99
1
—
—
$378.70
265
$0.04
-0.003
231.3%
990
171
Call · $265
In the money
Last $378.70
Breakeven $643.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 99
Model this call
Put · $265
Last $0.04
Breakeven $264.96
Implied vol 231.3%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.12
Vega 0.01
Open interest 171
Model this put
0
—
—
—
—
270
$0.21
-0.004
235.6%
402
148
Call · $270
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $270
Last $0.21
Breakeven $269.79
Implied vol 235.6%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.185
Vega 0.01
Open interest 148
Model this put
16
1
—
—
$275.75
275
$0.19
-0.005
229.7%
19
101
Call · $275
In the money
Last $275.75
Breakeven $550.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $275
Last $0.19
Breakeven $274.81
Implied vol 229.7%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.184
Vega 0.01
Open interest 101
Model this put
0
—
—
—
—
280
$0.30
-0.011
259.6%
15
127
Call · $280
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $280
Last $0.30
Breakeven $279.70
Implied vol 259.6%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.471
Vega 0.023
Open interest 127
Model this put
0
—
—
—
—
285
$0.12
-0.007
231.1%
70
69
Call · $285
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $285
Last $0.12
Breakeven $284.88
Implied vol 231.1%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.268
Vega 0.01
Open interest 69
Model this put
1
1
—
—
$257.00
290
$0.07
-0.002
190.5%
283
74
Call · $290
In the money
Last $257.00
Breakeven $547.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $290
Last $0.07
Breakeven $289.93
Implied vol 190.5%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.074
Vega 0.004
Open interest 74
Model this put
69
69
—
—
$322.34
295
$0.09
-0.006
211.6%
202
72
Call · $295
In the money
Last $322.34
Breakeven $617.34
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 69
Model this call
Put · $295
Last $0.09
Breakeven $294.91
Implied vol 211.6%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.211
Vega 0.01
Open interest 72
Model this put
2
1
—
—
$283.69
300
$0.20
-0.005
199.5%
367
48
Call · $300
In the money
Last $283.69
Breakeven $583.69
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $300
Last $0.20
Breakeven $299.80
Implied vol 199.5%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.165
Vega 0.01
Open interest 48
Model this put
16
1
—
—
$225.90
305
$0.19
-0.003
187.1%
650
40
Call · $305
In the money
Last $225.90
Breakeven $530.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $305
Last $0.19
Breakeven $304.81
Implied vol 187.1%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.116
Vega 0.01
Open interest 40
Model this put
34
1
—
—
$248.89
310
$0.22
-0.007
199%
98
21
Call · $310
In the money
Last $248.89
Breakeven $558.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 34
Model this call
Put · $310
Last $0.22
Breakeven $309.78
Implied vol 199%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.233
Vega 0.011
Open interest 21
Model this put
0
—
—
—
—
315
$0.27
-0.009
204.5%
106
13
Call · $315
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $315
Last $0.27
Breakeven $314.73
Implied vol 204.5%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.31
Vega 0.025
Open interest 13
Model this put
0
—
—
—
—
320
$0.51
-0.008
193%
19
19
Call · $320
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $320
Last $0.51
Breakeven $319.49
Implied vol 193%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.261
Vega 0.011
Open interest 19
Model this put
1
1
—
—
$256.40
325
$0.10
-0.01
193.9%
8
20
Call · $325
In the money
Last $256.40
Breakeven $581.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $325
Last $0.10
Breakeven $324.90
