JNJ Option Chain
End of day data from March 5, 2021 for JNJ options expiring on March 12, 2021.
Symbol | Type | Strike | Last | Bid / Size | Ask / Size | Volume | OI | IV | Delta | Theta | Gamma | Vega | Rho |
JNJ12Mar21C160.00 | CALL | 160.00 | $0.51 | $0.48 / 4 | $0.57 / 34 | 851 | 1,140 | 19.178452% | 0.201326 | -0.072633 | 0.065951 | 0.065077 | 0.006799 |
JNJ12Mar21C157.50 | CALL | 157.50 | $1.20 | $1.09 / 42 | $1.27 / 6 | 741 | 369 | 18.324976% | 0.397847 | -0.098345 | 0.090505 | 0.089305 | 0.013380 |
JNJ12Mar21P157.50 | PUT | 157.50 | $2.61 | $2.49 / 21 | $2.79 / 42 | 606 | 505 | 21.639215% | -0.601586 | -0.109271 | 0.090505 | 0.089305 | -0.021140 |
JNJ12Mar21P152.50 | PUT | 152.50 | $0.68 | $0.63 / 40 | $0.74 / 12 | 589 | 600 | 22.584858% | -0.177119 | -0.071094 | 0.060948 | 0.060140 | -0.006163 |
JNJ12Mar21C162.50 | CALL | 162.50 | $0.25 | $0.19 / 6 | $0.25 / 36 | 522 | 1,126 | 20.192993% | 0.079865 | -0.038661 | 0.034841 | 0.034380 | 0.002705 |
JNJ12Mar21C165.00 | CALL | 165.00 | $0.11 | $0.09 / 2 | $0.13 / 10 | 454 | 1,652 | 22.147824% | 0.024625 | -0.015098 | 0.013543 | 0.013363 | 0.000836 |
JNJ12Mar21P160.00 | PUT | 160.00 | $4.27 | $4.00 / 98 | $4.65 / 31 | 408 | 437 | 21.167589% | -0.798108 | -0.083557 | 0.065951 | 0.065077 | -0.028270 |
JNJ12Mar21P150.00 | PUT | 150.00 | $0.36 | $0.31 / 40 | $0.40 / 12 | 396 | 753 | 24.576864% | -0.062623 | -0.033482 | 0.028904 | 0.028521 | -0.002173 |
JNJ12Mar21C155.00 | CALL | 155.00 | $2.45 | $2.28 / 12 | $2.63 / 78 | 276 | 202 | 18.526376% | 0.628589 | -0.093710 | 0.088644 | 0.087469 | 0.021016 |
JNJ12Mar21P155.00 | PUT | 155.00 | $1.40 | $1.27 / 30 | $1.47 / 9 | 261 | 532 | 21.393335% | -0.370844 | -0.104638 | 0.088644 | 0.087469 | -0.012957 |
JNJ12Mar21P135.00 | PUT | 135.00 | $0.07 | $0.02 / 147 | $0.20 / 34 | 205 | 20 | 51.141571% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21C170.00 | CALL | 170.00 | $0.06 | $0.04 / 1 | $0.08 / 20 | 178 | 1,403 | 28.447030% | 0.001098 | -0.000965 | 0.000861 | 0.000850 | 0.000037 |
JNJ12Mar21P162.50 | PUT | 162.50 | $6.29 | $5.70 / 30 | $6.90 / 30 | 107 | 366 | 17.955373% | -0.919568 | -0.049582 | 0.034841 | 0.034380 | -0.032911 |
JNJ12Mar21C167.50 | CALL | 167.50 | $0.09 | $0.05 / 1 | $0.08 / 37 | 105 | 846 | 24.524825% | 0.005894 | -0.004392 | 0.003928 | 0.003875 | 0.000200 |
JNJ12Mar21C152.50 | CALL | 152.50 | $4.61 | $4.10 / 14 | $4.45 / 40 | 50 | 86 | 18.803467% | 0.822315 | -0.060163 | 0.060948 | 0.060140 | 0.027261 |
JNJ12Mar21C150.00 | CALL | 150.00 | $6.45 | $6.20 / 11 | $7.25 / 68 | 50 | 49 | 25.251986% | 0.936811 | -0.022549 | 0.028904 | 0.028521 | 0.030704 |
JNJ12Mar21P149.00 | PUT | 149.00 | $0.27 | $0.24 / 30 | $0.32 / 13 | 37 | 280 | 25.561992% | -0.037648 | -0.022252 | 0.019248 | 0.018993 | -0.001305 |
JNJ12Mar21C172.50 | CALL | 172.50 | $0.06 | $0.04 / 4 | $0.06 / 10 | 33 | 382 | 31.666053% | 0.000160 | -0.000162 | 0.000145 | 0.000143 | 0.000005 |
