WOLF
Wolfspeed, Inc.Close $40.00EOD onlyThis page reflects WOLF 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35.00 | 12.40 | 4.85 | 6.95 | 0.00 | 10 | 20 | 122.0% | 0.811 | 0.0401 | -0.134 | 0.015 | 0.005 |
| 40.00 | 2.97 | 2.44 | 4.05 | -8.31 | 35 | 22 | 137.6% | 0.540 | 0.0521 | -0.218 | 0.022 | 0.004 |
| 41.00 | 2.57 | 2.10 | 3.05 | -6.73 | 11 | 5 | 127.6% | 0.481 | 0.0564 | -0.203 | 0.022 | 0.003 |
| 41.50 | 2.30 | 2.20 | 2.73 | -4.14 | 38 | 11 | 131.4% | 0.458 | 0.0545 | -0.208 | 0.022 | 0.003 |
| 42.00 | 2.00 | 1.80 | 2.69 | -4.08 | 39 | 10 | 130.1% | 0.430 | 0.0545 | -0.204 | 0.022 | 0.003 |
| 42.50 | 1.85 | 1.64 | 2.38 | -5.99 | 186 | 1 | 127.5% | 0.401 | 0.0547 | -0.197 | 0.021 | 0.003 |
| 43.00 | 1.66 | 1.49 | 2.24 | -5.84 | 8 | 3 | 128.3% | 0.377 | 0.0534 | -0.194 | 0.021 | 0.003 |
| 43.50 | 1.66 | 1.31 | 2.14 | -6.16 | 19 | 18 | 128.9% | 0.353 | 0.0521 | -0.191 | 0.021 | 0.002 |
| 44.00 | 1.50 | 1.31 | 2.01 | -3.40 | 149 | 1 | 132.5% | 0.336 | 0.0497 | -0.193 | 0.020 | 0.002 |
| 44.50 | 1.66 | 1.03 | 1.60 | -3.04 | 26 | 22 | 122.6% | 0.295 | 0.0508 | -0.169 | 0.019 | 0.002 |
| 45.00 | 0.96 | 0.96 | 1.70 | -2.85 | 98 | 28 | 129.2% | 0.286 | 0.0475 | -0.175 | 0.019 | 0.002 |
| 46.00 | 1.03 | 0.74 | 1.49 | -2.24 | 36 | 580 | 129.5% | 0.247 | 0.0440 | -0.163 | 0.017 | 0.002 |
| 46.50 | 0.96 | 0.80 | 1.20 | -2.44 | 12 | 12 | 128.6% | 0.226 | 0.0422 | -0.154 | 0.017 | 0.002 |
| 47.00 | 0.90 | 0.65 | 1.29 | -2.52 | 115 | 214 | 131.9% | 0.216 | 0.0401 | -0.154 | 0.016 | 0.001 |
| 47.50 | 3.17 | 0.75 | 1.02 | 0.00 | 4 | 19 | 131.9% | 0.199 | 0.0382 | -0.147 | 0.015 | 0.001 |
| 48.00 | 0.77 | 0.65 | 0.93 | -2.51 | 22 | 53 | 131.0% | 0.181 | 0.0363 | -0.137 | 0.015 | 0.001 |
| 48.50 | 0.77 | 0.37 | 1.23 | -3.19 | 10 | 2 | 136.0% | 0.178 | 0.0345 | -0.141 | 0.014 | 0.001 |
| 49.00 | 0.81 | 0.36 | 0.94 | -1.69 | 16 | 44 | 130.9% | 0.153 | 0.0326 | -0.123 | 0.013 | 0.001 |
| 50.00 | 0.50 | 0.45 | 0.81 | -1.47 | 1,129 | 36 | 137.7% | 0.142 | 0.0295 | -0.123 | 0.012 | 0.001 |
| 50.50 | 4.75 | 0.30 | 0.86 | 0.00 | 6 | 555 | 138.1% | 0.132 | 0.0279 | -0.117 | 0.012 | 0.001 |
| 51.50 | 0.56 | 0.31 | 0.81 | -1.62 | 1 | 44 | 144.1% | 0.123 | 0.0254 | -0.116 | 0.011 | 0.001 |
| 52.00 | 0.40 | 0.12 | 0.69 | -1.10 | 33 | 39 | 135.2% | 0.096 | 0.0228 | -0.092 | 0.009 | 0.001 |
