GammaScope
SPX 0DTE experimental
LatestSPXGenerated 12:17:31 PM EDT
Sessionmoomoo-spx-0dte-live
Snapshot12:10:21 PM EDT
Coverage122 rows / 61 strikes
Expiry2026-05-27
Parity forward7,512.15
Forward-minus-spot-0.00
ATM straddle20.00
Expected range7,492.15 - 7,532.15
Expected move0.27%
Quote quality87.7%
Forward panel
Forward and expected move
Source spot7,512.15
Source forward7,512.15
ATM strike7,510.00
TTE years0.000437
Smile diagnostics
Smile diagnostics
Spline valley7,515.50 / 15.43%
ATM forward IV15.47%
Skew slope0.000
Curvature0.388
Method disagreement1.52%
Skew and tail asymmetry
Skew and tail asymmetry
Tail biasRight-tail rich
Left richness2.23
Right richness2.28
Left tail prob2.48%
Right tail prob2.42%
IV smile methods
Method comparison across strike.
- InfoFitted smile methods are experimental.
OTM midpoint Black-76 vs spline fit
Clean raw OTM IV against fitted total variance.
OTM midpoint Black-76ATM 16.03%Low 15.38% @ 7,525Spline fitATM 15.47%Low 15.43% @ 7,515
Terminal distribution
Risk-neutral terminal density.
Highest density751268% range7485-753695% range7441-7577Left tail2.48%Right tail2.42%
Risk-neutral probabilities
| Strike | Close above | Close below |
|---|---|---|
| 7,380.00 | 99.3% | 0.7% |
| 7,383.36 | 99.3% | 0.7% |
| 7,386.72 | 99.2% | 0.8% |
| 7,390.08 | 99.2% | 0.8% |
| 7,393.44 | 99.2% | 0.8% |
| 7,396.80 | 99.1% | 0.9% |
| 7,400.17 | 99.1% | 0.9% |
| 7,403.53 | 99.0% | 1.0% |
| 7,406.90 | 98.9% | 1.1% |
| 7,410.27 | 98.9% | 1.1% |
| 7,413.64 | 98.8% | 1.2% |
| 7,417.02 | 98.7% | 1.3% |
| 7,420.39 | 98.6% | 1.4% |
| 7,423.77 | 98.5% | 1.5% |
| 7,427.14 | 98.3% | 1.7% |
| 7,430.52 | 98.2% | 1.8% |
| 7,433.90 | 98.0% | 2.0% |
| 7,437.28 | 97.8% | 2.2% |
| 7,440.67 | 97.5% | 2.5% |
| 7,444.05 | 97.2% | 2.8% |
| 7,447.44 | 96.9% | 3.1% |
| 7,450.83 | 96.5% | 3.5% |
| 7,454.22 | 96.0% | 4.0% |
| 7,457.61 | 95.5% | 4.5% |
| 7,461.00 | 94.8% | 5.2% |
| 7,464.40 | 94.0% | 6.0% |
| 7,467.79 | 93.0% | 7.0% |
| 7,471.19 | 91.9% | 8.1% |
| 7,474.59 | 90.5% | 9.5% |
| 7,477.99 | 88.9% | 11.1% |
| 7,481.39 | 86.9% | 13.1% |
| 7,484.79 | 84.6% | 15.4% |
| 7,488.20 | 81.8% | 18.2% |
| 7,491.61 | 78.6% | 21.4% |
| 7,495.01 | 74.9% | 25.1% |
| 7,498.42 | 70.7% | 29.3% |
| 7,501.84 | 66.1% | 33.9% |
| 7,505.25 | 61.0% | 39.0% |
| 7,508.66 | 55.6% | 44.4% |
| 7,512.08 | 50.1% | 49.9% |
| 7,515.50 | 44.4% | 55.6% |
| 7,518.92 | 38.9% | 61.1% |
| 7,522.34 | 33.7% | 66.3% |
| 7,525.76 | 28.8% | 71.2% |
| 7,529.18 | 24.4% | 75.6% |
| 7,532.61 | 20.5% | 79.5% |
| 7,536.03 | 17.2% | 82.8% |
| 7,539.46 | 14.3% | 85.7% |
| 7,542.89 | 11.9% | 88.1% |
| 7,546.32 | 9.9% | 90.1% |
| 7,549.76 | 8.2% | 91.8% |
| 7,553.19 | 6.9% | 93.1% |
| 7,556.63 | 5.8% | 94.2% |
| 7,560.07 | 4.9% | 95.1% |
| 7,563.51 | 4.2% | 95.8% |
| 7,566.95 | 3.6% | 96.4% |
| 7,570.39 | 3.1% | 96.9% |
| 7,573.83 | 2.7% | 97.3% |
| 7,577.28 | 2.4% | 97.6% |
| 7,580.73 | 2.1% | 97.9% |
| 7,584.17 | 1.9% | 98.1% |
| 7,587.62 | 1.7% | 98.3% |
| 7,591.08 | 1.6% | 98.4% |
| 7,594.53 | 1.4% | 98.6% |
| 7,597.99 | 1.3% | 98.7% |
| 7,601.44 | 1.2% | 98.8% |
| 7,604.90 | 1.2% | 98.8% |
| 7,608.36 | 1.1% | 98.9% |
| 7,611.82 | 1.0% | 99.0% |
| 7,615.28 | 1.0% | 99.0% |
| 7,618.75 | 0.9% | 99.1% |
| 7,622.21 | 0.9% | 99.1% |
| 7,625.68 | 0.8% | 99.2% |
| 7,629.15 | 0.8% | 99.2% |
| 7,632.62 | 0.8% | 99.2% |
| 7,636.09 | 0.8% | 99.2% |
| 7,639.57 | 0.7% | 99.3% |
| 7,643.04 | 0.7% | 99.3% |
| 7,646.52 | 0.7% | 99.3% |
| 7,650.00 | 0.7% | 99.3% |
- InfoProbabilities are risk-neutral, not real-world.
Move-needed map
| Strike | Side | Breakeven | Move needed | Exp move ratio | Label |
|---|---|---|---|---|---|
| 7,380.00 | Call | 7,512.10 | 0.00 | 0.0% | Breakeven close |
| 7,380.00 | Put | 7,379.88 | 132.28 | 661.4% | Lottery-like |
| 7,385.00 | Call | 7,512.15 | 0.00 | 0.0% | Breakeven close |
| 7,385.00 | Put | 7,384.88 | 127.28 | 636.4% | Lottery-like |
| 7,390.00 | Call | 7,512.10 | 0.00 | 0.0% | Breakeven close |
| 7,390.00 | Put | 7,389.88 | 122.28 | 611.4% | Lottery-like |
| 7,395.00 | Call | 7,512.65 | 0.50 | 2.5% | Breakeven close |
| 7,395.00 | Put | 7,394.88 | 117.28 | 586.4% | Lottery-like |
| 7,400.00 | Call | 7,512.60 | 0.45 | 2.2% | Breakeven close |
| 7,400.00 | Put | 7,399.83 | 112.33 | 561.6% | Lottery-like |
| 7,405.00 | Call | 7,512.15 | 0.00 | 0.0% | Breakeven close |
| 7,405.00 | Put | 7,404.83 | 107.33 | 536.6% | Lottery-like |
| 7,410.00 | Call | 7,512.20 | 0.05 | 0.2% | Breakeven close |
| 7,410.00 | Put | 7,409.83 | 102.33 | 511.6% | Lottery-like |
| 7,415.00 | Call | 7,512.25 | 0.10 | 0.5% | Breakeven close |
| 7,415.00 | Put | 7,414.83 | 97.33 | 486.6% | Lottery-like |
| 7,420.00 | Call | 7,512.75 | 0.60 | 3.0% | Breakeven close |
| 7,420.00 | Put | 7,419.78 | 92.38 | 461.9% | Lottery-like |
| 7,425.00 | Call | 7,512.75 | 0.60 | 3.0% | Breakeven close |
| 7,425.00 | Put | 7,424.78 | 87.38 | 436.9% | Lottery-like |
| 7,430.00 | Call | 7,512.25 | 0.10 | 0.5% | Breakeven close |
| 7,430.00 | Put | 7,429.78 | 82.38 | 411.9% | Lottery-like |
| 7,435.00 | Call | 7,512.35 | 0.20 | 1.0% | Breakeven close |
| 7,435.00 | Put | 7,434.73 | 77.43 | 387.1% | Lottery-like |
| 7,440.00 | Call | 7,512.45 | 0.30 | 1.5% | Breakeven close |
| 7,440.00 | Put | 7,439.68 | 72.48 | 362.4% | Lottery-like |
| 7,445.00 | Call | 7,512.50 | 0.35 | 1.7% | Breakeven close |
| 7,445.00 | Put | 7,444.63 | 67.53 | 337.6% | Lottery-like |
| 7,450.00 | Call | 7,512.70 | 0.55 | 2.7% | Breakeven close |
| 7,450.00 | Put | 7,449.58 | 62.58 | 312.9% | Lottery-like |
| 7,455.00 | Call | 7,513.00 | 0.85 | 4.2% | Breakeven close |
| 7,455.00 | Put | 7,454.48 | 57.68 | 288.4% | Lottery-like |
| 7,460.00 | Call | 7,513.10 | 0.95 | 4.7% | Breakeven close |
| 7,460.00 | Put | 7,459.38 | 52.78 | 263.9% | Lottery-like |
| 7,465.00 | Call | 7,513.00 | 0.85 | 4.2% | Breakeven close |
| 7,465.00 | Put | 7,464.23 | 47.93 | 239.6% | Lottery-like |
| 7,470.00 | Call | 7,513.25 | 1.10 | 5.5% | Breakeven close |
| 7,470.00 | Put | 7,468.98 | 43.18 | 215.9% | Lottery-like |
| 7,475.00 | Call | 7,513.55 | 1.40 | 7.0% | Breakeven close |
| 7,475.00 | Put | 7,473.65 | 38.50 | 192.5% | Lottery-like |
| 7,480.00 | Call | 7,513.90 | 1.75 | 8.7% | Breakeven close |
| 7,480.00 | Put | 7,478.28 | 33.88 | 169.4% | Lottery-like |
| 7,485.00 | Call | 7,514.60 | 2.45 | 12.2% | Breakeven close |
| 7,485.00 | Put | 7,482.68 | 29.48 | 147.4% | Needs above-normal move |
| 7,490.00 | Call | 7,515.10 | 2.95 | 14.7% | Breakeven close |
| 7,490.00 | Put | 7,486.95 | 25.20 | 126.0% | Needs above-normal move |
| 7,495.00 | Call | 7,516.50 | 4.35 | 21.7% | Breakeven close |
| 7,495.00 | Put | 7,490.95 | 21.20 | 106.0% | Needs above-normal move |
| 7,500.00 | Call | 7,517.40 | 5.25 | 26.2% | Breakeven close |
| 7,500.00 | Put | 7,494.55 | 17.60 | 88.0% | Within expected move |
| 7,505.00 | Call | 7,518.95 | 6.80 | 34.0% | Breakeven close |
| 7,505.00 | Put | 7,498.05 | 14.10 | 70.5% | Within expected move |
| 7,510.00 | Call | 7,521.00 | 8.85 | 44.2% | Breakeven close |
| 7,510.00 | Put | 7,501.00 | 11.15 | 55.8% | Within expected move |
| 7,515.00 | Call | 7,523.55 | 11.40 | 57.0% | Within expected move |
| 7,515.00 | Put | 7,503.65 | 8.50 | 42.5% | Breakeven close |
| 7,520.00 | Call | 7,526.35 | 14.20 | 71.0% | Within expected move |
| 7,520.00 | Put | 7,505.80 | 6.35 | 31.8% | Breakeven close |
| 7,525.00 | Call | 7,529.55 | 17.40 | 87.0% | Within expected move |
| 7,525.00 | Put | 7,507.60 | 4.55 | 22.8% | Breakeven close |
| 7,530.00 | Call | 7,533.25 | 21.10 | 105.5% | Needs above-normal move |
| 7,530.00 | Put | 7,508.90 | 3.25 | 16.3% | Breakeven close |
| 7,535.00 | Call | 7,537.28 | 25.12 | 125.6% | Needs above-normal move |
| 7,535.00 | Put | 7,510.10 | 2.05 | 10.3% | Breakeven close |
| 7,540.00 | Call | 7,541.60 | 29.45 | 147.2% | Needs above-normal move |
| 7,540.00 | Put | 7,510.50 | 1.65 | 8.3% | Breakeven close |
| 7,545.00 | Call | 7,546.18 | 34.02 | 170.1% | Lottery-like |
| 7,545.00 | Put | 7,511.30 | 0.85 | 4.3% | Breakeven close |
| 7,550.00 | Call | 7,550.85 | 38.70 | 193.5% | Lottery-like |
| 7,550.00 | Put | 7,511.60 | 0.55 | 2.8% | Breakeven close |
| 7,555.00 | Call | 7,555.68 | 43.52 | 217.6% | Lottery-like |
| 7,555.00 | Put | 7,511.85 | 0.30 | 1.5% | Breakeven close |
| 7,560.00 | Call | 7,560.53 | 48.37 | 241.9% | Lottery-like |
| 7,560.00 | Put | 7,511.70 | 0.45 | 2.3% | Breakeven close |
| 7,565.00 | Call | 7,565.43 | 53.27 | 266.4% | Lottery-like |
| 7,565.00 | Put | 7,511.80 | 0.35 | 1.8% | Breakeven close |
| 7,570.00 | Call | 7,570.38 | 58.22 | 291.1% | Lottery-like |
| 7,570.00 | Put | 7,512.10 | 0.05 | 0.3% | Breakeven close |
| 7,575.00 | Call | 7,575.33 | 63.17 | 315.9% | Lottery-like |
| 7,575.00 | Put | 7,511.90 | 0.25 | 1.3% | Breakeven close |
| 7,580.00 | Call | 7,580.28 | 68.12 | 340.6% | Lottery-like |
| 7,580.00 | Put | 7,511.80 | 0.35 | 1.8% | Breakeven close |
| 7,585.00 | Call | 7,585.28 | 73.12 | 365.6% | Lottery-like |
| 7,585.00 | Put | 7,511.75 | 0.40 | 2.0% | Breakeven close |
| 7,590.00 | Call | 7,590.23 | 78.07 | 390.4% | Lottery-like |
| 7,590.00 | Put | 7,511.85 | 0.30 | 1.5% | Breakeven close |
| 7,595.00 | Call | 7,595.23 | 83.07 | 415.4% | Lottery-like |
| 7,595.00 | Put | 7,512.00 | 0.15 | 0.8% | Breakeven close |
| 7,600.00 | Call | 7,600.20 | 88.05 | 440.2% | Lottery-like |
| 7,600.00 | Put | 7,512.05 | 0.10 | 0.5% | Breakeven close |
| 7,605.00 | Call | 7,605.18 | 93.02 | 465.1% | Lottery-like |
| 7,605.00 | Put | 7,512.05 | 0.10 | 0.5% | Breakeven close |
| 7,610.00 | Call | 7,610.18 | 98.02 | 490.1% | Lottery-like |
| 7,610.00 | Put | 7,512.05 | 0.10 | 0.5% | Breakeven close |
| 7,615.00 | Call | 7,615.18 | 103.02 | 515.1% | Lottery-like |
| 7,615.00 | Put | 7,512.00 | 0.15 | 0.8% | Breakeven close |
| 7,620.00 | Call | 7,620.13 | 107.97 | 539.9% | Lottery-like |
| 7,620.00 | Put | 7,511.85 | 0.30 | 1.5% | Breakeven close |
| 7,625.00 | Call | 7,625.13 | 112.97 | 564.9% | Lottery-like |
| 7,625.00 | Put | 7,511.85 | 0.30 | 1.5% | Breakeven close |
| 7,630.00 | Call | 7,630.13 | 117.97 | 589.9% | Lottery-like |
| 7,630.00 | Put | 7,512.30 | 0.00 | 0.0% | Breakeven close |
| 7,635.00 | Call | 7,635.13 | 122.97 | 614.9% | Lottery-like |
| 7,635.00 | Put | 7,511.90 | 0.25 | 1.3% | Breakeven close |
| 7,640.00 | Call | 7,640.13 | 127.97 | 639.9% | Lottery-like |
| 7,640.00 | Put | 7,511.90 | 0.25 | 1.3% | Breakeven close |
| 7,645.00 | Call | 7,645.13 | 132.97 | 664.9% | Lottery-like |
| 7,645.00 | Put | 7,511.90 | 0.25 | 1.3% | Breakeven close |
| 7,650.00 | Call | 7,650.13 | 137.97 | 689.9% | Lottery-like |
| 7,650.00 | Put | 7,511.90 | 0.25 | 1.3% | Breakeven close |
| 7,655.00 | Call | 7,655.10 | 142.95 | 714.7% | Lottery-like |
| 7,655.00 | Put | 7,511.90 | 0.25 | 1.3% | Breakeven close |
| 7,660.00 | Call | 7,660.08 | 147.92 | 739.6% | Lottery-like |
| 7,660.00 | Put | 7,511.90 | 0.25 | 1.3% | Breakeven close |
| 7,665.00 | Call | 7,665.08 | 152.92 | 764.6% | Lottery-like |
| 7,665.00 | Put | 7,512.15 | 0.00 | 0.0% | Breakeven close |
| 7,670.00 | Call | 7,670.08 | 157.92 | 789.6% | Lottery-like |
| 7,670.00 | Put | 7,511.95 | 0.20 | 1.0% | Breakeven close |
| 7,675.00 | Call | 7,675.08 | 162.92 | 814.6% | Lottery-like |
| 7,675.00 | Put | 7,512.20 | 0.00 | 0.0% | Breakeven close |
| 7,680.00 | Call | 7,680.08 | 167.92 | 839.6% | Lottery-like |
| 7,680.00 | Put | 7,511.95 | 0.20 | 1.0% | Breakeven close |
Time-decay pressure
| Strike | Side | Premium | Points/min |
|---|---|---|---|
| 7,380.00 | Call | 132.10 | 0.575 |
| 7,380.00 | Put | 0.13 | 0.001 |
| 7,385.00 | Call | 127.15 | 0.554 |
| 7,385.00 | Put | 0.13 | 0.001 |
| 7,390.00 | Call | 122.10 | 0.532 |
| 7,390.00 | Put | 0.13 | 0.001 |
| 7,395.00 | Call | 117.65 | 0.512 |
| 7,395.00 | Put | 0.13 | 0.001 |
| 7,400.00 | Call | 112.60 | 0.490 |
| 7,400.00 | Put | 0.18 | 0.001 |
| 7,405.00 | Call | 107.15 | 0.467 |
| 7,405.00 | Put | 0.18 | 0.001 |
| 7,410.00 | Call | 102.20 | 0.445 |
| 7,410.00 | Put | 0.18 | 0.001 |
| 7,415.00 | Call | 97.25 | 0.423 |
| 7,415.00 | Put | 0.18 | 0.001 |
| 7,420.00 | Call | 92.75 | 0.404 |
| 7,420.00 | Put | 0.23 | 0.001 |
| 7,425.00 | Call | 87.75 | 0.382 |
| 7,425.00 | Put | 0.23 | 0.001 |
| 7,430.00 | Call | 82.25 | 0.358 |
| 7,430.00 | Put | 0.23 | 0.001 |
| 7,435.00 | Call | 77.35 | 0.337 |
| 7,435.00 | Put | 0.28 | 0.001 |
| 7,440.00 | Call | 72.45 | 0.315 |
| 7,440.00 | Put | 0.32 | 0.001 |
| 7,445.00 | Call | 67.50 | 0.294 |
| 7,445.00 | Put | 0.38 | 0.002 |
| 7,450.00 | Call | 62.70 | 0.273 |
| 7,450.00 | Put | 0.43 | 0.002 |
| 7,455.00 | Call | 58.00 | 0.253 |
| 7,455.00 | Put | 0.53 | 0.002 |
| 7,460.00 | Call | 53.10 | 0.231 |
| 7,460.00 | Put | 0.63 | 0.003 |
| 7,465.00 | Call | 48.00 | 0.209 |
| 7,465.00 | Put | 0.78 | 0.003 |
| 7,470.00 | Call | 43.25 | 0.188 |
| 7,470.00 | Put | 1.03 | 0.004 |
| 7,475.00 | Call | 38.55 | 0.168 |
| 7,475.00 | Put | 1.35 | 0.006 |
| 7,480.00 | Call | 33.90 | 0.148 |
| 7,480.00 | Put | 1.73 | 0.008 |
| 7,485.00 | Call | 29.60 | 0.129 |
| 7,485.00 | Put | 2.33 | 0.010 |
| 7,490.00 | Call | 25.10 | 0.109 |
| 7,490.00 | Put | 3.05 | 0.013 |
| 7,495.00 | Call | 21.50 | 0.094 |
| 7,495.00 | Put | 4.05 | 0.018 |
| 7,500.00 | Call | 17.40 | 0.076 |
| 7,500.00 | Put | 5.45 | 0.024 |
| 7,505.00 | Call | 13.95 | 0.061 |
| 7,505.00 | Put | 6.95 | 0.030 |
| 7,510.00 | Call | 11.00 | 0.048 |
| 7,510.00 | Put | 9.00 | 0.039 |
| 7,515.00 | Call | 8.55 | 0.037 |
| 7,515.00 | Put | 11.35 | 0.049 |
| 7,520.00 | Call | 6.35 | 0.028 |
| 7,520.00 | Put | 14.20 | 0.062 |
| 7,525.00 | Call | 4.55 | 0.020 |
| 7,525.00 | Put | 17.40 | 0.076 |
| 7,530.00 | Call | 3.25 | 0.014 |
| 7,530.00 | Put | 21.10 | 0.092 |
| 7,535.00 | Call | 2.28 | 0.010 |
| 7,535.00 | Put | 24.90 | 0.108 |
| 7,540.00 | Call | 1.60 | 0.007 |
| 7,540.00 | Put | 29.50 | 0.128 |
| 7,545.00 | Call | 1.17 | 0.005 |
| 7,545.00 | Put | 33.70 | 0.147 |
| 7,550.00 | Call | 0.85 | 0.004 |
| 7,550.00 | Put | 38.40 | 0.167 |
| 7,555.00 | Call | 0.68 | 0.003 |
| 7,555.00 | Put | 43.15 | 0.188 |
| 7,560.00 | Call | 0.53 | 0.002 |
| 7,560.00 | Put | 48.30 | 0.210 |
| 7,565.00 | Call | 0.43 | 0.002 |
| 7,565.00 | Put | 53.20 | 0.232 |
| 7,570.00 | Call | 0.38 | 0.002 |
| 7,570.00 | Put | 57.90 | 0.252 |
| 7,575.00 | Call | 0.32 | 0.001 |
| 7,575.00 | Put | 63.10 | 0.275 |
| 7,580.00 | Call | 0.28 | 0.001 |
| 7,580.00 | Put | 68.20 | 0.297 |
| 7,585.00 | Call | 0.28 | 0.001 |
| 7,585.00 | Put | 73.25 | 0.319 |
| 7,590.00 | Call | 0.23 | 0.001 |
| 7,590.00 | Put | 78.15 | 0.340 |
| 7,595.00 | Call | 0.23 | 0.001 |
| 7,595.00 | Put | 83.00 | 0.361 |
| 7,600.00 | Call | 0.20 | 0.001 |
| 7,600.00 | Put | 87.95 | 0.383 |
| 7,605.00 | Call | 0.18 | 0.001 |
| 7,605.00 | Put | 92.95 | 0.405 |
| 7,610.00 | Call | 0.18 | 0.001 |
| 7,610.00 | Put | 97.95 | 0.427 |
| 7,615.00 | Call | 0.18 | 0.001 |
| 7,615.00 | Put | 103.00 | 0.449 |
| 7,620.00 | Call | 0.13 | 0.001 |
| 7,620.00 | Put | 108.15 | 0.471 |
| 7,625.00 | Call | 0.13 | 0.001 |
| 7,625.00 | Put | 113.15 | 0.493 |
| 7,630.00 | Call | 0.13 | 0.001 |
| 7,630.00 | Put | 117.70 | 0.513 |
| 7,635.00 | Call | 0.13 | 0.001 |
| 7,635.00 | Put | 123.10 | 0.536 |
| 7,640.00 | Call | 0.13 | 0.001 |
| 7,640.00 | Put | 128.10 | 0.558 |
| 7,645.00 | Call | 0.13 | 0.001 |
| 7,645.00 | Put | 133.10 | 0.580 |
| 7,650.00 | Call | 0.13 | 0.001 |
| 7,650.00 | Put | 138.10 | 0.601 |
| 7,655.00 | Call | 0.10 | 0.000 |
| 7,655.00 | Put | 143.10 | 0.623 |
| 7,660.00 | Call | 0.08 | 0.000 |
| 7,660.00 | Put | 148.10 | 0.645 |
| 7,665.00 | Call | 0.08 | 0.000 |
| 7,665.00 | Put | 152.85 | 0.666 |
| 7,670.00 | Call | 0.08 | 0.000 |
| 7,670.00 | Put | 158.05 | 0.688 |
| 7,675.00 | Call | 0.08 | 0.000 |
| 7,675.00 | Put | 162.80 | 0.709 |
| 7,680.00 | Call | 0.08 | 0.000 |
| 7,680.00 | Put | 168.05 | 0.732 |
- InfoStatic pressure assumes no spot or IV change.
Rich/cheap residuals
| Strike | Side | Actual mid | Fitted fair | Residual | Label |
|---|---|---|---|---|---|
| 7,380.00 | Call | 132.10 | 132.27 | -0.17 | Cheap |
| 7,380.00 | Put | 0.13 | 0.12 | +0.01 | Inline |
| 7,385.00 | Call | 127.15 | 127.27 | -0.12 | Cheap |
| 7,385.00 | Put | 0.13 | 0.13 | -0.00 | Inline |
| 7,390.00 | Call | 122.10 | 122.28 | -0.18 | Cheap |
| 7,390.00 | Put | 0.13 | 0.13 | -0.01 | Inline |
| 7,395.00 | Call | 117.65 | 117.29 | +0.36 | Rich |
| 7,395.00 | Put | 0.13 | 0.14 | -0.02 | Inline |
| 7,400.00 | Call | 112.60 | 112.30 | +0.30 | Rich |
| 7,400.00 | Put | 0.18 | 0.15 | +0.02 | Inline |
| 7,405.00 | Call | 107.15 | 107.31 | -0.16 | Cheap |
| 7,405.00 | Put | 0.18 | 0.16 | +0.01 | Inline |
| 7,410.00 | Call | 102.20 | 102.32 | -0.12 | Cheap |
| 7,410.00 | Put | 0.18 | 0.17 | +0.00 | Inline |
| 7,415.00 | Call | 97.25 | 97.34 | -0.09 | Inline |
| 7,415.00 | Put | 0.18 | 0.19 | -0.01 | Inline |
| 7,420.00 | Call | 92.75 | 92.36 | +0.39 | Rich |
| 7,420.00 | Put | 0.23 | 0.21 | +0.02 | Inline |
| 7,425.00 | Call | 87.75 | 87.38 | +0.37 | Rich |
| 7,425.00 | Put | 0.23 | 0.23 | -0.00 | Inline |
| 7,430.00 | Call | 82.25 | 82.40 | -0.15 | Cheap |
| 7,430.00 | Put | 0.23 | 0.26 | -0.03 | Inline |
| 7,435.00 | Call | 77.35 | 77.44 | -0.09 | Inline |
| 7,435.00 | Put | 0.28 | 0.29 | -0.02 | Inline |
| 7,440.00 | Call | 72.45 | 72.48 | -0.03 | Inline |
| 7,440.00 | Put | 0.32 | 0.33 | -0.01 | Inline |
| 7,445.00 | Call | 67.50 | 67.53 | -0.03 | Inline |
| 7,445.00 | Put | 0.38 | 0.38 | -0.01 | Inline |
| 7,450.00 | Call | 62.70 | 62.60 | +0.10 | Inline |
| 7,450.00 | Put | 0.43 | 0.45 | -0.03 | Inline |
| 7,455.00 | Call | 58.00 | 57.69 | +0.31 | Rich |
| 7,455.00 | Put | 0.53 | 0.54 | -0.02 | Inline |
| 7,460.00 | Call | 53.10 | 52.80 | +0.30 | Rich |
| 7,460.00 | Put | 0.63 | 0.66 | -0.03 | Inline |
| 7,465.00 | Call | 48.00 | 47.96 | +0.04 | Inline |
| 7,465.00 | Put | 0.78 | 0.81 | -0.03 | Inline |
| 7,470.00 | Call | 43.25 | 43.16 | +0.09 | Inline |
| 7,470.00 | Put | 1.03 | 1.01 | +0.01 | Inline |
| 7,475.00 | Call | 38.55 | 38.44 | +0.11 | Rich |
| 7,475.00 | Put | 1.35 | 1.29 | +0.06 | Inline |
| 7,480.00 | Call | 33.90 | 33.82 | +0.08 | Inline |
| 7,480.00 | Put | 1.73 | 1.67 | +0.06 | Inline |
| 7,485.00 | Call | 29.60 | 29.33 | +0.27 | Rich |
| 7,485.00 | Put | 2.33 | 2.18 | +0.15 | Rich |
| 7,490.00 | Call | 25.10 | 25.02 | +0.08 | Inline |
| 7,490.00 | Put | 3.05 | 2.88 | +0.17 | Rich |
| 7,495.00 | Call | 21.50 | 20.96 | +0.54 | Rich |
| 7,495.00 | Put | 4.05 | 3.81 | +0.24 | Rich |
| 7,500.00 | Call | 17.40 | 17.20 | +0.20 | Rich |
| 7,500.00 | Put | 5.45 | 5.05 | +0.40 | Rich |
| 7,505.00 | Call | 13.95 | 13.80 | +0.15 | Rich |
| 7,505.00 | Put | 6.95 | 6.65 | +0.30 | Rich |
| 7,510.00 | Call | 11.00 | 10.83 | +0.17 | Rich |
| 7,510.00 | Put | 9.00 | 8.68 | +0.32 | Rich |
| 7,515.00 | Call | 8.55 | 8.31 | +0.24 | Rich |
| 7,515.00 | Put | 11.35 | 11.16 | +0.19 | Rich |
| 7,520.00 | Call | 6.35 | 6.26 | +0.09 | Inline |
| 7,520.00 | Put | 14.20 | 14.11 | +0.09 | Inline |
| 7,525.00 | Call | 4.55 | 4.63 | -0.08 | Inline |
| 7,525.00 | Put | 17.40 | 17.48 | -0.08 | Inline |
| 7,530.00 | Call | 3.25 | 3.40 | -0.15 | Cheap |
| 7,530.00 | Put | 21.10 | 21.25 | -0.15 | Cheap |
| 7,535.00 | Call | 2.28 | 2.48 | -0.21 | Cheap |
| 7,535.00 | Put | 24.90 | 25.33 | -0.43 | Cheap |
| 7,540.00 | Call | 1.60 | 1.82 | -0.22 | Cheap |
| 7,540.00 | Put | 29.50 | 29.67 | -0.17 | Cheap |
| 7,545.00 | Call | 1.17 | 1.34 | -0.17 | Cheap |
| 7,545.00 | Put | 33.70 | 34.19 | -0.49 | Cheap |
| 7,550.00 | Call | 0.85 | 1.01 | -0.16 | Cheap |
| 7,550.00 | Put | 38.40 | 38.86 | -0.46 | Cheap |
| 7,555.00 | Call | 0.68 | 0.77 | -0.09 | Inline |
| 7,555.00 | Put | 43.15 | 43.62 | -0.47 | Cheap |
| 7,560.00 | Call | 0.53 | 0.60 | -0.07 | Inline |
| 7,560.00 | Put | 48.30 | 48.45 | -0.15 | Cheap |
| 7,565.00 | Call | 0.43 | 0.48 | -0.05 | Inline |
| 7,565.00 | Put | 53.20 | 53.33 | -0.13 | Cheap |
| 7,570.00 | Call | 0.38 | 0.39 | -0.02 | Inline |
| 7,570.00 | Put | 57.90 | 58.24 | -0.34 | Cheap |
| 7,575.00 | Call | 0.32 | 0.33 | -0.00 | Inline |
| 7,575.00 | Put | 63.10 | 63.17 | -0.07 | Inline |
| 7,580.00 | Call | 0.28 | 0.28 | -0.00 | Inline |
| 7,580.00 | Put | 68.20 | 68.13 | +0.07 | Inline |
| 7,585.00 | Call | 0.28 | 0.24 | +0.03 | Inline |
| 7,585.00 | Put | 73.25 | 73.09 | +0.16 | Rich |
| 7,590.00 | Call | 0.23 | 0.21 | +0.01 | Inline |
| 7,590.00 | Put | 78.15 | 78.06 | +0.09 | Inline |
| 7,595.00 | Call | 0.23 | 0.19 | +0.03 | Inline |
| 7,595.00 | Put | 83.00 | 83.04 | -0.04 | Inline |
| 7,600.00 | Call | 0.20 | 0.18 | +0.02 | Inline |
| 7,600.00 | Put | 87.95 | 88.02 | -0.07 | Inline |
| 7,605.00 | Call | 0.18 | 0.16 | +0.01 | Inline |
| 7,605.00 | Put | 92.95 | 93.01 | -0.06 | Inline |
| 7,610.00 | Call | 0.18 | 0.15 | +0.02 | Inline |
| 7,610.00 | Put | 97.95 | 98.00 | -0.05 | Inline |
| 7,615.00 | Call | 0.18 | 0.15 | +0.03 | Inline |
| 7,615.00 | Put | 103.00 | 102.99 | +0.01 | Inline |
| 7,620.00 | Call | 0.13 | 0.14 | -0.01 | Inline |
| 7,620.00 | Put | 108.15 | 107.99 | +0.16 | Rich |
| 7,625.00 | Call | 0.13 | 0.13 | -0.01 | Inline |
| 7,625.00 | Put | 113.15 | 112.98 | +0.17 | Rich |
| 7,630.00 | Call | 0.13 | 0.13 | -0.01 | Inline |
| 7,630.00 | Put | 117.70 | 117.98 | -0.28 | Cheap |
| 7,635.00 | Call | 0.13 | 0.13 | -0.00 | Inline |
| 7,635.00 | Put | 123.10 | 122.98 | +0.12 | Rich |
| 7,640.00 | Call | 0.13 | 0.13 | -0.00 | Inline |
| 7,640.00 | Put | 128.10 | 127.97 | +0.13 | Rich |
| 7,645.00 | Call | 0.13 | 0.13 | -0.00 | Inline |
| 7,645.00 | Put | 133.10 | 132.97 | +0.13 | Rich |
| 7,650.00 | Call | 0.13 | 0.12 | +0.00 | Inline |
| 7,650.00 | Put | 138.10 | 137.97 | +0.13 | Rich |
Quote quality
| Strike | Right | Code | Message |
|---|---|---|---|
| 7,380.00 | Call | Below Intrinsic | Midpoint is below discounted intrinsic value. |
| 7,385.00 | Call | Below Intrinsic | Midpoint is below discounted intrinsic value. |
| 7,390.00 | Call | Below Intrinsic | Midpoint is below discounted intrinsic value. |
| 7,405.00 | Call | Below Intrinsic | Midpoint is below discounted intrinsic value. |
| 7,410.00 | Call | Below Intrinsic | Midpoint is below discounted intrinsic value. |
| 7,415.00 | Call | Below Intrinsic | Midpoint is below discounted intrinsic value. |
| 7,430.00 | Call | Below Intrinsic | Midpoint is below discounted intrinsic value. |
| 7,600.00 | Call | Wide Spread | Spread is wider than 40% of midpoint. |
| 7,630.00 | Put | Below Intrinsic | Midpoint is below discounted intrinsic value. |
| 7,655.00 | Call | Wide Spread | Spread is wider than 40% of midpoint. |
| 7,660.00 | Call | Wide Spread | Spread is wider than 40% of midpoint. |
| 7,665.00 | Call | Wide Spread | Spread is wider than 40% of midpoint. |
| 7,670.00 | Call | Wide Spread | Spread is wider than 40% of midpoint. |
| 7,675.00 | Call | Wide Spread | Spread is wider than 40% of midpoint. |
| 7,680.00 | Call | Wide Spread | Spread is wider than 40% of midpoint. |
Range compression preview
| Strike | Label |
|---|---|
| No history rows available. | |
- InfoSelect replay frames to compare history.