W
Wayfair Inc.Close $101.69EOD onlyThis page reflects W 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 32.50 | 55.52 | 68.40 | 70.95 | 0.00 | 1 | 0 | 602.0% | 0.991 | 0.0004 | -0.230 | 0.002 | 0.003 |
| 45.00 | 60.66 | 56.05 | 58.45 | 0.00 | 2 | 0 | 454.9% | 0.986 | 0.0009 | -0.262 | 0.003 | 0.004 |
| 47.50 | 26.10 | 42.60 | 46.20 | 0.00 | 0 | 5 | 0.0% | 1.000 | 0.0000 | -0.006 | 0.000 | 0.004 |
| 50.00 | 56.19 | 50.95 | 53.45 | 0.00 | 10 | 21 | 395.1% | 0.985 | 0.0011 | -0.240 | 0.004 | 0.004 |
| 52.50 | 22.02 | 38.20 | 41.10 | 0.00 | 0 | 1 | 0.0% | 1.000 | 0.0000 | -0.006 | 0.000 | 0.004 |
| 55.00 | 59.91 | 45.85 | 48.45 | 0.00 | 1 | 28 | 341.4% | 0.984 | 0.0013 | -0.218 | 0.004 | 0.004 |
| 57.50 | 59.00 | 43.45 | 45.35 | 0.00 | 29 | 37 | 278.1% | 0.992 | 0.0009 | -0.105 | 0.002 | 0.005 |
| 60.00 | 42.32 | 40.95 | 43.45 | 0.00 | 5 | 30 | 305.5% | 0.980 | 0.0018 | -0.238 | 0.005 | 0.005 |
| 62.50 | 45.72 | 38.65 | 40.95 | 0.00 | 2 | 555 | 296.1% | 0.974 | 0.0022 | -0.279 | 0.006 | 0.005 |
| 65.00 | 37.29 | 35.95 | 38.45 | 0.00 | 5 | 181 | 265.6% | 0.976 | 0.0023 | -0.237 | 0.005 | 0.005 |
| 67.50 | 37.06 | 33.40 | 35.35 | 0.00 | 1 | 54 | 203.9% | 0.990 | 0.0015 | -0.094 | 0.003 | 0.005 |
| 70.00 | 32.55 | 31.05 | 32.85 | 0.00 | 1 | 39 | 199.8% | 0.984 | 0.0021 | -0.128 | 0.004 | 0.006 |
| 72.50 | 30.20 | 28.25 | 30.95 | 0.00 | 1 | 216 | 201.0% | 0.974 | 0.0032 | -0.192 | 0.005 | 0.006 |
| 75.00 | 28.05 | 25.90 | 28.50 | 0.00 | 6 | 271 | 193.2% | 0.966 | 0.0042 | -0.231 | 0.007 | 0.006 |
| 77.00 | 29.37 | 23.90 | 26.50 | 0.00 | 1 | 1 | 179.7% | 0.963 | 0.0048 | -0.230 | 0.007 | 0.006 |
| 77.50 | 25.23 | 23.55 | 26.00 | 0.00 | 7 | 123 | 182.0% | 0.958 | 0.0053 | -0.258 | 0.008 | 0.006 |
| 78.00 | 24.75 | 23.05 | 25.50 | 0.00 | 5 | 5 | 178.7% | 0.957 | 0.0055 | -0.258 | 0.008 | 0.006 |
| 80.00 | 22.77 | 20.95 | 23.50 | 0.00 | 5 | 103 | 161.5% | 0.957 | 0.0062 | -0.237 | 0.008 | 0.006 |
| 81.00 | 20.30 | 20.00 | 22.50 | 0.00 | 1 | 7 | 156.6% | 0.953 | 0.0068 | -0.245 | 0.009 | 0.006 |
| 82.50 | 19.21 | 18.25 | 20.40 | 0.00 | 1 | 158 | 108.6% | 0.985 | 0.0037 | -0.072 | 0.003 | 0.007 |
