Communication Services Select Sector SPDR Fund
(XLC)
New York Stock Exchange Arca - Financial Services - Asset Management
Total Open Interest
Report Date: 2025-05-30
Total Volume
Report Date: 2025-05-30
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
4,386
Vol 5D
3,941
Vol 20D
4,014
Vol 60D
5,378
52 High
$105.58
52 Low
$81.15
$ Target
-
Mkt Cap
20.3B
Beta
1.04
Profit %
-
Divd %
1.03%
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
83
1D
-0.81%
5D
0.11%
10D
0.29%
1M
5.84%
3M
0.75%
6M
4.82%
1Y
-
Open Interest by Expiration
Report Date: 2025-05-30
30D RVOL & IVOL
Report Date: 2025-05-30
Balance Sheet
Report Date:
-
Income
Report Date:
-
Options Market
Report Date: 2025-05-30
Upcoming OpEx: 2025-06-20
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
Expiration Date | Type | Strike | Open Interest |
---|---|---|---|
2025-06-20 | PUT | 87.0 | 4,570.0 |
2025-06-20 | PUT | 90.0 | 3,977.0 |
2025-06-20 | PUT | 82.0 | 2,671.0 |
2025-06-20 | CALL | 110.0 | 2,623.0 |
2025-06-20 | PUT | 65.0 | 2,564.0 |
2025-06-20 | PUT | 86.0 | 2,533.0 |
2025-06-20 | PUT | 85.0 | 2,300.0 |
2025-06-20 | CALL | 105.0 | 2,192.0 |
2025-06-20 | PUT | 96.0 | 2,023.0 |
2025-06-20 | CALL | 88.0 | 1,876.0 |
2025-06-20 | CALL | 100.0 | 1,803.0 |
2025-06-20 | PUT | 100.0 | 1,565.0 |
2025-06-20 | PUT | 80.0 | 1,547.0 |
2025-06-20 | PUT | 99.0 | 1,527.0 |
2025-06-20 | PUT | 97.5 | 1,501.0 |
2025-06-20 | PUT | 68.0 | 1,484.0 |
2025-06-20 | PUT | 95.0 | 1,461.0 |
2025-06-20 | CALL | 99.0 | 1,309.0 |
2025-06-20 | CALL | 120.0 | 1,250.0 |
2025-06-20 | CALL | 95.0 | 1,200.0 |
Largest OI
Expiration Date | Type | Strike | Open Interest |
---|---|---|---|
2025-12-19 | CALL | 95.0 | 8,816.0 |
2026-01-16 | PUT | 80.0 | 4,859.0 |
2025-06-20 | PUT | 87.0 | 4,570.0 |
2026-01-16 | PUT | 95.0 | 4,261.0 |
2025-06-20 | PUT | 90.0 | 3,977.0 |
2026-01-16 | PUT | 78.0 | 3,116.0 |
2026-01-16 | PUT | 85.0 | 2,798.0 |
2025-06-20 | PUT | 82.0 | 2,671.0 |
2025-06-20 | CALL | 110.0 | 2,623.0 |
2025-06-20 | PUT | 65.0 | 2,564.0 |
2025-06-20 | PUT | 86.0 | 2,533.0 |
2025-06-20 | PUT | 85.0 | 2,300.0 |
2025-06-20 | CALL | 105.0 | 2,192.0 |
2026-01-16 | PUT | 76.0 | 2,077.0 |
2025-06-20 | PUT | 96.0 | 2,023.0 |
2026-01-16 | PUT | 60.0 | 2,023.0 |
2025-09-19 | PUT | 75.0 | 2,014.0 |
2025-06-20 | CALL | 88.0 | 1,876.0 |
2025-06-20 | CALL | 100.0 | 1,803.0 |
2026-01-16 | CALL | 105.0 | 1,641.0 |
Options Table
Probability and Expected Value by Expiration Date
Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
---|---|---|---|---|---|---|---|---|
2025-05-30 | 97.00 | PUT | 3 | 0.01 | $300.00 | 429.0% | 0.0% | $0.05 |
2025-05-30 | 97.50 | PUT | 1 | 0.00 | $-110.00 | -23.0% | 0.0% | $-0.09 |
2025-05-30 | 98.00 | PUT | 4 | 0.02 | $-110.00 | -23.0% | 0.0% | $-0.48 |
2025-05-30 | 98.50 | PUT | 0 | 0.00 | $-110.00 | -23.0% | 2.0% | $-2.06 |
2025-05-30 | 99.00 | PUT | 17 | 0.07 | $-110.00 | -23.0% | 5.0% | $-5.63 |
2025-05-30 | 99.50 | PUT | 2 | 0.01 | $325.00 | 722.0% | 15.0% | $47.79 |
2025-05-30 | 100.00 | PUT | 66 | 0.31 | $325.00 | 722.0% | 34.0% | $111.19 |
2025-05-30 | 100.50 | PUT | 2 | 0.01 | $-110.00 | -23.0% | 58.0% | $-64.06 |
