WDC
Western Digital CorporationClose $415.29EOD onlyThis page reflects WDC 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 310.00 | 157.79 | 100.80 | 112.75 | 0.00 | 1 | 1 | 122.9% | 0.965 | 0.0011 | -0.427 | 0.045 | 0.056 |
| 320.00 | 97.70 | 92.35 | 100.55 | -13.30 | 12 | 1 | 106.2% | 0.968 | 0.0012 | -0.350 | 0.041 | 0.059 |
| 335.00 | 97.70 | 77.35 | 87.25 | 0.00 | 2 | 7 | 102.6% | 0.944 | 0.0019 | -0.513 | 0.065 | 0.059 |
| 340.00 | 106.33 | 72.45 | 77.85 | 0.00 | 1 | 23 | 103.2% | 0.930 | 0.0023 | -0.605 | 0.077 | 0.059 |
| 345.00 | 105.02 | 67.50 | 76.40 | 0.00 | 0 | 32 | 87.3% | 0.945 | 0.0022 | -0.435 | 0.064 | 0.062 |
| 350.00 | 67.64 | 61.65 | 71.65 | -42.49 | 5 | 25 | 78.2% | 0.950 | 0.0023 | -0.372 | 0.060 | 0.063 |
| 355.00 | 99.56 | 57.40 | 66.65 | 0.00 | 0 | 10 | 77.5% | 0.936 | 0.0028 | -0.437 | 0.072 | 0.063 |
| 360.00 | 60.00 | 52.60 | 61.85 | -35.28 | 18 | 12 | 74.2% | 0.926 | 0.0033 | -0.464 | 0.080 | 0.063 |
| 365.00 | 69.50 | 48.10 | 56.70 | 0.00 | 1 | 1 | 70.5% | 0.916 | 0.0038 | -0.485 | 0.089 | 0.063 |
| 370.00 | 47.00 | 43.35 | 52.70 | -41.07 | 4 | 3 | 70.2% | 0.893 | 0.0046 | -0.568 | 0.106 | 0.062 |
| 375.00 | 48.05 | 38.10 | 48.10 | -34.75 | 9 | 39 | 65.0% | 0.883 | 0.0053 | -0.564 | 0.113 | 0.062 |
| 380.00 | 38.00 | 34.30 | 44.25 | -28.04 | 38 | 6 | 67.0% | 0.844 | 0.0062 | -0.694 | 0.137 | 0.060 |
| 385.00 | 25.50 | 31.20 | 40.65 | -42.81 | 1 | 3 | 70.1% | 0.799 | 0.0070 | -0.844 | 0.162 | 0.057 |
| 390.00 | 29.67 | 27.60 | 33.05 | -35.25 | 27 | 4 | 60.0% | 0.790 | 0.0083 | -0.744 | 0.166 | 0.057 |
| 395.00 | 27.04 | 23.30 | 27.70 | -34.96 | 36 | 9 | 53.9% | 0.764 | 0.0099 | -0.716 | 0.177 | 0.056 |
| 400.00 | 21.52 | 21.55 | 24.40 | -30.48 | 502 | 17 | 58.3% | 0.697 | 0.0104 | -0.868 | 0.201 | 0.051 |
| 405.00 | 20.00 | 18.20 | 21.00 | -48.00 | 529 | 20 | 57.2% | 0.643 | 0.0113 | -0.906 | 0.215 | 0.048 |
| 410.00 | 16.50 | 15.40 | 17.35 | -29.64 | 833 | 13 | 55.7% | 0.585 | 0.0122 | -0.918 | 0.224 | 0.044 |
| 412.50 | 14.69 | 13.95 | 15.75 | -35.96 | 403 | 1 | 54.9% | 0.555 | 0.0125 | -0.916 | 0.227 | 0.041 |
| 415.00 | 13.70 | 13.00 | 14.45 | -32.52 | 1,005 | 22 | 55.4% | 0.523 | 0.0125 | -0.930 | 0.229 | 0.039 |