| 83.00 | 18.81 | 18.15 | 20.50 | 0.00 | 1 | 5 | 148.2% | 0.943 | 0.0084 | -0.269 | 0.011 | 0.006 |
| 84.00 | 24.14 | 17.15 | 18.90 | 0.00 | 2 | 31 | 120.9% | 0.964 | 0.0071 | -0.156 | 0.007 | 0.007 |
| 85.00 | 16.29 | 16.10 | 17.90 | 0.00 | 1 | 200 | 112.9% | 0.965 | 0.0075 | -0.145 | 0.007 | 0.007 |
| 86.00 | 23.95 | 15.15 | 17.50 | 0.00 | 0 | 1 | 128.1% | 0.934 | 0.0109 | -0.263 | 0.012 | 0.006 |
| 87.50 | 13.85 | 13.50 | 16.00 | 0.00 | 1 | 45 | 114.2% | 0.934 | 0.0122 | -0.234 | 0.012 | 0.007 |
| 88.00 | 21.70 | 13.10 | 15.50 | 0.00 | 15 | 17 | 113.6% | 0.928 | 0.0131 | -0.250 | 0.013 | 0.007 |
| 89.00 | 29.01 | 11.95 | 14.50 | 0.00 | 7 | 34 | 103.1% | 0.930 | 0.0141 | -0.222 | 0.012 | 0.007 |
| 90.00 | 11.25 | 11.00 | 13.55 | 0.00 | 3 | 355 | 99.2% | 0.920 | 0.0162 | -0.236 | 0.014 | 0.007 |
| 91.00 | 11.55 | 9.85 | 12.50 | 0.00 | 20 | 28 | 87.7% | 0.925 | 0.0175 | -0.200 | 0.013 | 0.007 |
| 92.00 | 11.47 | 9.00 | 10.85 | -1.03 | 1 | 11 | 67.1% | 0.954 | 0.0157 | -0.110 | 0.009 | 0.007 |
| 92.50 | 10.75 | 8.65 | 10.55 | 0.00 | 1 | 592 | 74.4% | 0.925 | 0.0205 | -0.171 | 0.013 | 0.007 |
| 93.00 | 12.50 | 8.30 | 10.05 | 0.00 | 0 | 2 | 75.0% | 0.912 | 0.0231 | -0.194 | 0.015 | 0.007 |
| 94.00 | 8.31 | 7.25 | 9.15 | -1.59 | 1 | 77 | 69.6% | 0.900 | 0.0273 | -0.197 | 0.016 | 0.007 |
| 95.00 | 8.21 | 6.45 | 8.25 | 2.14 | 3 | 251 | 69.0% | 0.870 | 0.0333 | -0.235 | 0.020 | 0.007 |
| 96.00 | 7.76 | 5.70 | 7.40 | -3.49 | 1 | 30 | 68.9% | 0.831 | 0.0397 | -0.276 | 0.023 | 0.006 |
| 97.00 | 6.39 | 4.70 | 6.55 | 2.59 | 12 | 6 | 63.8% | 0.803 | 0.0472 | -0.281 | 0.026 | 0.006 |
| 97.50 | 6.01 | 4.45 | 5.40 | -4.39 | 11 | 110 | 53.7% | 0.815 | 0.0540 | -0.229 | 0.025 | 0.006 |
| 98.00 | 5.09 | 4.15 | 5.00 | -0.53 | 1 | 124 | 54.4% | 0.783 | 0.0586 | -0.255 | 0.027 | 0.006 |
| 99.00 | 4.26 | 3.50 | 4.25 | 0.93 | 33 | 6 | 54.5% | 0.717 | 0.0673 | -0.291 | 0.031 | 0.006 |
| 100.00 | 3.47 | 2.82 | 3.55 | -1.38 | 202 | 2,508 | 53.2% | 0.648 | 0.0757 | -0.311 | 0.034 | 0.005 |
| 101.00 | 3.73 | 2.24 | 2.95 | -0.37 | 4 | 36 | 52.8% | 0.569 | 0.0808 | -0.325 | 0.036 | 0.005 |
| 102.00 | 2.25 | 1.83 | 2.42 | -0.95 | 158 | 1,002 | 53.5% | 0.488 | 0.0808 | -0.334 | 0.037 | 0.004 |