2025-05-30 | 101.00 | CALL | 4 | 0.02 | $0.00 | 0.0% | 96.0% | $0.00 |
2025-05-30 | 101.50 | CALL | 1,043 | 5.36 | $140.00 | 41.0% | 58.0% | $81.52 |
2025-05-30 | 102.00 | CALL | 86 | 0.43 | $460.00 | 2300.0% | 29.0% | $135.11 |
2025-05-30 | 102.50 | CALL | 4 | 0.02 | $0.00 | 0.0% | 15.0% | $0.00 |
2025-05-30 | 103.00 | CALL | 42 | 0.19 | $0.00 | 0.0% | 5.0% | $0.00 |
2025-05-30 | 104.00 | CALL | 2 | 0.01 | $0.00 | 0.0% | 0.0% | $0.00 |
2025-05-30 | 105.00 | CALL | 1 | 0.00 | $0.00 | 0.0% | 0.0% | $0.00 |
2025-06-06 | 90.50 | PUT | 1 | 0.00 | $150.00 | 47.0% | 0.0% | $0.01 |
2025-06-06 | 91.00 | PUT | 0 | 0.00 | $460.00 | 4600.0% | 0.0% | $0.08 |
2025-06-06 | 91.50 | PUT | 1 | 0.00 | $140.00 | 42.0% | 0.0% | $0.05 |
2025-06-06 | 92.00 | PUT | 1 | 0.00 | $140.00 | 42.0% | 0.0% | $0.11 |
2025-06-06 | 92.50 | PUT | 0 | 0.00 | $130.00 | 38.0% | 0.0% | $0.21 |
2025-06-06 | 93.00 | PUT | 0 | 0.00 | $-10.00 | -2.0% | 0.0% | $-0.02 |
2025-06-06 | 93.50 | PUT | 0 | 0.00 | $240.00 | 104.0% | 0.0% | $1.05 |
2025-06-06 | 94.00 | PUT | 3 | 0.01 | $130.00 | 38.0% | 1.0% | $1.05 |
2025-06-06 | 94.50 | PUT | 2 | 0.01 | $-10.00 | -2.0% | 1.0% | $-0.14 |
2025-06-06 | 95.00 | PUT | 1 | 0.00 | $380.00 | 422.0% | 2.0% | $9.29 |
2025-06-06 | 95.50 | PUT | 1 | 0.00 | $-10.00 | -2.0% | 4.0% | $-0.40 |
2025-06-06 | 96.00 | PUT | 11 | 0.03 | $-10.00 | -2.0% | 6.0% | $-0.64 |
2025-06-06 | 96.50 | PUT | 1 | 0.00 | $-10.00 | -2.0% | 8.0% | $-0.80 |
2025-06-06 | 97.00 | PUT | 0 | 0.00 | $180.00 | 62.0% | 12.0% | $21.81 |
2025-06-06 | 97.50 | PUT | 1 | 0.00 | $430.00 | 1075.0% | 18.0% | $76.12 |
2025-06-06 | 98.00 | PUT | 4 | 0.01 | $90.00 | 24.0% | 25.0% | $22.51 |
2025-06-06 | 98.50 | PUT | 0 | 0.00 | $130.00 | 38.0% | 34.0% | $44.47 |
2025-06-06 | 99.00 | PUT | 0 | 0.00 | $-10.00 | -2.0% | 45.0% | $-4.53 |
2025-06-06 | 99.50 | PUT | 1 | 0.00 | $110.00 | 31.0% | 58.0% | $64.06 |
2025-06-06 | 100.00 | PUT | 22 | 0.09 | $-10.00 | -2.0% | 65.0% | $-6.53 |
2025-06-06 | 100.50 | PUT | 1 | 0.00 | $50.00 | 12.0% | 80.0% | $40.13 |
2025-06-06 | 101.00 | CALL | 232 | 1.01 | $0.00 | 0.0% | 96.0% | $0.00 |
2025-06-06 | 101.50 | CALL | 3 | 0.01 | $0.00 | 0.0% | 80.0% | $0.00 |
2025-06-06 | 102.00 | CALL | 16 | 0.07 | $255.00 | 113.0% | 65.0% | $166.44 |
2025-06-06 | 102.50 | CALL | 2 | 0.01 | $200.00 | 71.0% | 52.0% | $103.14 |
2025-06-06 | 103.00 | CALL | 11 | 0.04 | $0.00 | 0.0% | 45.0% | $0.00 |
2025-06-06 | 104.00 | CALL | 8 | 0.03 | $0.00 | 0.0% | 25.0% | $0.00 |
2025-06-06 | 105.00 | CALL | 12 | 0.04 | $50.00 | 12.0% | 12.0% | $6.06 |
2025-06-06 | 106.00 | CALL | 5 | 0.02 | $180.00 | 60.0% | 5.0% | $9.21 |
2025-06-06 | 107.00 | CALL | 0 | 0.00 | $0.00 | 0.0% | 2.0% | $0.00 |
2025-06-06 | 108.00 | CALL | 0 | 0.00 | $0.00 | 0.0% | 1.0% | $0.00 |
2025-06-06 | 109.00 | CALL | 0 | 0.00 | $150.00 | 45.0% | 0.0% | $0.34 |
2025-06-06 | 110.00 | CALL | 0 | 0.00 | $60.00 | 14.0% | 0.0% | $0.05 |
2025-06-06 | 111.00 | CALL | 0 | 0.00 | $0.00 | 0.0% | 0.0% | $0.00 |
2025-06-13 | 87.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 0.0% | $0.00 |
2025-06-13 | 88.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 0.0% | $0.00 |
