SPY cash-secured puts

Fetching the option chain…

Fit▼	Strike	Days	Delta	Credit	Annualised	Buffer	If assigned	IV	OI	Spread
57	$730.00	35	0.20	$5.11	7.4%	4.9%	$724.89	19%	869	1.4%
56	$735.00	35	0.22	$5.77	8.3%	4.3%	$729.23	18%	1,151	1.4%
56	$725.00	38	0.18	$4.78	6.4%	5.5%	$720.22	19%	5,536	1.5%
56	$726.00	38	0.18	$4.89	6.5%	5.4%	$721.11	19%	860	1.4%
55	$737.00	35	0.24	$6.07	8.7%	4.1%	$730.93	18%	493	1.1%
55	$727.00	38	0.19	$5.00	6.7%	5.3%	$722.00	19%	21,678	1.4%
55	$728.00	38	0.19	$5.12	6.8%	5.2%	$722.88	19%	1,053	1.4%
55	$739.00	35	0.25	$6.38	9.1%	3.9%	$732.62	18%	873	1.2%
55	$740.00	35	0.25	$6.55	9.3%	3.8%	$733.45	18%	1,261	1.1%
55	$729.00	38	0.20	$5.24	7.0%	5.1%	$723.76	19%	742	1.3%
55	$730.00	38	0.20	$5.36	7.1%	5.0%	$724.64	19%	3,244	1.3%
55	$742.00	35	0.27	$6.89	9.8%	3.6%	$735.11	18%	529	1.2%
55	$743.00	35	0.27	$7.07	10.0%	3.5%	$735.93	17%	555	1.1%
54	$745.00	35	0.29	$7.45	10.5%	3.3%	$737.55	17%	691	1.1%
54	$733.00	38	0.22	$5.75	7.6%	4.6%	$727.25	18%	731	1.2%
54	$729.00	28	0.18	$4.27	7.7%	4.9%	$724.73	20%	9,605	1.4%
54	$735.00	38	0.23	$6.03	7.9%	4.4%	$728.97	18%	6,982	1.3%
54	$730.00	28	0.19	$4.38	7.9%	4.8%	$725.62	20%	58,735	1.4%
54	$736.00	38	0.23	$6.18	8.1%	4.3%	$729.82	18%	956	1.3%
54	$750.00	35	0.33	$8.51	12.0%	2.7%	$741.49	16%	1,008	1.1%
54	$731.00	28	0.19	$4.50	8.1%	4.7%	$726.50	20%	1,360	1.3%
54	$737.00	38	0.24	$6.33	8.3%	4.2%	$730.67	18%	679	1.3%
54	$746.00	35	0.30	$7.65	10.8%	3.2%	$738.35	17%	444	1.0%
54	$732.00	28	0.20	$4.62	8.3%	4.6%	$727.38	20%	13,429	1.3%
54	$738.00	38	0.24	$6.49	8.5%	4.1%	$731.51	18%	684	1.2%
54	$734.00	38	0.22	$5.89	7.8%	4.5%	$728.11	18%	438	1.2%
54	$733.00	28	0.20	$4.74	8.5%	4.5%	$728.26	19%	21,513	1.3%
53	$739.00	38	0.25	$6.65	8.7%	3.9%	$732.35	18%	526	1.2%
53	$736.00	35	0.23	$5.92	8.5%	4.2%	$730.08	18%	295	1.2%
53	$734.00	28	0.21	$4.87	8.7%	4.4%	$729.13	19%	13,322	1.2%
53	$738.00	35	0.24	$6.22	8.9%	4.0%	$731.78	18%	315	1.3%
53	$740.00	38	0.26	$6.82	8.9%	3.8%	$733.18	17%	3,593	1.2%
53	$735.00	28	0.21	$5.00	8.9%	4.2%	$730.00	19%	16,177	1.2%
53	$752.00	35	0.34	$8.99	12.6%	2.5%	$743.01	16%	451	1.0%
53	$741.00	38	0.26	$6.99	9.1%	3.7%	$734.01	17%	689	1.1%
53	$736.00	28	0.22	$5.14	9.2%	4.1%	$730.86	19%	31,037	1.2%
53	$737.00	28	0.22	$5.28	9.4%	4.0%	$731.72	19%	2,460	1.1%
53	$742.00	38	0.27	$7.17	9.4%	3.6%	$734.83	17%	1,026	1.1%
53	$738.00	28	0.23	$5.43	9.7%	3.9%	$732.57	19%	3,689	1.1%
53	$743.00	38	0.28	$7.35	9.6%	3.5%	$735.65	17%	806	1.1%
53	$739.00	28	0.24	$5.58	9.9%	3.8%	$733.42	19%	18,865	1.1%
53	$744.00	38	0.28	$7.54	9.8%	3.4%	$736.46	17%	1,205	1.1%
53	$732.00	38	0.21	$5.61	7.4%	4.7%	$726.39	19%	330	1.4%
53	$740.00	28	0.24	$5.74	10.2%	3.7%	$734.26	18%	47,608	1.0%
53	$745.00	38	0.29	$7.74	10.1%	3.3%	$737.26	17%	3,277	1.0%
53	$741.00	28	0.25	$5.90	10.5%	3.6%	$735.10	18%	3,595	1.2%
53	$731.00	38	0.21	$5.49	7.3%	4.8%	$725.51	19%	300	1.3%
52	$746.00	38	0.30	$7.94	10.3%	3.2%	$738.06	17%	1,550	1.0%
52	$742.00	28	0.26	$6.06	10.7%	3.5%	$735.94	18%	1,157	1.3%
52	$743.00	28	0.26	$6.24	11.0%	3.4%	$736.76	18%	1,521	1.1%
52	$747.00	38	0.31	$8.14	10.6%	3.1%	$738.86	17%	600	1.1%
52	$744.00	28	0.27	$6.42	11.3%	3.3%	$737.58	18%	2,868	1.1%
52	$748.00	38	0.31	$8.36	10.9%	3.0%	$739.64	16%	931	1.0%
52	$745.00	28	0.28	$6.61	11.7%	3.1%	$738.39	18%	31,722	1.1%
52	$746.00	28	0.29	$6.80	12.0%	3.0%	$739.20	18%	1,963	1.2%
52	$749.00	38	0.32	$8.58	11.1%	2.9%	$740.42	16%	700	0.9%
52	$747.00	28	0.29	$7.00	12.3%	2.9%	$740.00	17%	1,968	1.1%
52	$748.00	28	0.30	$7.21	12.7%	2.8%	$740.79	17%	2,817	1.0%
52	$750.00	38	0.33	$8.81	11.4%	2.8%	$741.19	16%	10,580	0.9%
52	$749.00	28	0.31	$7.42	13.0%	2.7%	$741.58	17%	2,309	1.1%
52	$741.00	35	0.26	$6.72	9.5%	3.7%	$734.28	18%	222	1.0%
52	$750.00	28	0.32	$7.64	13.4%	2.6%	$742.36	17%	87,966	0.9%
52	$751.00	28	0.33	$7.87	13.8%	2.5%	$743.13	17%	3,273	1.0%
52	$752.00	28	0.34	$8.11	14.2%	2.4%	$743.89	17%	1,873	0.9%
52	$753.00	28	0.35	$8.36	14.6%	2.3%	$744.64	17%	2,209	0.8%
52	$752.00	38	0.35	$9.28	12.0%	2.6%	$742.72	16%	1,371	1.1%
52	$754.00	28	0.36	$8.61	15.1%	2.2%	$745.39	16%	1,897	0.9%
51	$748.00	35	0.31	$8.07	11.4%	2.9%	$739.93	17%	236	1.0%
51	$747.00	35	0.30	$7.86	11.1%	3.0%	$739.14	17%	210	1.0%
51	$753.00	35	0.35	$9.24	13.0%	2.4%	$743.76	16%	240	1.0%
51	$751.00	38	0.34	$9.04	11.7%	2.7%	$741.96	16%	398	1.0%
51	$734.00	21	0.18	$3.74	8.9%	4.2%	$730.26	20%	795	1.6%
51	$751.00	35	0.34	$8.75	12.3%	2.6%	$742.25	16%	204	1.0%
51	$735.00	21	0.19	$3.86	9.2%	4.1%	$731.14	20%	1,989	1.5%
50	$736.00	21	0.20	$3.98	9.5%	4.0%	$732.02	19%	740	1.5%
50	$744.00	35	0.28	$7.26	10.3%	3.4%	$736.74	17%	121	1.1%
50	$738.00	21	0.21	$4.24	10.0%	3.8%	$733.76	19%	714	1.6%
50	$739.00	21	0.22	$4.38	10.4%	3.6%	$734.62	19%	2,484	1.4%
50	$749.00	35	0.32	$8.29	11.7%	2.8%	$740.71	17%	151	1.0%
50	$755.00	21	0.36	$7.53	17.5%	2.0%	$747.47	16%	7,558	1.1%
50	$740.00	21	0.22	$4.53	10.7%	3.5%	$735.47	19%	3,861	1.3%
50	$754.00	21	0.35	$7.27	16.9%	2.1%	$746.73	17%	1,120	1.0%
50	$741.00	21	0.23	$4.67	11.0%	3.4%	$736.33	19%	667	1.5%
50	$753.00	21	0.34	$7.02	16.4%	2.2%	$745.98	17%	854	1.0%
50	$742.00	21	0.24	$4.83	11.4%	3.3%	$737.17	18%	1,183	1.4%
50	$752.00	21	0.32	$6.78	15.8%	2.3%	$745.22	17%	1,400	1.0%
50	$743.00	21	0.24	$4.99	11.8%	3.2%	$738.01	18%	1,006	1.4%
50	$753.00	38	0.35	$9.53	12.3%	2.5%	$743.47	16%	340	1.0%
50	$744.00	21	0.25	$5.16	12.1%	3.1%	$738.84	18%	1,391	1.3%
50	$751.00	21	0.31	$6.55	15.3%	2.4%	$744.45	17%	594	1.1%
50	$745.00	21	0.26	$5.34	12.5%	3.0%	$739.66	18%	2,037	1.1%
50	$750.00	21	0.30	$6.33	14.8%	2.5%	$743.67	17%	3,458	0.9%
50	$746.00	21	0.27	$5.52	13.0%	2.9%	$740.48	18%	917	1.3%
50	$747.00	21	0.28	$5.71	13.4%	2.8%	$741.29	18%	1,219	1.2%
50	$749.00	21	0.30	$6.11	14.3%	2.6%	$742.89	17%	680	1.1%
50	$748.00	21	0.29	$5.90	13.8%	2.7%	$742.10	18%	863	1.2%
50	$737.00	21	0.20	$4.11	9.7%	3.9%	$732.89	19%	425	1.4%
49	$730.00	42	0.21	$6.08	7.3%	5.0%	$723.92	19%	105	1.5%
48	$735.00	42	0.24	$6.79	8.1%	4.5%	$728.21	18%	70	1.3%
47	$740.00	42	0.27	$7.61	9.0%	3.9%	$732.39	18%	118	1.2%
46	$750.00	42	0.34	$9.65	11.3%	2.9%	$740.35	16%	150	0.9%
46	$745.00	42	0.30	$8.56	10.1%	3.4%	$736.44	17%	44	1.0%

Fit▼

Strike

Days

Delta

Credit

Annualised

Buffer

If assigned

Spread

$730.00

0.20

$5.11

7.4%

4.9%

$724.89

19%

869

1.4%

$735.00

0.22

$5.77

8.3%

4.3%

$729.23

18%

1,151

1.4%

$725.00

0.18

$4.78

6.4%

5.5%

$720.22

19%

5,536

1.5%

$726.00

0.18

$4.89

6.5%

5.4%

$721.11

19%

860

1.4%

$737.00

0.24

$6.07

8.7%

4.1%

$730.93

18%

493

1.1%

$727.00

0.19

$5.00

6.7%

5.3%

$722.00

19%

21,678

1.4%

$728.00

0.19

$5.12

6.8%

5.2%

$722.88

19%

1,053

1.4%

$739.00

0.25

$6.38

9.1%

3.9%

$732.62

18%

873

1.2%

$740.00

0.25

$6.55

9.3%

3.8%

$733.45

18%

1,261

1.1%

$729.00

0.20

$5.24

7.0%

5.1%

$723.76

19%

742

1.3%

$730.00

0.20

$5.36

7.1%

5.0%

$724.64

19%

3,244

1.3%

$742.00

0.27

$6.89

9.8%

3.6%

$735.11

18%

529

1.2%

$743.00

0.27

$7.07

10.0%

3.5%

$735.93

17%

555

1.1%

$745.00

0.29

$7.45

10.5%

3.3%

$737.55

17%

691

1.1%

$733.00

0.22

$5.75

7.6%

4.6%

$727.25

18%

731

1.2%

$729.00

0.18

$4.27

7.7%

4.9%

$724.73

20%

9,605

1.4%

$735.00

0.23

$6.03

7.9%

4.4%

$728.97

18%

6,982

1.3%

$730.00

0.19

$4.38

7.9%

4.8%

$725.62

20%

58,735

1.4%

$736.00

0.23

$6.18

8.1%

4.3%

$729.82

18%

956

1.3%

$750.00

0.33

$8.51

12.0%

2.7%

$741.49

16%

1,008

1.1%

$731.00

0.19

$4.50

8.1%

4.7%

$726.50

20%

1,360

1.3%

$737.00

0.24

$6.33

8.3%

4.2%

$730.67

18%

679

1.3%

$746.00

0.30

$7.65

10.8%

3.2%

$738.35

17%

444

1.0%

$732.00

0.20

$4.62

8.3%

4.6%

$727.38

20%

13,429

1.3%

$738.00

0.24

$6.49

8.5%

4.1%

$731.51

18%

684

1.2%

$734.00

0.22

$5.89

7.8%

4.5%

$728.11

18%

438

1.2%

$733.00

0.20

$4.74

8.5%

4.5%

$728.26

19%

21,513

1.3%

$739.00

0.25

$6.65

8.7%

3.9%

$732.35

18%

526

1.2%

$736.00

0.23

$5.92

8.5%

4.2%

$730.08

18%

295

1.2%

$734.00

0.21

$4.87

8.7%

4.4%

$729.13

19%

13,322

1.2%

$738.00

0.24

$6.22

8.9%

4.0%

$731.78

18%

315

1.3%

$740.00

0.26

$6.82

8.9%

3.8%

$733.18

17%

3,593

1.2%

$735.00

0.21

$5.00

8.9%

4.2%

$730.00

19%

16,177

1.2%

$752.00

0.34

$8.99

12.6%

2.5%

$743.01

16%

451

1.0%

$741.00

0.26

$6.99

9.1%

3.7%

$734.01

17%

689

1.1%

$736.00

0.22

$5.14

9.2%

4.1%

$730.86

19%

31,037

1.2%

$737.00

0.22

$5.28

9.4%

4.0%

$731.72

19%

2,460

1.1%

$742.00

0.27

$7.17

9.4%

3.6%

$734.83

17%

1,026

1.1%

$738.00

0.23

$5.43

9.7%

3.9%

$732.57

19%

3,689

1.1%

$743.00

0.28

$7.35

9.6%

3.5%

$735.65

17%

806

1.1%

$739.00

0.24

$5.58

9.9%

3.8%

$733.42

19%

18,865

1.1%

$744.00

0.28

$7.54

9.8%

3.4%

$736.46

17%

1,205

1.1%

$732.00

0.21

$5.61

7.4%

4.7%

$726.39

19%

330

1.4%

$740.00

0.24

$5.74

10.2%

3.7%

$734.26

18%

47,608

1.0%

$745.00

0.29

$7.74

10.1%

3.3%

$737.26

17%

3,277

1.0%

$741.00

0.25

$5.90

10.5%

3.6%

$735.10

18%

3,595

1.2%

$731.00

0.21

$5.49

7.3%

4.8%

$725.51

19%

300

1.3%

$746.00

0.30

$7.94

10.3%

3.2%

$738.06

17%

1,550

1.0%

$742.00

0.26

$6.06

10.7%

3.5%

$735.94

18%

1,157

1.3%

$743.00

0.26

$6.24

11.0%

3.4%

$736.76

18%

1,521

1.1%

$747.00

0.31

$8.14

10.6%

3.1%

$738.86

17%

600

1.1%

$744.00

0.27

$6.42

11.3%

3.3%

$737.58

18%

2,868

1.1%

$748.00

0.31

$8.36

10.9%

3.0%

$739.64

16%

931

1.0%

$745.00

0.28

$6.61

11.7%

3.1%

$738.39

18%

31,722

1.1%

$746.00

0.29

$6.80

12.0%

3.0%

$739.20

18%

1,963

1.2%

$749.00

0.32

$8.58

11.1%

2.9%

$740.42

16%

700

0.9%

$747.00

0.29

$7.00

12.3%

2.9%

$740.00

17%

1,968

1.1%

$748.00

0.30

$7.21

12.7%

2.8%

$740.79

17%

2,817

1.0%

$750.00

0.33

$8.81

11.4%

2.8%

$741.19

16%

10,580

0.9%

$749.00

0.31

$7.42

13.0%

2.7%

$741.58

17%

2,309

1.1%

$741.00

0.26

$6.72

9.5%

3.7%

$734.28

18%

222

1.0%

$750.00

0.32

$7.64

13.4%

2.6%

$742.36

17%

87,966

0.9%

$751.00

0.33

$7.87

13.8%

2.5%

$743.13

17%

3,273

1.0%

$752.00

0.34

$8.11

14.2%

2.4%

$743.89

17%

1,873

0.9%

$753.00

0.35

$8.36

14.6%

2.3%

$744.64

17%

2,209

0.8%

$752.00

0.35

$9.28

12.0%

2.6%

$742.72

16%

1,371

1.1%

$754.00

0.36

$8.61

15.1%

2.2%

$745.39

16%

1,897

0.9%

$748.00

0.31

$8.07

11.4%

2.9%

$739.93

17%

236

1.0%

$747.00

0.30

$7.86

11.1%

3.0%

$739.14

17%

210

1.0%

$753.00

0.35

$9.24

13.0%

2.4%

$743.76

16%

240

1.0%

$751.00

0.34

$9.04

11.7%

2.7%

$741.96

16%

398

1.0%

$734.00

0.18

$3.74

8.9%

4.2%

$730.26

20%

795

1.6%

$751.00

0.34

$8.75

12.3%

2.6%

$742.25

16%

204

1.0%

$735.00

0.19

$3.86

9.2%

4.1%

$731.14

20%

1,989

1.5%

$736.00

0.20

$3.98

9.5%

4.0%

$732.02

19%

740

1.5%

$744.00

0.28

$7.26

10.3%

3.4%

$736.74

17%

121

1.1%

$738.00

0.21

$4.24

10.0%

3.8%

$733.76

19%

714

1.6%

$739.00

0.22

$4.38

10.4%

3.6%

$734.62

19%

2,484

1.4%

$749.00

0.32

$8.29

11.7%

2.8%

$740.71

17%

151

1.0%

$755.00

0.36

$7.53

17.5%

2.0%

$747.47

16%

7,558

1.1%

$740.00

0.22

$4.53

10.7%

3.5%

$735.47

19%

3,861

1.3%

$754.00

0.35

$7.27

16.9%

2.1%

$746.73

17%

1,120

1.0%

$741.00

0.23

$4.67

11.0%

3.4%

$736.33

19%

667

1.5%

$753.00

0.34

$7.02

16.4%

2.2%

$745.98

17%

854

1.0%

$742.00

0.24

$4.83

11.4%

3.3%

$737.17

18%

1,183

1.4%

$752.00

0.32

$6.78

15.8%

2.3%

$745.22

17%

1,400

1.0%

$743.00

0.24

$4.99

11.8%

3.2%

$738.01

18%

1,006

1.4%

$753.00

0.35

$9.53

12.3%

2.5%

$743.47

16%

340

1.0%

$744.00

0.25

$5.16

12.1%

3.1%

$738.84

18%

1,391

1.3%

$751.00

0.31

$6.55

15.3%

2.4%

$744.45

17%

594

1.1%

$745.00

0.26

$5.34

12.5%

3.0%

$739.66

18%

2,037

1.1%

$750.00

0.30

$6.33

14.8%

2.5%

$743.67

17%

3,458

0.9%

$746.00

0.27

$5.52

13.0%

2.9%

$740.48

18%

917

1.3%

$747.00

0.28

$5.71

13.4%

2.8%

$741.29

18%

1,219

1.2%

$749.00

0.30

$6.11

14.3%

2.6%

$742.89

17%

680

1.1%

$748.00

0.29

$5.90

13.8%

2.7%

$742.10

18%

863

1.2%

$737.00

0.20

$4.11

9.7%

3.9%

$732.89

19%

425

1.4%

$730.00

0.21

$6.08

7.3%

5.0%

$723.92

19%

105

1.5%

$735.00

0.24

$6.79

8.1%

4.5%

$728.21

18%

1.3%

$740.00

0.27

$7.61

9.0%

3.9%

$732.39

18%

118

1.2%

$750.00

0.34

$9.65

11.3%

2.9%

$740.35

16%

150

0.9%

$745.00

0.30

$8.56

10.1%

3.4%

$736.44

17%

1.0%

SPY

The business

Where the volume traded