TWLO
Twilio Inc.Close $189.33EOD onlyThis page reflects TWLO 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 85.00 | 35.56 | 111.60 | 114.80 | 0.00 | 0 | 1 | 915.0% | 0.936 | 0.0010 | -4.028 | 0.018 | 0.004 |
| 105.00 | 33.05 | 83.50 | 86.00 | 0.00 | 0 | 1 | 334.8% | 0.994 | 0.0004 | -0.216 | 0.002 | 0.006 |
| 110.00 | 82.00 | 78.50 | 81.40 | -10.00 | 8 | 21 | 333.2% | 0.990 | 0.0006 | -0.324 | 0.004 | 0.006 |
| 115.00 | 75.58 | 73.70 | 75.70 | -7.21 | 1 | 93 | 282.8% | 0.994 | 0.0005 | -0.193 | 0.003 | 0.006 |
| 116.00 | 74.68 | 72.70 | 74.70 | -7.12 | 1 | 2 | 278.5% | 0.993 | 0.0005 | -0.193 | 0.003 | 0.006 |
| 117.00 | 20.65 | 79.70 | 82.80 | 0.00 | 0 | 4 | 621.0% | 0.899 | 0.0020 | -3.850 | 0.025 | 0.005 |
| 118.00 | 83.95 | 70.70 | 73.40 | 0.00 | 3 | 8 | 303.9% | 0.987 | 0.0008 | -0.379 | 0.005 | 0.006 |
| 120.00 | 75.30 | 68.70 | 70.70 | 0.00 | 10 | 22 | 261.5% | 0.993 | 0.0005 | -0.194 | 0.003 | 0.006 |
| 121.00 | 18.00 | 75.50 | 78.80 | 0.00 | 6 | 7 | 587.3% | 0.894 | 0.0022 | -3.780 | 0.026 | 0.005 |
| 122.00 | 68.40 | 66.50 | 69.40 | 47.96 | 1 | 10 | 277.5% | 0.988 | 0.0008 | -0.328 | 0.005 | 0.007 |
| 123.00 | 66.88 | 65.30 | 68.40 | -7.37 | 2 | 4 | 264.5% | 0.989 | 0.0008 | -0.275 | 0.004 | 0.007 |
| 124.00 | 65.90 | 64.70 | 66.70 | -7.45 | 2 | 3 | 245.1% | 0.992 | 0.0006 | -0.196 | 0.003 | 0.007 |
| 125.00 | 19.60 | 63.70 | 66.40 | 0.00 | 3 | 4 | 272.2% | 0.985 | 0.0010 | -0.381 | 0.005 | 0.007 |
| 126.00 | 15.30 | 70.50 | 73.80 | 0.00 | 1 | 4 | 549.9% | 0.886 | 0.0025 | -3.732 | 0.027 | 0.005 |
| 127.00 | 61.68 | 61.70 | 64.40 | -8.67 | 3 | 5 | 263.3% | 0.984 | 0.0011 | -0.381 | 0.006 | 0.007 |
| 128.00 | 60.70 | 60.70 | 63.40 | -8.75 | 3 | 2 | 259.0% | 0.984 | 0.0011 | -0.382 | 0.006 | 0.007 |
| 129.00 | 67.30 | 59.30 | 61.70 | 0.00 | 3 | 7 | 199.2% | 0.996 | 0.0004 | -0.092 | 0.002 | 0.007 |
| 130.00 | 68.30 | 58.30 | 61.40 | 0.00 | 6 | 4 | 235.1% | 0.988 | 0.0010 | -0.277 | 0.004 | 0.007 |
| 131.00 | 58.20 | 57.70 | 60.40 | -11.70 | 5 | 4 | 246.1% | 0.983 | 0.0012 | -0.383 | 0.006 | 0.007 |
| 132.00 | 63.78 | 56.70 | 59.40 | 0.00 | 2 | 7 | 241.8% | 0.982 | 0.0013 | -0.383 | 0.006 | 0.007 |
| 133.00 | 65.58 | 55.70 | 57.70 | 0.00 | 2 | 2 | 209.6% | 0.991 | 0.0008 | -0.198 | 0.003 | 0.007 |