| 52.50 | 0.54 | 0.14 | 0.68 | -1.06 | 3 | 14 | 139.1% | 0.095 | 0.0219 | -0.093 | 0.009 | 0.001 |
| 53.00 | 0.42 | 0.09 | 0.62 | -0.96 | 4 | 439 | 137.5% | 0.084 | 0.0203 | -0.084 | 0.009 | 0.001 |
| 53.50 | 0.35 | 0.19 | 0.54 | -0.95 | 1 | 3 | 141.6% | 0.084 | 0.0196 | -0.087 | 0.009 | 0.001 |
| 54.00 | 3.20 | 0.18 | 0.45 | 0.00 | 7 | 20 | 139.8% | 0.074 | 0.0180 | -0.078 | 0.008 | 0.001 |
| 54.50 | 0.53 | 0.01 | 0.53 | -1.12 | 4 | 10 | 138.1% | 0.065 | 0.0165 | -0.069 | 0.007 | 0.000 |
| 55.00 | 0.27 | 0.15 | 0.53 | -0.74 | 15 | 236 | 148.6% | 0.075 | 0.0172 | -0.083 | 0.008 | 0.001 |
| 55.50 | 2.70 | 0.13 | 0.92 | 0.00 | 4 | 8 | 169.1% | 0.101 | 0.0188 | -0.118 | 0.010 | 0.001 |
| 56.00 | 1.05 | 0.00 | 0.72 | 0.36 | 10 | 7 | 156.8% | 0.075 | 0.0164 | -0.089 | 0.008 | 0.001 |
| 56.50 | 1.81 | 0.06 | 0.60 | 0.00 | 5 | 7 | 156.6% | 0.069 | 0.0154 | -0.083 | 0.007 | 0.000 |
| 57.00 | 0.55 | 0.10 | 0.84 | -0.25 | 1 | 12 | 173.6% | 0.089 | 0.0167 | -0.111 | 0.009 | 0.001 |
| 57.50 | 1.62 | 0.01 | 0.37 | 0.00 | 1 | 12 | 144.7% | 0.044 | 0.0116 | -0.053 | 0.005 | 0.000 |
| 58.00 | 1.24 | 0.08 | 0.30 | 0.00 | 1 | 5 | 147.3% | 0.043 | 0.0112 | -0.054 | 0.005 | 0.000 |
| 58.50 | 0.33 | 0.00 | 0.52 | -0.48 | 2 | 26 | 159.8% | 0.054 | 0.0125 | -0.070 | 0.006 | 0.000 |
| 59.00 | 0.20 | 0.00 | 0.50 | -0.41 | 1 | 26 | 161.1% | 0.052 | 0.0119 | -0.068 | 0.006 | 0.000 |
| 59.50 | 0.12 | 0.05 | 0.56 | -1.30 | 1 | 5 | 170.7% | 0.060 | 0.0125 | -0.080 | 0.007 | 0.000 |
| 60.00 | 0.12 | 0.12 | 0.13 | -0.45 | 138 | 209 | 146.1% | 0.029 | 0.0081 | -0.038 | 0.004 | 0.000 |
| 60.50 | 0.53 | 0.00 | 0.47 | -0.05 | 2 | 8 | 166.8% | 0.047 | 0.0107 | -0.065 | 0.005 | 0.000 |
| 61.00 | 0.25 | 0.01 | 0.70 | -0.39 | 1 | 57 | 184.6% | 0.064 | 0.0123 | -0.092 | 0.007 | 0.000 |
| 61.50 | 0.30 | 0.00 | 0.75 | -0.30 | 1 | 4 | 189.5% | 0.066 | 0.0122 | -0.097 | 0.007 | 0.000 |
| 62.00 | 0.91 | 0.00 | 0.76 | 0.00 | 1 | 4 | 192.6% | 0.066 | 0.0120 | -0.098 | 0.007 | 0.000 |
| 63.00 | 0.10 | 0.00 | 0.62 | -0.30 | 2 | 12 | 189.5% | 0.055 | 0.0106 | -0.084 | 0.006 | 0.000 |
| 63.50 | 0.10 | 0.00 | 0.50 | -0.73 | 2 | 3 | 183.8% | 0.046 | 0.0095 | -0.070 | 0.005 | 0.000 |
| 64.00 | 0.10 | 0.00 | 1.40 | -0.66 | 1 | 1 | 234.1% | 0.099 | 0.0135 | -0.162 | 0.010 | 0.001 |