| 417.50 | 12.57 | 12.30 | 13.60 | -29.38 | 542 | 54 | 57.1% | 0.493 | 0.0122 | -0.958 | 0.229 | 0.037 |
| 420.00 | 11.50 | 11.50 | 12.00 | -27.19 | 2,264 | 21 | 56.7% | 0.463 | 0.0122 | -0.946 | 0.228 | 0.035 |
| 422.50 | 11.00 | 9.85 | 11.40 | -27.60 | 239 | 63 | 56.3% | 0.432 | 0.0121 | -0.930 | 0.226 | 0.033 |
| 425.00 | 9.40 | 9.05 | 10.10 | -17.04 | 1,084 | 55 | 56.0% | 0.402 | 0.0120 | -0.909 | 0.222 | 0.030 |
| 430.00 | 8.11 | 7.80 | 9.00 | -25.89 | 1,057 | 110 | 58.5% | 0.352 | 0.0110 | -0.908 | 0.214 | 0.027 |
| 432.50 | 7.50 | 6.60 | 8.25 | -16.70 | 123 | 33 | 57.6% | 0.323 | 0.0108 | -0.865 | 0.207 | 0.024 |
| 435.00 | 6.26 | 5.95 | 7.45 | -23.73 | 525 | 17 | 57.7% | 0.298 | 0.0105 | -0.835 | 0.199 | 0.023 |
| 437.50 | 5.90 | 5.35 | 6.80 | -29.07 | 28 | 1 | 57.9% | 0.274 | 0.0100 | -0.805 | 0.192 | 0.021 |
| 440.00 | 5.20 | 4.85 | 5.50 | -22.00 | 828 | 55 | 56.4% | 0.245 | 0.0097 | -0.741 | 0.181 | 0.019 |
| 442.50 | 5.05 | 2.88 | 5.55 | -19.95 | 66 | 10 | 54.3% | 0.213 | 0.0093 | -0.658 | 0.167 | 0.016 |
| 445.00 | 4.40 | 3.85 | 5.00 | -20.60 | 199 | 76 | 58.1% | 0.210 | 0.0086 | -0.697 | 0.166 | 0.016 |
| 447.50 | 3.76 | 3.25 | 7.35 | -16.74 | 47 | 10 | 65.6% | 0.221 | 0.0079 | -0.810 | 0.171 | 0.017 |
| 450.00 | 3.40 | 3.20 | 4.00 | -21.10 | 1,817 | 106 | 58.6% | 0.174 | 0.0076 | -0.627 | 0.148 | 0.013 |
| 452.50 | 2.90 | 1.69 | 3.30 | -18.10 | 45 | 45 | 53.9% | 0.136 | 0.0070 | -0.489 | 0.125 | 0.010 |
| 455.00 | 2.70 | 2.60 | 3.30 | -19.10 | 141 | 66 | 59.4% | 0.145 | 0.0067 | -0.561 | 0.131 | 0.011 |
| 457.50 | 2.53 | 2.20 | 2.95 | -17.12 | 71 | 42 | 59.0% | 0.129 | 0.0062 | -0.515 | 0.121 | 0.010 |
| 460.00 | 2.17 | 2.10 | 2.40 | -17.03 | 1,214 | 202 | 58.8% | 0.114 | 0.0057 | -0.472 | 0.111 | 0.009 |
| 462.50 | 2.00 | 1.50 | 2.39 | -16.05 | 102 | 25 | 58.5% | 0.101 | 0.0052 | -0.428 | 0.101 | 0.008 |
| 465.00 | 1.75 | 1.63 | 1.94 | -14.87 | 1,051 | 88 | 59.2% | 0.092 | 0.0048 | -0.405 | 0.095 | 0.007 |
| 467.50 | 1.91 | 1.22 | 1.79 | -13.21 | 31 | 16 | 58.5% | 0.079 | 0.0044 | -0.358 | 0.085 | 0.006 |
| 470.00 | 1.55 | 1.13 | 1.81 | -13.20 | 297 | 141 | 60.1% | 0.076 | 0.0041 | -0.355 | 0.082 | 0.006 |
| 472.50 | 1.33 | 0.27 | 3.85 | -11.77 | 94 | 51 | 67.6% | 0.093 | 0.0043 | -0.466 | 0.096 | 0.007 |
| 475.00 | 1.19 | 1.11 | 1.31 | -10.98 | 401 | 132 | 61.0% | 0.062 | 0.0035 | -0.309 | 0.070 | 0.005 |
| 477.50 | 0.15 | 0.78 | 2.57 | -9.31 | 50 | 16 | 67.8% | 0.076 | 0.0037 | -0.403 | 0.083 | 0.006 |
| 480.00 | 1.01 | 0.85 | 1.12 | -9.99 | 369 | 249 | 61.8% | 0.050 | 0.0029 | -0.266 | 0.060 | 0.004 |
| 485.00 | 0.91 | 0.60 | 1.80 | -8.54 | 115 | 77 | 68.0% | 0.056 | 0.0029 | -0.316 | 0.065 | 0.004 |
| 487.50 | 1.00 | 0.09 | 1.30 | -5.67 | 37 | 14 | 62.4% | 0.036 | 0.0022 | -0.203 | 0.045 | 0.003 |
| 490.00 | 0.78 | 0.50 | 0.85 | -5.73 | 160 | 158 | 63.6% | 0.034 | 0.0021 | -0.199 | 0.043 | 0.003 |
| 492.50 | 0.86 | 0.01 | 3.25 | -5.04 | 29 | 11 | 78.2% | 0.065 | 0.0028 | -0.411 | 0.073 | 0.005 |
| 495.00 | 0.64 | 0.28 | 2.33 | -4.76 | 49 | 99 | 76.1% | 0.054 | 0.0025 | -0.346 | 0.063 | 0.004 |
| 500.00 | 0.55 | 0.50 | 0.84 | -5.18 | 483 | 455 | 69.7% | 0.031 | 0.0017 | -0.201 | 0.040 | 0.002 |
| 505.00 | 0.54 | 0.30 | 1.04 | -4.31 | 63 | 99 | 72.7% | 0.030 | 0.0016 | -0.203 | 0.039 | 0.002 |
| 510.00 | 0.24 | 0.10 | 0.40 | -3.96 | 192 | 233 | 64.6% | 0.013 | 0.0009 | -0.087 | 0.019 | 0.001 |
| 515.00 | 0.35 | 0.23 | 0.50 | -3.00 | 43 | 89 | 71.0% | 0.017 | 0.0010 | -0.121 | 0.024 | 0.001 |
| 520.00 | 0.16 | 0.00 | 0.31 | -2.84 | 108 | 205 | 65.4% | 0.008 | 0.0006 | -0.057 | 0.012 | 0.001 |
| 525.00 | 0.21 | 0.00 | 0.33 | -2.39 | 128 | 86 | 68.4% | 0.008 | 0.0005 | -0.060 | 0.012 | 0.001 |
| 530.00 | 0.35 | 0.09 | 0.49 | -1.83 | 183 | 93 | 76.3% | 0.012 | 0.0007 | -0.100 | 0.018 | 0.001 |
| 535.00 | 0.34 | 0.00 | 1.00 | -1.32 | 12 | 49 | 85.4% | 0.019 | 0.0009 | -0.163 | 0.027 | 0.001 |
| 540.00 | 0.13 | 0.10 | 0.20 | -1.17 | 276 | 122 | 74.5% | 0.006 | 0.0004 | -0.056 | 0.010 | 0.000 |
| 545.00 | 0.20 | 0.10 | 4.40 | -0.95 | 1 | 67 | 119.4% | 0.060 | 0.0017 | -0.585 | 0.068 | 0.004 |
| 550.00 | 0.14 | 0.05 | 0.22 | -0.85 | 84 | 370 | 77.9% | 0.006 | 0.0004 | -0.051 | 0.009 | 0.000 |
| 555.00 | 0.57 | 0.00 | 2.26 | -1.82 | 2 | 8 | 109.3% | 0.033 | 0.0012 | -0.335 | 0.043 | 0.003 |
| 560.00 | 0.11 | 0.02 | 1.62 | -1.23 | 45 | 126 | 105.9% | 0.025 | 0.0010 | -0.256 | 0.034 | 0.002 |
| 565.00 | 0.01 | 0.00 | 0.75 | -0.54 | 56 | 98 | 96.2% | 0.013 | 0.0006 | -0.129 | 0.019 | 0.001 |
| 570.00 | 0.13 | 0.00 | 1.14 | -0.41 | 82 | 97 | 104.7% | 0.018 | 0.0007 | -0.188 | 0.025 | 0.001 |
| 575.00 | 2.15 | 0.00 | 4.35 | 1.75 | 2 | 23 | 135.8% | 0.051 | 0.0013 | -0.590 | 0.061 | 0.004 |
| 580.00 | 0.20 | 0.01 | 0.80 | -0.08 | 51 | 45 | 104.1% | 0.013 | 0.0005 | -0.140 | 0.019 | 0.001 |
| 585.00 | 2.51 | 0.00 | 4.35 | 1.96 | 1 | 90 | 141.2% | 0.049 | 0.0013 | -0.595 | 0.059 | 0.004 |
| 590.00 | 0.04 | 0.00 | 4.35 | -0.79 | 43 | 38 | 143.9% | 0.049 | 0.0012 | -0.598 | 0.058 | 0.004 |
| 595.00 | 0.48 | 0.00 | 4.35 | 0.00 | 1 | 6 | 146.5% | 0.048 | 0.0012 | -0.601 | 0.057 | 0.004 |
| 600.00 | 0.06 | 0.01 | 0.32 | -0.12 | 126 | 103 | 100.8% | 0.005 | 0.0003 | -0.062 | 0.009 | 0.000 |
| 605.00 | 4.65 | 0.00 | 4.30 | 0.00 | 0 | 1 | 151.3% | 0.046 | 0.0011 | -0.600 | 0.055 | 0.003 |
| 610.00 | 0.18 | 0.00 | 4.30 | 0.02 | 10 | 25 | 153.9% | 0.045 | 0.0011 | -0.603 | 0.055 | 0.003 |
| 615.00 | 1.35 | 0.00 | 4.30 | 0.00 | 1 | 3 | 156.4% | 0.044 | 0.0010 | -0.605 | 0.054 | 0.003 |
| 620.00 | 0.66 | 0.00 | 4.30 | 0.00 | 8 | 28 | 158.9% | 0.044 | 0.0010 | -0.608 | 0.053 | 0.003 |
| 625.00 | 0.63 | 0.00 | 4.30 | 0.00 | 2 | 4 | 161.3% | 0.043 | 0.0010 | -0.610 | 0.053 | 0.003 |
| 630.00 | 0.05 | 0.00 | 0.05 | 0.00 | 122 | 149 | 93.0% | 0.001 | 0.0001 | -0.010 | 0.002 | 0.000 |
| 635.00 | 5.44 | 0.00 | 4.30 | 0.00 | 0 | 2 | 166.1% | 0.042 | 0.0009 | -0.614 | 0.052 | 0.003 |
| 640.00 | 0.57 | 0.00 | 4.30 | 0.00 | 10 | 13 | 168.5% | 0.041 | 0.0009 | -0.616 | 0.051 | 0.003 |
| 645.00 | 0.81 | 0.00 | 4.50 | 0.00 | 0 | 1 | 172.3% | 0.042 | 0.0009 | -0.642 | 0.052 | 0.003 |
| 650.00 | 0.05 | 0.00 | 0.08 | -1.17 | 1 | 6 | 103.5% | 0.001 | 0.0001 | -0.016 | 0.002 | 0.000 |
| 655.00 | 0.09 | 0.00 | 4.50 | 0.00 | 3 | 2 | 176.9% | 0.041 | 0.0009 | -0.646 | 0.051 | 0.003 |
| 660.00 | 0.01 | 0.00 | 1.72 | -0.11 | 9 | 30 | 152.3% | 0.018 | 0.0005 | -0.283 | 0.026 | 0.001 |
| 665.00 | 0.69 | 0.00 | 4.30 | 0.00 | 3 | 1 | 179.9% | 0.039 | 0.0008 | -0.626 | 0.049 | 0.003 |
| 670.00 | 0.67 | 0.00 | 4.90 | 0.00 | 1 | 1 | 186.6% | 0.043 | 0.0008 | -0.700 | 0.052 | 0.003 |
| 675.00 | 2.36 | 0.00 | 4.70 | 0.00 | 3 | 6 | 187.4% | 0.041 | 0.0008 | -0.678 | 0.051 | 0.003 |
| 680.00 | 0.16 | 0.00 | 4.30 | 0.00 | 8 | 4 | 186.4% | 0.038 | 0.0008 | -0.631 | 0.047 | 0.003 |
| 685.00 | 0.29 | 0.00 | 1.40 | 0.00 | 0 | 1 | 157.4% | 0.014 | 0.0004 | -0.238 | 0.021 | 0.001 |
| 690.00 | 4.00 | 0.00 | 4.50 | 0.00 | 0 | 4 | 192.3% | 0.038 | 0.0008 | -0.659 | 0.048 | 0.003 |
| 695.00 | 0.49 | 0.00 | 4.90 | 0.00 | 3 | 11 | 197.5% | 0.041 | 0.0008 | -0.710 | 0.050 | 0.003 |
| 700.00 | 0.03 | 0.00 | 0.03 | 0.02 | 7 | 67 | 109.4% | 0.000 | 0.0000 | -0.006 | 0.001 | 0.000 |
| 705.00 | 0.48 | 0.00 | 0.05 | 0.00 | 0 | 31 | 115.6% | 0.001 | 0.0000 | -0.011 | 0.001 | 0.000 |
| 710.00 | 0.42 | 0.00 | 0.05 | 0.00 | 1 | 3 | 117.2% | 0.001 | 0.0000 | -0.011 | 0.001 | 0.000 |
| 715.00 | 0.01 | 0.00 | 0.10 | 0.00 | 22 | 172 | 125.4% | 0.001 | 0.0001 | -0.020 | 0.002 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 250.00 | 0.02 | 0.00 | 0.07 | -0.01 | 15 | 154 | 119.5% | -0.001 | 0.0000 | -0.014 | 0.002 | -0.000 |
| 260.00 | 0.10 | 0.00 | 0.15 | 0.00 | 2 | 2 | 119.9% | -0.002 | 0.0001 | -0.029 | 0.003 | -0.000 |
| 270.00 | 0.03 | 0.00 | 0.69 | 0.00 | 12 | 7 | 133.6% | -0.008 | 0.0003 | -0.116 | 0.012 | -0.001 |
| 280.00 | 0.05 | 0.00 | 0.19 | 0.00 | 12 | 21 | 105.1% | -0.003 | 0.0001 | -0.035 | 0.005 | -0.000 |
| 290.00 | 0.05 | 0.00 | 0.10 | 0.01 | 10 | 5 | 90.2% | -0.002 | 0.0001 | -0.019 | 0.003 | -0.000 |
| 300.00 | 0.06 | 0.01 | 0.13 | 0.05 | 26 | 31 | 85.2% | -0.002 | 0.0002 | -0.026 | 0.004 | -0.000 |
| 310.00 | 0.07 | 0.00 | 0.70 | 0.00 | 321 | 103 | 95.2% | -0.011 | 0.0005 | -0.113 | 0.017 | -0.001 |
| 320.00 | 0.07 | 0.05 | 0.10 | 0.00 | 169 | 44 | 70.3% | -0.003 | 0.0002 | -0.027 | 0.005 | -0.000 |
| 330.00 | 0.12 | 0.00 | 0.15 | 0.04 | 352 | 74 | 62.9% | -0.004 | 0.0003 | -0.027 | 0.006 | -0.000 |
| 335.00 | 0.15 | 0.05 | 0.35 | 0.03 | 382 | 94 | 67.1% | -0.009 | 0.0006 | -0.066 | 0.014 | -0.001 |
| 340.00 | 0.36 | 0.13 | 0.45 | 0.09 | 170 | 47 | 66.6% | -0.013 | 0.0009 | -0.091 | 0.019 | -0.001 |
| 345.00 | 0.32 | 0.19 | 0.42 | 0.19 | 91 | 72 | 62.9% | -0.015 | 0.0010 | -0.095 | 0.021 | -0.001 |
| 350.00 | 0.45 | 0.32 | 0.93 | 0.30 | 848 | 587 | 66.5% | -0.028 | 0.0017 | -0.174 | 0.037 | -0.002 |
| 355.00 | 0.64 | 0.47 | 0.75 | 0.12 | 158 | 67 | 61.6% | -0.029 | 0.0019 | -0.168 | 0.038 | -0.002 |
| 360.00 | 0.80 | 0.67 | 0.91 | 0.56 | 595 | 357 | 60.1% | -0.039 | 0.0024 | -0.205 | 0.048 | -0.003 |
| 365.00 | 0.90 | 0.91 | 1.28 | 0.49 | 306 | 216 | 59.6% | -0.053 | 0.0032 | -0.263 | 0.062 | -0.004 |
| 370.00 | 1.41 | 1.26 | 1.55 | 1.00 | 954 | 313 | 58.2% | -0.069 | 0.0040 | -0.313 | 0.076 | -0.006 |
| 375.00 | 1.75 | 1.51 | 2.00 | 1.30 | 383 | 151 | 56.3% | -0.087 | 0.0049 | -0.362 | 0.091 | -0.007 |
| 380.00 | 2.62 | 2.30 | 2.70 | 1.87 | 1,090 | 436 | 56.8% | -0.119 | 0.0061 | -0.459 | 0.115 | -0.010 |
| 385.00 | 3.25 | 3.05 | 3.45 | 2.64 | 474 | 194 | 56.0% | -0.153 | 0.0073 | -0.535 | 0.136 | -0.013 |
| 390.00 | 4.25 | 3.95 | 4.65 | 3.25 | 815 | 449 | 55.9% | -0.195 | 0.0086 | -0.623 | 0.158 | -0.016 |
| 395.00 | 5.73 | 5.25 | 5.75 | 4.71 | 984 | 293 | 55.4% | -0.241 | 0.0098 | -0.697 | 0.179 | -0.020 |
| 400.00 | 6.85 | 5.90 | 7.50 | 5.55 | 2,272 | 613 | 53.7% | -0.290 | 0.0111 | -0.741 | 0.197 | -0.024 |
| 405.00 | 8.95 | 8.40 | 9.45 | 7.22 | 611 | 668 | 55.5% | -0.354 | 0.0116 | -0.830 | 0.214 | -0.030 |
| 410.00 | 11.00 | 9.60 | 12.05 | 8.85 | 886 | 310 | 54.6% | -0.414 | 0.0124 | -0.852 | 0.224 | -0.035 |
| 412.50 | 12.50 | 10.70 | 13.25 | 10.35 | 165 | 163 | 54.5% | -0.445 | 0.0126 | -0.862 | 0.227 | -0.038 |
| 415.00 | 13.80 | 11.80 | 14.35 | 10.95 | 442 | 323 | 53.9% | -0.477 | 0.0128 | -0.858 | 0.229 | -0.040 |
| 417.50 | 14.54 | 13.05 | 15.75 | 11.60 | 292 | 63 | 54.0% | -0.509 | 0.0129 | -0.858 | 0.229 | -0.043 |
| 420.00 | 16.50 | 15.40 | 17.20 | 13.20 | 458 | 240 | 56.0% | -0.538 | 0.0123 | -0.886 | 0.228 | -0.046 |
| 422.50 | 17.39 | 15.80 | 18.75 | 13.78 | 48 | 59 | 54.0% | -0.572 | 0.0126 | -0.841 | 0.226 | -0.049 |
| 425.00 | 19.35 | 18.20 | 20.25 | 14.90 | 217 | 429 | 55.8% | -0.599 | 0.0121 | -0.854 | 0.222 | -0.051 |
| 427.50 | 19.78 | 18.85 | 22.25 | 14.88 | 30 | 119 | 54.6% | -0.631 | 0.0120 | -0.813 | 0.217 | -0.054 |
| 430.00 | 22.36 | 20.40 | 24.10 | 16.71 | 125 | 247 | 54.7% | -0.659 | 0.0117 | -0.790 | 0.211 | -0.057 |
| 432.50 | 23.83 | 22.10 | 27.10 | 16.43 | 56 | 22 | 57.5% | -0.677 | 0.0109 | -0.812 | 0.206 | -0.058 |
| 435.00 | 26.00 | 23.25 | 27.60 | 18.65 | 70 | 139 | 53.0% | -0.720 | 0.0110 | -0.695 | 0.194 | -0.062 |
| 437.50 | 27.72 | 24.70 | 30.00 | 18.77 | 40 | 42 | 53.3% | -0.745 | 0.0105 | -0.665 | 0.185 | -0.064 |
| 440.00 | 29.68 | 26.60 | 31.55 | 21.36 | 74 | 180 | 52.3% | -0.774 | 0.0100 | -0.606 | 0.173 | -0.067 |
| 442.50 | 43.30 | 25.75 | 35.50 | 32.63 | 12 | 62 | 74.5% | -0.711 | 0.0080 | -1.007 | 0.197 | -0.063 |
| 445.00 | 33.17 | 26.85 | 36.80 | 23.17 | 36 | 86 | 71.8% | -0.738 | 0.0079 | -0.920 | 0.187 | -0.066 |
| 447.50 | 35.55 | 29.50 | 39.45 | 21.80 | 9 | 43 | 75.4% | -0.744 | 0.0074 | -0.957 | 0.185 | -0.067 |
| 450.00 | 37.93 | 32.70 | 42.70 | 26.71 | 76 | 245 | 54.9% | -0.843 | 0.0076 | -0.496 | 0.138 | -0.074 |
| 452.50 | 45.78 | 33.75 | 43.75 | 28.73 | 15 | 124 | 77.5% | -0.770 | 0.0068 | -0.924 | 0.175 | -0.069 |
| 455.00 | 44.20 | 36.60 | 46.55 | 30.70 | 26 | 204 | 51.5% | -0.891 | 0.0063 | -0.346 | 0.107 | -0.079 |
| 457.50 | 42.05 | 38.05 | 48.05 | 19.45 | 7 | 63 | 79.1% | -0.794 | 0.0063 | -0.880 | 0.164 | -0.072 |
| 460.00 | 45.70 | 41.60 | 51.55 | 29.70 | 55 | 119 | 55.7% | -0.899 | 0.0055 | -0.356 | 0.102 | -0.080 |
| 465.00 | 51.85 | 45.25 | 55.25 | 25.75 | 9 | 22 | 84.9% | -0.815 | 0.0055 | -0.885 | 0.154 | -0.075 |
| 467.50 | 67.17 | 48.20 | 57.65 | 37.06 | 2 | 1 | 86.7% | -0.821 | 0.0052 | -0.884 | 0.150 | -0.076 |
| 470.00 | 55.50 | 50.25 | 59.65 | 21.78 | 199 | 37 | 86.0% | -0.835 | 0.0050 | -0.831 | 0.143 | -0.078 |
| 475.00 | 71.11 | 55.00 | 64.65 | 41.00 | 5 | 29 | 90.6% | -0.842 | 0.0046 | -0.851 | 0.139 | -0.079 |
| 477.50 | 26.30 | 57.00 | 67.00 | 0.00 | 2 | 2 | 91.9% | -0.848 | 0.0045 | -0.839 | 0.135 | -0.080 |
| 480.00 | 60.00 | 60.10 | 69.35 | 27.57 | 14 | 95 | 93.1% | -0.854 | 0.0043 | -0.827 | 0.132 | -0.081 |
| 485.00 | 37.15 | 64.45 | 74.30 | 0.00 | 3 | 35 | 97.0% | -0.860 | 0.0040 | -0.835 | 0.128 | -0.083 |
| 487.50 | 41.97 | 66.75 | 76.55 | 0.00 | 1 | 7 | 97.4% | -0.868 | 0.0038 | -0.806 | 0.123 | -0.084 |
| 490.00 | 45.79 | 69.15 | 78.80 | 0.00 | 3 | 276 | 97.7% | -0.875 | 0.0037 | -0.775 | 0.119 | -0.085 |
| 495.00 | 78.83 | 74.00 | 84.00 | 36.58 | 3 | 27 | 103.1% | -0.875 | 0.0035 | -0.818 | 0.118 | -0.086 |
| 500.00 | 79.80 | 78.95 | 88.30 | 29.88 | 24 | 47 | 101.7% | -0.893 | 0.0032 | -0.717 | 0.106 | -0.088 |
| 505.00 | 87.32 | 83.85 | 93.75 | 38.07 | 3 | 20 | 109.0% | -0.888 | 0.0030 | -0.801 | 0.110 | -0.088 |
| 510.00 | 90.05 | 88.95 | 98.45 | 36.15 | 1 | 14 | 110.4% | -0.897 | 0.0028 | -0.761 | 0.103 | -0.090 |
| 515.00 | 103.47 | 93.40 | 103.40 | 42.76 | 1 | 13 | 113.6% | -0.900 | 0.0027 | -0.761 | 0.101 | -0.091 |
| 520.00 | 66.05 | 99.40 | 109.40 | 0.00 | 1 | 20 | 125.2% | -0.886 | 0.0027 | -0.936 | 0.111 | -0.091 |
| 525.00 | 60.17 | 104.40 | 116.55 | 0.00 | 2 | 2 | 86.0% | -0.971 | 0.0013 | -0.171 | 0.038 | -0.098 |
| 530.00 | 123.20 | 107.65 | 119.85 | 47.75 | 1 | 18 | 135.9% | -0.885 | 0.0025 | -1.029 | 0.112 | -0.093 |
| 540.00 | 87.69 | 117.50 | 131.80 | 0.00 | 1 | 2 | 157.0% | -0.863 | 0.0024 | -1.355 | 0.126 | -0.094 |
| 550.00 | 114.72 | 127.60 | 141.50 | 0.00 | 1 | 3 | 162.0% | -0.872 | 0.0022 | -1.334 | 0.120 | -0.096 |
| 555.00 | 118.50 | 132.60 | 144.60 | 0.00 | 0 | 1 | 151.0% | -0.899 | 0.0020 | -1.032 | 0.101 | -0.099 |
| 560.00 | 161.26 | 139.00 | 151.45 | 17.21 | 3 | 1 | 98.4% | -0.983 | 0.0007 | -0.105 | 0.024 | -0.106 |
| 570.00 | 113.52 | 147.60 | 159.60 | 0.00 | 1 | 2 | 160.6% | -0.905 | 0.0018 | -1.054 | 0.097 | -0.102 |
| 580.00 | 162.81 | 157.60 | 169.60 | 0.00 | 0 | 0 | 166.7% | -0.908 | 0.0017 | -1.067 | 0.095 | -0.105 |
| 590.00 | 170.77 | 169.20 | 179.75 | 0.00 | 1 | 0 | 174.0% | -0.909 | 0.0016 | -1.107 | 0.094 | -0.107 |
| 595.00 | 149.70 | 172.60 | 185.65 | 0.00 | 1 | 0 | 184.6% | -0.899 | 0.0017 | -1.275 | 0.102 | -0.107 |
| 600.00 | 156.90 | 179.00 | 191.50 | 0.00 | 0 | 0 | 117.6% | -0.985 | 0.0006 | -0.112 | 0.022 | -0.114 |
| 610.00 | 145.00 | 189.00 | 201.50 | 0.00 | 0 | 0 | 122.0% | -0.986 | 0.0005 | -0.112 | 0.021 | -0.116 |
| 620.00 | 175.75 | 199.20 | 209.80 | 0.00 | 0 | 0 | 191.6% | -0.915 | 0.0014 | -1.151 | 0.089 | -0.113 |
| 650.00 | 199.15 | 227.60 | 241.75 | 0.00 | 0 | 0 | 224.6% | -0.900 | 0.0014 | -1.546 | 0.101 | -0.118 |
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.