LLY option chain Eli Lilly and Company
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.1% (1,131.62–1,358.38) · ATM IV 46.9% · P/C open interest 1.93
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 622.70 | 637.85 | 127.7% | 1.00 | 0.0000 | -0.004 | 630 | 0 | 0.2500 | 13 | 100.9% | -0.00 | 0.0000 | -0.004 | |||
| 612.70 | 628.00 | 124.7% | 1.00 | 0.0000 | -0.004 | 640 | 0 | 0.2500 | 5 | 98.8% | -0.00 | 0.0000 | -0.004 | |||
| 602.75 | 618.00 | 122.4% | 1.00 | 0.0000 | -0.005 | 650 | 0 | 0.2500 | 59 | 96.6% | -0.00 | 0.0000 | -0.005 | |||
| 592.75 | 608.00 | 119.4% | 1.00 | 0.0000 | -0.006 | 660 | 0.0100 | 0.6100 | 1 | 137 | 86.6% | -0.00 | 0.0000 | -0.006 | ||
| 582.80 | 598.00 | 117.2% | 1.00 | 0.0000 | -0.007 | 670 | 0 | 0.1500 | 29 | 88.4% | -0.00 | 0.0000 | -0.007 | |||
| 572.80 | 588.00 | 115.0% | 1.00 | 0.0000 | -0.008 | 680 | 0.0100 | 0.1100 | 232 | 370 | 81.2% | -0.00 | 0.0000 | -0.008 | ||
| 562.85 | 578.00 | 112.2% | 1.00 | 0.0000 | -0.009 | 690 | 0 | 0.2500 | 54 | 88.4% | -0.00 | 0.0000 | -0.009 | |||
| 552.90 | 568.00 | 110.1% | 1.00 | 0.0000 | -0.010 | 700 | 0 | 0.2500 | 121 | 86.5% | -0.00 | 0.0000 | -0.010 | |||
| 542.90 | 558.00 | 107.3% | 1.00 | 0.0000 | -0.012 | 710 | 0.0100 | 0.1000 | 2 | 168 | 78.6% | -0.00 | 0.0000 | -0.012 | ||
| 532.95 | 548.00 | 105.2% | 1.00 | 0.0000 | -0.013 | 720 | 0 | 0.2500 | 87 | 82.6% | -0.00 | 0.0000 | -0.013 | |||
| 522.95 | 538.00 | 103.2% | 1.00 | 0.0000 | -0.015 | 730 | 0.0100 | 0.1100 | 6 | 86 | 75.1% | -0.00 | 0.0000 | -0.015 | ||
| 513.00 | 528.00 | 100.5% | 1.00 | 0.0000 | -0.018 | 740 | 0.0100 | 0.2500 | 2 | 229 | 73.8% | -0.00 | 0.0000 | -0.018 | ||
| 503.05 | 518.00 | 98.5% | 1.00 | 0.0000 | -0.020 | 750 | 0.0100 | 0.2500 | 2 | 241 | 72.6% | -0.00 | 0.0000 | -0.020 | ||
| 493.05 | 510.00 | 96.5% | 1.00 | 0.0000 | -0.023 | 760 | 0 | 4.90 | 124 | 108.3% | -0.00 | 0.0000 | -0.023 | |||
| 483.10 | 500.00 | 94.0% | 1.00 | 0.0000 | -0.026 | 770 | 0.0100 | 0.6900 | 11 | 54 | 71.8% | -0.00 | 0.0000 | -0.026 | ||
| 473.15 | 490.00 | 92.0% | 1.00 | 0.0000 | -0.029 | 780 | 0.0500 | 4.45 | 6 | 26 | 67.9% | -0.00 | 0.0000 | -0.029 | ||
| 463.20 | 480.00 | 90.1% | 1.00 | 0.0000 | -0.033 | 790 | 0.0100 | 0.5300 | 10 | 84 | 75.4% | -0.00 | 0.0000 | -0.033 | ||