| 64.50 | 1.75 | 0.00 | 1.90 | 0.00 | 0 | 0 | 256.6% | 0.122 | 0.0142 | -0.206 | 0.011 | 0.001 |
| 65.00 | 0.06 | 0.00 | 0.48 | -0.18 | 51 | 74 | 189.5% | 0.043 | 0.0087 | -0.069 | 0.005 | 0.000 |
| 65.50 | 6.89 | 0.00 | 1.98 | 0.00 | 0 | 3 | 265.1% | 0.124 | 0.0139 | -0.215 | 0.011 | 0.001 |
| 66.00 | 4.00 | 0.00 | 2.07 | 0.00 | 1 | 1 | 271.2% | 0.126 | 0.0138 | -0.223 | 0.011 | 0.001 |
| 66.50 | 2.00 | 0.00 | 2.17 | 0.00 | 13 | 8 | 277.5% | 0.130 | 0.0137 | -0.232 | 0.012 | 0.001 |
| 67.00 | 0.55 | 0.00 | 2.17 | 0.00 | 12 | 12 | 280.2% | 0.129 | 0.0135 | -0.233 | 0.012 | 0.001 |
| 69.00 | 4.85 | 0.00 | 2.16 | 0.00 | 1 | 1 | 290.2% | 0.124 | 0.0128 | -0.236 | 0.011 | 0.001 |
| 70.00 | 0.30 | 0.00 | 0.14 | 0.00 | 6 | 82 | 173.4% | 0.014 | 0.0036 | -0.024 | 0.002 | 0.000 |
| 72.00 | 1.95 | 0.00 | 1.97 | 0.00 | 4 | 14 | 297.7% | 0.112 | 0.0115 | -0.224 | 0.011 | 0.001 |
| 73.00 | 0.67 | 0.00 | 0.73 | 0.00 | 1 | 3 | 241.6% | 0.052 | 0.0079 | -0.102 | 0.006 | 0.000 |
| 75.00 | 0.50 | 0.00 | 2.14 | 0.00 | 1 | 22 | 318.2% | 0.114 | 0.0110 | -0.244 | 0.011 | 0.001 |
| 76.00 | 0.30 | 0.00 | 2.14 | 0.00 | 2 | 4 | 322.7% | 0.113 | 0.0107 | -0.245 | 0.011 | 0.001 |
| 79.00 | 0.82 | 0.00 | 2.14 | 0.00 | 1 | 3 | 335.5% | 0.109 | 0.0101 | -0.249 | 0.010 | 0.001 |
| 80.00 | 0.25 | 0.00 | 0.36 | 0.00 | 16 | 33 | 237.5% | 0.026 | 0.0046 | -0.057 | 0.003 | 0.000 |
| 81.00 | 0.56 | 0.00 | 2.13 | 0.00 | 1 | 1 | 343.4% | 0.107 | 0.0097 | -0.250 | 0.010 | 0.001 |
| 82.00 | 0.07 | 0.00 | 2.13 | 0.00 | 4 | 0 | 347.5% | 0.106 | 0.0095 | -0.252 | 0.010 | 0.001 |
| 83.00 | 0.50 | 0.00 | 2.13 | 0.00 | 0 | 5 | 351.4% | 0.105 | 0.0093 | -0.253 | 0.010 | 0.001 |
| 85.00 | 0.98 | 0.00 | 2.13 | 0.00 | 0 | 1 | 359.0% | 0.103 | 0.0090 | -0.255 | 0.010 | 0.001 |
| 87.00 | 1.57 | 0.00 | 2.13 | 0.00 | 1 | 0 | 366.5% | 0.101 | 0.0087 | -0.257 | 0.010 | 0.001 |
| 88.00 | 0.84 | 0.00 | 2.13 | 0.00 | 1 | 2 | 370.1% | 0.100 | 0.0086 | -0.258 | 0.010 | 0.001 |
| 89.00 | 2.04 | 0.00 | 2.13 | 0.00 | 3 | 3 | 373.7% | 0.099 | 0.0084 | -0.259 | 0.010 | 0.001 |
| 90.00 | 2.63 | 0.00 | 2.13 | 0.00 | 1 | 2 | 377.3% | 0.099 | 0.0083 | -0.260 | 0.010 | 0.001 |
| 91.00 | 2.60 | 0.00 | 2.13 | 0.00 | 1 | 1 | 380.8% | 0.098 | 0.0082 | -0.261 | 0.010 | 0.001 |