| 134.00 | 64.60 | 54.70 | 56.70 | 0.00 | 2 | 22 | 205.9% | 0.991 | 0.0009 | -0.199 | 0.004 | 0.007 |
| 135.00 | 56.84 | 53.70 | 55.70 | 0.00 | 1 | 11 | 202.0% | 0.990 | 0.0009 | -0.199 | 0.004 | 0.007 |
| 136.00 | 62.25 | 52.70 | 55.40 | 0.00 | 6 | 3 | 225.0% | 0.981 | 0.0015 | -0.384 | 0.007 | 0.007 |
| 137.00 | 61.26 | 51.30 | 54.40 | 0.00 | 6 | 6 | 207.0% | 0.986 | 0.0013 | -0.279 | 0.005 | 0.007 |
| 138.00 | 13.76 | 50.70 | 53.40 | 0.00 | 0 | 1 | 216.8% | 0.980 | 0.0016 | -0.385 | 0.007 | 0.007 |
| 139.00 | 59.55 | 49.50 | 52.00 | 0.00 | 3 | 4 | 191.4% | 0.988 | 0.0012 | -0.227 | 0.004 | 0.007 |
| 140.00 | 57.28 | 48.70 | 51.40 | 0.00 | 2 | 4 | 208.6% | 0.979 | 0.0017 | -0.385 | 0.007 | 0.007 |
| 141.00 | 56.30 | 47.70 | 50.40 | 0.00 | 2 | 2 | 204.5% | 0.979 | 0.0018 | -0.384 | 0.007 | 0.007 |
| 142.00 | 55.80 | 46.50 | 49.40 | 0.00 | 1 | 4 | 194.3% | 0.981 | 0.0017 | -0.333 | 0.007 | 0.008 |
| 143.00 | 48.43 | 45.50 | 48.40 | 0.00 | 1 | 2 | 190.4% | 0.980 | 0.0018 | -0.333 | 0.007 | 0.008 |
| 144.00 | 48.70 | 44.50 | 47.40 | -5.85 | 4 | 8 | 186.5% | 0.980 | 0.0019 | -0.333 | 0.007 | 0.008 |
| 145.00 | 30.40 | 43.50 | 45.70 | 0.00 | 3 | 20 | 156.3% | 0.991 | 0.0011 | -0.150 | 0.003 | 0.008 |
| 146.00 | 46.57 | 42.80 | 45.00 | 0.00 | 2 | 3 | 175.7% | 0.981 | 0.0019 | -0.308 | 0.007 | 0.008 |
| 147.00 | 45.59 | 41.80 | 43.70 | 0.00 | 2 | 4 | 161.8% | 0.985 | 0.0017 | -0.230 | 0.005 | 0.008 |
| 148.00 | 29.66 | 40.50 | 43.20 | 0.00 | 20 | 15 | 165.0% | 0.981 | 0.0020 | -0.283 | 0.006 | 0.008 |
| 149.00 | 48.89 | 39.60 | 42.40 | 0.00 | 2 | 2 | 170.1% | 0.975 | 0.0024 | -0.360 | 0.008 | 0.008 |
| 150.00 | 41.40 | 38.50 | 40.70 | -6.51 | 2 | 28 | 139.2% | 0.990 | 0.0014 | -0.151 | 0.004 | 0.008 |
| 152.50 | 45.73 | 36.30 | 38.90 | 0.00 | 1 | 3 | 161.7% | 0.969 | 0.0031 | -0.411 | 0.010 | 0.008 |
| 155.00 | 43.90 | 33.50 | 35.70 | 0.00 | 5 | 4 | 122.5% | 0.988 | 0.0018 | -0.153 | 0.004 | 0.008 |
| 157.50 | 37.70 | 30.90 | 33.90 | 15.51 | 8 | 50 | 132.8% | 0.973 | 0.0034 | -0.310 | 0.009 | 0.008 |
| 160.00 | 32.20 | 28.40 | 30.70 | -5.30 | 47 | 183 | 102.1% | 0.988 | 0.0021 | -0.128 | 0.004 | 0.009 |
| 162.50 | 36.55 | 25.90 | 29.00 | 0.00 | 1 | 14 | 116.9% | 0.965 | 0.0047 | -0.335 | 0.011 | 0.009 |