2025-06-13 | 89.00 | PUT | 1 | 0.00 | $10.00 | 2.0% | 0.0% | $0.01 |
2025-06-13 | 89.50 | PUT | 1 | 0.00 | $10.00 | 2.0% | 0.0% | $0.02 |
2025-06-13 | 90.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 0.0% | $0.02 |
2025-06-13 | 90.50 | PUT | 0 | 0.00 | $10.00 | 2.0% | 0.0% | $0.04 |
2025-06-13 | 91.00 | PUT | 0 | 0.00 | $150.00 | 44.0% | 1.0% | $0.89 |
2025-06-13 | 91.50 | PUT | 1 | 0.00 | $150.00 | 44.0% | 1.0% | $1.21 |
2025-06-13 | 92.00 | PUT | 1 | 0.00 | $10.00 | 2.0% | 1.0% | $0.14 |
2025-06-13 | 92.50 | PUT | 1 | 0.00 | $10.00 | 2.0% | 2.0% | $0.19 |
2025-06-13 | 93.00 | PUT | 1 | 0.00 | $10.00 | 2.0% | 2.0% | $0.24 |
2025-06-13 | 93.50 | PUT | 0 | 0.00 | $10.00 | 2.0% | 4.0% | $0.40 |
2025-06-13 | 94.00 | PUT | 10 | 0.02 | $170.00 | 53.0% | 5.0% | $8.70 |
2025-06-13 | 94.50 | PUT | 0 | 0.00 | $50.00 | 11.0% | 8.0% | $4.01 |
2025-06-13 | 95.00 | PUT | 3 | 0.01 | $60.00 | 14.0% | 10.0% | $5.94 |
2025-06-13 | 95.50 | PUT | 2 | 0.01 | $140.00 | 40.0% | 12.0% | $16.96 |
2025-06-13 | 96.00 | PUT | 2 | 0.01 | $120.00 | 32.0% | 18.0% | $21.24 |
2025-06-13 | 96.50 | PUT | 1 | 0.00 | $120.00 | 32.0% | 21.0% | $25.36 |
2025-06-13 | 97.00 | PUT | 4 | 0.01 | $120.00 | 32.0% | 25.0% | $30.02 |
2025-06-13 | 97.50 | PUT | 4 | 0.01 | $415.00 | 553.0% | 34.0% | $141.98 |
2025-06-13 | 98.00 | PUT | 24 | 0.08 | $10.00 | 2.0% | 40.0% | $3.95 |
2025-06-13 | 98.50 | PUT | 0 | 0.00 | $90.00 | 23.0% | 45.0% | $40.79 |
2025-06-13 | 99.00 | PUT | 3 | 0.01 | $10.00 | 2.0% | 58.0% | $5.82 |
2025-06-13 | 99.50 | PUT | 1 | 0.00 | $60.00 | 14.0% | 65.0% | $39.16 |
2025-06-13 | 100.00 | PUT | 2 | 0.01 | $0.00 | 0.0% | 73.0% | $0.00 |
2025-06-13 | 100.50 | PUT | 0 | 0.00 | $-20.00 | -4.0% | 88.0% | $-17.62 |
2025-06-13 | 101.00 | CALL | 0 | 0.00 | $20.00 | 4.0% | 96.0% | $19.20 |
2025-06-13 | 101.50 | CALL | 1 | 0.01 | $20.00 | 4.0% | 88.0% | $17.62 |
2025-06-13 | 102.00 | CALL | 32 | 0.13 | $30.00 | 6.0% | 73.0% | $21.79 |
2025-06-13 | 102.50 | CALL | 0 | 0.00 | $30.00 | 6.0% | 65.0% | $19.58 |
2025-06-13 | 103.00 | CALL | 1 | 0.00 | $30.00 | 6.0% | 58.0% | $17.47 |
2025-06-13 | 104.00 | CALL | 0 | 0.00 | $100.00 | 24.0% | 40.0% | $39.53 |
2025-06-13 | 105.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 25.0% | $7.50 |
2025-06-13 | 106.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 15.0% | $4.41 |
2025-06-13 | 107.00 | CALL | 1 | 0.00 | $30.00 | 6.0% | 10.0% | $2.97 |
2025-06-13 | 108.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 5.0% | $1.54 |
2025-06-13 | 109.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 2.0% | $0.73 |
2025-06-13 | 110.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 1.0% | $0.43 |
2025-06-13 | 111.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 1.0% | $0.18 |
2025-06-13 | 112.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 0.0% | $0.07 |
2025-06-13 | 113.00 | CALL | 0 | 0.00 | $180.00 | 55.0% | 0.0% | $0.21 |
2025-06-13 | 114.00 | CALL | 0 | 0.00 | $180.00 | 55.0% | 0.0% | $0.07 |
2025-06-13 | 115.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 0.0% | $0.00 |
2025-06-20 | 84.00 | PUT | 664 | 0.05 | $270.00 | 82.0% | 0.0% | $0.02 |
2025-06-20 | 85.00 | PUT | 2,300 | 0.30 | $120.00 | 25.0% | 0.0% | $0.02 |
2025-06-20 | 86.00 | PUT | 2,533 | 0.52 | $260.00 | 76.0% | 0.0% | $0.15 |
2025-06-20 | 87.00 | PUT | 4,570 | 1.45 | $450.00 | 300.0% | 0.0% | $0.52 |
2025-06-20 | 88.00 | PUT | 336 | 0.16 | $120.00 | 25.0% | 0.0% | $0.27 |
2025-06-20 | 89.00 | PUT | 204 | 0.14 | $120.00 | 25.0% | 1.0% | $0.72 |
2025-06-20 | 90.00 | PUT | 3,977 | 3.79 | $335.00 | 126.0% | 1.0% | $3.61 |
2025-06-20 | 91.00 | PUT | 210 | 0.27 | $400.00 | 200.0% | 2.0% | $7.51 |
2025-06-20 | 92.00 | PUT | 303 | 0.51 | $575.00 | 2300.0% | 3.0% | $18.15 |
2025-06-20 | 93.00 | PUT | 504 | 1.02 | $570.00 | 1900.0% | 6.0% | $36.66 |
2025-06-20 | 94.00 | PUT | 157 | 0.34 | $120.00 | 25.0% | 10.0% | $11.87 |
2025-06-20 | 95.00 | PUT | 1,461 | 3.59 | $200.00 | 50.0% | 15.0% | $29.41 |
2025-06-20 | 96.00 | PUT | 2,023 | 5.17 | $120.00 | 25.0% | 25.0% | $30.02 |
2025-06-20 | 96.50 | PUT | 11 | 0.03 | $120.00 | 25.0% | 29.0% | $35.25 |
2025-06-20 | 97.00 | PUT | 416 | 1.15 | $190.00 | 46.0% | 34.0% | $65.00 |
2025-06-20 | 97.50 | PUT | 1,501 | 4.29 | $120.00 | 25.0% | 40.0% | $47.44 |
2025-06-20 | 98.00 | PUT | 524 | 1.55 | $120.00 | 25.0% | 45.0% | $54.39 |
2025-06-20 | 98.50 | PUT | 0 | 0.00 | $170.00 | 40.0% | 52.0% | $87.67 |
2025-06-20 | 99.00 | PUT | 1,527 | 4.82 | $120.00 | 25.0% | 58.0% | $69.88 |
2025-06-20 | 99.50 | PUT | 4 | 0.01 | $120.00 | 25.0% | 73.0% | $87.16 |
2025-06-20 | 100.00 | PUT | 1,565 | 5.24 | $120.00 | 25.0% | 80.0% | $96.31 |
2025-06-20 | 100.50 | PUT | 2 | 0.01 | $120.00 | 25.0% | 88.0% | $105.69 |
2025-06-20 | 101.00 | CALL | 295 | 2.65 | $150.00 | 39.0% | 96.0% | $144.02 |
2025-06-20 | 101.50 | CALL | 20 | 0.18 | $20.00 | 4.0% | 88.0% | $17.62 |
2025-06-20 | 102.00 | CALL | 696 | 6.19 | $305.00 | 136.0% | 80.0% | $244.79 |
2025-06-20 | 102.50 | CALL | 8 | 0.07 | $50.00 | 10.0% | 73.0% | $36.32 |
2025-06-20 | 103.00 | CALL | 410 | 3.38 | $20.00 | 4.0% | 58.0% | $11.65 |
2025-06-20 | 104.00 | CALL | 28 | 0.20 | $10.00 | 2.0% | 45.0% | $4.53 |
2025-06-20 | 105.00 | CALL | 2,192 | 12.79 | $470.00 | 783.0% | 34.0% | $160.79 |
2025-06-20 | 106.00 | CALL | 6 | 0.03 | $50.00 | 10.0% | 21.0% | $10.57 |
2025-06-20 | 107.00 | CALL | 0 | 0.00 | $50.00 | 10.0% | 15.0% | $7.35 |
2025-06-20 | 108.00 | CALL | 18 | 0.04 | $50.00 | 10.0% | 10.0% | $4.95 |
2025-06-20 | 109.00 | CALL | 0 | 0.00 | $50.00 | 10.0% | 6.0% | $3.22 |
2025-06-20 | 110.00 | CALL | 2,623 | 2.25 | $520.00 | 5200.0% | 3.0% | $16.41 |
2025-06-20 | 111.00 | CALL | 0 | 0.00 | $200.00 | 61.0% | 2.0% | $3.75 |
2025-06-20 | 112.00 | CALL | 0 | 0.00 | $50.00 | 10.0% | 1.0% | $0.54 |
2025-06-20 | 113.00 | CALL | 0 | 0.00 | $50.00 | 10.0% | 0.0% | $0.22 |
2025-06-20 | 114.00 | CALL | 0 | 0.00 | $200.00 | 61.0% | 0.0% | $0.46 |
2025-06-20 | 115.00 | CALL | 1,024 | 0.04 | $525.00 | 10500.0% | 0.0% | $0.60 |
2025-06-20 | 116.00 | CALL | 0 | 0.00 | $50.00 | 10.0% | 0.0% | $0.03 |
2025-06-27 | 85.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 0.0% | $0.00 |
2025-06-27 | 86.00 | PUT | 0 | 0.00 | $100.00 | 26.0% | 0.0% | $0.12 |
2025-06-27 | 87.00 | PUT | 0 | 0.00 | $110.00 | 30.0% | 0.0% | $0.25 |
2025-06-27 | 88.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 0.0% | $0.00 |
2025-06-27 | 89.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 1.0% | $0.00 |
2025-06-27 | 90.00 | PUT | 0 | 0.00 | $20.00 | 4.0% | 2.0% | $0.38 |
2025-06-27 | 91.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 3.0% | $0.00 |
2025-06-27 | 91.50 | PUT | 0 | 0.00 | $0.00 | 0.0% | 4.0% | $0.00 |
2025-06-27 | 92.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 5.0% | $0.00 |
2025-06-27 | 92.50 | PUT | 0 | 0.00 | $0.00 | 0.0% | 6.0% | $0.00 |
2025-06-27 | 93.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 8.0% | $0.00 |
2025-06-27 | 93.50 | PUT | 0 | 0.00 | $100.00 | 26.0% | 10.0% | $9.89 |
2025-06-27 | 94.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 12.0% | $0.00 |
2025-06-27 | 94.50 | PUT | 1 | 0.00 | $0.00 | 0.0% | 15.0% | $0.00 |
2025-06-27 | 95.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 18.0% | $0.00 |
2025-06-27 | 95.50 | PUT | 5 | 0.01 | $205.00 | 75.0% | 21.0% | $43.32 |
2025-06-27 | 96.00 | PUT | 2 | 0.01 | $265.00 | 123.0% | 25.0% | $66.29 |
2025-06-27 | 96.50 | PUT | 0 | 0.00 | $140.00 | 41.0% | 29.0% | $41.12 |
2025-06-27 | 97.00 | PUT | 3 | 0.01 | $140.00 | 41.0% | 40.0% | $55.35 |
2025-06-27 | 97.50 | PUT | 2 | 0.01 | $185.00 | 63.0% | 45.0% | $83.85 |
2025-06-27 | 98.00 | PUT | 1 | 0.00 | $140.00 | 41.0% | 52.0% | $72.20 |
2025-06-27 | 98.50 | PUT | 1 | 0.00 | $195.00 | 68.0% | 58.0% | $113.55 |
2025-06-27 | 99.00 | PUT | 2 | 0.01 | $0.00 | 0.0% | 65.0% | $0.00 |
2025-06-27 | 99.50 | PUT | 0 | 0.00 | $0.00 | 0.0% | 73.0% | $0.00 |
2025-06-27 | 100.00 | PUT | 11 | 0.04 | $0.00 | 0.0% | 80.0% | $0.00 |
2025-06-27 | 101.00 | CALL | 0 | 0.00 | $-180.00 | -35.0% | 96.0% | $-172.82 |
2025-06-27 | 102.00 | CALL | 2 | 0.01 | $-160.00 | -33.0% | 80.0% | $-128.41 |
2025-06-27 | 103.00 | CALL | 0 | 0.00 | $40.00 | 14.0% | 65.0% | $26.11 |
2025-06-27 | 104.00 | CALL | 6 | 0.02 | $-120.00 | -27.0% | 52.0% | $-61.88 |
2025-06-27 | 105.00 | CALL | 0 | 0.00 | $60.00 | 22.0% | 34.0% | $20.53 |
2025-06-27 | 106.00 | CALL | 1 | 0.00 | $30.00 | 10.0% | 25.0% | $7.50 |
2025-06-27 | 107.00 | CALL | 0 | 0.00 | $130.00 | 65.0% | 18.0% | $23.01 |
2025-06-27 | 108.00 | CALL | 0 | 0.00 | $-130.00 | -28.0% | 12.0% | $-15.75 |
2025-06-27 | 109.00 | CALL | 0 | 0.00 | $-80.00 | -20.0% | 8.0% | $-6.41 |
2025-06-27 | 110.00 | CALL | 0 | 0.00 | $85.00 | 35.0% | 5.0% | $4.35 |
2025-06-27 | 111.00 | CALL | 0 | 0.00 | $-150.00 | -31.0% | 3.0% | $-4.73 |
2025-06-27 | 112.00 | CALL | 0 | 0.00 | $-150.00 | -31.0% | 2.0% | $-2.82 |
2025-06-27 | 113.00 | CALL | 0 | 0.00 | $-150.00 | -31.0% | 1.0% | $-1.21 |
2025-06-27 | 114.00 | CALL | 0 | 0.00 | $-150.00 | -31.0% | 0.0% | $-0.66 |
2025-06-27 | 115.00 | CALL | 0 | 0.00 | $-150.00 | -31.0% | 0.0% | $-0.34 |
2025-06-27 | 116.00 | CALL | 0 | 0.00 | $-150.00 | -31.0% | 0.0% | $-0.17 |
2025-07-03 | 85.00 | PUT | 0 | 0.00 | $130.00 | 36.0% | 0.0% | $0.15 |
2025-07-03 | 89.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 1.0% | $0.14 |
