Chain · Trade Terminal

SPY735.29+2.29 (+0.31%)

Open734.82

High742.21

Low734.58

Volume59.1M

IV 30d23.73%

IV rank76.4

IV pctl92.1

Net GEX · 4 exp−$1.09B

Zero γ est.—

Option chain

60 strikes · 1d

OI	Vol	IV	Δ	Γ	Θ/day	Bid	Ask	Strike	Bid	Ask	Θ/day	Γ	Δ	IV	Vol	OI
11	4	28.1	0.957	0.0050	−0.292	29.61	30.69	706	0.27	0.28	−0.252	0.0047	−0.037	27.0	2.98K	470
30	10	26.3	0.961	0.0049	−0.253	29.16	29.71	707	0.29	0.30	−0.263	0.0050	−0.040	26.6	2.6K	421
16	11	26.1	0.957	0.0054	−0.270	28.25	28.49	708	0.31	0.32	−0.272	0.0053	−0.043	26.2	2.24K	1.58K
18	17	27.4	0.944	0.0063	−0.353	27.27	27.51	709	0.33	0.35	−0.285	0.0058	−0.046	25.8	3.09K	238
36	29	25.4	0.950	0.0063	−0.300	26.30	26.54	710	0.36	0.38	−0.301	0.0063	−0.050	25.4	9.52K	34.6K
16	5	26.7	0.935	0.0073	−0.388	25.33	25.57	711	0.39	0.41	−0.316	0.0068	−0.054	25.1	3.85K	314
26	32	26.2	0.930	0.0079	−0.404	24.37	24.61	712	0.43	0.45	−0.333	0.0073	−0.059	24.7	10.1K	643
19	27	24.5	0.934	0.0081	−0.359	23.41	23.65	713	0.47	0.49	−0.350	0.0080	−0.065	24.3	6.74K	798
6	12	24.5	0.925	0.0089	−0.397	22.45	22.69	714	0.51	0.54	−0.370	0.0086	−0.070	24.1	6.91K	549
18	38	24.8	0.914	0.0097	−0.445	21.54	21.65	715	0.57	0.58	−0.392	0.0094	−0.077	23.8	12.6K	4.35K
17	24	24.3	0.907	0.0106	−0.463	20.60	20.71	716	0.63	0.65	−0.419	0.0103	−0.086	23.4	5.2K	892
16	32	24.1	0.897	0.0114	−0.491	19.67	19.76	717	0.69	0.72	−0.444	0.0112	−0.094	23.2	5K	530
17	27	23.7	0.891	0.0122	−0.506	18.74	18.84	718	0.77	0.80	−0.464	0.0119	−0.102	22.9	5.41K	490
10	56	23.4	0.881	0.0131	−0.532	17.83	17.94	719	0.86	0.88	−0.498	0.0131	−0.114	22.6	5.62K	590
69	116	23.1	0.867	0.0143	−0.568	16.93	17.02	720	0.95	0.98	−0.524	0.0140	−0.124	22.4	17.8K	5.41K
61	52	22.8	0.858	0.0152	−0.586	16.03	16.12	721	1.05	1.09	−0.552	0.0151	−0.136	22.2	6.38K	1.35K
12	59	22.5	0.845	0.0163	−0.613	15.15	15.25	722	1.17	1.20	−0.586	0.0165	−0.151	21.9	8.16K	419
16	109	22.3	0.828	0.0176	−0.649	14.28	14.37	723	1.30	1.33	−0.611	0.0177	−0.165	21.6	7.34K	532
10	64	21.9	0.815	0.0187	−0.669	13.43	13.52	724	1.44	1.48	−0.640	0.0188	−0.179	21.4	5.73K	510
44	383	21.7	0.798	0.0200	−0.697	12.59	12.68	725	1.60	1.64	−0.672	0.0203	−0.199	21.1	21.6K	35.8K
10	97	21.4	0.777	0.0214	−0.729	11.76	11.86	726	1.78	1.81	−0.700	0.0217	−0.217	20.9	7.85K	634
34	107	21.1	0.757	0.0228	−0.754	10.94	11.04	727	1.97	2.00	−0.723	0.0229	−0.234	20.6	8.76K	1.36K
14	523	20.8	0.741	0.0240	−0.768	10.16	10.26	728	2.18	2.21	−0.749	0.0243	−0.256	20.4	11.8K	943
84	425	20.5	0.715	0.0255	−0.794	9.38	9.48	729	2.40	2.43	−0.770	0.0259	−0.281	20.0	9.16K	996
65	544	20.2	0.694	0.0267	−0.810	8.62	8.72	730	2.65	2.68	−0.790	0.0271	−0.302	19.8	61.1K	3.6K
282	690	19.9	0.669	0.0280	−0.826	7.90	8.00	731	2.91	2.95	−0.807	0.0286	−0.331	19.5	7.82K	1.14K
319	1.38K	19.7	0.638	0.0293	−0.842	7.19	7.29	732	3.20	3.25	−0.819	0.0299	−0.359	19.2	13.7K	1.2K
303	3.17K	19.3	0.610	0.0306	−0.845	6.51	6.60	733	3.53	3.56	−0.826	0.0310	−0.384	18.9	14.1K	973
636	3.81K	19.0	0.585	0.0316	−0.844	5.87	5.92	734	3.86	3.91	−0.830	0.0321	−0.414	18.6	16.1K	898
1.21K	9.84K	18.7	0.549	0.0326	−0.845	5.25	5.30	735	4.24	4.28	−0.825	0.0334	−0.450	18.3	38.9K	3.16K
589	10.3K	18.4	0.517	0.0334	−0.835	4.65	4.71	736	4.65	4.70	−0.818	0.0341	−0.483	18.0	22.2K	634
640	15.3K	18.0	0.487	0.0340	−0.822	4.10	4.15	737	5.08	5.15	−0.803	0.0348	−0.513	17.6	30.9K	1.18K
906	23.6K	17.7	0.452	0.0344	−0.801	3.58	3.63	738	5.56	5.63	−0.779	0.0352	−0.554	17.3	29.2K	1.02K
1.7K	23.9K	17.5	0.413	0.0343	−0.776	3.10	3.15	739	6.08	6.15	−0.753	0.0353	−0.590	17.0	19.2K	542
2.86K	39.3K	17.1	0.381	0.0342	−0.745	2.66	2.71	740	6.63	6.72	−0.727	0.0350	−0.622	16.7	21.6K	5.7K
590	23K	16.9	0.345	0.0336	−0.710	2.26	2.30	741	7.23	7.33	−0.683	0.0342	−0.664	16.4	6.69K	819
1.07K	19.7K	16.6	0.305	0.0325	−0.661	1.90	1.95	742	7.86	7.97	−0.638	0.0332	−0.701	16.1	4.93K	574
1.03K	11.7K	16.3	0.274	0.0314	−0.622	1.58	1.62	743	8.54	8.64	−0.596	0.0320	−0.732	15.8	1.4K	494
1.68K	13K	16.1	0.241	0.0298	−0.573	1.30	1.34	744	9.27	9.36	−0.536	0.0300	−0.771	15.5	750	1.58K
2.17K	23K	15.9	0.206	0.0276	−0.516	1.06	1.08	745	10.03	10.12	−0.484	0.0279	−0.803	15.3	2.39K	4.54K
1.55K	16.9K	15.6	0.176	0.0254	−0.461	0.85	0.88	746	10.81	10.91	−0.438	0.0258	−0.829	15.1	554	386
875	12.3K	15.4	0.152	0.0234	−0.415	0.68	0.70	747	11.64	11.73	−0.379	0.0233	−0.859	14.8	693	1.09K
643	14.5K	15.3	0.124	0.0207	−0.358	0.54	0.56	748	12.36	12.61	−0.311	0.0202	−0.889	14.4	804	795
1.25K	14.6K	15.1	0.103	0.0182	−0.309	0.42	0.44	749	13.24	13.49	−0.235	0.0171	−0.918	13.6	686	351
5.09K	36.4K	15.0	0.086	0.0161	−0.268	0.33	0.34	750	14.14	14.40	−0.231	0.0152	−0.925	14.3	1.85K	3.22K
676	11.4K	14.9	0.068	0.0136	−0.223	0.25	0.27	751	15.06	15.32	−0.186	0.0126	−0.942	14.1	437	488
785	16K	14.9	0.056	0.0116	−0.191	0.19	0.21	752	16.00	16.27	−0.099	0.0085	−0.969	12.5	466	743
1.21K	13.6K	14.8	0.045	0.0100	−0.161	0.15	0.16	753	16.73	17.87	−0.090	0.0073	−0.974	12.9	295	793
974	10.8K	14.8	0.036	0.0082	−0.132	0.11	0.13	754	17.70	18.19	−0.084	0.0063	−0.977	13.4	141	1.25K
2.24K	15K	14.8	0.029	0.0068	−0.111	0.09	0.10	755	18.71	19.23	−0.063	0.0048	−0.983	13.2	5.58K	7.41K
1.54K	6.61K	14.8	0.023	0.0057	−0.094	0.07	0.08	756	19.68	20.92	−0.066	0.0046	−0.983	13.9	127	382
2K	10.9K	14.9	0.019	0.0048	−0.079	0.06	0.07	757	20.68	22.04	−0.031	0.0026	−0.992	12.9	80	807
2.74K	5.18K	15.1	0.015	0.0039	−0.066	0.04	0.05	758	21.67	22.30	−0.013	0.0012	−0.997	11.9	205	340
733	6.63K	15.2	0.013	0.0034	−0.058	0.04	0.05	759	22.70	23.17	−0.048	0.0030	−0.989	14.8	205	290
4.5K	16.9K	15.5	0.011	0.0028	−0.050	0.03	0.04	760	23.46	24.32	−0.002	0.0002	−1.000	10.6	771	1.29K
972	4.5K	15.6	0.009	0.0023	−0.042	0.02	0.03	761	24.70	25.17	−0.002	0.0002	−1.000	11.0	159	66
2.19K	7.59K	15.8	0.008	0.0020	−0.038	0.02	0.03	762	25.70	26.17	−0.027	0.0016	−0.994	15.1	206	10
970	5.18K	16.1	0.007	0.0018	−0.034	0.02	0.03	763	26.70	27.17	−0.001	0.0001	−1.000	11.7	159	55
1.18K	2.89K	16.4	0.006	0.0015	−0.030	0.01	0.02	764	27.70	28.17	−0.001	0.0001	−1.000	12.0	120	40
3.7K	4.63K	16.6	0.005	0.0013	−0.026	0.01	0.02	765	28.67	29.17	−0.005	0.0004	−0.999	13.9	245	171