| 453.20 | 470.00 | 87.9% | 1.00 | 0.0000 | -0.037 | 800 | 0 | 1.46 | 55 | 78.5% | -0.00 | 0.0000 | -0.038 | |||
| 443.25 | 460.00 | 85.7% | 1.00 | 0.0000 | -0.042 | 810 | 0.0100 | 0.7700 | 9 | 14 | 67.0% | -0.00 | 0.0000 | -0.042 | ||
| 433.30 | 450.00 | 83.8% | 1.00 | 0.0000 | -0.048 | 820 | 0.0100 | 0.5900 | 30 | 44 | 70.7% | -0.00 | 0.0000 | -0.048 | ||
| 423.35 | 440.00 | 82.0% | 1.00 | 0.0001 | -0.054 | 830 | 0 | 0.6300 | 24 | 30 | 69.3% | -0.00 | 0.0001 | -0.054 | ||
| 413.40 | 430.00 | 80.1% | 1.00 | 0.0001 | -0.060 | 840 | 0.0100 | 0.6100 | 1 | 167 | 67.3% | -0.00 | 0.0001 | -0.060 | ||
| 403.45 | 420.00 | 78.2% | 0.99 | 0.0001 | -0.067 | 850 | 0.0100 | 0.5100 | 1 | 43 | 64.3% | -0.01 | 0.0001 | -0.068 | ||
| 393.50 | 410.00 | 76.4% | 0.99 | 0.0001 | -0.075 | 860 | 0.0100 | 1.94 | 1 | 40 | 73.6% | -0.01 | 0.0001 | -0.075 | ||
| 383.55 | 400.00 | 74.8% | 0.99 | 0.0001 | -0.084 | 870 | 0.0100 | 1.41 | 23 | 68.6% | -0.01 | 0.0001 | -0.084 | |||
| 373.65 | 388.90 | 73.1% | 0.99 | 0.0001 | -0.093 | 880 | 0.0100 | 4.90 | 80 | 80.5% | -0.01 | 0.0001 | -0.093 | |||
| 363.70 | 379.80 | 71.5% | 0.99 | 0.0001 | -0.103 | 890 | 0.0100 | 5.50 | 76 | 79.9% | -0.01 | 0.0001 | -0.104 | |||
| 353.80 | 369.50 | 69.8% | 0.99 | 0.0001 | -0.115 | 900 | 0.0100 | 1.33 | 61 | 62.5% | -0.01 | 0.0001 | -0.115 | |||
| 343.90 | 360.00 | 68.4% | 0.99 | 0.0002 | -0.127 | 910 | 0.0100 | 4.90 | 6 | 74.0% | -0.01 | 0.0002 | -0.127 | |||
| 334.00 | 350.00 | 10 | 66.9% | 0.99 | 0.0002 | -0.140 | 920 | 0.4500 | 1.75 | 2 | 58 | 63.1% | -0.01 | 0.0002 | -0.140 | |
| 324.10 | 340.00 | 65.5% | 0.98 | 0.0002 | -0.154 | 930 | 0 | 4.90 | 19 | 69.8% | -0.02 | 0.0002 | -0.154 | |||
| 319.15 | 334.00 | 64.6% | 0.98 | 0.0002 | -0.162 | 935 | 0 | 4.90 | 14 | 68.7% | -0.02 | 0.0002 | -0.162 | |||
| 314.25 | 330.00 | 64.1% | 0.98 | 0.0002 | -0.170 | 940 | 0 | 4.90 | 11 | 67.7% | -0.02 | 0.0002 | -0.170 | |||
| 309.30 | 324.85 | 63.5% | 0.98 | 0.0002 | -0.178 | 945 | 0 | 4.90 | 3 | 66.6% | -0.02 | 0.0002 | -0.178 | |||
| 304.40 | 319.60 | 11 | 61.8% | 0.98 | 0.0003 | -0.186 | 950 | 0.0100 | 7.35 | 40 | 70.8% | -0.02 | 0.0003 | -0.187 | ||
| 299.45 | 316.00 | 62.2% | 0.98 | 0.0003 | -0.195 | 955 | 0.1000 | 10.10 | 1 | 74.7% | -0.02 | 0.0003 | -0.196 | |||
