 3,830 | 207.8% | -0.000 | 0.0000 | -0.007 | 0.000 | -0.000 |
| 235.00 | 0.01 | 0.00 | 0.29 | 0.00 | 14 | 2,909 | 239.1% | -0.001 | 0.0000 | -0.055 | 0.001 | -0.000 |
| 240.00 | 0.01 | 0.00 | 0.13 | 0.00 | 16 | 1,451 | 210.9% | -0.000 | 0.0000 | -0.021 | 0.000 | -0.000 |
| 245.00 | 0.03 | 0.00 | 0.03 | 0.01 | 1 | 536 | 178.1% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 250.00 | 0.01 | 0.00 | 0.20 | 0.00 | 386 | 354 | 204.7% | -0.001 | 0.0000 | -0.036 | 0.001 | -0.000 |
| 255.00 | 0.01 | 0.00 | 0.20 | 0.00 | 152 | 220 | 196.9% | -0.001 | 0.0000 | -0.036 | 0.001 | -0.000 |
| 260.00 | 0.09 | 0.00 | 0.21 | -0.02 | 3 | 39 | 190.2% | -0.001 | 0.0000 | -0.038 | 0.001 | -0.000 |
| 265.00 | 0.01 | 0.00 | 0.10 | 0.00 | 11 | 512 | 168.8% | -0.000 | 0.0000 | -0.016 | 0.000 | -0.000 |
| 270.00 | 0.10 | 0.00 | 0.50 | -0.08 | 23 | 187 | 195.1% | -0.002 | 0.0001 | -0.107 | 0.002 | -0.000 |
| 275.00 | 0.02 | 0.00 | 0.04 | -0.19 | 7 | 190 | 142.2% | -0.000 | 0.0000 | -0.005 | 0.000 | -0.000 |
| 280.00 | 0.01 | 0.00 | 0.40 | -0.19 | 171 | 126 | 173.8% | -0.002 | 0.0001 | -0.084 | 0.002 | -0.000 |
| 285.00 | 0.07 | 0.01 | 0.14 | -0.02 | 34 | 204 | 147.7% | -0.001 | 0.0001 | -0.027 | 0.001 | -0.000 |
| 290.00 | 0.03 | 0.00 | 0.19 | -0.06 | 10 | 444 | 144.9% | -0.001 | 0.0001 | -0.036 | 0.001 | -0.000 |
| 295.00 | 0.01 | 0.00 | 0.30 | -0.06 | 50 | 158 | 145.7% | -0.002 | 0.0001 | -0.061 | 0.002 | -0.000 |
| 300.00 | 0.01 | 0.01 | 0.04 | -0.05 | 67 | 1,003 | 114.1% | -0.000 | 0.0000 | -0.007 | 0.000 | -0.000 |
| 305.00 | 0.02 | 0.01 | 0.06 | -0.14 | 2,025 | 3,450 | 111.7% | -0.000 | 0.0000 | -0.011 | 0.000 | -0.000 |
| 307.50 | 0.08 | 0.00 | 0.06 | 0.00 | 5 | 22 | 107.0% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 310.00 | 0.07 | 0.01 | 0.07 | -0.02 | 50 | 995 | 107.0% | -0.000 | 0.0001 | -0.013 | 0.000 | -0.000 |
| 312.50 | 0.04 | 0.00 | 0.07 | -0.03 | 2 | 41 | 102.3% | -0.000 | 0.0000 | -0.011 | 0.000 | -0.000 |
| 315.00 | 0.09 | 0.02 | 0.07 | 0.03 | 1 | 216 | 102.3% | -0.001 | 0.0001 | -0.016 | 0.001 | -0.000 |
| 317.50 | 0.06 | 0.00 | 0.07 | -0.10 | 18 | 17 | 96.9% | -0.000 | 0.0001 | -0.012 | 0.000 | -0.000 |
| 320.00 | 0.05 | 0.01 | 0.10 | -0.03 | 39 | 3,007 | 98.4% | -0.001 | 0.0001 | -0.020 | 0.001 | -0.000 |
| 322.50 | 0.07 | 0.01 | 0.10 | -0.06 | 2 | 490 | 95.3% | -0.001 | 0.0001 | -0.020 | 0.001 | -0.000 |
| 325.00 | 0.06 | 0.04 | 0.08 | -0.05 | 10 | 620 | 93.2% | -0.001 | 0.0001 | -0.022 | 0.001 | -0.000 |
| 327.50 | 0.08 | 0.01 | 0.09 | -0.03 | 10 | 33 | 88.3% | -0.001 | 0.0001 | -0.018 | 0.001 | -0.000 |
| 330.00 | 0.04 | 0.04 | 0.07 | -0.09 | 63 | 4,283 | 86.3% | -0.001 | 0.0001 | -0.020 | 0.001 | -0.000 |
| 332.50 | 0.08 | 0.03 | 0.29 | -0.11 | 20 | 103 | 95.3% | -0.003 | 0.0004 | -0.071 | 0.003 | -0.000 |
| 335.00 | 0.08 | 0.06 | 0.10 | -0.06 | 181 | 2,126 | 84.0% | -0.002 | 0.0002 | -0.032 | 0.002 | -0.000 |
| 337.50 | 0.18 | 0.03 | 0.16 | 0.00 | 23 | 85 | 82.6% | -0.002 | 0.0003 | -0.039 | 0.002 | -0.000 |
| 340.00 | 0.10 | 0.07 | 0.11 | -0.08 | 22 | 14,852 | 79.1% | -0.002 | 0.0003 | -0.037 | 0.002 | -0.000 |
| 342.50 | 0.10 | 0.04 | 0.10 | -0.09 | 4 | 85 | 73.6% | -0.002 | 0.0002 | -0.028 | 0.002 | -0.000 |
| 345.00 | 0.11 | 0.03 | 0.11 | -0.12 | 190 | 1,904 | 70.7% | -0.002 | 0.0003 | -0.028 | 0.002 | -0.000 |
| 347.50 | 0.01 | 0.05 | 0.11 | -0.33 | 1 | 181 | 68.8% | -0.002 | 0.0003 | -0.033 | 0.002 | -0.000 |
| 350.00 | 0.12 | 0.05 | 0.12 | -0.13 | 357 | 2,939 | 66.2% | -0.002 | 0.0004 | -0.035 | 0.002 | -0.000 |
| 352.50 | 0.11 | 0.11 | 0.13 | -0.18 | 173 | 256 | 66.2% | -0.004 | 0.0005 | -0.052 | 0.003 | -0.000 |
| 355.00 | 0.15 | 0.09 | 0.14 | -0.25 | 97 | 915 | 62.8% | -0.004 | 0.0006 | -0.051 | 0.003 | -0.000 |
| 357.50 | 0.14 | 0.09 | 0.16 | -0.23 | 7 | 455 | 60.4% | -0.004 | 0.0007 | -0.056 | 0.004 | -0.000 |
| 360.00 | 0.17 | 0.13 | 0.18 | -0.33 | 412 | 2,820 | 59.2% | -0.006 | 0.0009 | -0.072 | 0.005 | -0.000 |
| 362.50 | 0.22 | 0.13 | 0.27 | -0.39 | 152 | 828 | 58.2% | -0.008 | 0.0013 | -0.095 | 0.007 | -0.000 |
| 365.00 | 0.23 | 0.19 | 0.28 | -0.55 | 504 | 1,898 | 56.4% | -0.010 | 0.0016 | -0.114 | 0.008 | -0.000 |
| 367.50 | 0.26 | 0.12 | 0.30 | -0.69 | 240 | 882 | 52.1% | -0.010 | 0.0017 | -0.102 | 0.008 | -0.000 |
| 370.00 | 0.35 | 0.29 | 0.40 | -0.90 | 622 | 2,893 | 53.4% | -0.018 | 0.0028 | -0.173 | 0.013 | -0.000 |
| 372.50 | 0.49 | 0.35 | 0.49 | -1.16 | 339 | 1,681 | 51.8% | -0.023 | 0.0036 | -0.212 | 0.016 | -0.001 |
| 375.00 | 0.55 | 0.46 | 0.57 | -1.45 | 885 | 3,277 | 50.3% | -0.031 | 0.0047 | -0.261 | 0.021 | -0.001 |
| 377.50 | 0.72 | 0.59 | 0.75 | -1.44 | 132 | 1,460 | 51.0% | -0.048 | 0.0066 | -0.374 | 0.030 | -0.001 |
| 380.00 | 0.87 | 0.80 | 0.92 | -2.19 | 1,219 | 3,161 | 49.5% | -0.062 | 0.0083 | -0.449 | 0.037 | -0.001 |
| 382.50 | 1.05 | 0.99 | 1.41 | -2.30 | 332 | 1,208 | 51.6% | -0.097 | 0.0111 | -0.652 | 0.051 | -0.002 |
| 385.00 | 1.43 | 1.31 | 1.55 | -3.17 | 2,366 | 2,032 | 48.5% | -0.115 | 0.0134 | -0.693 | 0.058 | -0.003 |
| 387.50 | 2.05 | 1.67 | 2.20 | -2.65 | 126 | 943 | 50.1% | -0.161 | 0.0164 | -0.902 | 0.073 | -0.004 |
| 390.00 | 2.35 | 2.19 | 2.66 | -4.39 | 507 | 6,401 | 48.8% | -0.201 | 0.0194 | -1.009 | 0.084 | -0.005 |
| 392.50 | 3.32 | 2.74 | 3.45 | -4.23 | 306 | 1,142 | 49.4% | -0.257 | 0.0219 | -1.172 | 0.096 | -0.006 |
| 395.00 | 3.75 | 3.50 | 4.00 | -5.00 | 658 | 1,629 | 47.2% | -0.309 | 0.0251 | -1.221 | 0.105 | -0.007 |
| 397.50 | 4.70 | 4.45 | 5.05 | -4.80 | 241 | 823 | 47.9% | -0.376 | 0.0267 | -1.332 | 0.113 | -0.008 |
| 400.00 | 6.00 | 5.65 | 6.05 | -6.39 | 824 | 2,407 | 47.1% | -0.444 | 0.0282 | -1.362 | 0.117 | -0.010 |
| 402.50 | 7.35 | 6.65 | 7.70 | -5.73 | 73 | 323 | 49.9% | -0.514 | 0.0269 | -1.453 | 0.119 | -0.012 |
| 405.00 | 8.29 | 8.15 | 9.00 | -7.45 | 36 | 535 | 49.3% | -0.581 | 0.0267 | -1.402 | 0.116 | -0.013 |
| 407.50 | 9.87 | 9.65 | 10.65 | -5.13 | 19 | 910 | 50.2% | -0.643 | 0.0250 | -1.359 | 0.111 | -0.015 |
| 410.00 | 11.59 | 10.55 | 12.25 | -8.34 | 42 | 580 | 49.8% | -0.704 | 0.0233 | -1.245 | 0.103 | -0.016 |
| 412.50 | 13.35 | 12.40 | 14.00 | -5.85 | 21 | 433 | 49.6% | -0.759 | 0.0211 | -1.113 | 0.093 | -0.017 |
| 415.00 | 15.39 | 14.40 | 16.20 | -5.91 | 54 | 515 | 52.4% | -0.794 | 0.0183 | -1.072 | 0.085 | -0.018 |
| 417.50 | 18.45 | 15.85 | 18.75 | -5.10 | 27 | 148 | 57.9% | -0.810 | 0.0158 | -1.126 | 0.081 | -0.019 |
| 420.00 | 19.50 | 18.05 | 21.05 | -5.92 | 10 | 392 | 60.9% | -0.833 | 0.0138 | -1.090 | 0.074 | -0.019 |
| 422.50 | 28.00 | 20.40 | 23.15 | 0.00 | 2 | 14 | 61.5% | -0.861 | 0.0121 | -0.969 | 0.066 | -0.020 |
| 425.00 | 35.37 | 22.40 | 25.45 | 0.00 | 21 | 78 | 63.8% | -0.879 | 0.0106 | -0.909 | 0.060 | -0.021 |
| 427.50 | 32.55 | 24.70 | 27.75 | 0.00 | 15 | 48 | 65.7% | -0.895 | 0.0093 | -0.840 | 0.054 | -0.021 |
| 430.00 | 28.40 | 27.05 | 30.05 | -6.30 | 5 | 17 | 67.2% | -0.910 | 0.0081 | -0.763 | 0.048 | -0.022 |
| 432.50 | 30.90 | 29.65 | 32.45 | 10.09 | 16 | 1 | 69.8% | -0.920 | 0.0072 | -0.726 | 0.044 | -0.022 |
| 435.00 | 33.38 | 32.00 | 34.85 | -8.25 | 25 | 54 | 72.2% | -0.928 | 0.0064 | -0.685 | 0.041 | -0.022 |
| 440.00 | 36.75 | 36.70 | 39.75 | 0.00 | 7 | 41 | 77.9% | -0.940 | 0.0052 | -0.645 | 0.036 | -0.023 |
| 445.00 | 45.30 | 41.80 | 44.65 | 0.00 | 20 | 10 | 83.1% | -0.949 | 0.0043 | -0.600 | 0.031 | -0.023 |
| 450.00 | 48.12 | 46.65 | 49.65 | -8.26 | 25 | 2 | 89.7% | -0.953 | 0.0037 | -0.602 | 0.029 | -0.024 |
| 452.50 | 47.75 | 49.00 | 52.10 | 0.00 | 10 | 10 | 92.0% | -0.957 | 0.0034 | -0.578 | 0.027 | -0.024 |
| 455.00 | 59.42 | 51.50 | 54.60 | 0.00 | 2 | 0 | 95.2% | -0.958 | 0.0031 | -0.578 | 0.026 | -0.024 |
| 460.00 | 43.58 | 56.55 | 59.60 | 0.00 | 19 | 1 | 101.4% | -0.961 | 0.0028 | -0.578 | 0.025 | -0.024 |
| 470.00 | 84.45 | 66.80 | 69.60 | 0.00 | 2 | 0 | 113.3% | -0.966 | 0.0022 | -0.577 | 0.022 | -0.025 |
| 475.00 | 60.12 | 71.55 | 74.60 | 0.00 | 0 | 0 | 119.1% | -0.968 | 0.0020 | -0.577 | 0.021 | -0.025 |
| 500.00 | 93.15 | 96.60 | 99.60 | 0.00 | 15 | 0 | 146.3% | -0.975 | 0.0013 | -0.570 | 0.017 | -0.027 |
| 520.00 | 118.20 | 116.65 | 119.60 | 0.00 | 0 | 0 | 166.4% | -0.979 | 0.0010 | -0.564 | 0.015 | -0.028 |
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.