JNJ12Mar21P148.00 | PUT | 148.00 | $0.35 | $0.19 / 30 | $0.28 / 52 | 30 | 90 | 26.927190% | -0.021390 | -0.013882 | 0.012028 | 0.011868 | -0.000741 |
JNJ12Mar21P140.00 | PUT | 140.00 | $0.10 | $0.05 / 5 | $0.12 / 30 | 29 | 90 | 38.520987% | -0.000024 | -0.000028 | 0.000024 | 0.000024 | -0.000001 |
JNJ12Mar21P165.00 | PUT | 165.00 | $8.93 | $8.75 / 10 | $9.25 / 10 | 22 | 392 | 28.843021% | -0.974808 | -0.026016 | 0.013543 | 0.013363 | -0.035328 |
JNJ12Mar21P144.00 | PUT | 144.00 | $0.22 | $0.01 / 35 | $0.38 / 37 | 22 | 88 | 35.333625% | -0.001216 | -0.001086 | 0.000945 | 0.000933 | -0.000042 |
JNJ12Mar21C175.00 | CALL | 175.00 | $0.06 | $0.01 / 5 | $0.06 / 51 | 18 | 1,425 | 33.841431% | 0.000018 | -0.000021 | 0.000019 | 0.000019 | 0.000001 |
JNJ12Mar21P145.00 | PUT | 145.00 | $0.17 | $0.11 / 17 | $0.22 / 76 | 14 | 150 | 31.797738% | -0.002738 | -0.002274 | 0.001977 | 0.001951 | -0.000095 |
JNJ12Mar21C177.50 | CALL | 177.50 | $0.04 | $0.02 / 5 | $0.05 / 21 | 12 | 540 | 37.473201% | 0.000002 | -0.000002 | 0.000002 | 0.000002 | 0.000000 |
JNJ12Mar21C180.00 | CALL | 180.00 | $0.05 | $0.02 / 1 | $0.09 / 34 | 9 | 434 | 43.552239% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21C149.00 | CALL | 149.00 | $6.85 | $7.15 / 30 | $8.35 / 62 | 7 | 17 | 28.581351% | 0.961786 | -0.011319 | 0.019248 | 0.018993 | 0.031352 |
JNJ12Mar21P147.00 | PUT | 147.00 | $0.31 | $0.11 / 65 | $0.24 / 65 | 7 | 47 | 27.475602% | -0.011461 | -0.008117 | 0.007043 | 0.006950 | -0.000397 |
JNJ12Mar21C200.00 | CALL | 200.00 | $0.01 | $0.01 / 14 | $0.03 / 6 | 6 | 288 | 62.625262% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21C192.50 | CALL | 192.50 | $0.02 | $0.01 / 2 | $0.03 / 10 | 4 | 49 | 53.968118% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21C182.50 | CALL | 182.50 | $0.03 | $0.03 / 7 | $0.06 / 30 | 4 | 458 | 45.910339% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21P143.00 | PUT | 143.00 | $0.17 | $0.01 / 39 | $0.37 / 33 | 4 | 1 | 37.497347% | -0.000505 | -0.000484 | 0.000421 | 0.000416 | -0.000017 |
JNJ12Mar21P167.50 | PUT | 167.50 | $11.50 | $10.00 / 30 | $11.70 / 10 | 3 | 33 | 24.178196% | -0.993540 | -0.015308 | 0.003928 | 0.003875 | -0.036512 |
JNJ12Mar21C145.00 | CALL | 145.00 | $10.51 | $10.80 / 10 | $12.80 / 30 | 2 | 1 | 40.778132% | 0.996695 | 0.008664 | 0.001977 | 0.001951 | 0.031686 |
JNJ12Mar21C225.00 | CALL | 225.00 | $0.01 | $0.01 / 1 | $0.01 / 9 | 1 | 53 | 82.987245% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21C185.00 | CALL | 185.00 | $0.02 | $0.01 / 1 | $0.03 / 1 | 1 | 1,197 | 44.781486% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21C147.00 | CALL | 147.00 | $8.87 | $9.00 / 10 | $10.70 / 40 | 1 | 2 | 36.356614% | 0.987972 | 0.002819 | 0.007043 | 0.006950 | 0.031822 |
JNJ12Mar21C240.00 | CALL | 240.00 | $0.01 | | $0.01 / 10 | 0 | 661 | 96.062436% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21P240.00 | PUT | 240.00 | | $81.50 / 31 | $86.35 / 30 | 0 | 0 | 138.538344% | -0.999433 | -0.010847 | 0.000001 | 0.000000 | -0.052602 |
JNJ12Mar21C230.00 | CALL | 230.00 | $0.01 | | $0.04 / 3 | 0 | 84 | 99.997796% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21P230.00 | PUT | 230.00 | | $71.50 / 31 | $76.40 / 30 | 0 | 0 | 128.928213% | -0.999433 | -0.010856 | 0.000001 | 0.000000 | -0.050411 |
JNJ12Mar21P225.00 | PUT | 225.00 | | $66.50 / 31 | $71.40 / 30 | 0 | 0 | 122.906929% | -0.999433 | -0.010861 | 0.000001 | 0.000000 | -0.049315 |
JNJ12Mar21P220.00 | PUT | 220.00 | | $61.50 / 31 | $65.95 / 30 | 0 | 0 | 94.675663% | -0.999433 | -0.010866 | 0.000001 | 0.000000 | -0.048219 |
JNJ12Mar21C220.00 | CALL | 220.00 | $0.03 | | $0.03 / 1 | 0 | 178 | 87.144957% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21C215.00 | CALL | 215.00 | $0.05 | $0.01 / 2 | $0.06 / 13 | 0 | 60 | 83.349444% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21P215.00 | PUT | 215.00 | | $56.50 / 31 | $60.80 / 30 | 0 | 0 | 75.265517% | -0.999433 | -0.010871 | 0.000001 | 0.000000 | -0.047123 |
JNJ12Mar21C210.00 | CALL | 210.00 | $0.02 | $0.01 / 1 | $0.02 / 2 | 0 | 181 | 71.411101% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21P210.00 | PUT | 210.00 | | $51.50 / 31 | $56.15 / 30 | 0 | 0 | 94.796465% | -0.999433 | -0.010875 | 0.000001 | 0.000000 | -0.046027 |
JNJ12Mar21C205.00 | CALL | 205.00 | $0.05 | $0.01 / 10 | $0.02 / 4 | 0 | 499 | 66.205224% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21P205.00 | PUT | 205.00 | | $46.50 / 31 | $50.90 / 30 | 0 | 0 | 73.020181% | -0.999433 | -0.010880 | 0.000001 | 0.000000 | -0.044931 |
JNJ12Mar21P200.00 | PUT | 200.00 | | $41.50 / 31 | $46.05 / 30 | 0 | 0 | 77.285538% | -0.999433 | -0.010885 | 0.000001 | 0.000000 | -0.043835 |
JNJ12Mar21C195.00 | CALL | 195.00 | $0.05 | $0.01 / 15 | $0.02 / 1 | 0 | 238 | 55.230748% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21P195.00 | PUT | 195.00 | | $36.50 / 31 | $40.90 / 30 | 0 | 0 | 61.132572% | -0.999433 | -0.010890 | 0.000001 | 0.000000 | -0.042739 |
JNJ12Mar21P192.50 | PUT | 192.50 | | $34.00 / 31 | $38.15 / 31 | 0 | 0 | 57.846679% | -0.999433 | -0.010892 | 0.000001 | 0.000000 | -0.042191 |
JNJ12Mar21P190.00 | PUT | 190.00 | | $31.50 / 31 | $35.70 / 30 | 0 | 0 | 51.779904% | -0.999433 | -0.010895 | 0.000001 | 0.000000 | -0.041644 |
JNJ12Mar21C190.00 | CALL | 190.00 | $0.04 | $0.02 / 10 | $0.07 / 65 | 0 | 148 | 56.027017% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21P187.50 | PUT | 187.50 | | $29.00 / 31 | $33.20 / 30 | 0 | 0 | 54.907728% | -0.999433 | -0.010897 | 0.000001 | 0.000000 | -0.041096 |
JNJ12Mar21C187.50 | CALL | 187.50 | $0.05 | $0.02 / 1 | $0.17 / 44 | 0 | 403 | 58.394018% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21P185.00 | PUT | 185.00 | | $26.50 / 31 | $31.35 / 30 | 0 | 0 | 64.899724% | -0.999433 | -0.010899 | 0.000001 | 0.000000 | -0.040548 |
JNJ12Mar21P182.50 | PUT | 182.50 | | $24.00 / 31 | $28.05 / 31 | 0 | 0 | 47.847834% | -0.999433 | -0.010902 | 0.000001 | 0.000000 | -0.040000 |
JNJ12Mar21P180.00 | PUT | 180.00 | $18.00 | $21.85 / 30 | $24.75 / 30 | 0 | 0 | 45.401667% | -0.999433 | -0.010904 | 0.000001 | 0.000000 | -0.039452 |
JNJ12Mar21P177.50 | PUT | 177.50 | | $19.40 / 30 | $22.95 / 30 | 0 | 0 | 33.219363% | -0.999432 | -0.010909 | 0.000002 | 0.000002 | -0.038904 |
JNJ12Mar21P175.00 | PUT | 175.00 | | $17.05 / 30 | $20.40 / 30 | 0 | 0 | 36.749140% | -0.999415 | -0.010930 | 0.000019 | 0.000019 | -0.038355 |
JNJ12Mar21P172.50 | PUT | 172.50 | $8.65 | $15.30 / 30 | $16.95 / 30 | 0 | 20 | 32.578349% | -0.999273 | -0.011074 | 0.000145 | 0.000143 | -0.037802 |
JNJ12Mar21P170.00 | PUT | 170.00 | $13.45 | $11.95 / 30 | $14.80 / 30 | 0 | 42 | 28.172424% | -0.998335 | -0.011879 | 0.000861 | 0.000850 | -0.037223 |
JNJ12Mar21C148.00 | CALL | 148.00 | $7.30 | $7.85 / 10 | $9.75 / 34 | 0 | 3 | 32.458507% | 0.978044 | -0.002947 | 0.012028 | 0.011868 | 0.031697 |
JNJ12Mar21C146.00 | CALL | 146.00 | $18.55 | $9.80 / 30 | $10.85 / 40 | 0 | 1 | 39.302713% | 0.993653 | 0.006494 | 0.003860 | 0.003809 | 0.031800 |
JNJ12Mar21P146.00 | PUT | 146.00 | $0.55 | $0.07 / 41 | $0.22 / 201 | 0 | 108 | 28.672717% | -0.005780 | -0.004443 | 0.003860 | 0.003809 | -0.000200 |
JNJ12Mar21C144.00 | CALL | 144.00 | $15.15 | $11.75 / 30 | $13.45 / 30 | 0 | 4 | 37.751630% | 0.998217 | 0.009853 | 0.000945 | 0.000933 | 0.031519 |
JNJ12Mar21C143.00 | CALL | 143.00 | | $12.70 / 30 | $14.50 / 30 | 0 | 0 | 40.230355% | 0.998928 | 0.010456 | 0.000421 | 0.000416 | 0.031325 |
JNJ12Mar21C140.00 | CALL | 140.00 | $16.35 | $14.65 / 30 | $17.90 / 31 | 0 | 3 | 51.930486% | 0.999409 | 0.010915 | 0.000024 | 0.000024 | 0.030684 |
JNJ12Mar21C135.00 | CALL | 135.00 | $24.75 | $20.55 / 30 | $22.65 / 30 | 0 | 2 | 59.895547% | 0.999433 | 0.010947 | 0.000001 | 0.000000 | 0.029589 |
JNJ12Mar21P130.00 | PUT | 130.00 | $0.13 | $0.02 / 15 | $0.61 / 34 | 0 | 49 | 74.885166% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21C130.00 | CALL | 130.00 | | $24.75 / 30 | $28.05 / 30 | 0 | 0 | 57.197558% | 0.999433 | 0.010952 | 0.000001 | 0.000000 | 0.028493 |
JNJ12Mar21P125.00 | PUT | 125.00 | $0.08 | | $1.28 / 42 | 0 | 2 | 121.356606% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
JNJ12Mar21C125.00 | CALL | 125.00 | | $28.90 / 30 | $33.45 / 30 | 0 | 0 | 86.912186% | 0.999433 | 0.010957 | 0.000001 | 0.000000 | 0.027397 |
JNJ12Mar21C120.00 | CALL | 120.00 | | $33.50 / 31 | $38.40 / 30 | 0 | 0 | 100.113038% | 0.999433 | 0.010962 | 0.000001 | 0.000000 | 0.026301 |
JNJ12Mar21P120.00 | PUT | 120.00 | $0.05 | | $0.64 / 33 | 0 | 51 | 116.535608% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |