F Option Chain
End of day data from January 22, 2021 for F options expiring on January 29, 2021.
Symbol | Type | Strike | Last | Bid / Size | Ask / Size | Volume | OI | IV | Delta | Theta | Gamma | Vega | Rho |
F29Jan21C12.00 | CALL | 12.00 | $0.30 | $0.29 / 122 | $0.30 / 13 | 35,643 | 32,411 | 72.691596% | 0.252903 | -0.013922 | 0.459097 | 0.005446 | 0.000615 |
F29Jan21C12.50 | CALL | 12.50 | $0.21 | $0.20 / 108 | $0.21 / 170 | 23,527 | 15,156 | 80.420767% | 0.090159 | -0.007080 | 0.233488 | 0.002770 | 0.000221 |
F29Jan21C11.50 | CALL | 11.50 | $0.46 | $0.44 / 128 | $0.45 / 2 | 18,959 | 17,056 | 65.146261% | 0.515044 | -0.017364 | 0.572445 | 0.006790 | 0.001237 |
F29Jan21C11.00 | CALL | 11.00 | $0.71 | $0.71 / 10 | $0.73 / 22 | 10,119 | 15,102 | 63.224106% | 0.779966 | -0.012906 | 0.425207 | 0.005044 | 0.001836 |
F29Jan21C13.00 | CALL | 13.00 | $0.15 | $0.14 / 49 | $0.15 / 91 | 9,776 | 10,007 | 87.115662% | 0.023422 | -0.002409 | 0.079449 | 0.000942 | 0.000058 |
F29Jan21P10.00 | PUT | 10.00 | $0.03 | $0.02 / 320 | $0.03 / 171 | 7,757 | 5,489 | 60.928643% | -0.009472 | -0.001106 | 0.036499 | 0.000433 | -0.000024 |
F29Jan21P11.00 | PUT | 11.00 | $0.18 | $0.18 / 173 | $0.19 / 315 | 7,172 | 5,417 | 58.132438% | -0.220034 | -0.012883 | 0.425207 | 0.005044 | -0.000575 |
F29Jan21P10.50 | PUT | 10.50 | $0.06 | $0.06 / 140 | $0.07 / 100 | 6,591 | 4,010 | 56.798103% | -0.061706 | -0.005298 | 0.174844 | 0.002074 | -0.000160 |
F29Jan21C13.50 | CALL | 13.50 | $0.11 | $0.10 / 38 | $0.11 / 17 | 4,411 | 3,564 | 93.267886% | 0.004511 | -0.000574 | 0.018943 | 0.000225 | 0.000011 |
F29Jan21P11.50 | PUT | 11.50 | $0.42 | $0.43 / 200 | $0.44 / 1 | 3,899 | 5,768 | 64.437287% | -0.484956 | -0.017340 | 0.572445 | 0.006790 | -0.001283 |
F29Jan21C14.00 | CALL | 14.00 | $0.08 | $0.08 / 2 | $0.09 / 95 | 2,974 | 10,136 | 101.328986% | 0.000659 | -0.000100 | 0.003294 | 0.000039 | 0.000002 |
F29Jan21C10.50 | CALL | 10.50 | $1.09 | $1.09 / 10 | $1.11 / 11 | 2,789 | 6,146 | 64.531112% | 0.938294 | -0.005320 | 0.174844 | 0.002074 | 0.002142 |
F29Jan21C10.00 | CALL | 10.00 | $1.52 | $1.53 / 45 | $1.55 / 1 | 2,238 | 14,051 | 65.690062% | 0.990528 | -0.001127 | 0.036499 | 0.000433 | 0.002167 |
F29Jan21C15.50 | CALL | 15.50 | $0.04 | $0.03 / 232 | $0.05 / 12 | 2,131 | 3,254 | 116.940884% | 0.000001 | 0.000000 | 0.000004 | 0.000000 | 0.000000 |
F29Jan21C14.50 | CALL | 14.50 | $0.06 | $0.06 / 1 | $0.07 / 14 | 1,913 | 5,559 | 106.835459% | 0.000075 | -0.000013 | 0.000433 | 0.000005 | 0.000000 |
F29Jan21P12.00 | PUT | 12.00 | $0.77 | $0.76 / 25 | $0.79 / 20 | 1,690 | 4,529 | 70.379657% | -0.747097 | -0.013897 | 0.459097 | 0.005446 | -0.002015 |
F29Jan21C16.50 | CALL | 16.50 | $0.04 | $0.03 / 4 | $0.04 / 102 | 1,396 | 0 | 132.562869% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21P9.50 | PUT | 9.50 | $0.02 | $0.01 / 86 | $0.02 / 18 | 1,322 | 1,772 | 71.146753% | -0.000702 | -0.000106 | 0.003489 | 0.000041 | -0.000002 |