| 92.00 | 2.47 | 0.00 | 2.13 | 0.00 | 1 | 1 | 384.2% | 0.097 | 0.0081 | -0.262 | 0.010 | 0.001 |
| 93.00 | 2.28 | 0.00 | 2.13 | 0.00 | 1 | 1 | 387.6% | 0.096 | 0.0080 | -0.263 | 0.009 | 0.001 |
| 95.00 | 2.22 | 0.00 | 2.13 | 0.00 | 1 | 1 | 394.1% | 0.095 | 0.0077 | -0.264 | 0.009 | 0.001 |
| 97.00 | 2.11 | 0.00 | 2.13 | 0.00 | 1 | 2 | 400.6% | 0.094 | 0.0075 | -0.266 | 0.009 | 0.001 |
| 98.00 | 0.18 | 0.00 | 2.13 | 0.00 | 0 | 7 | 403.9% | 0.093 | 0.0075 | -0.267 | 0.009 | 0.001 |
| 100.00 | 0.08 | 0.00 | 2.12 | 0.00 | 10 | 33 | 409.6% | 0.092 | 0.0073 | -0.267 | 0.009 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 25.00 | 0.04 | 0.00 | 0.10 | -0.25 | 2 | 1 | 153.1% | -0.010 | 0.0031 | -0.016 | 0.001 | -0.000 |
| 30.00 | 0.26 | 0.00 | 0.36 | 0.18 | 2 | 33 | 127.3% | -0.042 | 0.0128 | -0.045 | 0.005 | -0.000 |
| 32.00 | 0.50 | 0.22 | 0.50 | 0.29 | 54 | 33 | 124.4% | -0.083 | 0.0222 | -0.075 | 0.008 | -0.001 |
| 32.50 | 0.60 | 0.38 | 0.79 | 0.39 | 28 | 67 | 137.3% | -0.117 | 0.0258 | -0.106 | 0.011 | -0.001 |
| 33.00 | 0.65 | 0.28 | 1.19 | 0.40 | 22 | 58 | 141.4% | -0.139 | 0.0283 | -0.123 | 0.012 | -0.001 |
| 33.50 | 0.81 | 0.52 | 1.77 | 0.54 | 1 | 21 | 160.5% | -0.181 | 0.0296 | -0.166 | 0.015 | -0.002 |
| 34.00 | 0.71 | 0.54 | 1.10 | 0.57 | 4 | 38 | 132.2% | -0.163 | 0.0336 | -0.128 | 0.014 | -0.001 |
| 35.00 | 1.03 | 0.84 | 1.07 | 0.61 | 135 | 27 | 125.2% | -0.194 | 0.0397 | -0.135 | 0.015 | -0.002 |
| 36.00 | 1.47 | 1.12 | 1.46 | 1.17 | 124 | 25 | 127.5% | -0.245 | 0.0445 | -0.157 | 0.017 | -0.002 |
| 36.50 | 0.57 | 1.25 | 1.74 | 0.07 | 14 | 14 | 129.4% | -0.273 | 0.0463 | -0.169 | 0.018 | -0.002 |
| 37.00 | 1.70 | 1.44 | 1.79 | 1.00 | 6 | 17 | 126.5% | -0.295 | 0.0493 | -0.171 | 0.019 | -0.003 |
| 37.50 | 2.00 | 1.60 | 2.12 | 1.23 | 6 | 3 | 128.8% | -0.324 | 0.0504 | -0.182 | 0.020 | -0.003 |
| 39.00 | 2.46 | 2.23 | 2.66 | 1.85 | 20 | 25 | 125.3% | -0.406 | 0.0559 | -0.190 | 0.021 | -0.004 |
| 40.00 | 2.90 | 2.71 | 3.10 | 1.40 | 82 | 1,631 | 123.1% | -0.464 | 0.0582 | -0.191 | 0.022 | -0.004 |
| 40.50 | 2.73 | 2.90 | 3.50 | 1.60 | 1 | 35 | 124.0% | -0.493 | 0.0581 | -0.193 | 0.022 | -0.004 |
| 41.00 | 3.77 | 3.25 | 3.65 | 1.86 | 13 | 10 | 122.4% | -0.522 | 0.0588 | -0.190 | 0.022 | -0.005 |
| 41.50 | 3.85 | 3.45 | 4.15 | 2.05 | 1 | 33 | 124.4% | -0.549 | 0.0575 | -0.192 | 0.022 | -0.005 |
| 42.00 | 3.80 | 2.77 | 4.45 | 2.00 | 4 | 16 | 102.6% | -0.605 | 0.0677 | -0.153 | 0.021 | -0.005 |
| 42.50 | 3.40 | 2.61 | 4.95 | 0.70 | 1 | 5 | 95.3% | -0.651 | 0.0701 | -0.136 | 0.021 | -0.006 |
| 43.00 | 3.75 | 4.25 | 5.20 | 1.60 | 4 | 6 | 122.2% | -0.632 | 0.0557 | -0.179 | 0.021 | -0.006 |
| 44.00 | 5.95 | 4.00 | 5.75 | 3.33 | 5 | 7 | 95.0% | -0.743 | 0.0613 | -0.117 | 0.018 | -0.007 |
| 45.00 | 6.13 | 5.60 | 6.65 | 2.76 | 12 | 97 | 119.0% | -0.735 | 0.0497 | -0.150 | 0.018 | -0.007 |
| 45.50 | 6.61 | 4.85 | 7.80 | 3.40 | 1 | 46 | 108.8% | -0.781 | 0.0491 | -0.123 | 0.016 | -0.007 |
| 46.00 | 4.60 | 5.80 | 8.35 | 0.75 | 4 | 21 | 127.4% | -0.758 | 0.0443 | -0.153 | 0.017 | -0.007 |
| 46.50 | 7.45 | 6.25 | 8.65 | 3.70 | 1 | 3 | 125.9% | -0.780 | 0.0425 | -0.143 | 0.016 | -0.007 |
| 47.00 | 5.83 | 6.30 | 9.00 | 1.96 | 9 | 5 | 113.3% | -0.827 | 0.0407 | -0.110 | 0.014 | -0.008 |
| 47.50 | 4.33 | 7.65 | 9.60 | 0.00 | 1 | 1 | 145.3% | -0.773 | 0.0374 | -0.169 | 0.017 | -0.008 |
| 48.50 | 6.40 | 8.55 | 10.40 | 0.00 | 8 | 10 | 146.4% | -0.801 | 0.0344 | -0.157 | 0.015 | -0.008 |
| 49.00 | 5.80 | 8.30 | 10.90 | 0.00 | 6 | 3 | 127.5% | -0.855 | 0.0323 | -0.110 | 0.013 | -0.008 |
| 50.00 | 7.19 | 9.80 | 11.60 | 2.79 | 9 | 41 | 142.4% | -0.848 | 0.0298 | -0.127 | 0.013 | -0.009 |
| 51.00 | 6.83 | 10.75 | 12.80 | 0.00 | 1 | 24 | 155.5% | -0.845 | 0.0276 | -0.141 | 0.013 | -0.009 |
| 51.50 | 8.46 | 9.95 | 13.25 | 3.46 | 1 | 2 | 96.5% | -0.965 | 0.0143 | -0.023 | 0.004 | -0.010 |
| 52.00 | 8.41 | 11.15 | 13.65 | 0.00 | 3 | 0 | 134.8% | -0.905 | 0.0227 | -0.085 | 0.009 | -0.009 |
| 53.00 | 7.24 | 12.10 | 14.80 | 0.00 | 2 | 2 | 146.1% | -0.901 | 0.0216 | -0.095 | 0.010 | -0.009 |
| 53.50 | 4.20 | 12.15 | 15.45 | 0.00 | 0 | 2 | 135.2% | -0.927 | 0.0185 | -0.068 | 0.008 | -0.010 |
| 54.00 | 14.39 | 12.30 | 15.75 | 4.73 | 4 | 3 | 89.8% | -0.990 | 0.0051 | -0.003 | 0.001 | -0.010 |
| 55.00 | 12.85 | 14.35 | 16.60 | 0.00 | 1 | 36 | 161.5% | -0.905 | 0.0190 | -0.102 | 0.009 | -0.010 |
| 55.50 | 7.70 | 14.50 | 17.45 | 0.00 | 2 | 29 | 164.8% | -0.906 | 0.0184 | -0.103 | 0.009 | -0.010 |
| 56.00 | 8.47 | 15.00 | 17.70 | 0.00 | 3 | 1 | 155.9% | -0.926 | 0.0162 | -0.080 | 0.008 | -0.010 |