| 103.00 | 2.39 | 1.39 | 1.90 | -0.31 | 3 | 149 | 52.4% | 0.406 | 0.0803 | -0.317 | 0.036 | 0.003 |
| 104.00 | 1.85 | 1.11 | 1.64 | -0.26 | 14 | 63 | 54.8% | 0.337 | 0.0723 | -0.311 | 0.034 | 0.003 |
| 105.00 | 1.11 | 0.81 | 1.19 | -0.48 | 27 | 1,687 | 52.9% | 0.262 | 0.0668 | -0.268 | 0.030 | 0.002 |
| 106.00 | 0.80 | 0.65 | 0.90 | -0.70 | 30 | 39 | 53.5% | 0.205 | 0.0576 | -0.236 | 0.026 | 0.002 |
| 107.00 | 0.64 | 0.47 | 0.69 | -0.65 | 34 | 78 | 53.6% | 0.155 | 0.0482 | -0.198 | 0.022 | 0.001 |
| 108.00 | 0.65 | 0.34 | 0.58 | -0.20 | 5 | 57 | 55.0% | 0.120 | 0.0394 | -0.170 | 0.018 | 0.001 |
| 109.00 | 0.75 | 0.28 | 0.46 | 0.00 | 59 | 72 | 56.5% | 0.093 | 0.0320 | -0.146 | 0.015 | 0.001 |
| 110.00 | 0.36 | 0.20 | 0.41 | -0.21 | 12 | 1,776 | 58.5% | 0.074 | 0.0259 | -0.127 | 0.013 | 0.001 |
| 111.00 | 0.30 | 0.16 | 0.22 | -0.02 | 60 | 36 | 56.3% | 0.046 | 0.0187 | -0.084 | 0.009 | 0.000 |
| 112.00 | 0.20 | 0.08 | 0.15 | -0.04 | 19 | 345 | 54.7% | 0.028 | 0.0126 | -0.054 | 0.006 | 0.000 |
| 113.00 | 0.18 | 0.05 | 0.27 | 0.01 | 4 | 32 | 62.7% | 0.034 | 0.0132 | -0.074 | 0.007 | 0.000 |
| 114.00 | 0.12 | 0.00 | 0.25 | -0.07 | 30 | 46 | 63.5% | 0.026 | 0.0102 | -0.058 | 0.005 | 0.000 |
| 115.00 | 0.10 | 0.01 | 0.07 | -0.04 | 785 | 1,399 | 55.9% | 0.008 | 0.0044 | -0.019 | 0.002 | 0.000 |
| 116.00 | 0.07 | 0.00 | 0.09 | -0.19 | 3 | 14 | 60.2% | 0.009 | 0.0042 | -0.022 | 0.002 | 0.000 |
| 117.00 | 0.32 | - | 0.04 | 0.00 | 0 | 7 | 62.5% | 0.007 | 0.0035 | -0.020 | 0.002 | 0.000 |
| 118.00 | 0.04 | 0.00 | 0.14 | -0.37 | 9 | 6 | 71.1% | 0.012 | 0.0046 | -0.033 | 0.003 | 0.000 |
| 119.00 | 0.03 | 0.00 | 0.16 | -0.14 | 2 | 64 | 76.2% | 0.013 | 0.0047 | -0.038 | 0.003 | 0.000 |
| 120.00 | 0.03 | 0.01 | 0.05 | 0.00 | 97 | 1,556 | 68.8% | 0.004 | 0.0020 | -0.014 | 0.001 | 0.000 |
| 121.00 | 0.05 | 0.00 | 0.16 | 0.00 | 1 | 6 | 82.8% | 0.011 | 0.0039 | -0.038 | 0.003 | 0.000 |
| 122.00 | 0.09 | 0.00 | 0.15 | 0.00 | 6 | 59 | 85.2% | 0.010 | 0.0035 | -0.036 | 0.003 | 0.000 |
| 124.00 | 0.02 | 0.00 | 0.14 | 0.00 | 27 | 24 | 90.6% | 0.009 | 0.0029 | -0.034 | 0.002 | 0.000 |
| 125.00 | 0.02 | 0.00 | 0.14 | 0.00 | 8 | 363 | 93.8% | 0.009 | 0.0027 | -0.034 | 0.002 | 0.000 |
| 126.00 | 0.11 | - | 0.14 | 0.00 | 0 | 11 | 107.6% | 0.016 | 0.0040 | -0.066 | 0.004 | 0.000 |
| 127.00 | 0.12 | 0.00 | 0.14 | 0.00 | 5 | 57 | 99.6% | 0.008 | 0.0024 | -0.033 | 0.002 | 0.000 |
| 128.00 | 0.35 | 0.00 | 0.34 | 0.00 | 1 | 3 | 117.8% | 0.018 | 0.0041 | -0.080 | 0.004 | 0.000 |
| 129.00 | 0.05 | 0.00 | 0.53 | 0.00 | 2 | 6 | 131.2% | 0.026 | 0.0050 | -0.123 | 0.006 | 0.000 |
| 130.00 | 0.02 | 0.00 | 1.32 | 0.00 | 7 | 2,655 | 163.1% | 0.057 | 0.0076 | -0.285 | 0.010 | 0.000 |
| 135.00 | 0.05 | 0.00 | 1.06 | 0.00 | 1 | 298 | 172.7% | 0.042 | 0.0056 | -0.238 | 0.008 | 0.000 |
| 140.00 | 0.03 | 0.00 | 2.13 | 0.00 | 1 | 680 | 221.9% | 0.068 | 0.0065 | -0.451 | 0.012 | 0.001 |
| 145.00 | 0.03 | 0.00 | 2.13 | 0.00 | 2 | 162 | 239.1% | 0.063 | 0.0056 | -0.457 | 0.011 | 0.000 |
| 150.00 | 0.01 | 0.00 | 0.15 | 0.00 | 5 | 276 | 160.9% | 0.005 | 0.0009 | -0.035 | 0.001 | 0.000 |
| 155.00 | 0.36 | 0.00 | 2.13 | 0.00 | 21 | 16 | 270.7% | 0.056 | 0.0045 | -0.467 | 0.010 | 0.000 |
| 160.00 | 0.07 | 0.00 | 2.13 | 0.00 | 2 | 55 | 285.4% | 0.052 | 0.0041 | -0.470 | 0.010 | 0.000 |
| 165.00 | 0.09 | 0.00 | 2.13 | 0.00 | 6 | 31 | 299.4% | 0.050 | 0.0037 | -0.474 | 0.009 | 0.000 |
| 170.00 | 0.02 | 0.00 | 0.40 | 0.00 | 2 | 28 | 232.6% | 0.010 | 0.0012 | -0.095 | 0.002 | 0.000 |
| 175.00 | 0.02 | - | 2.13 | 0.00 | 0 | 1 | 382.6% | 0.082 | 0.0043 | -0.893 | 0.014 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 32.50 | 0.25 | 0.00 | 2.13 | 0.00 | 9 | 9 | 704.9% | -0.018 | 0.0007 | -0.471 | 0.004 | -0.000 |
| 35.00 | 0.01 | - | 2.12 | 0.00 | 0 | 0 | 785.5% | -0.032 | 0.0010 | -0.863 | 0.007 | -0.000 |
| 37.50 | 0.10 | 0.00 | 0.33 | 0.00 | 1 | 11 | 446.1% | -0.004 | 0.0003 | -0.077 | 0.001 | -0.000 |
| 40.00 | 0.01 | 0.00 | 2.12 | 0.00 | 2 | 15 | 586.5% | -0.022 | 0.0010 | -0.466 | 0.005 | -0.000 |
| 42.50 | 0.01 | 0.00 | 2.12 | 0.00 | 2 | 28 | 552.3% | -0.023 | 0.0011 | -0.464 | 0.005 | -0.000 |
| 45.00 | 0.15 | 0.00 | 2.12 | 0.00 | 1 | 30 | 520.3% | -0.025 | 0.0012 | -0.462 | 0.005 | -0.000 |
| 47.50 | 0.05 | 0.00 | 2.12 | 0.00 | 4 | 33 | 490.2% | -0.026 | 0.0014 | -0.461 | 0.006 | -0.000 |