| 294.55 | 310.00 | 61.6% | 0.98 | 0.0003 | -0.205 | 960 | 0.1600 | 2.67 | 2 | 13 | 57.9% | -0.02 | 0.0003 | -0.205 | ||
| 289.65 | 306.00 | 61.1% | 0.98 | 0.0003 | -0.214 | 965 | 0.0100 | 10.00 | 14 | 72.1% | -0.02 | 0.0003 | -0.215 | |||
| 284.75 | 299.65 | 60.5% | 0.98 | 0.0003 | -0.225 | 970 | 0.0100 | 9.50 | 9 | 70.2% | -0.02 | 0.0003 | -0.225 | |||
| 279.85 | 294.75 | 59.9% | 0.97 | 0.0004 | -0.235 | 975 | 0.3500 | 10.35 | 88 | 70.8% | -0.03 | 0.0004 | -0.236 | |||
| 275.00 | 289.90 | 59.5% | 0.97 | 0.0004 | -0.246 | 980 | 0.0100 | 4.90 | 78 | 59.5% | -0.03 | 0.0004 | -0.247 | |||
| 270.10 | 285.00 | 58.9% | 0.97 | 0.0004 | -0.258 | 985 | 0 | 4.90 | 563 | 58.5% | -0.03 | 0.0004 | -0.259 | |||
| 265.25 | 279.55 | 57.2% | 0.97 | 0.0004 | -0.270 | 990 | 0.8000 | 4.85 | 20 | 59.0% | -0.03 | 0.0004 | -0.271 | |||
| 260.40 | 274.25 | 55.8% | 0.97 | 0.0004 | -0.283 | 995 | 0.0100 | 10.00 | 14 | 65.3% | -0.03 | 0.0004 | -0.284 | |||
| 255.55 | 270.20 | 3 | 57.0% | 0.96 | 0.0005 | -0.296 | 1,000 | 0.1000 | 4.75 | 65 | 55.3% | -0.04 | 0.0005 | -0.297 | ||
| 250.70 | 265.65 | 57.1% | 0.96 | 0.0005 | -0.310 | 1,005 | 0.9500 | 10.95 | 26 | 65.7% | -0.04 | 0.0005 | -0.311 | |||
| 245.90 | 259.95 | 55.1% | 0.96 | 0.0005 | -0.324 | 1,010 | 0.6200 | 10.60 | 10 | 38 | 63.6% | -0.04 | 0.0005 | -0.325 | ||
| 241.10 | 255.30 | 1 | 55.0% | 0.96 | 0.0006 | -0.339 | 1,015 | 0.7200 | 10.70 | 14 | 62.8% | -0.04 | 0.0006 | -0.340 | ||
| 236.30 | 250.00 | 53.8% | 0.95 | 0.0006 | -0.355 | 1,020 | 0.9500 | 10.95 | 2 | 52 | 62.3% | -0.05 | 0.0006 | -0.356 | ||
| 231.50 | 246.00 | 4 | 54.7% | 0.95 | 0.0006 | -0.371 | 1,025 | 1.05 | 15.20 | 13 | 66.2% | -0.05 | 0.0006 | -0.372 | ||
| 226.75 | 240.85 | 53.8% | 0.95 | 0.0006 | -0.388 | 1,030 | 2.00 | 12.00 | 10 | 52 | 62.5% | -0.05 | 0.0006 | -0.390 | ||
| 222.00 | 236.00 | 53.3% | 0.95 | 0.0007 | -0.406 | 1,035 | 1.63 | 10.00 | 31 | 38 | 58.6% | -0.05 | 0.0007 | -0.407 | ||
| 217.30 | 232.00 | 1 | 54.1% | 0.94 | 0.0007 | -0.424 | 1,040 | 0.7300 | 15.10 | 4 | 58 | 62.2% | -0.06 | 0.0007 | -0.426 | |
| 212.60 | 228.00 | 54.1% | 0.94 | 0.0008 | -0.443 | 1,045 | 1.94 | 11.90 | 28 | 58.9% | -0.06 | 0.0008 | -0.445 | |||
| 210.80 | 222.00 | 28 | 56.2% | 0.94 | 0.0008 | -0.463 | 1,050 | 2.60 | 5.60 | 3 | 34 | 50.8% | -0.07 | 0.0008 | -0.465 | |