| 165.00 | 31.50 | 23.50 | 26.50 | 0.00 | 1 | 5 | 109.8% | 0.959 | 0.0057 | -0.358 | 0.012 | 0.009 |
| 167.50 | 27.28 | 21.10 | 24.00 | 0.00 | 1 | 2 | 102.3% | 0.951 | 0.0070 | -0.380 | 0.014 | 0.009 |
| 170.00 | 29.25 | 18.70 | 21.60 | 0.00 | 3 | 4 | 96.3% | 0.939 | 0.0089 | -0.424 | 0.017 | 0.009 |
| 172.50 | 27.19 | 16.00 | 18.50 | 0.00 | 1 | 8 | 72.5% | 0.961 | 0.0082 | -0.232 | 0.012 | 0.009 |
| 175.00 | 21.30 | 14.10 | 16.80 | 0.00 | 1 | 13 | 85.0% | 0.901 | 0.0146 | -0.537 | 0.024 | 0.009 |
| 177.50 | 20.41 | 11.50 | 14.60 | 0.00 | 1 | 5 | 76.8% | 0.878 | 0.0187 | -0.561 | 0.028 | 0.008 |
| 180.00 | 17.96 | 9.30 | 12.40 | 0.00 | 1 | 5 | 72.1% | 0.836 | 0.0245 | -0.642 | 0.035 | 0.008 |
| 182.50 | 8.25 | 7.30 | 9.80 | -4.15 | 9 | 4 | 64.0% | 0.789 | 0.0322 | -0.664 | 0.040 | 0.008 |
| 185.00 | 6.50 | 5.60 | 7.90 | -5.80 | 8 | 11 | 62.6% | 0.701 | 0.0396 | -0.776 | 0.049 | 0.007 |
| 187.50 | 5.30 | 4.60 | 5.90 | -6.97 | 98 | 56 | 62.7% | 0.594 | 0.0441 | -0.865 | 0.054 | 0.006 |
| 190.00 | 4.40 | 2.20 | 4.90 | -4.31 | 28 | 42 | 56.5% | 0.477 | 0.0503 | -0.799 | 0.056 | 0.005 |
| 192.50 | 2.20 | 2.10 | 3.40 | -6.66 | 54 | 8 | 60.0% | 0.365 | 0.0447 | -0.798 | 0.053 | 0.004 |
| 195.00 | 2.20 | 1.55 | 2.40 | -2.97 | 41 | 132 | 60.7% | 0.265 | 0.0385 | -0.702 | 0.046 | 0.003 |
| 197.50 | 1.20 | 0.45 | 1.55 | -2.88 | 43 | 105 | 53.7% | 0.150 | 0.0310 | -0.441 | 0.033 | 0.002 |
| 200.00 | 0.86 | 0.05 | 1.40 | -2.14 | 358 | 763 | 56.5% | 0.099 | 0.0221 | -0.348 | 0.025 | 0.001 |
| 202.50 | 0.55 | 0.35 | 1.50 | -1.90 | 15 | 35 | 70.1% | 0.103 | 0.0182 | -0.442 | 0.025 | 0.001 |
| 205.00 | 0.53 | 0.25 | 1.00 | -1.12 | 96 | 455 | 69.9% | 0.066 | 0.0131 | -0.316 | 0.018 | 0.001 |
| 207.50 | 0.44 | 0.00 | 0.90 | -0.76 | 2 | 61 | 71.2% | 0.044 | 0.0093 | -0.233 | 0.013 | 0.000 |
| 210.00 | 0.15 | 0.10 | 0.20 | -0.80 | 445 | 1,887 | 62.5% | 0.014 | 0.0039 | -0.076 | 0.005 | 0.000 |
| 212.50 | 0.33 | 0.00 | 0.55 | -0.47 | 29 | 27 | 76.4% | 0.022 | 0.0049 | -0.142 | 0.007 | 0.000 |
| 215.00 | 0.50 | 0.00 | 0.10 | 0.00 | 5 | 73 | 62.5% | 0.003 | 0.0011 | -0.022 | 0.001 | 0.000 |
| 217.50 | 0.55 | 0.00 | 2.20 | 0.00 | 1 | 2 | 121.3% | 0.067 | 0.0076 | -0.554 | 0.018 | 0.001 |