| 50.00 | 0.02 | 0.00 | 0.02 | 0.00 | 2 | 147 | 234.4% | -0.000 | 0.0000 | -0.004 | 0.000 | -0.000 |
| 52.50 | 0.15 | 0.00 | 2.12 | 0.00 | 7 | 36 | 434.4% | -0.030 | 0.0017 | -0.457 | 0.006 | -0.000 |
| 55.00 | 0.03 | 0.00 | 0.10 | 0.00 | 1 | 223 | 243.8% | -0.002 | 0.0003 | -0.023 | 0.001 | -0.000 |
| 57.50 | 0.51 | 0.00 | 2.12 | 0.00 | 22 | 363 | 383.4% | -0.035 | 0.0022 | -0.452 | 0.007 | -0.000 |
| 60.00 | 0.03 | 0.00 | 2.12 | 0.00 | 1 | 312 | 359.6% | -0.037 | 0.0025 | -0.450 | 0.008 | -0.000 |
| 62.50 | 0.07 | 0.00 | 2.12 | 0.00 | 2 | 72 | 336.5% | -0.040 | 0.0028 | -0.446 | 0.008 | -0.000 |
| 65.00 | 0.01 | 0.00 | 0.51 | 0.00 | 1 | 924 | 232.4% | -0.013 | 0.0015 | -0.118 | 0.003 | -0.000 |
| 67.50 | 0.09 | 0.00 | 0.33 | 0.00 | 7 | 313 | 200.0% | -0.009 | 0.0014 | -0.077 | 0.002 | -0.000 |
| 70.00 | 0.03 | 0.00 | 0.11 | 0.00 | 5 | 1,984 | 157.0% | -0.004 | 0.0007 | -0.025 | 0.001 | -0.000 |
| 72.50 | 0.11 | 0.00 | 0.13 | 0.00 | 7 | 131 | 146.9% | -0.005 | 0.0010 | -0.030 | 0.001 | -0.000 |
| 74.00 | 0.08 | 0.00 | 0.13 | 0.00 | 0 | 17 | 139.1% | -0.005 | 0.0011 | -0.030 | 0.001 | -0.000 |
| 75.00 | 0.01 | 0.00 | 0.13 | 0.00 | 5 | 619 | 134.0% | -0.005 | 0.0012 | -0.030 | 0.001 | -0.000 |
| 76.00 | 0.15 | 0.00 | 0.13 | 0.00 | 16 | 7 | 128.9% | -0.005 | 0.0013 | -0.030 | 0.001 | -0.000 |
| 77.00 | 0.13 | 0.00 | 0.13 | 0.00 | 8 | 135 | 123.8% | -0.006 | 0.0014 | -0.030 | 0.001 | -0.000 |
| 77.50 | 0.21 | 0.00 | 0.13 | 0.00 | 1 | 488 | 121.1% | -0.006 | 0.0014 | -0.030 | 0.001 | -0.000 |
| 78.00 | 1.27 | 0.00 | 0.13 | 0.00 | 15 | 18 | 118.8% | -0.006 | 0.0015 | -0.030 | 0.002 | -0.000 |
| 79.00 | 0.08 | 0.00 | 0.14 | 0.00 | 90 | 1,038 | 114.8% | -0.007 | 0.0017 | -0.032 | 0.002 | -0.000 |
| 80.00 | 0.09 | 0.00 | 0.05 | 0.00 | 8 | 745 | 95.3% | -0.002 | 0.0008 | -0.011 | 0.001 | -0.000 |
| 81.00 | 0.06 | 0.00 | 0.15 | 0.00 | 6 | 159 | 106.3% | -0.008 | 0.0022 | -0.035 | 0.002 | -0.000 |
| 82.00 | 0.08 | 0.00 | 0.02 | 0.00 | 4 | 75 | 78.1% | -0.001 | 0.0005 | -0.004 | 0.000 | -0.000 |
| 82.50 | 0.07 | 0.00 | 0.14 | 0.00 | 3 | 655 | 97.7% | -0.008 | 0.0024 | -0.033 | 0.002 | -0.000 |
