VLO
Valero Energy CorporationClose $406.30EOD onlyThis page reflects VLO 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 185.00 | 216.00 | 232.70 | 235.70 | 0.00 | 1 | 1 | 371.2% | 0.989 | 0.0002 | -0.596 | 0.012 | 0.020 |
| 190.00 | 220.30 | 227.70 | 230.60 | 0.00 | 0 | 1 | 355.6% | 0.990 | 0.0002 | -0.557 | 0.012 | 0.020 |
| 195.00 | 207.56 | 222.70 | 225.80 | 0.00 | 2 | 3 | 353.9% | 0.988 | 0.0002 | -0.634 | 0.014 | 0.021 |
| 200.00 | 193.52 | 217.90 | 220.60 | 0.00 | 0 | 4 | 334.8% | 0.989 | 0.0002 | -0.556 | 0.013 | 0.021 |
| 205.00 | 161.00 | 212.90 | 215.80 | 0.00 | 1 | 1 | 198.4% | 1.000 | 0.0000 | -0.032 | 0.000 | 0.022 |
| 215.00 | 163.80 | 202.90 | 205.80 | 0.00 | 0 | 1 | 185.9% | 1.000 | 0.0000 | -0.033 | 0.000 | 0.024 |
| 225.00 | 167.60 | 192.70 | 195.80 | 0.00 | 1 | 2 | 294.4% | 0.985 | 0.0003 | -0.630 | 0.016 | 0.024 |
| 230.00 | 146.30 | 187.70 | 190.80 | 0.00 | 0 | 25 | 285.3% | 0.985 | 0.0003 | -0.630 | 0.017 | 0.024 |
| 240.00 | 161.60 | 177.70 | 180.90 | 0.00 | 2 | 3 | 270.8% | 0.983 | 0.0004 | -0.665 | 0.019 | 0.025 |
| 245.00 | 133.90 | 172.60 | 175.50 | 0.00 | 5 | 5 | 248.5% | 0.986 | 0.0003 | -0.515 | 0.016 | 0.026 |
| 250.00 | 128.50 | 167.80 | 170.90 | 0.00 | 2 | 3 | 146.9% | 1.000 | 0.0000 | -0.038 | 0.000 | 0.027 |
| 255.00 | 128.50 | 162.90 | 165.80 | 0.00 | 0 | 1 | 140.6% | 1.000 | 0.0000 | -0.038 | 0.000 | 0.028 |
| 260.00 | 112.60 | 157.80 | 160.90 | 0.00 | 3 | 4 | 135.9% | 1.000 | 0.0000 | -0.039 | 0.000 | 0.028 |
| 270.00 | 114.20 | 147.80 | 150.60 | 0.00 | 4 | 4 | 212.2% | 0.982 | 0.0005 | -0.548 | 0.019 | 0.029 |
| 275.00 | 120.48 | 142.80 | 145.50 | 0.00 | 1 | 0 | 201.5% | 0.982 | 0.0005 | -0.510 | 0.019 | 0.029 |
| 280.00 | 139.32 | 137.80 | 140.90 | 32.34 | 1 | 5 | 115.6% | 1.000 | 0.0000 | -0.041 | 0.001 | 0.031 |
| 285.00 | 106.60 | 132.80 | 135.50 | 0.00 | 5 | 9 | 186.8% | 0.981 | 0.0006 | -0.508 | 0.020 | 0.030 |
| 290.00 | 117.07 | 127.80 | 130.70 | 22.87 | 1 | 6 | 185.2% | 0.977 | 0.0007 | -0.579 | 0.024 | 0.031 |
| 295.00 | 89.50 | 122.80 | 126.00 | 0.00 | 1 | 6 | 115.6% | 0.999 | 0.0001 | -0.065 | 0.002 | 0.032 |
| 300.00 | 91.20 | 117.80 | 121.10 | 0.00 | 2 | 4 | 117.6% | 0.997 | 0.0002 | -0.088 | 0.004 | 0.033 |
| 305.00 | 96.60 | 112.80 | 115.80 | 0.00 | 1 | 5 | 166.0% | 0.973 | 0.0009 | -0.608 | 0.028 | 0.032 |
| 310.00 | 77.50 | 107.80 | 110.80 | 0.00 | 2 | 2 | 159.0% | 0.971 | 0.0009 | -0.606 | 0.029 | 0.033 |
| 315.00 | 77.60 | 102.80 | 106.00 | 0.00 | 0 | 1 | 95.7% | 0.998 | 0.0001 | -0.067 | 0.003 | 0.034 |
| 320.00 | 69.10 | 97.80 | 100.90 | 0.00 | 0 | 2 | 80.1% | 0.999 | 0.0001 | -0.046 | 0.001 | 0.035 |
| 325.00 | 67.12 | 92.70 | 95.80 | 0.00 | 1 | 1 | 138.3% | 0.967 | 0.0012 | -0.597 | 0.032 | 0.034 |
| 327.50 | 80.90 | 90.30 | 93.30 | 0.00 | 5 | 6 | 134.9% | 0.966 | 0.0013 | -0.596 | 0.033 | 0.034 |
| 330.00 | 33.50 | 87.80 | 91.00 | 0.00 | 0 | 1 | 81.6% | 0.998 | 0.0002 | -0.069 | 0.003 | 0.036 |
| 335.00 | 48.20 | 82.70 | 86.00 | 0.00 | 1 | 1 | 67.2% | 0.999 | 0.0001 | -0.047 | 0.001 | 0.037 |
| 337.50 | 64.40 | 80.30 | 83.50 | 0.00 | 1 | 1 | 74.6% | 0.998 | 0.0002 | -0.070 | 0.003 | 0.037 |
| 340.00 | 68.09 | 78.20 | 81.00 | 0.00 | 6 | 13 | 86.6% | 0.991 | 0.0006 | -0.156 | 0.011 | 0.037 |
| 342.50 | 59.20 | 75.40 | 78.50 | 0.00 | 1 | 1 | 75.0% | 0.996 | 0.0004 | -0.093 | 0.006 | 0.037 |
| 345.00 | 63.26 | 73.30 | 76.20 | 0.00 | 4 | 2 | 87.3% | 0.986 | 0.0010 | -0.215 | 0.016 | 0.037 |
| 350.00 | 68.85 | 68.10 | 70.50 | 11.15 | 38 | 22 | 99.7% | 0.963 | 0.0018 | -0.481 | 0.035 | 0.037 |
| 352.50 | 33.50 | 65.40 | 68.70 | 0.00 | 0 | 1 | 71.3% | 0.991 | 0.0008 | -0.135 | 0.011 | 0.038 |
| 355.00 | 49.70 | 62.90 | 66.00 | 0.00 | 1 | 11 | 63.1% | 0.995 | 0.0005 | -0.093 | 0.007 | 0.039 |
| 360.00 | 44.25 | 58.40 | 61.00 | 0.00 | 4 | 5 | 69.4% | 0.984 | 0.0013 | -0.195 | 0.018 | 0.039 |
| 362.50 | 28.50 | 55.50 | 58.80 | 0.00 | 0 | 1 | 65.1% | 0.985 | 0.0013 | -0.175 | 0.016 | 0.039 |
| 365.00 | 52.80 | 53.00 | 56.20 | 12.23 | 1 | 8 | 60.8% | 0.987 | 0.0013 | -0.156 | 0.015 | 0.039 |
| 367.50 | 52.24 | 50.50 | 53.30 | 14.74 | 48 | 2 | 82.2% | 0.943 | 0.0032 | -0.554 | 0.050 | 0.038 |
| 370.00 | 49.75 | 48.40 | 50.80 | 11.21 | 52 | 151 | 55.7% | 0.985 | 0.0015 | -0.155 | 0.016 | 0.040 |
| 372.50 | 48.75 | 45.60 | 48.40 | 12.49 | 2 | 82 | 77.0% | 0.935 | 0.0037 | -0.574 | 0.055 | 0.038 |
| 375.00 | 45.65 | 43.20 | 45.90 | 15.48 | 2 | 77 | 73.7% | 0.932 | 0.0040 | -0.570 | 0.057 | 0.038 |
| 377.50 | 24.00 | 40.70 | 44.00 | 0.00 | 1 | 1 | 54.3% | 0.970 | 0.0028 | -0.245 | 0.030 | 0.040 |
| 380.00 | 31.67 | 38.30 | 41.10 | 0.00 | 8 | 24 | 69.4% | 0.919 | 0.0049 | -0.611 | 0.066 | 0.038 |
| 382.50 | 36.05 | 35.90 | 39.00 | 16.40 | 1 | 14 | 50.7% | 0.962 | 0.0038 | -0.275 | 0.037 | 0.040 |
| 385.00 | 36.50 | 33.60 | 36.30 | 11.40 | 3 | 31 | 64.6% | 0.904 | 0.0060 | -0.646 | 0.075 | 0.038 |
| 387.50 | 32.85 | 31.20 | 34.40 | 18.15 | 1 | 15 | 50.0% | 0.938 | 0.0055 | -0.376 | 0.053 | 0.040 |
| 390.00 | 30.15 | 28.90 | 32.20 | 7.45 | 7 | 122 | 65.6% | 0.864 | 0.0076 | -0.825 | 0.096 | 0.036 |
| 392.50 | 27.85 | 26.70 | 29.70 | 13.17 | 5 | 25 | 61.8% | 0.856 | 0.0084 | -0.809 | 0.100 | 0.036 |
| 395.00 | 25.47 | 24.60 | 27.20 | 5.98 | 16 | 91 | 58.0% | 0.847 | 0.0093 | -0.790 | 0.104 | 0.036 |
| 397.50 | 25.90 | 22.40 | 25.10 | 9.89 | 6 | 77 | 57.0% | 0.825 | 0.0103 | -0.846 | 0.113 | 0.035 |
| 400.00 | 21.40 | 20.40 | 23.10 | 6.46 | 80 | 115 | 56.4% | 0.799 | 0.0114 | -0.908 | 0.123 | 0.034 |
| 402.50 | 15.10 | 18.50 | 21.00 | 2.20 | 50 | 25 | 54.8% | 0.774 | 0.0125 | -0.941 | 0.132 | 0.033 |
| 405.00 | 18.48 | 16.60 | 19.20 | 7.18 | 27 | 93 | 54.7% | 0.740 | 0.0135 | -1.007 | 0.142 | 0.032 |
| 407.50 | 16.90 | 14.80 | 17.30 | 6.80 | 48 | 64 | 53.5% | 0.708 | 0.0146 | -1.041 | 0.151 | 0.031 |
| 410.00 | 14.15 | 13.40 | 15.50 | 5.15 | 173 | 372 | 52.5% | 0.672 | 0.0157 | -1.072 | 0.159 | 0.029 |
| 412.50 | 13.64 | 11.70 | 14.00 | 5.62 | 58 | 53 | 52.6% | 0.631 | 0.0163 | -1.120 | 0.166 | 0.028 |
| 415.00 | 11.00 | 10.10 | 12.60 | 2.90 | 92 | 108 | 52.8% | 0.589 | 0.0168 | -1.156 | 0.171 | 0.026 |
| 417.50 | 10.40 | 9.00 | 11.30 | 4.26 | 31 | 235 | 53.0% | 0.546 | 0.0170 | -1.179 | 0.174 | 0.024 |
| 420.00 | 9.80 | 7.60 | 9.90 | 4.80 | 189 | 155 | 52.2% | 0.503 | 0.0174 | -1.167 | 0.175 | 0.022 |
| 422.50 | 8.60 | 6.50 | 8.60 | 3.70 | 78 | 116 | 51.4% | 0.458 | 0.0176 | -1.141 | 0.174 | 0.020 |
| 425.00 | 7.00 | 5.30 | 7.80 | 3.00 | 211 | 50 | 52.7% | 0.418 | 0.0169 | -1.149 | 0.171 | 0.018 |
| 427.50 | 7.00 | 4.40 | 6.70 | 3.53 | 76 | 12 | 52.0% | 0.375 | 0.0166 | -1.099 | 0.166 | 0.017 |
| 430.00 | 4.60 | 4.70 | 5.60 | 1.71 | 110 | 195 | 50.7% | 0.331 | 0.0163 | -1.023 | 0.159 | 0.015 |
| 432.50 | 4.55 | 3.60 | 4.70 | 2.60 | 17 | 4 | 49.9% | 0.289 | 0.0156 | -0.950 | 0.150 | 0.013 |
| 435.00 | 4.53 | 2.50 | 4.70 | 2.08 | 80 | 469 | 54.0% | 0.270 | 0.0140 | -0.993 | 0.145 | 0.012 |
| 437.50 | 3.30 | 1.60 | 3.50 | 1.31 | 28 | 2 | 50.4% | 0.221 | 0.0134 | -0.833 | 0.130 | 0.010 |
| 440.00 | 2.60 | 2.10 | 3.00 | 0.95 | 93 | 20 | 50.7% | 0.192 | 0.0123 | -0.768 | 0.120 | 0.009 |
| 442.50 | 2.31 | 1.25 | 3.00 | 0.53 | 24 | 7 | 54.1% | 0.181 | 0.0111 | -0.789 | 0.115 | 0.008 |
| 445.00 | 2.01 | 0.80 | 2.05 | 0.82 | 19 | 47 | 50.0% | 0.136 | 0.0099 | -0.606 | 0.096 | 0.006 |
| 447.50 | 1.87 | 0.35 | 1.95 | 0.65 | 1 | 3 | 52.2% | 0.124 | 0.0089 | -0.594 | 0.090 | 0.006 |
| 450.00 | 1.27 | 0.45 | 1.60 | 0.47 | 71 | 171 | 51.9% | 0.103 | 0.0079 | -0.517 | 0.079 | 0.005 |
| 452.50 | 1.00 | 0.95 | 1.45 | 0.32 | 3 | 8 | 50.5% | 0.080 | 0.0067 | -0.415 | 0.065 | 0.004 |
| 455.00 | 0.85 | 0.45 | 1.25 | 0.14 | 14 | 30 | 53.7% | 0.078 | 0.0062 | -0.434 | 0.064 | 0.004 |
| 457.50 | 0.59 | 0.10 | 2.40 | 0.00 | 1 | 1 | 56.3% | 0.075 | 0.0057 | -0.440 | 0.062 | 0.003 |
| 460.00 | 0.66 | 0.25 | 0.85 | 0.27 | 90 | 174 | 53.6% | 0.053 | 0.0046 | -0.321 | 0.048 | 0.002 |
| 462.50 | 0.51 | 0.05 | 1.15 | -0.45 | 2 | 1 | 51.9% | 0.038 | 0.0037 | -0.239 | 0.037 | 0.002 |
| 465.00 | 0.53 | 0.00 | 0.60 | 0.28 | 14 | 40 | 54.1% | 0.037 | 0.0034 | -0.241 | 0.035 | 0.002 |
| 470.00 | 0.30 | 0.05 | 0.35 | 0.10 | 127 | 94 | 52.8% | 0.021 | 0.0022 | -0.149 | 0.022 | 0.001 |
| 472.50 | 0.05 | 0.00 | 2.15 | 0.00 | 0 | 4 | 68.6% | 0.053 | 0.0036 | -0.406 | 0.047 | 0.002 |
| 475.00 | 0.05 | 0.00 | 2.20 | 0.00 | 0 | 8 | 71.2% | 0.052 | 0.0034 | -0.416 | 0.046 | 0.002 |
| 480.00 | 3.05 | 0.00 | 0.30 | 0.00 | 1 | 1 | 53.3% | 0.009 | 0.0010 | -0.068 | 0.010 | 0.000 |
| 490.00 | 0.03 | 0.00 | 0.05 | -0.02 | 1 | 278 | 52.5% | 0.003 | 0.0003 | -0.023 | 0.004 | 0.000 |
| 500.00 | 0.03 | 0.00 | 0.75 | 0.00 | 1 | 16 | 76.3% | 0.015 | 0.0012 | -0.163 | 0.017 | 0.001 |
| 510.00 | 1.13 | 0.00 | 0.45 | 0.00 | 1 | 1 | 77.2% | 0.009 | 0.0007 | -0.101 | 0.010 | 0.000 |
| 520.00 | 0.05 | 0.00 | 0.05 | 0.00 | 9 | 106 | 65.2% | 0.001 | 0.0001 | -0.011 | 0.001 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 210.00 | 0.38 | 0.00 | 2.15 | 0.00 | 0 | 1 | 306.3% | -0.010 | 0.0002 | -0.455 | 0.012 | -0.001 |
| 220.00 | 0.05 | 0.00 | 2.15 | 0.00 | 1 | 20 | 287.8% | -0.011 | 0.0002 | -0.454 | 0.013 | -0.001 |