| 203.20 | 218.00 | 53.1% | 0.93 | 0.0008 | -0.484 | 1,055 | 2.44 | 12.65 | 1 | 11 | 57.9% | -0.07 | 0.0008 | -0.485 | ||
| 198.60 | 214.00 | 1 | 53.2% | 0.93 | 0.0009 | -0.505 | 1,060 | 2.80 | 7.65 | 58 | 51.6% | -0.07 | 0.0009 | -0.507 | ||
| 193.95 | 210.00 | 1 | 52.9% | 0.92 | 0.0009 | -0.527 | 1,065 | 2.76 | 8.60 | 29 | 51.5% | -0.08 | 0.0009 | -0.529 | ||
| 189.40 | 206.00 | 52.6% | 0.92 | 0.0010 | -0.549 | 1,070 | 3.50 | 8.75 | 1 | 93 | 51.4% | -0.08 | 0.0010 | -0.552 | ||
| 186.40 | 200.00 | 53.9% | 0.91 | 0.0010 | -0.573 | 1,075 | 4.25 | 10.30 | 32 | 52.7% | -0.09 | 0.0010 | -0.575 | |||
| 181.45 | 196.00 | 1 | 53.6% | 0.91 | 0.0011 | -0.596 | 1,080 | 4.30 | 8.40 | 1 | 125 | 49.6% | -0.09 | 0.0011 | -0.599 | |
| 175.25 | 191.30 | 5 | 51.8% | 0.90 | 0.0011 | -0.621 | 1,085 | 4.35 | 10.65 | 1 | 52 | 50.8% | -0.10 | 0.0011 | -0.624 | |
| 174.55 | 185.95 | 6 | 2 | 54.0% | 0.90 | 0.0012 | -0.646 | 1,090 | 6.00 | 9.00 | 1 | 71 | 49.6% | -0.10 | 0.0012 | -0.649 |
| 168.00 | 181.50 | 6 | 7 | 52.0% | 0.89 | 0.0012 | -0.671 | 1,095 | 5.00 | 12.05 | 1 | 36 | 50.3% | -0.11 | 0.0012 | -0.675 |
| 164.75 | 177.75 | 2 | 10 | 53.2% | 0.88 | 0.0013 | -0.698 | 1,100 | 5.45 | 11.30 | 6 | 60 | 48.9% | -0.12 | 0.0013 | -0.701 |
| 160.60 | 172.40 | 6 | 6 | 52.3% | 0.88 | 0.0014 | -0.724 | 1,105 | 6.30 | 15.90 | 20 | 52.1% | -0.12 | 0.0014 | -0.728 | |
| 155.40 | 168.50 | 3 | 5 | 51.7% | 0.87 | 0.0014 | -0.751 | 1,110 | 6.20 | 14.45 | 73 | 49.7% | -0.13 | 0.0014 | -0.755 | |
| 152.45 | 162.60 | 6 | 7 | 51.3% | 0.86 | 0.0015 | -0.778 | 1,115 | 6.75 | 12.30 | 1 | 46 | 47.2% | -0.14 | 0.0015 | -0.782 |
| 144.70 | 160.00 | 2 | 9 | 49.7% | 0.85 | 0.0015 | -0.805 | 1,120 | 8.00 | 13.00 | 1 | 50 | 47.5% | -0.15 | 0.0015 | -0.810 |
| 143.55 | 155.55 | 7 | 51.5% | 0.85 | 0.0016 | -0.833 | 1,125 | 8.05 | 15.60 | 10 | 17 | 48.2% | -0.15 | 0.0016 | -0.838 | |
| 138.40 | 151.70 | 6 | 13 | 50.8% | 0.84 | 0.0016 | -0.861 | 1,130 | 9.30 | 17.00 | 16 | 50 | 48.7% | -0.16 | 0.0017 | -0.866 |
| 132.20 | 147.80 | 15 | 49.4% | 0.83 | 0.0017 | -0.888 | 1,135 | 8.30 | 23.65 | 1 | 6 | 51.1% | -0.17 | 0.0017 | -0.893 | |
| 131.80 | 143.75 | 9 | 51.5% | 0.82 | 0.0018 | -0.916 | 1,140 | 11.55 | 16.45 | 12 | 27 | 47.2% | -0.18 | 0.0018 | -0.921 | |
| 127.75 | 140.00 | 303 | 51.4% | 0.81 | 0.0018 | -0.943 | 1,145 | 11.60 | 21.95 | 1 | 10 | 49.4% | -0.19 | 0.0018 | -0.949 | |
| 120.15 | 135.60 | 13 | 48.9% | 0.80 | 0.0019 | -0.970 | 1,150 | 13.35 | 19.65 | 21 | 68 | 47.7% | -0.20 | 0.0019 | -0.976 | |
| 119.85 | 131.90 | 12 | 50.9% | 0.79 | 0.0020 | -0.997 | 1,155 | 13.50 | 25.65 | 106 | 49.9% | -0.21 | 0.0020 | -1.003 | ||
| 112.40 | 127.85 | 37 | 48.6% | 0.78 | 0.0020 | -1.023 | 1,160 | 17.35 | 24.60 | 27 | 49 | 50.0% | -0.22 | 0.0020 | -1.030 | |
| 111.85 | 124.00 | 1 | 47 | 50.2% | 0.77 | 0.0021 | -1.049 | 1,165 | 17.05 | 25.60 | 2 | 22 | 48.9% | -0.23 | 0.0021 | -1.056 |
| 107.05 | 118.70 | 6 | 21 | 48.6% | 0.76 | 0.0022 | -1.074 | 1,170 | 17.60 | 27.15 | 3 | 21 | 48.5% | -0.24 | 0.0022 | -1.081 |
| 103.35 | 114.20 | 14 | 48.1% | 0.75 | 0.0022 | -1.098 | 1,175 | 18.85 | 28.15 | 57 | 48.2% | -0.25 | 0.0022 | -1.106 | ||
| 99.70 | 111.80 | 27 | 48.6% | 0.74 | 0.0023 | -1.121 | 1,180 | 19.75 | 30.50 | 21 | 49 | 48.4% | -0.26 | 0.0023 | -1.129 | |
| 96.10 | 109.10 | 49 | 48.9% | 0.72 | 0.0023 | -1.144 | 1,185 | 20.50 | 32.55 | 4 | 67 | 48.2% | -0.28 | 0.0023 | -1.152 | |
| 92.60 | 105.65 | 1 | 49 | 48.7% | 0.71 | 0.0024 | -1.165 | 1,190 | 23.30 | 33.50 | 71 | 48.4% | -0.29 | 0.0024 | -1.174 | |
| 88.50 | 102.45 | 26 | 48.4% | 0.70 | 0.0024 | -1.186 | 1,195 | 21.50 | 34.00 | 121 | 46.2% | -0.30 | 0.0024 | -1.195 | ||
| 83.85 | 98.75 | 2 | 27 | 47.5% | 0.69 | 0.0025 | -1.205 | 1,200 | 26.30 | 32.25 | 46 | 149 | 46.0% | -0.31 | 0.0025 | -1.214 |
| 82.35 | 93.40 | 28 | 47.3% | 0.68 | 0.0025 | -1.223 | 1,205 | 27.95 | 35.10 | 7 | 41 | 46.5% | -0.33 | 0.0025 | -1.232 | |
| 79.05 | 90.00 | 22 | 47.1% | 0.66 | 0.0026 | -1.239 | 1,210 | 28.75 | 39.80 | 29 | 184 | 47.3% | -0.34 | 0.0026 | -1.249 | |
| 75.85 | 87.80 | 42 | 47.4% | 0.65 | 0.0026 | -1.254 | 1,215 | 31.80 | 39.30 | 6 | 21 | 46.7% | -0.35 | 0.0026 | -1.265 | |
| 72.80 | 83.10 | 2 | 45 | 46.6% | 0.64 | 0.0027 | -1.268 | 1,220 | 33.70 | 42.00 | 5 | 14 | 46.9% | -0.37 | 0.0027 | -1.278 |
| 70.15 | 81.10 | 13 | 11 | 47.2% | 0.62 | 0.0027 | -1.280 | 1,225 | 35.00 | 45.00 | 4 | 27 | 47.0% | -0.38 | 0.0027 | -1.291 |
| 66.55 | 79.15 | 3 | 77 | 47.2% | 0.61 | 0.0027 | -1.290 | 1,230 | 35.80 | 46.95 | 8 | 15 | 46.3% | -0.39 | 0.0028 | -1.302 |
| 63.40 | 75.15 | 37 | 56 | 46.5% | 0.60 | 0.0028 | -1.299 | 1,235 | 40.05 | 48.05 | 16 | 10 | 46.7% | -0.41 | 0.0028 | -1.311 |
| 60.55 | 72.35 | 29 | 328 | 46.4% | 0.58 | 0.0028 | -1.306 | 1,240 | 40.60 | 51.35 | 92 | 57 | 46.4% | -0.42 | 0.0028 | -1.318 |
| 57.75 | 70.50 | 1 | 21 | 46.7% | 0.57 | 0.0028 | -1.311 | 1,245 | 44.25 | 54.25 | 7 | 13 | 47.2% | -0.44 | 0.0028 | -1.324 |
| 55.00 | 65.45 | 15 | 80 | 45.6% | 0.55 | 0.0028 | -1.314 | 1,250 | 44.60 | 56.25 | 6 | 29 | 46.1% | -0.45 | 0.0029 | -1.328 |
| 52.35 | 62.60 | 2 | 50 | 45.4% | 0.54 | 0.0029 | -1.316 | 1,255 | 48.60 | 58.45 | 1 | 6 | 46.6% | -0.46 | 0.0029 | -1.330 |
| 49.60 | 60.15 | 118 | 142 | 45.2% | 0.52 | 0.0029 | -1.316 | 1,260 | 50.65 | 61.85 | 5 | 9 | 46.7% | -0.48 | 0.0029 | -1.330 |
| 47.15 | 57.30 | 170 | 94 | 45.0% | 0.51 | 0.0029 | -1.314 | 1,265 | 53.35 | 65.20 | 6 | 32 | 47.0% | -0.49 | 0.0029 | -1.329 |
| 45.30 | 54.95 | 66 | 52 | 45.2% | 0.50 | 0.0029 | -1.311 | 1,270 | 55.95 | 67.95 | 2 | 18 | 47.0% | -0.51 | 0.0029 | -1.325 |
| 46.40 | 52.05 | 42 | 71 | 46.3% | 0.48 | 0.0029 | -1.305 | 1,275 | 57.95 | 69.25 | 6 | 46.1% | -0.52 | 0.0029 | -1.321 | |
| 40.60 | 48.45 | 49 | 150 | 44.1% | 0.47 | 0.0029 | -1.298 | 1,280 | 61.30 | 71.95 | 12 | 46.2% | -0.54 | 0.0029 | -1.314 | |
| 38.10 | 47.25 | 12 | 13 | 44.3% | 0.45 | 0.0029 | -1.290 | 1,285 | 64.10 | 73.85 | 2 | 4 | 45.7% | -0.55 | 0.0029 | -1.306 |
| 35.85 | 46.70 | 26 | 76 | 44.8% | 0.44 | 0.0029 | -1.279 | 1,290 | 66.20 | 76.70 | 12 | 8 | 45.3% | -0.57 | 0.0029 | -1.296 |
| 33.65 | 45.40 | 12 | 5 | 45.0% | 0.42 | 0.0029 | -1.267 | 1,295 | 67.20 | 80.20 | 6 | 3 | 44.6% | -0.58 | 0.0029 | -1.284 |
| 33.55 | 38.30 | 51 | 124 | 43.5% | 0.41 | 0.0029 | -1.254 | 1,300 | 71.20 | 82.40 | 2 | 6 | 44.5% | -0.60 | 0.0029 | -1.271 |
| 32.95 | 39.35 | 17 | 35 | 45.2% | 0.39 | 0.0029 | -1.239 | 1,305 | 74.60 | 85.45 | 23 | 13 | 44.5% | -0.61 | 0.0029 | -1.256 |
| 30.35 | 38.10 | 10 | 12 | 45.1% | 0.38 | 0.0028 | -1.222 | 1,310 | 78.00 | 89.30 | 1 | 24 | 44.8% | -0.62 | 0.0029 | -1.240 |
| 26.20 | 37.35 | 64 | 34 | 44.4% | 0.37 | 0.0028 | -1.204 | 1,315 | 82.10 | 92.05 | 79 | 38 | 44.9% | -0.64 | 0.0028 | -1.223 |
| 27.50 | 31.90 | 17 | 42 | 44.0% | 0.35 | 0.0028 | -1.185 | 1,320 | 84.40 | 97.85 | 3 | 4 | 45.5% | -0.65 | 0.0028 | -1.204 |