| 220.00 | 0.45 | 0.00 | 2.10 | 0.00 | 2 | 31 | 126.7% | 0.060 | 0.0067 | -0.533 | 0.017 | 0.001 |
| 222.50 | 0.10 | 0.00 | 0.80 | -0.10 | 6 | 18 | 107.1% | 0.023 | 0.0036 | -0.206 | 0.008 | 0.000 |
| 225.00 | 0.10 | 0.00 | 2.15 | 0.00 | 1 | 10 | 140.9% | 0.055 | 0.0056 | -0.549 | 0.016 | 0.001 |
| 230.00 | 0.15 | 0.00 | 2.15 | 0.00 | 20 | 39 | 153.8% | 0.049 | 0.0047 | -0.552 | 0.014 | 0.000 |
| 250.00 | 0.35 | 0.00 | 2.15 | 0.00 | 0 | 3 | 200.3% | 0.036 | 0.0028 | -0.556 | 0.011 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 65.00 | 0.20 | 0.00 | 2.15 | -0.05 | 3 | 43 | 675.8% | -0.008 | 0.0002 | -0.546 | 0.003 | -0.000 |
| 70.00 | 0.20 | 0.00 | 2.15 | -0.12 | 2 | 25 | 632.6% | -0.009 | 0.0003 | -0.546 | 0.003 | -0.000 |
| 75.00 | 0.25 | 0.00 | 2.15 | 0.00 | 3 | 21 | 592.6% | -0.010 | 0.0003 | -0.547 | 0.004 | -0.000 |
| 80.00 | 0.32 | 0.00 | 2.15 | 0.00 | 4 | 20 | 555.1% | -0.011 | 0.0004 | -0.547 | 0.004 | -0.000 |
| 85.00 | 0.20 | 0.00 | 2.15 | -0.05 | 3 | 14 | 520.1% | -0.012 | 0.0004 | -0.549 | 0.004 | -0.000 |
| 90.00 | 0.25 | 0.00 | 2.15 | 0.00 | 6 | 9 | 486.9% | -0.012 | 0.0005 | -0.548 | 0.005 | -0.000 |
| 95.00 | 0.30 | 0.00 | 2.15 | 0.05 | 3 | 117 | 455.7% | -0.013 | 0.0005 | -0.549 | 0.005 | -0.000 |
| 99.00 | 0.32 | 0.00 | 2.15 | 0.00 | 2 | 9 | 431.8% | -0.014 | 0.0006 | -0.550 | 0.005 | -0.000 |
| 100.00 | 0.28 | 0.00 | 2.15 | 0.00 | 6 | 12 | 426.0% | -0.015 | 0.0006 | -0.549 | 0.005 | -0.000 |
| 101.00 | 0.32 | 0.00 | 2.15 | 0.00 | 8 | 9 | 420.3% | -0.015 | 0.0006 | -0.550 | 0.005 | -0.000 |
| 102.00 | 0.28 | 0.00 | 2.15 | 0.00 | 2 | 3 | 414.6% | -0.015 | 0.0007 | -0.551 | 0.005 | -0.000 |
| 103.00 | 0.28 | 0.00 | 2.15 | 0.00 | 2 | 3 | 409.0% | -0.015 | 0.0007 | -0.551 | 0.005 | -0.000 |
| 104.00 | 0.28 | 0.00 | 2.15 | 0.00 | 1 | 2 | 403.3% | -0.016 | 0.0007 | -0.550 | 0.005 | -0.000 |
| 105.00 | 0.28 | 0.00 | 2.15 | 0.00 | 1 | 2 | 397.8% | -0.016 | 0.0007 | -0.550 | 0.006 | -0.000 |
| 106.00 | 0.28 | 0.00 | 2.15 | 0.00 | 3 | 4 | 392.2% | -0.016 | 0.0007 | -0.550 | 0.006 | -0.000 |
| 107.00 | 0.28 | 0.00 | 2.15 | 0.00 | 1 | 4 | 386.8% | -0.016 | 0.0008 | -0.551 | 0.006 | -0.000 |
| 108.00 | 0.32 | 0.00 | 2.15 | 0.00 | 1 | 3 | 381.4% | -0.017 | 0.0008 | -0.551 | 0.006 | -0.000 |