F29Jan21C9.50 | CALL | 9.50 | $2.03 | $2.01 / 48 | $2.09 / 21 | 1,027 | 4,753 | 89.028463% | 0.999298 | -0.000125 | 0.003489 | 0.000041 | 0.002080 |
F29Jan21P8.50 | PUT | 8.50 | $0.01 | | $0.01 / 25 | 415 | 1,666 | 98.582681% | -0.000001 | 0.000000 | 0.000002 | 0.000000 | 0.000000 |
F29Jan21C9.00 | CALL | 9.00 | $2.48 | $2.50 / 79 | $2.57 / 21 | 221 | 3,421 | 99.648044% | 0.999978 | -0.000023 | 0.000135 | 0.000002 | 0.001973 |
F29Jan21P12.50 | PUT | 12.50 | $1.20 | $1.17 / 25 | $1.20 / 48 | 202 | 389 | 77.732846% | -0.909841 | -0.007054 | 0.233488 | 0.002770 | -0.002519 |
F29Jan21P8.00 | PUT | 8.00 | $0.01 | $0.01 / 91 | $0.01 / 18 | 117 | 1,036 | 115.715023% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21C0.50 | CALL | 0.50 | $11.05 | $10.95 / 78 | $11.40 / 1 | 100 | 1 | 1659.634745% | 1.000000 | -0.000001 | 0.000000 | 0.000000 | 0.000110 |
F29Jan21P9.00 | PUT | 9.00 | $0.01 | $0.01 / 1 | $0.01 / 349 | 79 | 3,217 | 82.194255% | -0.000022 | -0.000004 | 0.000135 | 0.000002 | 0.000000 |
F29Jan21P13.50 | PUT | 13.50 | $2.13 | $2.06 / 11 | $2.12 / 11 | 65 | 90 | 90.613198% | -0.995489 | -0.000547 | 0.018943 | 0.000225 | -0.002948 |
F29Jan21C8.00 | CALL | 8.00 | $3.54 | $3.45 / 767 | $3.55 / 12 | 44 | 460 | 115.721408% | 1.000000 | -0.000016 | 0.000001 | 0.000000 | 0.001753 |
F29Jan21P13.00 | PUT | 13.00 | $1.60 | $1.61 / 12 | $1.65 / 11 | 35 | 293 | 84.965464% | -0.976578 | -0.002382 | 0.079449 | 0.000942 | -0.002792 |
F29Jan21C8.50 | CALL | 8.50 | $3.05 | $3.00 / 37 | $3.10 / 21 | 34 | 1,248 | 128.730320% | 1.000000 | -0.000018 | 0.000002 | 0.000000 | 0.001863 |
F29Jan21P15.50 | PUT | 15.50 | $4.17 | $3.95 / 397 | $4.15 / 21 | 15 | 86 | 124.722469% | -1.000000 | 0.000032 | 0.000004 | 0.000000 | -0.003397 |
F29Jan21P14.50 | PUT | 14.50 | $3.10 | $3.00 / 122 | $3.10 / 11 | 15 | 13 | 102.940454% | -0.999925 | 0.000017 | 0.000433 | 0.000005 | -0.003178 |
F29Jan21P14.00 | PUT | 14.00 | $2.60 | $2.53 / 11 | $2.63 / 11 | 7 | 11 | 101.401395% | -0.999341 | -0.000071 | 0.003294 | 0.000039 | -0.003067 |
F29Jan21C7.50 | CALL | 7.50 | $3.95 | $3.95 / 256 | $4.05 / 11 | 6 | 143 | 163.995880% | 1.000000 | -0.000015 | 0.000001 | 0.000000 | 0.001644 |
F29Jan21C7.00 | CALL | 7.00 | $4.40 | $4.45 / 40 | $4.60 / 21 | 4 | 221 | 169.290078% | 1.000000 | -0.000014 | 0.000001 | 0.000000 | 0.001534 |
F29Jan21C4.50 | CALL | 4.50 | $7.10 | $6.95 / 48 | $7.10 / 21 | 2 | 8 | 300.905398% | 1.000000 | -0.000009 | 0.000001 | 0.000000 | 0.000986 |
F29Jan21C2.00 | CALL | 2.00 | $9.50 | $9.40 / 10 | $9.95 / 1 | 2 | 0 | 818.828336% | 1.000000 | -0.000004 | 0.000001 | 0.000000 | 0.000438 |
F29Jan21P16.50 | PUT | 16.50 | $5.00 | $4.95 / 48 | $5.10 / 31 | 1 | 0 | 129.268076% | -1.000000 | 0.000034 | 0.000001 | 0.000000 | -0.003616 |
F29Jan21C6.00 | CALL | 6.00 | $5.55 | $5.45 / 40 | $5.65 / 21 | 1 | 54 | 246.917732% | 1.000000 | -0.000012 | 0.000001 | 0.000000 | 0.001315 |
F29Jan21C5.00 | CALL | 5.00 | $6.45 | $6.45 / 67 | $6.60 / 21 | 1 | 14 | 269.583731% | 1.000000 | -0.000010 | 0.000001 | 0.000000 | 0.001096 |
F29Jan21C2.50 | CALL | 2.50 | $9.14 | $8.75 / 3 | $9.40 / 1 | 1 | 0 | 588.466638% | 1.000000 | -0.000005 | 0.000001 | 0.000000 | 0.000548 |
F29Jan21P7.50 | PUT | 7.50 | $0.01 | | $0.01 / 6 | 0 | 152 | 133.751393% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21P7.00 | PUT | 7.00 | $0.02 | | $0.01 / 29 | 0 | 70 | 152.866126% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21P6.50 | PUT | 6.50 | $0.04 | | $0.63 / 10 | 0 | 3 | 457.433977% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21C6.50 | CALL | 6.50 | $3.15 | $5.00 / 10 | $5.05 / 20 | 0 | 43 | 191.508751% | 1.000000 | -0.000013 | 0.000001 | 0.000000 | 0.001425 |
F29Jan21P6.00 | PUT | 6.00 | | | $0.62 / 10 | 0 | 0 | 501.568216% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21C5.50 | CALL | 5.50 | $5.20 | $5.95 / 32 | $6.10 / 20 | 0 | 4 | 241.267499% | 1.000000 | -0.000011 | 0.000001 | 0.000000 | 0.001205 |
F29Jan21P5.50 | PUT | 5.50 | $0.02 | | $0.18 / 7 | 0 | 4 | 372.943928% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21P5.00 | PUT | 5.00 | | | $0.09 / 1 | 0 | 0 | 352.187090% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21P4.50 | PUT | 4.50 | | | $1.04 / 1 | 0 | 0 | 839.313055% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21C4.00 | CALL | 4.00 | $7.60 | $7.45 / 64 | $7.70 / 11 | 0 | 2 | 414.784118% | 1.000000 | -0.000008 | 0.000001 | 0.000000 | 0.000877 |
F29Jan21P4.00 | PUT | 4.00 | | | $0.05 / 1 | 0 | 0 | 389.689254% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21C3.50 | CALL | 3.50 | | $7.95 / 39 | $8.20 / 11 | 0 | 0 | 463.375290% | 1.000000 | -0.000007 | 0.000001 | 0.000000 | 0.000767 |
F29Jan21P3.50 | PUT | 3.50 | | | $0.19 / 20 | 0 | 0 | 577.591715% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21P3.00 | PUT | 3.00 | | | $0.34 / 11 | 0 | 0 | 761.896718% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21C3.00 | CALL | 3.00 | $8.55 | $8.20 / 5 | $9.05 / 1 | 0 | 2 | 581.168832% | 1.000000 | -0.000006 | 0.000001 | 0.000000 | 0.000658 |
F29Jan21P2.50 | PUT | 2.50 | | | $0.48 / 20 | 0 | 0 | 968.764373% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21P2.00 | PUT | 2.00 | | | $0.45 / 10 | 0 | 0 | 1095.002817% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21P1.50 | PUT | 1.50 | | | $0.49 / 20 | 0 | 0 | 1352.665851% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
F29Jan21C1.50 | CALL | 1.50 | $7.50 | $9.45 / 36 | $11.60 / 10 | 0 | 5 | 1386.505950% | 1.000000 | -0.000003 | 0.000001 | 0.000000 | 0.000329 |
F29Jan21P1.00 | PUT | 1.00 | $0.01 | | $0.17 / 11 | 0 | 60 | 1185.881604% | -0.000001 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
F29Jan21C1.00 | CALL | 1.00 | $7.85 | $10.45 / 36 | $10.90 / 1 | 0 | 0 | 1185.849848% | 1.000000 | -0.000002 | 0.000000 | 0.000000 | 0.000219 |
F29Jan21P0.50 | PUT | 0.50 | | | $0.01 / 36 | 0 | 0 | 922.057800% | -0.000001 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |