VOO
Vanguard S&P 500 ETFClose $705.40EOD onlyThis page reflects VOO 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 450.00 | 261.50 | 254.80 | 257.00 | 0.00 | 5 | 7 | 192.2% | 0.996 | 0.0001 | -0.285 | 0.007 | 0.037 |
| 455.00 | 256.58 | 249.20 | 251.90 | 0.00 | 7 | 45 | 162.3% | 0.999 | 0.0000 | -0.118 | 0.002 | 0.037 |
| 460.00 | 250.84 | 244.90 | 247.10 | 0.00 | 6 | 8 | 188.4% | 0.995 | 0.0001 | -0.333 | 0.009 | 0.038 |
| 465.00 | 241.62 | 239.90 | 241.90 | -4.30 | 7 | 8 | 179.6% | 0.996 | 0.0001 | -0.287 | 0.008 | 0.038 |
| 470.00 | 236.10 | 234.90 | 236.90 | -4.58 | 12 | 10 | 175.5% | 0.996 | 0.0001 | -0.287 | 0.008 | 0.038 |
| 475.00 | 231.18 | 229.80 | 232.10 | -4.58 | 28 | 8 | 173.6% | 0.995 | 0.0001 | -0.311 | 0.009 | 0.039 |
| 480.00 | 226.21 | 224.30 | 226.90 | -5.06 | 32 | 12 | 149.0% | 0.998 | 0.0001 | -0.146 | 0.004 | 0.039 |
| 490.00 | 216.36 | 214.90 | 216.90 | -4.34 | 27 | 10 | 159.4% | 0.995 | 0.0001 | -0.290 | 0.009 | 0.040 |
| 495.00 | 211.44 | 209.30 | 211.90 | -4.51 | 6 | 10 | 138.1% | 0.998 | 0.0001 | -0.147 | 0.004 | 0.041 |
| 500.00 | 206.25 | 204.20 | 206.90 | -4.37 | 1 | 11 | 130.1% | 0.999 | 0.0001 | -0.124 | 0.003 | 0.041 |
| 505.00 | 201.08 | 199.40 | 201.90 | -4.62 | 39 | 7 | 134.7% | 0.997 | 0.0001 | -0.172 | 0.005 | 0.041 |
| 520.00 | 186.21 | 184.20 | 187.10 | -4.77 | 22 | 9 | 124.0% | 0.997 | 0.0001 | -0.174 | 0.005 | 0.043 |
| 525.00 | 181.06 | 179.90 | 182.20 | -5.00 | 27 | 103 | 137.6% | 0.992 | 0.0002 | -0.365 | 0.013 | 0.043 |
| 530.00 | 176.14 | 174.40 | 177.20 | -5.62 | 22 | 4 | 124.6% | 0.995 | 0.0002 | -0.247 | 0.009 | 0.043 |
| 535.00 | 171.02 | 169.60 | 172.40 | -5.82 | 61 | 6 | 128.4% | 0.993 | 0.0002 | -0.343 | 0.013 | 0.044 |
| 540.00 | 166.10 | 164.70 | 167.40 | -4.59 | 48 | 14 | 126.2% | 0.992 | 0.0003 | -0.367 | 0.014 | 0.044 |
| 545.00 | 161.42 | 159.30 | 162.40 | -4.39 | 37 | 15 | 115.8% | 0.994 | 0.0002 | -0.273 | 0.011 | 0.044 |
| 550.00 | 156.50 | 154.30 | 156.50 | -4.95 | 37 | 6 | 50.0% | 1.000 | 0.0000 | -0.065 | 0.000 | 0.045 |
| 555.00 | 156.60 | 149.30 | 152.40 | 0.00 | 2 | 2 | 108.6% | 0.994 | 0.0003 | -0.274 | 0.012 | 0.045 |