| 225.00 | 0.20 | 0.00 | 2.15 | 0.00 | 1 | 1 | 278.8% | -0.011 | 0.0002 | -0.452 | 0.013 | -0.001 |
| 255.00 | 0.05 | 0.00 | 2.15 | 0.00 | 0 | 2 | 228.9% | -0.014 | 0.0004 | -0.447 | 0.016 | -0.001 |
| 265.00 | 0.26 | 0.00 | 2.15 | 0.00 | 0 | 8 | 213.4% | -0.015 | 0.0004 | -0.444 | 0.017 | -0.001 |
| 285.00 | 0.71 | 0.00 | 2.15 | 0.00 | 10 | 12 | 184.0% | -0.018 | 0.0005 | -0.440 | 0.019 | -0.001 |
| 290.00 | 0.13 | 0.00 | 2.15 | -0.07 | 1 | 16 | 176.9% | -0.018 | 0.0006 | -0.438 | 0.020 | -0.001 |
| 295.00 | 0.10 | 0.00 | 2.15 | 0.00 | 10 | 10 | 169.9% | -0.019 | 0.0006 | -0.436 | 0.021 | -0.001 |
| 300.00 | 0.05 | 0.00 | 0.30 | 0.00 | 6 | 109 | 120.9% | -0.003 | 0.0002 | -0.067 | 0.004 | -0.000 |
| 305.00 | 0.79 | 0.00 | 2.15 | 0.00 | 3 | 18 | 156.2% | -0.021 | 0.0007 | -0.433 | 0.022 | -0.001 |
| 310.00 | 0.05 | 0.00 | 2.15 | 0.00 | 1 | 9 | 149.4% | -0.022 | 0.0008 | -0.430 | 0.023 | -0.001 |
| 315.00 | 1.36 | 0.00 | 2.15 | 0.00 | 1 | 11 | 142.8% | -0.023 | 0.0009 | -0.429 | 0.024 | -0.001 |
| 320.00 | 0.10 | 0.00 | 2.15 | 0.00 | 1 | 139 | 136.2% | -0.024 | 0.0010 | -0.426 | 0.025 | -0.001 |
| 325.00 | 0.16 | 0.00 | 2.15 | 0.00 | 2 | 17 | 129.6% | -0.026 | 0.0010 | -0.423 | 0.026 | -0.001 |
| 330.00 | 1.85 | 0.00 | 1.50 | 1.55 | 2 | 247 | 115.0% | -0.020 | 0.0010 | -0.304 | 0.021 | -0.001 |
| 335.00 | 1.88 | 0.00 | 1.00 | 1.73 | 2 | 56 | 101.4% | -0.015 | 0.0008 | -0.208 | 0.017 | -0.001 |
| 337.50 | 1.65 | 0.00 | 1.15 | 0.00 | 0 | 26 | 100.9% | -0.017 | 0.0010 | -0.236 | 0.019 | -0.001 |
| 340.00 | 0.07 | 0.00 | 0.20 | -0.29 | 57 | 256 | 75.6% | -0.004 | 0.0003 | -0.044 | 0.005 | -0.000 |
| 342.50 | 0.60 | 0.00 | 0.75 | 0.24 | 10 | 45 | 88.5% | -0.013 | 0.0008 | -0.158 | 0.014 | -0.001 |
| 345.00 | 0.15 | 0.00 | 0.25 | -0.70 | 17 | 77 | 73.0% | -0.005 | 0.0004 | -0.055 | 0.006 | -0.000 |
| 350.00 | 0.13 | 0.00 | 0.35 | -0.33 | 32 | 67 | 71.5% | -0.007 | 0.0006 | -0.076 | 0.009 | -0.000 |
| 352.50 | 1.01 | 0.00 | 1.35 | 0.45 | 10 | 15 | 86.2% | -0.024 | 0.0015 | -0.268 | 0.025 | -0.001 |
| 355.00 | 0.18 | 0.00 | 0.30 | -0.21 | 13 | 395 | 65.1% | -0.007 | 0.0006 | -0.065 | 0.008 | -0.000 |
| 357.50 | 0.15 | 0.00 | 0.35 | -0.25 | 11 | 57 | 64.2% | -0.008 | 0.0008 | -0.076 | 0.009 | -0.000 |
| 360.00 | 0.13 | 0.00 | 0.30 | -0.26 | 34 | 181 | 60.4% | -0.007 | 0.0007 | -0.065 | 0.009 | -0.000 |
| 362.50 | 0.57 | 0.00 | 0.70 | -0.42 | 10 | 72 | 66.1% | -0.016 | 0.0014 | -0.144 | 0.018 | -0.001 |
| 365.00 | 0.16 | 0.00 | 1.25 | -1.11 | 53 | 87 | 70.7% | -0.028 | 0.0020 | -0.245 | 0.028 | -0.001 |
| 367.50 | 0.16 | 0.00 | 0.90 | -0.92 | 6 | 14 | 63.7% | -0.022 | 0.0019 | -0.180 | 0.023 | -0.001 |
| 370.00 | 0.18 | 0.00 | 0.25 | -0.72 | 70 | 385 | 55.0% | -0.014 | 0.0014 | -0.104 | 0.015 | -0.001 |
| 372.50 | 0.30 | 0.00 | 0.85 | -0.95 | 16 | 70 | 57.6% | -0.023 | 0.0021 | -0.169 | 0.024 | -0.001 |
| 375.00 | 0.34 | 0.20 | 0.55 | -1.06 | 49 | 308 | 53.7% | -0.021 | 0.0022 | -0.150 | 0.023 | -0.001 |
| 377.50 | 1.00 | 0.25 | 2.15 | -0.61 | 12 | 255 | 65.6% | -0.058 | 0.0040 | -0.415 | 0.051 | -0.003 |
| 380.00 | 0.45 | 0.45 | 0.80 | -1.34 | 59 | 143 | 53.6% | -0.037 | 0.0034 | -0.234 | 0.035 | -0.002 |
| 382.50 | 0.57 | 0.40 | 0.90 | -1.68 | 13 | 22 | 51.2% | -0.040 | 0.0038 | -0.240 | 0.038 | -0.002 |
| 385.00 | 0.75 | 0.60 | 0.95 | -1.88 | 133 | 254 | 50.3% | -0.049 | 0.0046 | -0.277 | 0.044 | -0.002 |
| 387.50 | 1.08 | 0.70 | 1.20 | -2.42 | 36 | 15 | 52.9% | -0.072 | 0.0059 | -0.395 | 0.060 | -0.003 |
| 390.00 | 1.11 | 0.95 | 1.45 | -2.48 | 225 | 313 | 52.5% | -0.088 | 0.0069 | -0.454 | 0.070 | -0.004 |
| 392.50 | 1.50 | 1.05 | 2.40 | -5.96 | 10 | 13 | 51.9% | -0.105 | 0.0080 | -0.512 | 0.080 | -0.005 |
| 395.00 | 1.73 | 1.10 | 2.05 | -3.76 | 67 | 43 | 51.3% | -0.125 | 0.0092 | -0.573 | 0.090 | -0.006 |
| 397.50 | 1.80 | 1.60 | 2.55 | -4.70 | 31 | 18 | 51.7% | -0.153 | 0.0104 | -0.661 | 0.104 | -0.007 |
| 400.00 | 2.70 | 2.05 | 2.80 | -4.50 | 220 | 272 | 49.7% | -0.173 | 0.0117 | -0.688 | 0.112 | -0.008 |
| 402.50 | 3.09 | 2.60 | 3.50 | -4.92 | 14 | 203 | 50.4% | -0.209 | 0.0130 | -0.784 | 0.126 | -0.010 |
| 405.00 | 3.80 | 3.60 | 4.40 | -5.60 | 47 | 61 | 51.8% | -0.249 | 0.0139 | -0.889 | 0.139 | -0.012 |
| 407.50 | 4.20 | 4.00 | 4.60 | -6.00 | 16 | 49 | 48.4% | -0.275 | 0.0157 | -0.872 | 0.146 | -0.013 |
| 410.00 | 5.10 | 4.50 | 6.10 | -6.62 | 81 | 33 | 52.1% | -0.327 | 0.0158 | -1.015 | 0.158 | -0.016 |
| 412.50 | 6.40 | 5.10 | 7.60 | -18.50 | 35 | 5 | 54.9% | -0.374 | 0.0157 | -1.123 | 0.166 | -0.018 |