| 83.00 | 0.07 | 0.00 | 0.15 | 0.00 | 4 | 33 | 96.1% | -0.009 | 0.0027 | -0.035 | 0.002 | -0.000 |
| 84.00 | 0.13 | 0.00 | 0.15 | 0.00 | 12 | 28 | 91.4% | -0.009 | 0.0030 | -0.035 | 0.002 | -0.000 |
| 85.00 | 0.09 | 0.00 | 0.20 | 0.00 | 3 | 1,419 | 90.6% | -0.013 | 0.0040 | -0.046 | 0.003 | -0.000 |
| 86.00 | 0.08 | 0.00 | 0.17 | 0.00 | 3 | 53 | 83.2% | -0.012 | 0.0040 | -0.039 | 0.003 | -0.000 |
| 87.00 | 0.05 | 0.00 | 0.23 | 0.00 | 1 | 7 | 82.6% | -0.017 | 0.0055 | -0.053 | 0.004 | -0.000 |
| 87.50 | 0.10 | 0.00 | 0.21 | 0.00 | 12 | 667 | 78.9% | -0.016 | 0.0055 | -0.049 | 0.004 | -0.000 |
| 88.00 | 0.10 | 0.00 | 0.23 | 0.00 | 10 | 1,005 | 77.5% | -0.018 | 0.0062 | -0.053 | 0.004 | -0.000 |
| 89.00 | 0.04 | 0.01 | 0.10 | -0.05 | 117 | 120 | 64.1% | -0.010 | 0.0045 | -0.026 | 0.002 | -0.000 |
| 90.00 | 0.10 | 0.00 | 0.40 | -0.01 | 21 | 544 | 75.6% | -0.034 | 0.0109 | -0.088 | 0.007 | -0.000 |
| 91.00 | 0.06 | 0.00 | 0.30 | 0.00 | 111 | 340 | 65.8% | -0.029 | 0.0109 | -0.066 | 0.006 | -0.000 |
| 92.00 | 0.29 | 0.00 | 0.24 | 0.00 | 1 | 5 | 57.8% | -0.026 | 0.0113 | -0.053 | 0.006 | -0.000 |
| 92.50 | 0.09 | 0.05 | 0.37 | -0.07 | 23 | 228 | 62.5% | -0.044 | 0.0162 | -0.089 | 0.009 | -0.000 |
| 93.00 | 0.12 | 0.03 | 0.21 | -0.04 | 8 | 28 | 52.7% | -0.029 | 0.0135 | -0.053 | 0.006 | -0.000 |
| 94.00 | 0.17 | 0.08 | 0.45 | -0.20 | 2 | 69 | 57.5% | -0.062 | 0.0230 | -0.107 | 0.011 | -0.001 |
| 95.00 | 0.27 | 0.01 | 0.54 | -0.13 | 114 | 321 | 52.2% | -0.071 | 0.0282 | -0.108 | 0.013 | -0.001 |
| 96.00 | 0.35 | 0.21 | 0.67 | -0.12 | 1 | 56 | 53.6% | -0.112 | 0.0385 | -0.155 | 0.018 | -0.001 |
| 97.00 | 0.47 | 0.52 | 0.82 | -0.31 | 42 | 228 | 55.2% | -0.165 | 0.0487 | -0.208 | 0.023 | -0.001 |
| 97.50 | 0.65 | 0.49 | 0.93 | -0.08 | 5 | 89 | 52.9% | -0.182 | 0.0541 | -0.212 | 0.024 | -0.002 |
| 98.00 | 0.78 | 0.59 | 1.10 | -0.07 | 4 | 77 | 53.2% | -0.213 | 0.0592 | -0.235 | 0.027 | -0.002 |
| 99.00 | 0.85 | 0.71 | 1.34 | -0.23 | 1 | 418 | 50.1% | -0.268 | 0.0712 | -0.250 | 0.030 | -0.002 |
| 100.00 | 1.15 | 1.25 | 1.71 | -0.25 | 763 | 209 | 52.8% | -0.351 | 0.0762 | -0.296 | 0.034 | -0.003 |