2025-07-03 | 90.00 | PUT | 0 | 0.00 | $130.00 | 36.0% | 2.0% | $3.18 |
2025-07-03 | 91.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 4.0% | $0.40 |
2025-07-03 | 92.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 6.0% | $0.64 |
2025-07-03 | 93.00 | PUT | 0 | 0.00 | $430.00 | 717.0% | 10.0% | $42.54 |
2025-07-03 | 94.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 15.0% | $1.47 |
2025-07-03 | 95.00 | PUT | 0 | 0.00 | $0.00 | 0.0% | 21.0% | $0.00 |
2025-07-03 | 95.50 | PUT | 0 | 0.00 | $10.00 | 2.0% | 25.0% | $2.50 |
2025-07-03 | 96.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 29.0% | $2.94 |
2025-07-03 | 96.50 | PUT | 0 | 0.00 | $10.00 | 2.0% | 34.0% | $3.42 |
2025-07-03 | 97.00 | PUT | 0 | 0.00 | $20.00 | 4.0% | 40.0% | $7.91 |
2025-07-03 | 97.50 | PUT | 0 | 0.00 | $0.00 | 0.0% | 45.0% | $0.00 |
2025-07-03 | 98.00 | PUT | 0 | 0.00 | $230.00 | 88.0% | 52.0% | $118.61 |
2025-07-03 | 98.50 | PUT | 0 | 0.00 | $10.00 | 2.0% | 58.0% | $5.82 |
2025-07-03 | 99.00 | PUT | 0 | 0.00 | $-20.00 | -4.0% | 65.0% | $-13.05 |
2025-07-03 | 99.50 | PUT | 1 | 0.00 | $20.00 | 4.0% | 73.0% | $14.53 |
2025-07-03 | 100.00 | PUT | 1 | 0.00 | $0.00 | 0.0% | 80.0% | $0.00 |
2025-07-03 | 100.50 | PUT | 0 | 0.00 | $0.00 | 0.0% | 88.0% | $0.00 |
2025-07-03 | 101.00 | CALL | 0 | 0.00 | $-10.00 | -2.0% | 96.0% | $-9.60 |
2025-07-03 | 101.50 | CALL | 0 | 0.00 | $-20.00 | -4.0% | 88.0% | $-17.62 |
2025-07-03 | 102.00 | CALL | 4 | 0.02 | $0.00 | 0.0% | 80.0% | $0.00 |
2025-07-03 | 102.50 | CALL | 0 | 0.00 | $20.00 | 4.0% | 73.0% | $14.53 |
2025-07-03 | 103.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 65.0% | $19.58 |
2025-07-03 | 103.50 | CALL | 1 | 0.00 | $30.00 | 6.0% | 58.0% | $17.47 |
2025-07-03 | 104.00 | CALL | 1 | 0.00 | $30.00 | 6.0% | 52.0% | $15.47 |
2025-07-03 | 104.50 | CALL | 0 | 0.00 | $30.00 | 6.0% | 45.0% | $13.60 |
2025-07-03 | 105.00 | CALL | 0 | 0.00 | $80.00 | 19.0% | 40.0% | $31.63 |
2025-07-03 | 106.00 | CALL | 0 | 0.00 | $310.00 | 155.0% | 29.0% | $91.05 |
2025-07-03 | 107.00 | CALL | 0 | 0.00 | $275.00 | 117.0% | 21.0% | $58.11 |
2025-07-03 | 108.00 | CALL | 0 | 0.00 | $240.00 | 89.0% | 15.0% | $35.29 |
2025-07-03 | 109.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 10.0% | $2.97 |
2025-07-03 | 110.00 | CALL | 0 | 0.00 | $150.00 | 42.0% | 6.0% | $9.65 |
2025-07-03 | 111.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 4.0% | $1.21 |
2025-07-03 | 112.00 | CALL | 0 | 0.00 | $60.00 | 13.0% | 2.0% | $1.47 |
2025-07-03 | 113.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 1.0% | $0.43 |
2025-07-03 | 114.00 | CALL | 0 | 0.00 | $130.00 | 34.0% | 1.0% | $1.05 |
2025-07-03 | 115.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 0.0% | $0.13 |
2025-07-03 | 116.00 | CALL | 0 | 0.00 | $30.00 | 6.0% | 0.0% | $0.05 |
2025-07-03 | 120.00 | CALL | 0 | 0.00 | $215.00 | 73.0% | 0.0% | $0.02 |
2025-07-11 | 94.00 | PUT | 0 | 0.00 | $30.00 | 6.0% | 15.0% | $4.41 |
2025-07-11 | 95.00 | PUT | 0 | 0.00 | $30.00 | 6.0% | 21.0% | $6.34 |
2025-07-11 | 96.00 | PUT | 0 | 0.00 | $30.00 | 6.0% | 29.0% | $8.81 |
2025-07-11 | 96.50 | PUT | 0 | 0.00 | $30.00 | 6.0% | 34.0% | $10.26 |