| 560.00 | 146.43 | 144.70 | 147.40 | 10.80 | 1 | 4 | 111.2% | 0.990 | 0.0004 | -0.368 | 0.016 | 0.045 |
| 565.00 | 141.51 | 139.30 | 142.40 | -6.31 | 1 | 3 | 101.6% | 0.993 | 0.0003 | -0.275 | 0.012 | 0.046 |
| 570.00 | 136.38 | 134.40 | 137.20 | -6.44 | 4 | 142 | 96.4% | 0.994 | 0.0003 | -0.253 | 0.012 | 0.046 |
| 575.00 | 131.46 | 129.50 | 132.40 | -7.11 | 4 | 1 | 97.6% | 0.991 | 0.0004 | -0.324 | 0.016 | 0.047 |
| 585.00 | 121.35 | 119.70 | 122.00 | -5.02 | 7 | 10 | 87.6% | 0.992 | 0.0004 | -0.278 | 0.014 | 0.048 |
| 590.00 | 116.23 | 114.70 | 117.00 | -5.14 | 8 | 7 | 84.2% | 0.991 | 0.0004 | -0.279 | 0.015 | 0.048 |
| 595.00 | 111.31 | 109.30 | 112.10 | -5.16 | 2 | 6 | 76.0% | 0.994 | 0.0004 | -0.208 | 0.011 | 0.049 |
| 600.00 | 106.28 | 104.40 | 107.00 | -4.89 | 13 | 129 | 72.8% | 0.994 | 0.0004 | -0.209 | 0.011 | 0.049 |
| 605.00 | 101.36 | 99.30 | 102.40 | -4.89 | 12 | 12 | 74.0% | 0.990 | 0.0006 | -0.280 | 0.017 | 0.049 |
| 610.00 | 75.45 | 94.60 | 97.00 | 0.00 | 1 | 33 | 69.2% | 0.991 | 0.0006 | -0.256 | 0.016 | 0.050 |
| 615.00 | 91.45 | 89.70 | 92.50 | -4.46 | 5 | 4 | 72.5% | 0.983 | 0.0009 | -0.393 | 0.027 | 0.050 |
| 620.00 | 86.45 | 84.30 | 87.00 | -4.55 | 6 | 12 | 58.3% | 0.993 | 0.0005 | -0.188 | 0.012 | 0.051 |
| 625.00 | 81.63 | 79.10 | 82.10 | -5.27 | 1 | 110 | 53.4% | 0.994 | 0.0005 | -0.165 | 0.010 | 0.051 |
| 630.00 | 83.20 | 74.50 | 77.10 | 0.00 | 5 | 13 | 56.0% | 0.988 | 0.0009 | -0.258 | 0.020 | 0.051 |
| 635.00 | 71.85 | 69.60 | 72.10 | -4.79 | 4 | 12 | 53.7% | 0.986 | 0.0011 | -0.281 | 0.023 | 0.051 |
| 640.00 | 71.73 | 64.80 | 67.10 | 0.00 | 3 | 9 | 52.2% | 0.982 | 0.0014 | -0.325 | 0.029 | 0.051 |
| 645.00 | 66.46 | 59.90 | 62.20 | 0.00 | 1 | 20 | 50.3% | 0.977 | 0.0017 | -0.367 | 0.035 | 0.052 |
| 650.00 | 56.40 | 55.00 | 57.10 | -7.70 | 1 | 130 | 58.1% | 0.944 | 0.0031 | -0.773 | 0.072 | 0.050 |
| 655.00 | 56.11 | 49.70 | 52.50 | 0.00 | 2 | 237 | 57.1% | 0.928 | 0.0037 | -0.902 | 0.087 | 0.050 |
| 660.00 | 46.35 | 45.00 | 47.50 | -6.65 | 25 | 67 | 52.8% | 0.922 | 0.0043 | -0.889 | 0.093 | 0.050 |
| 665.00 | 42.10 | 39.70 | 42.50 | -5.87 | 1 | 15 | 48.4% | 0.915 | 0.0050 | -0.874 | 0.099 | 0.050 |