| 109.00 | 0.28 | 0.00 | 2.15 | 0.00 | 1 | 2 | 376.0% | -0.017 | 0.0008 | -0.550 | 0.006 | -0.000 |
| 110.00 | 0.03 | 0.00 | 1.05 | 0.00 | 2 | 9 | 323.4% | -0.008 | 0.0005 | -0.261 | 0.003 | -0.000 |
| 111.00 | 0.28 | 0.00 | 2.15 | 0.00 | 3 | 4 | 365.4% | -0.017 | 0.0008 | -0.551 | 0.006 | -0.000 |
| 112.00 | 0.34 | 0.00 | 2.15 | 0.00 | 2 | 3 | 360.2% | -0.018 | 0.0009 | -0.551 | 0.006 | -0.000 |
| 114.00 | 0.28 | 0.00 | 2.15 | 0.00 | 2 | 3 | 349.9% | -0.018 | 0.0009 | -0.551 | 0.006 | -0.000 |
| 115.00 | 0.10 | 0.00 | 1.05 | 0.00 | 1 | 15 | 300.2% | -0.009 | 0.0006 | -0.261 | 0.003 | -0.000 |
| 116.00 | 0.18 | 0.00 | 2.15 | 0.00 | 2 | 11 | 339.7% | -0.019 | 0.0010 | -0.552 | 0.006 | -0.000 |
| 117.00 | 0.28 | 0.00 | 2.15 | 0.00 | 3 | 7 | 334.7% | -0.019 | 0.0010 | -0.551 | 0.007 | -0.000 |
| 118.00 | 0.28 | 0.00 | 2.15 | 0.00 | 2 | 4 | 329.7% | -0.020 | 0.0010 | -0.551 | 0.007 | -0.000 |
| 119.00 | 0.28 | 0.00 | 2.15 | 0.00 | 1 | 7 | 324.8% | -0.020 | 0.0011 | -0.552 | 0.007 | -0.000 |
| 120.00 | 0.28 | 0.00 | 2.15 | 0.00 | 1 | 43 | 319.8% | -0.020 | 0.0011 | -0.551 | 0.007 | -0.000 |
| 121.00 | 0.28 | 0.00 | 2.15 | 0.00 | 3 | 4 | 314.9% | -0.021 | 0.0011 | -0.551 | 0.007 | -0.000 |
| 122.00 | 0.28 | 0.00 | 2.15 | 0.00 | 1 | 3 | 310.2% | -0.021 | 0.0012 | -0.552 | 0.007 | -0.000 |
| 123.00 | 0.28 | 0.00 | 2.15 | 0.00 | 2 | 5 | 305.3% | -0.022 | 0.0012 | -0.551 | 0.007 | -0.000 |
| 124.00 | 2.93 | 0.00 | 2.15 | 0.00 | 0 | 2 | 300.6% | -0.022 | 0.0012 | -0.552 | 0.007 | -0.000 |
| 125.00 | 0.88 | 0.00 | 2.15 | 0.00 | 1 | 4 | 295.8% | -0.022 | 0.0013 | -0.552 | 0.007 | -0.000 |
| 126.00 | 4.25 | 0.00 | 2.15 | 0.00 | 1 | 3 | 291.0% | -0.023 | 0.0013 | -0.551 | 0.008 | -0.000 |
| 127.00 | 0.28 | 0.00 | 2.15 | 0.00 | 1 | 7 | 286.4% | -0.023 | 0.0014 | -0.552 | 0.008 | -0.000 |
| 128.00 | 4.46 | 0.00 | 2.15 | 0.00 | 1 | 4 | 281.7% | -0.024 | 0.0014 | -0.551 | 0.008 | -0.000 |
| 129.00 | 5.00 | 0.00 | 2.15 | 0.00 | 5 | 6 | 277.1% | -0.024 | 0.0015 | -0.552 | 0.008 | -0.000 |
| 130.00 | 0.57 | 0.00 | 2.15 | 0.00 | 1 | 3 | 272.6% | -0.025 | 0.0015 | -0.552 | 0.008 | -0.000 |
| 131.00 | 5.40 | 0.00 | 2.15 | 0.00 | 1 | 3 | 268.0% | -0.025 | 0.0016 | -0.551 | 0.008 | -0.000 |
| 132.00 | 6.03 | 0.00 | 2.15 | 0.00 | 1 | 2 | 263.4% | -0.026 | 0.0016 | -0.551 | 0.008 | -0.000 |
| 133.00 | 5.99 | 0.00 | 2.15 | 0.00 | 2 | 5 | 258.9% | -0.026 | 0.0017 | -0.551 | 0.009 | -0.000 |
| 134.00 | 6.26 | 0.00 | 2.15 | 0.00 | 2 | 4 | 254.4% | -0.027 | 0.0017 | -0.551 | 0.009 | -0.000 |
| 135.00 | 0.35 | 0.00 | 2.15 | 0.00 | 10 | 7 | 250.0% | -0.027 | 0.0018 | -0.551 | 0.009 | -0.000 |
| 136.00 | 9.55 | 0.00 | 2.15 | 0.00 | 6 | 1 | 245.5% | -0.028 | 0.0019 | -0.550 | 0.009 | -0.000 |
| 137.00 | 7.82 | 0.00 | 2.15 | 0.00 | 1 | 4 | 241.1% | -0.029 | 0.0019 | -0.550 | 0.009 | -0.000 |
| 138.00 | 8.34 | 0.00 | 2.15 | 0.00 | 1 | 3 | 236.7% | -0.029 | 0.0020 | -0.550 | 0.009 | -0.000 |
| 139.00 | 8.71 | 0.00 | 2.15 | 0.00 | 0 | 1 | 232.3% | -0.030 | 0.0021 | -0.550 | 0.009 | -0.000 |
| 140.00 | 0.22 | 0.00 | 2.15 | 0.00 | 3 | 5 | 228.0% | -0.030 | 0.0022 | -0.550 | 0.010 | -0.000 |
| 141.00 | 7.90 | 0.00 | 2.15 | 0.00 | 1 | 1 | 223.6% | -0.031 | 0.0022 | -0.549 | 0.010 | -0.000 |
| 142.00 | 11.30 | 0.00 | 2.15 | 0.00 | 0 | 1 | 219.3% | -0.032 | 0.0023 | -0.549 | 0.010 | -0.000 |
| 143.00 | 10.74 | 0.00 | 2.15 | 0.00 | 0 | 2 | 215.1% | -0.033 | 0.0024 | -0.549 | 0.010 | -0.000 |
| 144.00 | 10.90 | 0.00 | 2.15 | 0.00 | 0 | 5 | 210.8% | -0.033 | 0.0025 | -0.548 | 0.010 | -0.000 |
| 145.00 | 12.24 | 0.00 | 2.15 | 0.00 | 1 | 1 | 206.5% | -0.034 | 0.0026 | -0.547 | 0.011 | -0.000 |
| 146.00 | 0.40 | 0.00 | 2.15 | 0.00 | 1 | 8 | 202.3% | -0.035 | 0.0027 | -0.547 | 0.011 | -0.000 |
| 147.00 | 13.00 | 0.00 | 2.15 | 0.00 | 0 | 1 | 198.1% | -0.036 | 0.0028 | -0.547 | 0.011 | -0.000 |
| 148.00 | 13.50 | 0.00 | 2.15 | 0.00 | 0 | 1 | 193.9% | -0.037 | 0.0030 | -0.546 | 0.011 | -0.000 |
| 149.00 | 0.05 | 0.00 | 1.05 | -1.75 | 1 | 1 | 161.5% | -0.019 | 0.0021 | -0.267 | 0.007 | -0.000 |
| 150.00 | 0.30 | 0.00 | 0.70 | 0.25 | 1 | 4 | 145.9% | -0.013 | 0.0017 | -0.176 | 0.005 | -0.000 |
| 152.50 | 0.55 | 0.00 | 0.30 | 0.00 | 1 | 6 | 118.6% | -0.006 | 0.0010 | -0.071 | 0.002 | -0.000 |
| 155.00 | 0.37 | 0.00 | 0.35 | 0.00 | 8 | 37 | 113.7% | -0.008 | 0.0013 | -0.084 | 0.003 | -0.000 |
| 157.50 | 0.61 | 0.00 | 2.15 | 0.00 | 4 | 7 | 154.8% | -0.048 | 0.0046 | -0.539 | 0.014 | -0.001 |
| 160.00 | 0.08 | 0.00 | 1.10 | 0.00 | 24 | 538 | 122.7% | -0.029 | 0.0038 | -0.280 | 0.009 | -0.000 |