| 415.00 | 7.20 | 6.40 | 8.60 | -7.30 | 72 | 37 | 54.6% | -0.413 | 0.0163 | -1.145 | 0.171 | -0.020 |
| 417.50 | 8.30 | 7.50 | 8.90 | -8.35 | 31 | 2 | 50.1% | -0.453 | 0.0180 | -1.066 | 0.174 | -0.022 |
| 420.00 | 10.10 | 8.20 | 11.00 | -19.46 | 58 | 13 | 54.4% | -0.497 | 0.0167 | -1.166 | 0.175 | -0.024 |
| 422.50 | 18.80 | 10.10 | 12.60 | 0.00 | 1 | 1 | 55.7% | -0.537 | 0.0163 | -1.186 | 0.174 | -0.026 |
| 425.00 | 12.78 | 11.30 | 14.00 | -21.13 | 5 | 1 | 55.5% | -0.577 | 0.0161 | -1.162 | 0.172 | -0.028 |
| 427.50 | 57.50 | 13.00 | 15.40 | 0.00 | 0 | 3 | 54.8% | -0.618 | 0.0159 | -1.114 | 0.167 | -0.030 |
| 430.00 | 15.54 | 14.30 | 17.20 | -20.46 | 9 | 8 | 55.8% | -0.653 | 0.0151 | -1.096 | 0.162 | -0.032 |
| 435.00 | 32.50 | 17.60 | 20.40 | 0.00 | 1 | 1 | 54.2% | -0.729 | 0.0139 | -0.946 | 0.145 | -0.036 |
| 437.50 | 48.20 | 20.10 | 22.80 | 0.00 | 0 | 3 | 57.5% | -0.747 | 0.0127 | -0.969 | 0.140 | -0.037 |
| 440.00 | 69.20 | 22.20 | 24.80 | 0.00 | 1 | 26 | 58.2% | -0.774 | 0.0118 | -0.919 | 0.132 | -0.038 |
| 442.50 | 59.50 | 24.10 | 26.90 | 0.00 | 0 | 1 | 59.1% | -0.797 | 0.0109 | -0.875 | 0.124 | -0.039 |
| 445.00 | 37.30 | 26.20 | 29.00 | 0.00 | 1 | 2 | 59.8% | -0.819 | 0.0100 | -0.821 | 0.116 | -0.041 |
| 450.00 | 47.65 | 30.80 | 33.50 | 0.00 | 1 | 1 | 50.7% | -0.902 | 0.0078 | -0.433 | 0.076 | -0.045 |
| 455.00 | 71.50 | 35.20 | 38.20 | 0.00 | 1 | 3 | 51.1% | -0.932 | 0.0058 | -0.317 | 0.058 | -0.047 |
| 465.00 | 74.60 | 44.50 | 47.70 | 0.00 | 0 | 0 | 50.7% | -0.972 | 0.0029 | -0.125 | 0.028 | -0.050 |
| 467.50 | 86.70 | 47.10 | 50.20 | 0.00 | 0 | 0 | 53.9% | -0.971 | 0.0028 | -0.143 | 0.029 | -0.050 |
| 475.00 | 104.10 | 54.70 | 57.50 | 0.00 | 0 | 0 | 58.9% | -0.976 | 0.0022 | -0.126 | 0.025 | -0.051 |
| 480.00 | 60.26 | 59.50 | 62.50 | -24.04 | 12 | 0 | 60.1% | -0.983 | 0.0016 | -0.087 | 0.019 | -0.052 |
| 490.00 | 80.30 | 69.50 | 72.10 | -18.90 | 1 | 0 | 59.0% | -0.994 | 0.0007 | -0.002 | 0.008 | -0.053 |
| 500.00 | 89.70 | 79.20 | 82.40 | -27.80 | 1 | 0 | 65.5% | -0.994 | 0.0006 | -0.001 | 0.007 | -0.055 |
| 510.00 | 124.20 | 89.30 | 92.40 | 0.00 | 1 | 0 | 74.9% | -0.993 | 0.0006 | -0.022 | 0.009 | -0.056 |
| 520.00 | 138.55 | 99.20 | 102.40 | 0.00 | 0 | 0 | 77.9% | -0.995 | 0.0004 | 0.002 | 0.006 | -0.057 |
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.