| 670.00 | 36.80 | 34.70 | 37.10 | -6.45 | 2 | 38 | 41.3% | 0.920 | 0.0056 | -0.729 | 0.095 | 0.050 |
| 675.00 | 31.68 | 29.40 | 32.60 | -6.64 | 3 | 141 | 40.1% | 0.892 | 0.0072 | -0.862 | 0.118 | 0.049 |
| 677.50 | 33.56 | 27.50 | 29.70 | 0.00 | 2 | 3 | 35.4% | 0.900 | 0.0077 | -0.732 | 0.112 | 0.050 |
| 680.00 | 27.05 | 24.50 | 27.20 | -7.05 | 11 | 139 | 33.2% | 0.894 | 0.0087 | -0.720 | 0.117 | 0.050 |
| 682.50 | 32.64 | 22.30 | 25.10 | 0.00 | 3 | 5 | 33.1% | 0.870 | 0.0100 | -0.818 | 0.135 | 0.048 |
| 685.00 | 21.63 | 20.20 | 22.20 | -4.33 | 8 | 81 | 28.6% | 0.877 | 0.0112 | -0.691 | 0.130 | 0.049 |
| 687.50 | 26.72 | 16.90 | 20.10 | 0.00 | 3 | 15 | 28.3% | 0.848 | 0.0130 | -0.778 | 0.150 | 0.048 |
| 690.00 | 16.20 | 14.50 | 16.90 | -5.20 | 104 | 445 | 22.3% | 0.869 | 0.0149 | -0.576 | 0.136 | 0.049 |
| 692.50 | 14.25 | 12.60 | 15.30 | -5.58 | 1 | 72 | 24.2% | 0.808 | 0.0177 | -0.769 | 0.175 | 0.046 |
| 695.00 | 11.30 | 9.90 | 12.60 | -6.40 | 3 | 138 | 20.6% | 0.795 | 0.0216 | -0.689 | 0.182 | 0.045 |
| 697.50 | 19.48 | 8.00 | 10.70 | 0.00 | 5 | 26 | 20.2% | 0.740 | 0.0251 | -0.761 | 0.208 | 0.042 |
| 700.00 | 6.83 | 6.30 | 7.70 | -5.67 | 16 | 929 | 15.3% | 0.721 | 0.0343 | -0.607 | 0.215 | 0.041 |
| 702.50 | 5.76 | 3.60 | 6.20 | -5.39 | 3 | 166 | 15.7% | 0.626 | 0.0378 | -0.684 | 0.242 | 0.036 |
| 705.00 | 3.40 | 3.10 | 3.60 | -3.95 | 49 | 295 | 11.5% | 0.537 | 0.0539 | -0.532 | 0.254 | 0.031 |
| 707.50 | 1.88 | 1.60 | 2.10 | -3.17 | 137 | 146 | 10.3% | 0.391 | 0.0584 | -0.453 | 0.246 | 0.023 |
| 710.00 | 1.02 | 0.75 | 1.20 | -2.38 | 160 | 324 | 10.0% | 0.250 | 0.0498 | -0.358 | 0.203 | 0.014 |
| 712.50 | 0.50 | 0.25 | 0.60 | -1.65 | 825 | 803 | 9.6% | 0.135 | 0.0353 | -0.233 | 0.139 | 0.008 |
| 715.00 | 0.20 | 0.10 | 0.25 | -1.20 | 149 | 1,210 | 9.2% | 0.058 | 0.0197 | -0.118 | 0.074 | 0.003 |
| 717.50 | 0.11 | 0.00 | 0.25 | -0.54 | 46 | 193 | 11.0% | 0.047 | 0.0141 | -0.119 | 0.063 | 0.003 |
| 720.00 | 0.07 | 0.00 | 0.15 | -0.13 | 100 | 1,385 | 11.4% | 0.026 | 0.0083 | -0.076 | 0.039 | 0.002 |
| 722.50 | 0.05 | 0.00 | 0.10 | -0.10 | 7 | 102 | 12.1% | 0.016 | 0.0051 | -0.052 | 0.025 | 0.001 |
| 725.00 | 0.04 | 0.00 | 0.15 | 0.00 | 25 | 2,464 | 14.5% | 0.020 | 0.0052 | -0.076 | 0.031 | 0.001 |
| 727.50 | 0.05 | 0.00 | 0.75 | 0.00 | 9 | 10 | 22.5% | 0.069 | 0.0092 | -0.323 | 0.085 | 0.004 |
| 730.00 | 0.04 | 0.00 | 0.05 | -0.01 | 3 | 591 | 14.7% | 0.006 | 0.0017 | -0.025 | 0.010 | 0.000 |
| 732.50 | 0.10 | 0.00 | 0.75 | 0.00 | 1 | 2 | 26.1% | 0.058 | 0.0070 | -0.329 | 0.075 | 0.003 |
| 735.00 | 0.10 | 0.00 | 0.35 | 0.00 | 25 | 34 | 23.5% | 0.029 | 0.0044 | -0.167 | 0.042 | 0.002 |
| 740.00 | 0.05 | 0.00 | 0.05 | 0.01 | 15 | 67 | 19.6% | 0.004 | 0.0009 | -0.024 | 0.007 | 0.000 |
| 745.00 | 0.05 | 0.00 | 0.05 | 0.00 | 2 | 133 | 22.1% | 0.003 | 0.0007 | -0.025 | 0.007 | 0.000 |
| 750.00 | 0.05 | 0.00 | 0.75 | 0.00 | 1 | 64 | 37.8% | 0.039 | 0.0035 | -0.343 | 0.054 | 0.002 |
| 755.00 | 0.65 | 0.00 | 4.80 | 0.00 | 2 | 1 | 54.6% | 0.090 | 0.0047 | -0.954 | 0.104 | 0.005 |
| 760.00 | 0.02 | 0.00 | 0.05 | 0.00 | 1 | 11 | 28.9% | 0.002 | 0.0004 | -0.023 | 0.005 | 0.000 |
| 765.00 | 0.90 | 0.00 | 4.80 | 0.00 | 30 | 41 | 61.9% | 0.079 | 0.0037 | -0.980 | 0.094 | 0.004 |
| 770.00 | 0.03 | 0.00 | 0.05 | -0.07 | 1 | 26 | 33.4% | 0.002 | 0.0003 | -0.023 | 0.004 | 0.000 |
| 775.00 | 0.03 | 0.00 | 0.05 | 0.00 | 1 | 5 | 35.5% | 0.002 | 0.0003 | -0.023 | 0.004 | 0.000 |
| 780.00 | 0.10 | 0.00 | 1.05 | 0.00 | 2 | 3 | 52.2% | 0.018 | 0.0013 | -0.251 | 0.029 | 0.001 |
| 790.00 | 0.05 | 0.00 | 1.00 | 0.00 | 1 | 20 | 57.1% | 0.016 | 0.0011 | -0.239 | 0.025 | 0.001 |
| 795.00 | 0.10 | 0.00 | 0.15 | 0.00 | 1 | 9 | 50.0% | 0.005 | 0.0004 | -0.071 | 0.009 | 0.000 |
| 800.00 | 0.05 | 0.00 | 0.05 | 0.00 | 1 | 26 | 45.9% | 0.001 | 0.0002 | -0.022 | 0.003 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 450.00 | 0.03 | 0.00 | 0.05 | 0.00 | 1 | 24 | 139.8% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 460.00 | 0.08 | 0.00 | 2.15 | 0.00 | 1 | 14 | 205.6% | -0.008 | 0.0002 | -0.504 | 0.015 | -0.001 |
| 465.00 | 0.47 | 0.00 | 0.45 | 0.00 | 0 | 2 | 162.3% | -0.002 | 0.0001 | -0.100 | 0.004 | -0.000 |
| 470.00 | 1.27 | 0.00 | 0.80 | 0.00 | 7 | 7 | 170.3% | -0.003 | 0.0001 | -0.184 | 0.007 | -0.000 |