| 56.50 | 5.42 | 15.50 | 18.20 | 0.00 | 0 | 1 | 158.8% | -0.927 | 0.0157 | -0.080 | 0.008 | -0.010 |
| 57.00 | 13.85 | 16.10 | 18.55 | 0.00 | 1 | 1 | 159.0% | -0.933 | 0.0148 | -0.076 | 0.007 | -0.010 |
| 57.50 | 5.78 | 16.45 | 19.20 | 0.00 | 0 | 1 | 161.9% | -0.934 | 0.0144 | -0.076 | 0.007 | -0.011 |
| 58.00 | 18.30 | 17.05 | 19.60 | 2.74 | 1 | 3 | 164.8% | -0.934 | 0.0140 | -0.077 | 0.007 | -0.011 |
| 58.50 | 6.05 | 17.45 | 20.15 | 0.00 | 2 | 4 | 164.6% | -0.939 | 0.0132 | -0.072 | 0.007 | -0.011 |
| 59.00 | 12.72 | 17.90 | 20.65 | 0.00 | 1 | 226 | 164.5% | -0.944 | 0.0124 | -0.067 | 0.006 | -0.011 |
| 59.50 | 6.70 | 18.40 | 21.05 | 0.00 | 0 | 1 | 160.4% | -0.953 | 0.0111 | -0.056 | 0.005 | -0.011 |
| 60.00 | 18.58 | 18.00 | 21.60 | 4.85 | 10 | 15 | 271.9% | -0.812 | 0.0179 | -0.283 | 0.015 | -0.010 |
| 60.50 | 11.29 | 19.40 | 22.15 | 0.00 | 55 | 28 | 172.3% | -0.946 | 0.0114 | -0.067 | 0.006 | -0.011 |
| 61.00 | 13.21 | 19.85 | 22.20 | 0.00 | 0 | 125 | 119.5% | -0.993 | 0.0029 | -0.002 | 0.001 | -0.012 |
| 61.50 | 11.44 | 20.35 | 23.15 | 0.00 | 0 | 1 | 174.0% | -0.952 | 0.0104 | -0.062 | 0.006 | -0.011 |
| 62.50 | 18.58 | 21.35 | 24.10 | 1.63 | 1 | 1 | 175.4% | -0.957 | 0.0095 | -0.057 | 0.005 | -0.012 |
| 63.00 | 17.88 | 21.85 | 24.60 | 0.00 | 1 | 10 | 177.7% | -0.957 | 0.0092 | -0.057 | 0.005 | -0.012 |
| 64.00 | 16.45 | 22.85 | 25.60 | 0.00 | 1 | 37 | 182.4% | -0.958 | 0.0088 | -0.057 | 0.005 | -0.012 |
| 65.00 | 18.54 | 23.85 | 26.55 | 0.00 | 1 | 2 | 183.2% | -0.963 | 0.0080 | -0.051 | 0.005 | -0.012 |
| 68.50 | 15.70 | 27.30 | 30.10 | 0.00 | 0 | 1 | 198.2% | -0.966 | 0.0069 | -0.052 | 0.004 | -0.013 |
| 69.00 | 20.30 | 27.80 | 30.55 | 0.00 | 1 | 1 | 195.7% | -0.969 | 0.0064 | -0.045 | 0.004 | -0.013 |
| 70.00 | 25.55 | 27.85 | 31.50 | 3.55 | 1 | 1 | 324.3% | -0.846 | 0.0132 | -0.297 | 0.013 | -0.012 |
| 72.00 | 29.20 | 30.80 | 33.55 | 0.00 | 0 | 1 | 207.8% | -0.971 | 0.0057 | -0.046 | 0.004 | -0.014 |
| 80.00 | 33.81 | 38.20 | 41.60 | 0.00 | 10 | 8 | 378.2% | -0.855 | 0.0109 | -0.332 | 0.013 | -0.014 |
| 90.00 | 43.68 | 48.20 | 51.60 | 0.00 | 0 | 5 | 418.1% | -0.866 | 0.0093 | -0.346 | 0.012 | -0.016 |
| 95.00 | 46.66 | 52.95 | 56.60 | 0.00 | 3 | 0 | 435.7% | -0.871 | 0.0087 | -0.352 | 0.012 | -0.017 |
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.