| 162.50 | 0.15 | 0.00 | 0.35 | 0.00 | 1 | 21 | 90.4% | -0.010 | 0.0021 | -0.085 | 0.004 | -0.000 |
| 165.00 | 3.14 | 0.00 | 1.80 | 0.00 | 32 | 29 | 118.5% | -0.053 | 0.0065 | -0.448 | 0.015 | -0.001 |
| 167.50 | 0.30 | 0.00 | 0.50 | 0.00 | 1 | 23 | 80.5% | -0.018 | 0.0040 | -0.126 | 0.006 | -0.000 |
| 170.00 | 0.40 | 0.00 | 0.95 | 0.25 | 7 | 58 | 83.6% | -0.038 | 0.0070 | -0.241 | 0.012 | -0.000 |
| 172.50 | 0.50 | 0.00 | 1.30 | -0.35 | 11 | 57 | 81.1% | -0.057 | 0.0100 | -0.322 | 0.016 | -0.001 |
| 175.00 | 0.38 | 0.00 | 1.40 | 0.03 | 3 | 44 | 73.3% | -0.069 | 0.0129 | -0.340 | 0.019 | -0.001 |
| 177.50 | 0.74 | 0.35 | 1.15 | 0.41 | 26 | 56 | 65.0% | -0.085 | 0.0171 | -0.354 | 0.022 | -0.001 |
| 180.00 | 1.10 | 0.55 | 1.25 | 0.50 | 21 | 75 | 58.7% | -0.117 | 0.0239 | -0.401 | 0.028 | -0.001 |
| 182.50 | 1.60 | 0.90 | 1.60 | 0.60 | 17 | 425 | 55.1% | -0.177 | 0.0336 | -0.498 | 0.036 | -0.002 |
| 185.00 | 1.70 | 1.50 | 3.70 | 0.81 | 196 | 298 | 65.5% | -0.306 | 0.0382 | -0.798 | 0.049 | -0.003 |
| 187.50 | 4.10 | 2.25 | 3.30 | 2.77 | 90 | 51 | 53.1% | -0.392 | 0.0517 | -0.706 | 0.054 | -0.004 |
| 190.00 | 4.80 | 2.75 | 4.50 | 2.61 | 41 | 126 | 60.6% | -0.520 | 0.0469 | -0.834 | 0.056 | -0.006 |
| 192.50 | 6.28 | 4.30 | 6.80 | 3.76 | 13 | 25 | 54.4% | -0.650 | 0.0486 | -0.690 | 0.052 | -0.007 |
| 195.00 | 8.65 | 6.30 | 8.50 | 5.01 | 3 | 73 | 56.6% | -0.751 | 0.0400 | -0.611 | 0.044 | -0.008 |
| 197.50 | 8.20 | 7.70 | 10.30 | 3.65 | 1 | 40 | 50.0% | -0.868 | 0.0305 | -0.354 | 0.030 | -0.009 |
| 200.00 | 8.50 | 9.40 | 12.40 | 1.70 | 3 | 159 | 78.1% | -0.820 | 0.0240 | -0.698 | 0.037 | -0.009 |
| 202.50 | 6.00 | 12.00 | 14.70 | 0.00 | 1 | 5 | 83.7% | -0.853 | 0.0196 | -0.653 | 0.032 | -0.010 |
| 205.00 | 12.00 | 14.50 | 16.80 | 3.00 | 1 | 12 | 83.6% | -0.894 | 0.0156 | -0.513 | 0.026 | -0.010 |
| 207.50 | 10.70 | 16.30 | 19.00 | 0.00 | 1 | 14 | 83.7% | -0.926 | 0.0120 | -0.389 | 0.020 | -0.011 |
| 210.00 | 13.80 | 18.80 | 21.70 | 0.00 | 2 | 0 | 97.1% | -0.920 | 0.0110 | -0.484 | 0.021 | -0.011 |
| 212.50 | 17.20 | 22.00 | 24.30 | 0.00 | 1 | 1 | 107.5% | -0.921 | 0.0098 | -0.534 | 0.021 | -0.011 |
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.