2025-07-11 | 97.00 | PUT | 0 | 0.00 | $30.00 | 6.0% | 40.0% | $11.86 |
2025-07-11 | 97.50 | PUT | 0 | 0.00 | $30.00 | 6.0% | 45.0% | $13.60 |
2025-07-11 | 98.00 | PUT | 0 | 0.00 | $30.00 | 6.0% | 52.0% | $15.47 |
2025-07-11 | 98.50 | PUT | 0 | 0.00 | $30.00 | 6.0% | 58.0% | $17.47 |
2025-07-11 | 99.00 | PUT | 0 | 0.00 | $30.00 | 6.0% | 65.0% | $19.58 |
2025-07-11 | 99.50 | PUT | 0 | 0.00 | $30.00 | 6.0% | 73.0% | $21.79 |
2025-07-11 | 100.00 | PUT | 0 | 0.00 | $30.00 | 6.0% | 80.0% | $24.08 |
2025-07-11 | 101.00 | CALL | 0 | 0.00 | $70.00 | 13.0% | 96.0% | $67.21 |
2025-07-11 | 102.00 | CALL | 0 | 0.00 | $110.00 | 22.0% | 80.0% | $88.28 |
2025-07-11 | 103.00 | CALL | 0 | 0.00 | $120.00 | 25.0% | 65.0% | $78.33 |
2025-07-11 | 104.00 | CALL | 0 | 0.00 | $120.00 | 25.0% | 52.0% | $61.88 |
2025-07-11 | 105.00 | CALL | 0 | 0.00 | $120.00 | 25.0% | 40.0% | $47.44 |
2025-07-11 | 106.00 | CALL | 0 | 0.00 | $120.00 | 25.0% | 29.0% | $35.25 |
2025-07-11 | 107.00 | CALL | 0 | 0.00 | $120.00 | 25.0% | 21.0% | $25.36 |
2025-07-11 | 108.00 | CALL | 0 | 0.00 | $430.00 | 253.0% | 15.0% | $63.24 |
2025-07-11 | 109.00 | CALL | 0 | 0.00 | $120.00 | 25.0% | 10.0% | $11.87 |
2025-07-11 | 110.00 | CALL | 0 | 0.00 | $120.00 | 25.0% | 8.0% | $9.61 |
2025-07-11 | 111.00 | CALL | 0 | 0.00 | $250.00 | 71.0% | 5.0% | $12.80 |
2025-07-11 | 112.00 | CALL | 0 | 0.00 | $120.00 | 25.0% | 3.0% | $3.79 |
2025-07-11 | 113.00 | CALL | 0 | 0.00 | $260.00 | 76.0% | 2.0% | $4.88 |
2025-07-11 | 114.00 | CALL | 0 | 0.00 | $120.00 | 25.0% | 1.0% | $1.29 |
2025-07-11 | 115.00 | CALL | 0 | 0.00 | $270.00 | 82.0% | 1.0% | $1.61 |
2025-07-11 | 116.00 | CALL | 0 | 0.00 | $270.00 | 82.0% | 0.0% | $0.86 |
2025-07-18 | 85.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 0.0% | $0.02 |
2025-07-18 | 86.00 | PUT | 0 | 0.00 | $410.00 | 513.0% | 0.0% | $1.79 |
2025-07-18 | 87.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 1.0% | $0.08 |
2025-07-18 | 88.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 1.0% | $0.11 |
2025-07-18 | 89.00 | PUT | 2 | 0.00 | $10.00 | 2.0% | 2.0% | $0.19 |
2025-07-18 | 90.00 | PUT | 42 | 0.06 | $10.00 | 2.0% | 3.0% | $0.32 |
2025-07-18 | 91.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 5.0% | $0.51 |
2025-07-18 | 92.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 8.0% | $0.80 |
2025-07-18 | 93.00 | PUT | 0 | 0.00 | $50.00 | 11.0% | 12.0% | $6.06 |
2025-07-18 | 94.00 | PUT | 1 | 0.00 | $320.00 | 188.0% | 18.0% | $56.65 |
2025-07-18 | 95.00 | PUT | 7 | 0.02 | $255.00 | 109.0% | 25.0% | $63.79 |
2025-07-18 | 96.00 | PUT | 0 | 0.00 | $10.00 | 2.0% | 34.0% | $3.42 |
2025-07-18 | 97.00 | PUT | 10 | 0.03 | $10.00 | 2.0% | 40.0% | $3.95 |
2025-07-18 | 98.00 | PUT | 17 | 0.06 | $100.00 | 26.0% | 52.0% | $51.57 |
2025-07-18 | 99.00 | PUT | 3 | 0.01 | $-10.00 | -2.0% | 65.0% | $-6.53 |
2025-07-18 | 100.00 | PUT | 12 | 0.05 | $0.00 | 0.0% | 80.0% | $0.00 |
2025-07-18 | 101.00 | CALL | 2 | 0.01 | $30.00 | 5.0% | 96.0% | $28.80 |
2025-07-18 | 102.00 | CALL | 25 | 0.11 | $110.00 | 21.0% | 80.0% | $88.28 |
2025-07-18 | 103.00 | CALL | 23 | 0.09 | $150.00 | 31.0% | 65.0% | $97.91 |
2025-07-18 | 104.00 | CALL | 1 | 0.00 | $150.00 | 31.0% | 52.0% | $77.35 |
2025-07-18 | 105.00 | CALL | 18 | 0.06 | $385.00 | 157.0% | 40.0% | $152.20 |
2025-07-18 | 106.00 | CALL | 34 | 0.11 | $220.00 | 54.0% | 34.0% | $75.26 |
2025-07-18 | 107.00 | CALL | 102 | 0.32 | $360.00 | 133.0% | 25.0% | $90.05 |
2025-07-18 | 108.00 | CALL | 51 | 0.15 | $350.00 | 125.0% | 18.0% | $61.96 |
2025-07-18 | 109.00 | CALL | 0 | 0.00 | $210.00 | 50.0% | 12.0% | $25.44 |
2025-07-18 | 110.00 | CALL | 0 | 0.00 | $590.00 | 1475.0% | 8.0% | $47.27 |
2025-07-18 | 111.00 | CALL | 0 | 0.00 | $610.00 | 3050.0% | 5.0% | $31.22 |
2025-07-18 | 112.00 | CALL | 0 | 0.00 | $150.00 | 31.0% | 3.0% | $4.73 |
2025-07-18 | 113.00 | CALL | 0 | 0.00 | $150.00 | 31.0% | 2.0% | $2.82 |
2025-07-18 | 114.00 | CALL | 1 | 0.00 | $150.00 | 31.0% | 1.0% | $1.62 |
2025-07-18 | 115.00 | CALL | 0 | 0.00 | $150.00 | 31.0% | 1.0% | $1.21 |
2025-09-19 | 80.00 | PUT | 112 | 0.04 | $220.00 | 55.0% | 0.0% | $0.04 |
2025-09-19 | 84.00 | PUT | 216 | 0.16 | $140.00 | 29.0% | 0.0% | $0.32 |
2025-09-19 | 85.00 | PUT | 284 | 0.24 | $190.00 | 44.0% | 0.0% | $0.83 |
2025-09-19 | 86.00 | PUT | 8 | 0.01 | $140.00 | 29.0% | 1.0% | $1.13 |
2025-09-19 | 87.00 | PUT | 5 | 0.01 | $140.00 | 29.0% | 1.0% | $2.00 |
2025-09-19 | 88.00 | PUT | 450 | 0.54 | $160.00 | 35.0% | 2.0% | $3.00 |
2025-09-19 | 89.00 | PUT | 34 | 0.04 | $140.00 | 29.0% | 3.0% | $4.42 |
2025-09-19 | 90.00 | PUT | 827 | 1.20 | $140.00 | 29.0% | 5.0% | $7.17 |
2025-09-19 | 91.00 | PUT | 86 | 0.14 | $120.00 | 24.0% | 8.0% | $9.61 |
2025-09-19 | 92.00 | PUT | 4 | 0.01 | $170.00 | 38.0% | 10.0% | $16.82 |
2025-09-19 | 93.00 | PUT | 46 | 0.08 | $100.00 | 19.0% | 15.0% | $14.71 |
2025-09-19 | 94.00 | PUT | 253 | 0.49 | $390.00 | 170.0% | 21.0% | $82.41 |
2025-09-19 | 95.00 | PUT | 453 | 0.94 | $150.00 | 32.0% | 29.0% | $44.06 |
2025-09-19 | 96.00 | PUT | 289 | 0.64 | $110.00 | 22.0% | 34.0% | $37.63 |
2025-09-19 | 97.00 | PUT | 5 | 0.01 | $100.00 | 19.0% | 45.0% | $45.33 |
2025-09-19 | 98.00 | PUT | 87 | 0.21 | $60.00 | 11.0% | 58.0% | $34.94 |
2025-09-19 | 99.00 | PUT | 26 | 0.07 | $60.00 | 11.0% | 73.0% | $43.58 |
2025-09-19 | 100.00 | PUT | 54 | 0.15 | $20.00 | 3.0% | 80.0% | $16.05 |
2025-09-19 | 101.00 | CALL | 953 | 2.89 | $-170.00 | -22.0% | 96.0% | $-163.22 |
2025-09-19 | 102.00 | CALL | 103 | 0.38 | $50.00 | 9.0% | 80.0% | $40.13 |
2025-09-19 | 103.00 | CALL | 64 | 0.19 | $-80.00 | -12.0% | 65.0% | $-52.22 |
2025-09-19 | 104.00 | CALL | 102 | 0.41 | $140.00 | 30.0% | 58.0% | $81.52 |
2025-09-19 | 105.00 | CALL | 150 | 0.46 | $30.00 | 5.0% | 45.0% | $13.60 |
2025-09-19 | 106.00 | CALL | 141 | 0.48 | $90.00 | 18.0% | 34.0% | $30.79 |
2025-09-19 | 107.00 | CALL | 59 | 0.19 | $110.00 | 22.0% | 25.0% | $27.52 |
2025-09-19 | 108.00 | CALL | 139 | 0.43 | $120.00 | 25.0% | 21.0% | $25.36 |
2025-09-19 | 110.00 | CALL | 205 | 0.57 | $110.00 | 22.0% | 10.0% | $10.88 |
2025-09-19 | 115.00 | CALL | 233 | 0.44 | $120.00 | 25.0% | 1.0% | $1.29 |
2025-09-19 | 120.00 | CALL | 2 | 0.00 | $560.00 | 1400.0% | 0.0% | $0.45 |
Call/Put Open Interest and Volatility Skew
Vega