| 25.70 | 30.70 | 16 | 22 | 44.0% | 0.34 | 0.0027 | -1.165 | 1,325 | 85.65 | 101.45 | 6 | 10 | 44.5% | -0.67 | 0.0028 | -1.185 |
| 24.25 | 28.75 | 14 | 21 | 43.8% | 0.33 | 0.0027 | -1.144 | 1,330 | 89.20 | 104.00 | 5 | 3 | 44.1% | -0.68 | 0.0028 | -1.164 |
| 21.65 | 25.50 | 14 | 64 | 43.6% | 0.30 | 0.0026 | -1.099 | 1,340 | 97.35 | 110.55 | 10 | 9 | 44.1% | -0.71 | 0.0027 | -1.119 |
| 14.95 | 22.55 | 40 | 55 | 43.6% | 0.25 | 0.0024 | -1.000 | 1,360 | 110.60 | 124.75 | 6 | 2 | 42.5% | -0.76 | 0.0025 | -1.022 |
| 10.55 | 20.20 | 4 | 51 | 44.3% | 0.21 | 0.0022 | -0.894 | 1,380 | 128.15 | 142.15 | 9 | 7 | 44.0% | -0.80 | 0.0022 | -0.918 |
| 9.95 | 13.45 | 35 | 43 | 43.8% | 0.17 | 0.0019 | -0.787 | 1,400 | 143.35 | 161.30 | 1 | 1 | 44.2% | -0.84 | 0.0020 | -0.814 |
| 4.45 | 19.85 | 1 | 9 | 48.1% | 0.14 | 0.0017 | -0.685 | 1,420 | 160.80 | 177.45 | 6 | 5 | 43.4% | -0.87 | 0.0018 | -0.713 |
| 5.85 | 7.80 | 18 | 11 | 43.6% | 0.11 | 0.0014 | -0.589 | 1,440 | 179.40 | 197.30 | 4 | 2 | 44.8% | -0.90 | 0.0015 | -0.619 |
| 2.44 | 7.40 | 2 | 3 | 43.1% | 0.09 | 0.0012 | -0.501 | 1,460 | 198.25 | 215.35 | 45.3% | -0.92 | 0.0013 | -0.532 | ||
| 2.03 | 6.20 | 1 | 3 | 44.2% | 0.07 | 0.0010 | -0.425 | 1,480 | 216.85 | 231.05 | 2 | 1 | 40.7% | -0.94 | 0.0011 | -0.452 |
| 2.07 | 4.00 | 1 | 122 | 44.1% | 0.06 | 0.0009 | -0.358 | 1,500 | 236.10 | 250.40 | 4 | 4 | 39.5% | -0.96 | 0.0009 | -0.378 |
| 0.3100 | 4.35 | 2 | 68 | 44.4% | 0.05 | 0.0007 | -0.301 | 1,520 | 255.55 | 272.05 | 45.1% | -0.97 | 0.0007 | -0.307 | ||
| 0.5000 | 3.60 | 6 | 45.7% | 0.04 | 0.0006 | -0.253 | 1,540 | 275.30 | 292.00 | 45.3% | -0.98 | 0.0006 | -0.245 | |||
| 1.04 | 1.61 | 448 | 268 | 44.6% | 0.03 | 0.0005 | -0.212 | 1,560 | 295.10 | 312.00 | 48.3% | -0.98 | 0.0004 | -0.186 | ||
| 0.4600 | 2.37 | 11 | 47.4% | 0.02 | 0.0004 | -0.179 | 1,580 | 314.20 | 331.25 | -0.99 | 0.0003 | -0.139 | ||||
| 0.1900 | 2.24 | 2 | 54 | 48.5% | 0.02 | 0.0003 | -0.150 | 1,600 | 332.85 | 350.85 | 45.5% | -0.99 | 0.0002 | -0.099 | ||
| 0.0200 | 2.19 | 15 | 49.9% | 0.02 | 0.0003 | -0.127 | 1,620 | 354.20 | 369.00 | 1 | -0.99 | 0.0002 | -0.068 | |||
| 0 | 2.64 | 10 | 53.3% | 0.01 | 0.0002 | -0.108 | 1,640 | 374.90 | 390.60 | 43.1% | -1.00 | 0.0001 | -0.046 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.