| 101.00 | 1.76 | 1.48 | 2.16 | -0.46 | 2 | 98 | 50.7% | -0.429 | 0.0839 | -0.301 | 0.036 | -0.004 |
| 102.00 | 1.97 | 2.05 | 2.75 | -0.07 | 5 | 43 | 52.7% | -0.513 | 0.0821 | -0.317 | 0.037 | -0.004 |
| 103.00 | 3.76 | 2.53 | 3.25 | 0.00 | 16 | 19 | 50.8% | -0.598 | 0.0826 | -0.295 | 0.036 | -0.005 |
| 104.00 | 2.94 | 3.10 | 4.00 | -0.88 | 4 | 25 | 51.4% | -0.674 | 0.0761 | -0.276 | 0.033 | -0.006 |
| 105.00 | 3.65 | 3.75 | 4.70 | 0.00 | 11 | 186 | 50.6% | -0.748 | 0.0684 | -0.239 | 0.029 | -0.007 |
| 106.00 | 5.26 | 4.50 | 5.60 | 0.00 | 1 | 214 | 52.4% | -0.800 | 0.0579 | -0.215 | 0.026 | -0.007 |
| 107.00 | 4.69 | 4.95 | 6.40 | -1.51 | 1 | 261 | 69.7% | -0.779 | 0.0462 | -0.308 | 0.027 | -0.007 |
| 108.00 | 6.95 | 5.50 | 7.20 | 0.00 | 89 | 90 | 70.1% | -0.819 | 0.0408 | -0.273 | 0.024 | -0.007 |
| 109.00 | 6.85 | 6.40 | 8.50 | -0.60 | 5 | 42 | 85.7% | -0.802 | 0.0352 | -0.356 | 0.026 | -0.007 |
| 110.00 | 7.70 | 7.35 | 9.05 | -2.90 | 7 | 126 | 76.8% | -0.862 | 0.0312 | -0.249 | 0.020 | -0.008 |
| 111.00 | 10.58 | 8.30 | 10.00 | 0.03 | 1 | 24 | 80.5% | -0.877 | 0.0275 | -0.240 | 0.019 | -0.008 |
| 112.00 | 10.60 | 9.30 | 11.05 | 0.00 | 7 | 7 | 87.8% | -0.879 | 0.0249 | -0.260 | 0.019 | -0.008 |
| 114.00 | 8.75 | 10.65 | 13.20 | 0.00 | 0 | 2 | 104.1% | -0.877 | 0.0212 | -0.314 | 0.019 | -0.008 |
| 115.00 | 12.89 | 11.60 | 14.25 | -1.51 | 1 | 93 | 111.2% | -0.878 | 0.0197 | -0.333 | 0.019 | -0.008 |
| 120.00 | 13.80 | 16.55 | 19.05 | 0.00 | 100 | 4 | 126.6% | -0.917 | 0.0131 | -0.285 | 0.014 | -0.009 |
| 125.00 | 17.25 | 21.50 | 24.70 | 0.00 | 0 | 0 | 177.0% | -0.886 | 0.0118 | -0.512 | 0.018 | -0.009 |
| 130.00 | 17.60 | 26.50 | 29.35 | 0.00 | 0 | 0 | 183.1% | -0.918 | 0.0089 | -0.410 | 0.014 | -0.010 |
| 135.00 | 46.55 | 31.55 | 33.90 | 0.00 | 0 | 0 | 176.8% | -0.954 | 0.0059 | -0.246 | 0.009 | -0.011 |
| 140.00 | 45.85 | 42.40 | 44.80 | 0.00 | 0 | 4 | 371.1% | -0.783 | 0.0086 | -1.662 | 0.027 | -0.010 |
| 150.00 | 34.35 | 46.50 | 49.05 | 0.00 | 0 | 0 | 235.4% | -0.957 | 0.0042 | -0.315 | 0.008 | -0.012 |
| 170.00 | 83.40 | 85.40 | 89.40 | 0.00 | 0 | 0 | 842.1% | -0.614 | 0.0049 | -4.931 | 0.035 | -0.012 |
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.