| 475.00 | 0.12 | 0.00 | 2.15 | 0.00 | 1 | 6 | 192.0% | -0.009 | 0.0002 | -0.503 | 0.016 | -0.001 |
| 490.00 | 0.38 | 0.00 | 2.15 | 0.00 | 1 | 6 | 178.9% | -0.010 | 0.0002 | -0.503 | 0.017 | -0.001 |
| 500.00 | 0.82 | 0.00 | 1.15 | 0.00 | 1 | 3 | 154.6% | -0.006 | 0.0002 | -0.269 | 0.010 | -0.000 |
| 505.00 | 0.75 | 0.00 | 2.15 | 0.00 | 0 | 1 | 166.0% | -0.011 | 0.0003 | -0.502 | 0.018 | -0.001 |
| 510.00 | 0.75 | 0.00 | 2.15 | 0.00 | 1 | 2 | 161.8% | -0.011 | 0.0003 | -0.502 | 0.019 | -0.001 |
| 515.00 | 1.45 | 0.00 | 0.00 | 0.00 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 520.00 | 0.94 | 0.00 | 4.80 | 0.00 | 0 | 2 | 178.0% | -0.024 | 0.0005 | -1.080 | 0.036 | -0.001 |
| 525.00 | 0.36 | 0.00 | 2.15 | 0.00 | 358 | 179 | 149.3% | -0.012 | 0.0003 | -0.501 | 0.020 | -0.001 |
| 530.00 | 0.42 | 0.00 | 2.15 | 0.00 | 55 | 131 | 145.2% | -0.013 | 0.0003 | -0.500 | 0.021 | -0.001 |
| 535.00 | 0.40 | 0.00 | 2.15 | 0.00 | 5 | 81 | 141.1% | -0.013 | 0.0004 | -0.499 | 0.021 | -0.001 |
| 540.00 | 0.43 | 0.00 | 2.15 | 0.00 | 40 | 57 | 137.0% | -0.013 | 0.0004 | -0.499 | 0.022 | -0.001 |
| 545.00 | 0.04 | 0.00 | 2.15 | 0.00 | 1 | 135 | 133.0% | -0.014 | 0.0004 | -0.499 | 0.023 | -0.001 |
| 550.00 | 0.05 | 0.00 | 0.40 | 0.00 | 1 | 51 | 100.7% | -0.003 | 0.0001 | -0.091 | 0.005 | -0.000 |
| 560.00 | 0.66 | 0.00 | 2.15 | 0.00 | 5 | 19 | 121.0% | -0.015 | 0.0005 | -0.496 | 0.025 | -0.001 |
| 570.00 | 0.31 | 0.00 | 2.15 | 0.00 | 1 | 118 | 113.2% | -0.017 | 0.0006 | -0.495 | 0.026 | -0.001 |
| 575.00 | 0.25 | 0.00 | 2.15 | 0.00 | 2 | 39 | 109.3% | -0.017 | 0.0006 | -0.494 | 0.027 | -0.001 |
| 580.00 | 0.35 | 0.00 | 1.50 | 0.00 | 1 | 25 | 98.9% | -0.013 | 0.0005 | -0.348 | 0.021 | -0.001 |
| 585.00 | 0.40 | 0.00 | 2.00 | 0.00 | 1 | 7 | 100.2% | -0.017 | 0.0007 | -0.459 | 0.028 | -0.001 |
| 590.00 | 0.10 | 0.00 | 0.40 | 0.00 | 1 | 111 | 75.0% | -0.004 | 0.0002 | -0.091 | 0.007 | -0.000 |
| 595.00 | 0.05 | 0.00 | 1.35 | 0.00 | 1 | 7 | 86.3% | -0.013 | 0.0006 | -0.312 | 0.022 | -0.001 |
| 600.00 | 0.05 | 0.00 | 0.20 | 0.00 | 9 | 220 | 63.1% | -0.002 | 0.0002 | -0.044 | 0.004 | -0.000 |
| 605.00 | 0.86 | 0.00 | 1.15 | 0.00 | 3 | 8 | 77.0% | -0.013 | 0.0007 | -0.266 | 0.021 | -0.001 |
| 610.00 | 0.75 | 0.00 | 0.20 | 0.00 | 5 | 23 | 57.3% | -0.002 | 0.0002 | -0.044 | 0.005 | -0.000 |
| 615.00 | 0.15 | 0.00 | 0.20 | 0.00 | 1 | 10 | 54.5% | -0.002 | 0.0002 | -0.045 | 0.005 | -0.000 |
| 620.00 | 0.10 | 0.00 | 0.80 | 0.00 | 1 | 70 | 62.6% | -0.010 | 0.0007 | -0.184 | 0.018 | -0.001 |
| 625.00 | 0.15 | 0.00 | 0.75 | 0.00 | 1 | 242 | 58.7% | -0.011 | 0.0007 | -0.173 | 0.018 | -0.001 |
| 630.00 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 110 | 45.9% | -0.003 | 0.0003 | -0.045 | 0.006 | -0.000 |
| 635.00 | 0.05 | 0.00 | 0.20 | 0.00 | 1 | 203 | 47.3% | -0.007 | 0.0006 | -0.092 | 0.012 | -0.000 |
| 640.00 | 0.02 | 0.00 | 0.45 | 0.00 | 1 | 149 | 50.3% | -0.015 | 0.0012 | -0.205 | 0.025 | -0.001 |
| 645.00 | 0.37 | 0.00 | 0.55 | 0.00 | 1 | 73 | 48.7% | -0.020 | 0.0015 | -0.249 | 0.031 | -0.001 |
| 650.00 | 0.05 | 0.00 | 0.10 | 0.00 | 3 | 228 | 34.6% | -0.004 | 0.0006 | -0.045 | 0.008 | -0.000 |
| 655.00 | 0.20 | 0.00 | 0.40 | 0.00 | 10 | 75 | 39.4% | -0.018 | 0.0017 | -0.181 | 0.028 | -0.001 |
| 657.50 | 0.36 | 0.00 | 0.75 | 0.00 | 2 | 7 | 42.7% | -0.032 | 0.0027 | -0.327 | 0.046 | -0.002 |
| 660.00 | 0.06 | 0.00 | 0.10 | 0.03 | 8 | 393 | 28.9% | -0.005 | 0.0008 | -0.045 | 0.009 | -0.000 |
| 662.50 | 2.50 | 0.00 | 0.75 | 0.00 | 3 | 12 | 39.0% | -0.036 | 0.0032 | -0.323 | 0.050 | -0.002 |
| 665.00 | 0.08 | 0.00 | 0.35 | 0.00 | 5 | 77 | 31.8% | -0.019 | 0.0023 | -0.157 | 0.030 | -0.001 |
| 667.50 | 0.58 | 0.00 | 0.75 | 0.00 | 1 | 10 | 35.3% | -0.040 | 0.0038 | -0.319 | 0.055 | -0.002 |
| 670.00 | 0.06 | 0.05 | 0.20 | 0.00 | 21 | 66 | 25.8% | -0.013 | 0.0020 | -0.090 | 0.021 | -0.001 |
| 672.50 | 0.05 | 0.05 | 0.20 | 0.00 | 13 | 66 | 24.2% | -0.014 | 0.0023 | -0.089 | 0.022 | -0.001 |
| 675.00 | 0.12 | 0.00 | 0.15 | -0.20 | 6 | 147 | 21.5% | -0.011 | 0.0021 | -0.066 | 0.019 | -0.001 |
| 677.50 | 0.07 | 0.00 | 0.30 | 0.00 | 2 | 138 | 22.7% | -0.023 | 0.0038 | -0.131 | 0.035 | -0.001 |
| 680.00 | 0.10 | 0.00 | 0.15 | 0.00 | 2 | 250 | 18.5% | -0.013 | 0.0029 | -0.066 | 0.022 | -0.001 |
| 682.50 | 0.22 | 0.05 | 0.25 | -0.12 | 1 | 38 | 18.6% | -0.024 | 0.0047 | -0.108 | 0.035 | -0.001 |
| 685.00 | 0.15 | 0.00 | 0.25 | 0.06 | 2 | 108 | 16.9% | -0.026 | 0.0056 | -0.107 | 0.039 | -0.002 |
| 687.50 | 0.01 | 0.00 | 0.40 | 0.00 | 2 | 6 | 16.9% | -0.044 | 0.0086 | -0.163 | 0.059 | -0.003 |
| 690.00 | 0.25 | 0.25 | 0.40 | 0.04 | 296 | 82 | 15.0% | -0.049 | 0.0106 | -0.159 | 0.065 | -0.003 |
| 692.50 | 0.30 | 0.35 | 0.55 | 0.12 | 6 | 49 | 14.3% | -0.073 | 0.0151 | -0.205 | 0.088 | -0.004 |
| 695.00 | 0.49 | 0.35 | 0.65 | 0.25 | 31 | 44 | 12.9% | -0.096 | 0.0206 | -0.226 | 0.109 | -0.006 |
| 697.50 | 0.85 | 0.70 | 1.00 | 0.50 | 14 | 112 | 12.5% | -0.152 | 0.0293 | -0.302 | 0.151 | -0.009 |
| 700.00 | 1.10 | 1.05 | 1.25 | 0.43 | 295 | 198 | 11.1% | -0.211 | 0.0407 | -0.325 | 0.185 | -0.012 |
| 702.50 | 1.51 | 1.30 | 1.95 | 0.70 | 39 | 54 | 10.9% | -0.323 | 0.0517 | -0.389 | 0.230 | -0.019 |
| 705.00 | 2.33 | 1.95 | 2.90 | 1.13 | 114 | 235 | 10.5% | -0.460 | 0.0590 | -0.406 | 0.254 | -0.027 |
| 707.50 | 3.55 | 2.50 | 4.30 | 1.70 | 120 | 271 | 10.6% | -0.605 | 0.0566 | -0.386 | 0.246 | -0.035 |
| 710.00 | 4.80 | 4.50 | 6.70 | 2.04 | 19 | 1,255 | 13.5% | -0.690 | 0.0409 | -0.449 | 0.226 | -0.041 |
| 712.50 | 7.10 | 6.40 | 8.50 | 3.90 | 121 | 131 | 13.5% | -0.784 | 0.0340 | -0.354 | 0.187 | -0.046 |
| 715.00 | 9.40 | 8.10 | 11.20 | 4.34 | 14 | 65 | 16.9% | -0.803 | 0.0257 | -0.430 | 0.177 | -0.047 |
| 717.50 | 6.40 | 10.90 | 13.50 | 0.00 | 0 | 1 | 18.3% | -0.840 | 0.0208 | -0.403 | 0.155 | -0.050 |
| 720.00 | 7.30 | 13.30 | 16.20 | 0.00 | 7 | 10 | 21.6% | -0.846 | 0.0172 | -0.475 | 0.152 | -0.050 |
| 725.00 | 18.30 | 18.30 | 21.00 | 6.30 | 1 | 1 | 24.9% | -0.883 | 0.0124 | -0.446 | 0.126 | -0.053 |
| 730.00 | 18.30 | 23.30 | 25.30 | 0.00 | 503 | 500 | 23.9% | -0.940 | 0.0078 | -0.221 | 0.076 | -0.057 |
| 735.00 | 27.60 | 27.60 | 31.10 | 0.00 | 0 | 0 | 33.5% | -0.908 | 0.0077 | -0.512 | 0.106 | -0.055 |
| 740.00 | 27.30 | 33.30 | 35.50 | 0.00 | 3 | 0 | 32.6% | -0.944 | 0.0054 | -0.308 | 0.072 | -0.058 |
| 750.00 | 79.30 | 54.30 | 59.00 | 0.00 | 0 | 0 | 95.7% | -0.745 | 0.0052 | -3.208 | 0.205 | -0.048 |
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.