Name: F Option Chain
Keywords: F, Option, Chain, Historical

F Option Chain

End of day data from January 22, 2021 for F options expiring on January 29, 2021.

Expiration

Data From

NYSE
F
Option Chain

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