Implied vol 193.9%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.314
Vega 0.025
Open interest 20
Model this put
0
—
—
—
—
330
$0.25
-0.01
187.4%
15
79
Call · $330
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $330
Last $0.25
Breakeven $329.75
Implied vol 187.4%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.299
Vega 0.025
Open interest 79
Model this put
1
1
—
—
$222.00
335
$0.24
-0.01
181.4%
15
12
Call · $335
In the money
Last $222.00
Breakeven $557.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $335
Last $0.24
Breakeven $334.76
Implied vol 181.4%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.29
Vega 0.026
Open interest 12
Model this put
18
2
—
—
$272.60
340
$0.35
-0.012
180.6%
46
104
Call · $340
In the money
Last $272.60
Breakeven $612.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 18
Model this call
Put · $340
Last $0.35
Breakeven $339.65
Implied vol 180.6%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.344
Vega 0.026
Open interest 104
Model this put
0
—
—
—
—
345
$0.50
-0.02
194.3%
5
12
Call · $345
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $345
Last $0.50
Breakeven $344.50
Implied vol 194.3%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.586
Vega 0.026
Open interest 12
Model this put
128
1
—
—
$186.61
350
$0.21
-0.009
160.4%
103
62
Call · $350
In the money
Last $186.61
Breakeven $536.61
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 128
Model this call
Put · $350
Last $0.21
Breakeven $349.79
Implied vol 160.4%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.231
Vega 0.011
Open interest 62
Model this put
1
1
—
—
$240.60
355
$0.39
-0.014
166.4%
29
19
Call · $355
In the money
Last $240.60
Breakeven $595.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $355
Last $0.39
Breakeven $354.61
Implied vol 166.4%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.356
Vega 0.026
Open interest 19
Model this put
1
1
—
—
$233.60
360
$0.51
-0.012
156.5%
277
183
Call · $360
In the money
Last $233.60
Breakeven $593.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $360
Last $0.51
Breakeven $359.49
Implied vol 156.5%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.289
Vega 0.027
Open interest 183
Model this put
0
—
—
—
—
365
$0.52
-0.013
154.1%
10
97
Call · $365
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $365
Last $0.52
Breakeven $364.48
Implied vol 154.1%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.322
Vega 0.027
Open interest 97
Model this put
289
290
—
—
$172.83
370
$0.43
-0.012
146.3%
61
183
Call · $370
In the money
Last $172.83
Breakeven $542.83
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 289
Model this call
Put · $370
Last $0.43
Breakeven $369.57
Implied vol 146.3%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.28
Vega 0.027
Open interest 183
Model this put
0
—
0.1%
1
—
375
$0.65
-0.016
147.2%
15
111
Call · $375
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.031
Vega 0
Open interest 0
Model this call
Put · $375
Last $0.65
Breakeven $374.35
Implied vol 147.2%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.355
Vega 0.027
Open interest 111
Model this put
16
15
0.1%
1
$209.46
380
$0.50
-0.013
137.5%
233
67
Call · $380
In the money
Last $209.46
Breakeven $589.46
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.031
Vega 0
Open interest 16
Model this call
Put · $380
Last $0.50
Breakeven $379.50
Implied vol 137.5%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.286
Vega 0.027
Open interest 67
Model this put
0
—
—
—
—
385
$0.65
-0.016
135.7%
25
40
Call · $385
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $385
Last $0.65
Breakeven $384.35
Implied vol 135.7%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.323
Vega 0.028
Open interest 40
Model this put
0
—
—
—
—
387.5
$0.89
-0.023
146%
4
96
Call · $387.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $387.5
Last $0.89
Breakeven $386.61
Implied vol 146%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.495
Vega 0.028
Open interest 96
Model this put
0
—
0.1%
1
—
390
$0.86
-0.018
134.9%
156
111
Call · $390
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.032
Vega 0
Open interest 0
Model this call
Put · $390
Last $0.86
Breakeven $389.14
Implied vol 134.9%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.373
Vega 0.028
Open interest 111
Model this put
0
—
—
—
—
392.5
$0.72
-0.026
144.6%
4
3
Call · $392.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $392.5
Last $0.72
Breakeven $391.78
Implied vol 144.6%
Delta -0.026 ≈3% ITM
Gamma 0.001
Theta -0.544
Vega 0.056
Open interest 3
Model this put
0
—
113.9%
0.991
—
395
$0.65
-0.021
133.3%
1k
37
Call · $395
In the money
Last —
Breakeven —
Implied vol 113.9%
Delta 0.991 ≈99% ITM
Gamma 0
Theta -0.199
Vega 0.012
Open interest 0
Model this call
Put · $395
Last $0.65
Breakeven $394.35
Implied vol 133.3%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -0.413
Vega 0.028
Open interest 37
Model this put
1
1
0.1%
1
$153.90
397.5
$0.99
-0.03
142.4%
12
54
Call · $397.5
In the money
Last $153.90
Breakeven $551.40
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.033
Vega 0
Open interest 1
Model this call
Put · $397.5
Last $0.99
Breakeven $396.51
Implied vol 142.4%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.599
Vega 0.056
Open interest 54
Model this put
3
1
101.4%
0.994
$149.69
400
$1.06
-0.034
143.6%
158
228
Call · $400
In the money
Last $149.69
Breakeven $549.69
Implied vol 101.4%
Delta 0.994 ≈99% ITM
Gamma 0
Theta -0.132
Vega 0.012
Open interest 3
Model this call
Put · $400
Last $1.06
Breakeven $398.94
Implied vol 143.6%
Delta -0.034 ≈3% ITM
Gamma 0.001
Theta -0.672
Vega 0.056
Open interest 228
Model this put
0
—
90.7%
0.997
—
402.5
$1.39
-0.033
139.5%
11
7
Call · $402.5
In the money
Last —
Breakeven —
Implied vol 90.7%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.079
Vega 0.004
Open interest 0
Model this call
Put · $402.5
Last $1.39
Breakeven $401.11
Implied vol 139.5%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.638
Vega 0.056
Open interest 7
Model this put
0
—
103.5%
0.992
—
405
$1.24
-0.029
132.2%
14
51
Call · $405
In the money
Last —
Breakeven —
Implied vol 103.5%
Delta 0.992 ≈99% ITM
Gamma 0
Theta -0.179
Vega 0.012
Open interest 0
Model this call
Put · $405
Last $1.24
Breakeven $403.76
Implied vol 132.2%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.539
Vega 0.057
Open interest 51
Model this put
0
—
113.5%
0.983
—
407.5
$3.40
-0.036
135.9%
2
6
Call · $407.5
In the money
Last —
Breakeven —
Implied vol 113.5%
Delta 0.983 ≈98% ITM
Gamma 0.001
Theta -0.322
Vega 0.028
Open interest 0
Model this call
Put · $407.5
Last $3.40
Breakeven $404.10
Implied vol 135.9%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -0.662
Vega 0.057
Open interest 6
Model this put
0
—
104.2%
0.989
—
410
$1.58
-0.04
136.7%
43
244
Call · $410
In the money
Last —
Breakeven —
Implied vol 104.2%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.222
Vega 0.028
Open interest 0
Model this call
Put · $410
Last $1.58
Breakeven $408.42
Implied vol 136.7%
Delta -0.04 ≈4% ITM
Gamma 0.001
Theta -0.728
Vega 0.057
Open interest 244
Model this put
0
—
77%
0.999
—
412.5
$1.51
-0.039
132.6%
1
21
Call · $412.5
In the money
Last —
Breakeven —
Implied vol 77%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.055
Vega 0.004
Open interest 0
Model this call
Put · $412.5
Last $1.51
Breakeven $410.99
Implied vol 132.6%
Delta -0.039 ≈4% ITM
Gamma 0.001
Theta -0.694
Vega 0.057
Open interest 21
Model this put
0
—
103.3%
0.985
—
415
$1.80
-0.044
133.5%
13
69
Call · $415
In the money
Last —
Breakeven —
Implied vol 103.3%
Delta 0.985 ≈99% ITM
Gamma 0.001
Theta -0.268
Vega 0.029
Open interest 0
Model this call
Put · $415
Last $1.80
Breakeven $413.20
Implied vol 133.5%
Delta -0.044 ≈4% ITM
Gamma 0.001
Theta -0.761
Vega 0.057
Open interest 69
Model this put
0
—
112.5%
0.976
—
417.5
$1.99
-0.044
130.8%
3
38
Call · $417.5
In the money
Last —
Breakeven —
Implied vol 112.5%
Delta 0.976 ≈98% ITM
Gamma 0.001
Theta -0.427
Vega 0.029
Open interest 0
Model this call
Put · $417.5
Last $1.99
Breakeven $415.51
Implied vol 130.8%
Delta -0.044 ≈4% ITM
Gamma 0.001
Theta -0.754
Vega 0.057
Open interest 38
Model this put
12
10
111.1%
0.975
$117.07
420
$2.25
-0.048
131.5%
218
136
Call · $420
In the money
Last $117.07
Breakeven $537.07
Implied vol 111.1%
Delta 0.975 ≈97% ITM
Gamma 0.001
Theta -0.438
Vega 0.029
Open interest 12
Model this call
Put · $420
Last $2.25
Breakeven $417.75
Implied vol 131.5%
Delta -0.048 ≈5% ITM
Gamma 0.001
Theta -0.816
Vega 0.058
Open interest 136
Model this put
0
—
111.3%
0.972
—
422.5
$1.61
-0.048
127.9%
1
4
Call · $422.5
In the money
Last —
Breakeven —
Implied vol 111.3%
Delta 0.972 ≈97% ITM
Gamma 0.001
Theta -0.477
Vega 0.058
Open interest 0
Model this call
Put · $422.5
Last $1.61
Breakeven $420.89
Implied vol 127.9%
Delta -0.048 ≈5% ITM
Gamma 0.001
Theta -0.791
Vega 0.058
Open interest 4
Model this put
5
4
111%
0.968
$163.90
425
$2.28
-0.049
125.3%
72
177
Call · $425
In the money
Last $163.90
Breakeven $588.90
Implied vol 111%
Delta 0.968 ≈97% ITM
Gamma 0.001
Theta -0.519
Vega 0.058
Open interest 5
Model this call
Put · $425
Last $2.28
Breakeven $422.72
Implied vol 125.3%
Delta -0.049 ≈5% ITM
Gamma 0.001
Theta -0.785
Vega 0.058
Open interest 177
Model this put
0
3
114.5%
0.96
$121.10
427.5
$2.20
-0.052
125.3%
6
8
Call · $427.5
In the money
Last $121.10
Breakeven $548.60
Implied vol 114.5%
Delta 0.96 ≈96% ITM
Gamma 0.001
Theta -0.642
Vega 0.058
Open interest 0
Model this call
Put · $427.5
Last $2.20
Breakeven $425.30
Implied vol 125.3%
Delta -0.052 ≈5% ITM
Gamma 0.001
Theta -0.832
Vega 0.058
Open interest 8
Model this put
16
1
111.7%
0.96
$124.37
430
$2.23
-0.06
128.8%
44
190
Call · $430
In the money
Last $124.37
Breakeven $554.37
Implied vol 111.7%
Delta 0.96 ≈96% ITM
Gamma 0.001
Theta -0.63
Vega 0.058
Open interest 16
Model this call
Put · $430
Last $2.23
Breakeven $427.77
Implied vol 128.8%
Delta -0.06 ≈6% ITM
Gamma 0.001
Theta -0.962
Vega 0.101
Open interest 190
Model this put
0
—
111.8%
0.956
—
432.5
$2.57
-0.064
127.1%
25
31
Call · $432.5
In the money
Last —
Breakeven —
Implied vol 111.8%
Delta 0.956 ≈96% ITM
Gamma 0.001
Theta -0.681
Vega 0.059
Open interest 0
Model this call
Put · $432.5
Last $2.57
Breakeven $429.93
Implied vol 127.1%
Delta -0.064 ≈6% ITM
Gamma 0.002
Theta -0.983
Vega 0.101
Open interest 31
Model this put
4
1
114.1%
0.949
$210.81
435
$2.78
-0.068
126.5%
192
257
Call · $435
In the money
Last $210.81
Breakeven $645.81
Implied vol 114.1%
Delta 0.949 ≈95% ITM
Gamma 0.001
Theta -0.777
Vega 0.059
Open interest 4
Model this call
Put · $435
Last $2.78
Breakeven $432.22
Implied vol 126.5%
Delta -0.068 ≈7% ITM
Gamma 0.002
Theta -1.031
Vega 0.101
Open interest 257
Model this put
1
1
110.4%
0.949
$100.72
437.5
$2.84
-0.072
125%
8
8
Call · $437.5
In the money
Last $100.72
Breakeven $538.22
Implied vol 110.4%
Delta 0.949 ≈95% ITM
Gamma 0.001
Theta -0.746
Vega 0.059
Open interest 1
Model this call
Put · $437.5
Last $2.84
Breakeven $434.66
Implied vol 125%
Delta -0.072 ≈7% ITM
Gamma 0.002
Theta -1.057
Vega 0.102
Open interest 8
Model this put
3
4
113.5%
0.942
$110.35
440
$3.14
-0.072
121.3%
131
141
Call · $440
In the money
Last $110.35
Breakeven $550.35
Implied vol 113.5%
Delta 0.942 ≈94% ITM
Gamma 0.002
Theta -0.861
Vega 0.059
Open interest 3
Model this call
Put · $440
Last $3.14
Breakeven $436.86
Implied vol 121.3%
Delta -0.072 ≈7% ITM
Gamma 0.002
Theta -1.023
Vega 0.102
Open interest 141
Model this put
0
—
113.1%
0.937
—
442.5
$2.26
-0.084
125.2%
2
1
Call · $442.5
In the money
Last —
Breakeven —
Implied vol 113.1%
Delta 0.937 ≈94% ITM
Gamma 0.002
Theta -0.909
Vega 0.102
Open interest 0
Model this call
Put · $442.5
Last $2.26
Breakeven $440.24
Implied vol 125.2%
Delta -0.084 ≈8% ITM
Gamma 0.002
Theta -1.19
Vega 0.102
Open interest 1
Model this put
2
2
107.9%
0.94
$106.09
445
$3.47
-0.085
122%
4
59
Call · $445
In the money
Last $106.09
Breakeven $551.09
Implied vol 107.9%
Delta 0.94 ≈94% ITM
Gamma 0.002
Theta -0.836
Vega 0.059
Open interest 2
Model this call
Put · $445
Last $3.47
Breakeven $441.53
Implied vol 122%
Delta -0.085 ≈9% ITM
Gamma 0.002
Theta -1.169
Vega 0.103
Open interest 59
Model this put
0
—
111.8%
0.926
—
447.5
$3.00
-0.091
122.1%
7
4
Call · $447.5
In the money
Last —
Breakeven —
Implied vol 111.8%
Delta 0.926 ≈93% ITM
Gamma 0.002
Theta -1.001
Vega 0.103
Open interest 0
Model this call
Put · $447.5
Last $3.00
Breakeven $444.50
Implied vol 122.1%
Delta -0.091 ≈9% ITM
Gamma 0.002
Theta -1.237
Vega 0.103
Open interest 4
Model this put
11
3
103.5%
0.936
$98.10
450
$4.05
-0.09
117.3%
187
656
Call · $450
In the money
Last $98.10
Breakeven $548.10
Implied vol 103.5%
Delta 0.936 ≈94% ITM
Gamma 0.002
Theta -0.844
Vega 0.103
Open interest 11
Model this call
Put · $450
Last $4.05
Breakeven $445.95
Implied vol 117.3%
Delta -0.09 ≈9% ITM
Gamma 0.002
Theta -1.172
Vega 0.103
Open interest 656
Model this put
0
—
106.3%
0.923
—
452.5
$5.00
-0.103
121.6%
27
75
Call · $452.5
In the money
Last —
Breakeven —
Implied vol 106.3%
Delta 0.923 ≈92% ITM
Gamma 0.002
Theta -0.983
Vega 0.103
Open interest 0
Model this call
Put · $452.5
Last $5.00
Breakeven $447.50
Implied vol 121.6%
Delta -0.103 ≈10% ITM
Gamma 0.002
Theta -1.349
Vega 0.104
Open interest 75
Model this put
3
2
104.1%
0.92
$114.94
455
$4.71
-0.109
121.5%
81
478
Call · $455
In the money
Last $114.94
Breakeven $569.94
Implied vol 104.1%
Delta 0.92 ≈92% ITM
Gamma 0.002
Theta -0.987
Vega 0.104
Open interest 3
Model this call
Put · $455
Last $4.71
Breakeven $450.29
Implied vol 121.5%
Delta -0.109 ≈11% ITM
Gamma 0.002
Theta -1.411
Vega 0.104
Open interest 478
Model this put
0
—
110.1%
0.902
—
457.5
$4.18
-0.115
121.4%
2
5
Call · $457.5
In the money
Last —
Breakeven —
Implied vol 110.1%
Delta 0.902 ≈90% ITM
Gamma 0.002
Theta -1.21
Vega 0.104
Open interest 0
Model this call
Put · $457.5
Last $4.18
Breakeven $453.32
Implied vol 121.4%
Delta -0.115 ≈11% ITM
Gamma 0.003
Theta -1.473
Vega 0.104
Open interest 5
Model this put
19
10
110%
0.896
$104.96
460
$5.10
-0.117
118.7%
163
160
Call · $460
In the money
Last $104.96
Breakeven $564.96
Implied vol 110%
Delta 0.896 ≈90% ITM
Gamma 0.003
Theta -1.272
Vega 0.104
Open interest 19
Model this call
Put · $460
Last $5.10
Breakeven $454.90
Implied vol 118.7%
Delta -0.117 ≈12% ITM
Gamma 0.003
Theta -1.465
Vega 0.125
Open interest 160
Model this put
11
22
110.2%
0.889
$82.62
462.5
$5.30
-0.129
119.7%
136
5
Call · $462.5
In the money
Last $82.62
Breakeven $545.12
Implied vol 110.2%
Delta 0.889 ≈89% ITM
Gamma 0.003
Theta -1.34
Vega 0.105
Open interest 11
Model this call
Put · $462.5
Last $5.30
Breakeven $457.20
Implied vol 119.7%
Delta -0.129 ≈13% ITM
Gamma 0.003
Theta -1.56
Vega 0.157
Open interest 5
Model this put
13
10
108%
0.885
$100.59
465
$6.25
-0.136
118.7%
58
351
Call · $465
In the money
Last $100.59
Breakeven $565.59
Implied vol 108%
Delta 0.885 ≈89% ITM
Gamma 0.003
Theta -1.344
Vega 0.105
Open interest 13
Model this call
Put · $465
Last $6.25
Breakeven $458.75
Implied vol 118.7%
Delta -0.136 ≈14% ITM
Gamma 0.003
Theta -1.601
Vega 0.158
Open interest 351
Model this put
0
—
110.5%
0.872
—
467.5
$6.15
-0.144
117.9%
34
12
Call · $467.5
In the money
Last —
Breakeven —
Implied vol 110.5%
Delta 0.872 ≈87% ITM
Gamma 0.003
Theta -1.477
Vega 0.158
Open interest 0
Model this call
Put · $467.5
Last $6.15
Breakeven $461.35
Implied vol 117.9%
Delta -0.144 ≈14% ITM
Gamma 0.003
Theta -1.647
Vega 0.158
Open interest 12
Model this put
13
3
108.7%
0.866
$95.40
470
$6.65
-0.151
117.2%
310
244
Call · $470
In the money
Last $95.40
Breakeven $565.40
Implied vol 108.7%
Delta 0.866 ≈87% ITM
Gamma 0.003
Theta -1.496
Vega 0.158
Open interest 13
Model this call
Put · $470
Last $6.65
Breakeven $463.35
Implied vol 117.2%
Delta -0.151 ≈15% ITM
Gamma 0.003
Theta -1.693
Vega 0.158
Open interest 244
Model this put
1
2
103.6%
0.867
$75.20
472.5
$5.10
-0.16
116.7%
2
12
Call · $472.5
In the money
Last $75.20
Breakeven $547.70
Implied vol 103.6%
Delta 0.867 ≈87% ITM
Gamma 0.003
Theta -1.418
Vega 0.159
Open interest 1
Model this call
Put · $472.5
Last $5.10
Breakeven $467.40
Implied vol 116.7%
Delta -0.16 ≈16% ITM
Gamma 0.003
Theta -1.748
Vega 0.159
Open interest 12
Model this put
16
2
106.5%
0.85
$76.94
475
$7.77
-0.168
116.3%
107
403
Call · $475
In the money
Last $76.94
Breakeven $551.94
Implied vol 106.5%
Delta 0.85 ≈85% ITM
Gamma 0.003
Theta -1.566
Vega 0.159
Open interest 16
Model this call
Put · $475
Last $7.77
Breakeven $467.23
Implied vol 116.3%
Delta -0.168 ≈17% ITM
Gamma 0.003
Theta -1.803
Vega 0.159
Open interest 403
Model this put
2
2
108.2%
0.837
$88.65
477.5
$7.98
-0.177
116%
15
5
Call · $477.5
In the money
Last $88.65
Breakeven $566.15
Implied vol 108.2%
Delta 0.837 ≈84% ITM
Gamma 0.004
Theta -1.683
Vega 0.16
Open interest 2
Model this call
Put · $477.5
Last $7.98
Breakeven $469.52
Implied vol 116%
Delta -0.177 ≈18% ITM
Gamma 0.004
Theta -1.862
Vega 0.16
Open interest 5
Model this put
24
2
108.1%
0.827
$72.65
480
$9.10
-0.186
115.8%
87
197
Call · $480
In the money
Last $72.65
Breakeven $552.65
Implied vol 108.1%
Delta 0.827 ≈83% ITM
Gamma 0.004
Theta -1.747
Vega 0.16
Open interest 24
Model this call
Put · $480
Last $9.10
Breakeven $470.90
Implied vol 115.8%
Delta -0.186 ≈19% ITM
Gamma 0.004
Theta -1.926
Vega 0.16
Open interest 197
Model this put
1
1
105.3%
0.822
$69.03
482.5
$10.10
-0.196
116%
85
3
Call · $482.5
In the money
Last $69.03
Breakeven $551.53
Implied vol 105.3%
Delta 0.822 ≈82% ITM
Gamma 0.004
Theta -1.735
Vega 0.161
Open interest 1
Model this call
Put · $482.5
Last $10.10
Breakeven $472.40
Implied vol 116%
Delta -0.196 ≈20% ITM
Gamma 0.004
Theta -1.999
Vega 0.161
Open interest 3
Model this put
2
1
104.9%
0.813
$91.20
485
$9.60
-0.206
116.2%
184
124
Call · $485
In the money
Last $91.20
Breakeven $576.20
Implied vol 104.9%
Delta 0.813 ≈81% ITM
Gamma 0.004
Theta -1.79
Vega 0.161
Open interest 2
Model this call
Put · $485
Last $9.60
Breakeven $475.40
Implied vol 116.2%
Delta -0.206 ≈21% ITM
Gamma 0.004
Theta -2.072
Vega 0.161
Open interest 124
Model this put
0
—
105.6%
0.801
—
487.5
$10.68
-0.216
115.3%
59
16
Call · $487.5
In the money
Last —
Breakeven —
Implied vol 105.6%
Delta 0.801 ≈80% ITM
Gamma 0.004
Theta -1.876
Vega 0.161
Open interest 0
Model this call
Put · $487.5
Last $10.68
Breakeven $476.82
Implied vol 115.3%
Delta -0.216 ≈22% ITM
Gamma 0.004
Theta -2.107
Vega 0.211
Open interest 16
Model this put
26
20
107.4%
0.787
$62.10
490
$10.85
-0.226
114.3%
132
291
Call · $490
In the money
Last $62.10
Breakeven $552.10
Implied vol 107.4%
Delta 0.787 ≈79% ITM
Gamma 0.004
Theta -1.993
Vega 0.212
Open interest 26
Model this call
Put · $490
Last $10.85
Breakeven $479.15
Implied vol 114.3%
Delta -0.226 ≈23% ITM
Gamma 0.004
Theta -2.135
Vega 0.212
Open interest 291
Model this put
0
—
106.3%
0.776
—
492.5
$8.12
-0.237
113.6%
13
9
Call · $492.5
In the money
Last —
Breakeven —
Implied vol 106.3%
Delta 0.776 ≈78% ITM
Gamma 0.004
Theta -2.017
Vega 0.212
Open interest 0
Model this call
Put · $492.5
Last $8.12
Breakeven $484.38
Implied vol 113.6%
Delta -0.237 ≈24% ITM
Gamma 0.004
Theta -2.168
Vega 0.212
Open interest 9
Model this put
2
1
103.4%
0.769
$77.30
495
$8.75
-0.248
113%
129
1.7k
Call · $495
In the money
Last $77.30
Breakeven $572.30
Implied vol 103.4%
Delta 0.769 ≈77% ITM
Gamma 0.005
Theta -1.995
Vega 0.213
Open interest 2
Model this call
Put · $495
Last $8.75
Breakeven $486.25
Implied vol 113%
Delta -0.248 ≈25% ITM
Gamma 0.004
Theta -2.208
Vega 0.213
Open interest 1.7k
Model this put
0
—
103.1%
0.756
—
497.5
$12.43
-0.26
112.4%
49
18
Call · $497.5
In the money
Last —
Breakeven —
Implied vol 103.1%
Delta 0.756 ≈76% ITM
Gamma 0.005
Theta -2.038
Vega 0.213
Open interest 0
Model this call
Put · $497.5
Last $12.43
Breakeven $485.07
Implied vol 112.4%
Delta -0.26 ≈26% ITM
Gamma 0.005
Theta -2.245
Vega 0.213
Open interest 18
Model this put
71
4
102.9%
0.743
$55.50
500
$13.06
-0.27
111.2%
499
315
Call · $500
In the money
Last $55.50
Breakeven $555.50
Implied vol 102.9%
Delta 0.743 ≈74% ITM
Gamma 0.005
Theta -2.087
Vega 0.214
Open interest 71
Model this call
Put · $500
Last $13.06
Breakeven $486.94
Implied vol 111.2%
Delta -0.27 ≈27% ITM
Gamma 0.005
Theta -2.266
Vega 0.214
Open interest 315
Model this put
0
1
102.9%
0.729
$77.08
502.5
$14.80
-0.284
111.8%
101
243
Call · $502.5
In the money
Last $77.08
Breakeven $579.58
Implied vol 102.9%
Delta 0.729 ≈73% ITM
Gamma 0.005
Theta -2.139
Vega 0.215
Open interest 0
Model this call
Put · $502.5
Last $14.80
Breakeven $487.70
Implied vol 111.8%
Delta -0.284 ≈28% ITM
Gamma 0.005
Theta -2.337
Vega 0.215
Open interest 243
Model this put
8
2
103.1%
0.716
$85.72
505
$15.55
-0.296
111.7%
226
53
Call · $505
In the money
Last $85.72
Breakeven $590.72
Implied vol 103.1%
Delta 0.716 ≈72% ITM
Gamma 0.005
Theta -2.198
Vega 0.215
Open interest 8
Model this call
Put · $505
Last $15.55
Breakeven $489.45
Implied vol 111.7%
Delta -0.296 ≈30% ITM
Gamma 0.005
Theta -2.386
Vega 0.215
Open interest 53
Model this put
0
—
103.4%
0.702
—
507.5
$11.90
-0.308
111.8%
18
27
Call · $507.5
In the money
Last —
Breakeven —
Implied vol 103.4%
Delta 0.702 ≈70% ITM
Gamma 0.005
Theta -2.26
Vega 0.216
Open interest 0
Model this call
Put · $507.5
Last $11.90
Breakeven $495.60
Implied vol 111.8%
Delta -0.308 ≈31% ITM
Gamma 0.005
Theta -2.445
Vega 0.216
Open interest 27
Model this put
12
41
103.8%
0.688
$40.03
510
$17.95
-0.321
112%
51
152
Call · $510
In the money
Last $40.03
Breakeven $550.03
Implied vol 103.8%
Delta 0.688 ≈69% ITM
Gamma 0.005
Theta -2.325
Vega 0.216
Open interest 12
Model this call
Put · $510
Last $17.95
Breakeven $492.05
Implied vol 112%
Delta -0.321 ≈32% ITM
Gamma 0.005
Theta -2.503
Vega 0.216
Open interest 152
Model this put
0
1
104.1%
0.674
$38.30
512.5
$18.69
-0.334
112%
103
3
Call · $512.5
In the money
Last $38.30
Breakeven $550.80
Implied vol 104.1%
Delta 0.674 ≈67% ITM
Gamma 0.005
Theta -2.386
Vega 0.217
Open interest 0
Model this call
Put · $512.5
Last $18.69
Breakeven $493.81
Implied vol 112%
Delta -0.334 ≈33% ITM
Gamma 0.005
Theta -2.548
Vega 0.248
Open interest 3
Model this put
63
1
105.5%
0.659
$71.25
515
$18.79
-0.347
111%
20
80
Call · $515
In the money
Last $71.25
Breakeven $586.25
Implied vol 105.5%
Delta 0.659 ≈66% ITM
Gamma 0.006
Theta -2.457
Vega 0.248
Open interest 63
Model this call
Put · $515
Last $18.79
Breakeven $496.21
Implied vol 111%
Delta -0.347 ≈35% ITM
Gamma 0.005
Theta -2.549
Vega 0.248
Open interest 80
Model this put
6
12
103.5%
0.646
$54.32
517.5
$14.90
-0.36
110.3%
6
12
Call · $517.5
In the money
Last $54.32
Breakeven $571.82
Implied vol 103.5%
Delta 0.646 ≈65% ITM
Gamma 0.006
Theta -2.431
Vega 0.249
Open interest 6
Model this call
Put · $517.5
Last $14.90
Breakeven $502.60
Implied vol 110.3%
Delta -0.36 ≈36% ITM
Gamma 0.005
Theta -2.555
Vega 0.249
Open interest 12
Model this put
15
4
102.6%
0.631
$35.62
520
$21.00
-0.374
109.7%
61
167
Call · $520
In the money
Last $35.62
Breakeven $555.62
Implied vol 102.6%
Delta 0.631 ≈63% ITM
Gamma 0.006
Theta -2.432
Vega 0.25
Open interest 15
Model this call
Put · $520
Last $21.00
Breakeven $499.00
Implied vol 109.7%
Delta -0.374 ≈37% ITM
Gamma 0.005
Theta -2.564
Vega 0.25
Open interest 167
Model this put
2
1
102.5%
0.616
$56.60
522.5
$21.65
-0.388
109.3%
10
12
Call · $522.5
In the money
Last $56.60
Breakeven $579.10
Implied vol 102.5%
Delta 0.616 ≈62% ITM
Gamma 0.006
Theta -2.453
Vega 0.25
Open interest 2
Model this call
Put · $522.5
Last $21.65
Breakeven $500.85
Implied vol 109.3%
Delta -0.388 ≈39% ITM
Gamma 0.005
Theta -2.577
Vega 0.25
Open interest 12
Model this put
10
1
103.4%
0.601
$39.76
525
$22.35
-0.402
108.5%
58
339
Call · $525
In the money
Last $39.76
Breakeven $564.76
Implied vol 103.4%
Delta 0.601 ≈60% ITM
Gamma 0.006
Theta -2.501
Vega 0.251
Open interest 10
Model this call
Put · $525
Last $22.35
Breakeven $502.65
Implied vol 108.5%
Delta -0.402 ≈40% ITM
Gamma 0.006
Theta -2.583
Vega 0.251
Open interest 339
Model this put
0
2
101.9%
0.586
$42.66
527.5
$25.66
-0.416
108.8%
7
19
Call · $527.5
In the money
Last $42.66
Breakeven $570.16
Implied vol 101.9%
Delta 0.586 ≈59% ITM
Gamma 0.006
Theta -2.488
Vega 0.252
Open interest 0
Model this call
Put · $527.5
Last $25.66
Breakeven $501.84
Implied vol 108.8%
Delta -0.416 ≈42% ITM
Gamma 0.006
Theta -2.614
Vega 0.252
Open interest 19
Model this put
17
42
102%
0.571
$30.00
530
$26.17
-0.43
106.5%
62
474
Call · $530
In the money
Last $30.00
Breakeven $560.00
Implied vol 102%
Delta 0.571 ≈57% ITM
Gamma 0.006
Theta -2.514
Vega 0.252
Open interest 17
Model this call
Put · $530
Last $26.17
Breakeven $503.83
Implied vol 106.5%
Delta -0.43 ≈43% ITM
Gamma 0.006
Theta -2.581
Vega 0.252
Open interest 474
Model this put
1
26
102.1%
0.556
$27.28
532.5
$26.67
-0.445
109%
26
31
Call · $532.5
In the money
Last $27.28
Breakeven $559.78
Implied vol 102.1%
Delta 0.556 ≈56% ITM
Gamma 0.006
Theta -2.539
Vega 0.253
Open interest 1
Model this call
Put · $532.5
Last $26.67
Breakeven $505.83
Implied vol 109%
Delta -0.445 ≈44% ITM
Gamma 0.006
Theta -2.666
Vega 0.253
Open interest 31
Model this put
23
286
104.6%
0.541
$28.00
535
$27.01
-0.459
109.7%
18
59
Call · $535
In the money
Last $28.00
Breakeven $563.00
Implied vol 104.6%
Delta 0.541 ≈54% ITM
Gamma 0.006
Theta -2.624
Vega 0.253
Open interest 23
Model this call
Put · $535
Last $27.01
Breakeven $507.99
Implied vol 109.7%
Delta -0.459 ≈46% ITM
Gamma 0.006
Theta -2.709
Vega 0.253
Open interest 59
Model this put
Underlying $536.25
4
2
103.7%
0.526
$26.58
537.5
$27.05
-0.473
110.2%
90
119
Call · $537.5
Last $26.58
Breakeven $564.08
Implied vol 103.7%
Delta 0.526 ≈53% ITM
Gamma 0.006
Theta -2.626
Vega 0.254
Open interest 4
Model this call
Put · $537.5
In the money
Last $27.05
Breakeven $510.45
Implied vol 110.2%
Delta -0.473 ≈47% ITM
Gamma 0.006
Theta -2.743
Vega 0.254
Open interest 119
Model this put
66
91
102.2%
0.511
$24.89
540
$30.27
-0.487
108%
185
1.6k
Call · $540
Last $24.89
Breakeven $564.89
Implied vol 102.2%
Delta 0.511 ≈51% ITM
Gamma 0.006
Theta -2.575
Vega 0.255
Open interest 66
Model this call
Put · $540
In the money
Last $30.27
Breakeven $509.73
Implied vol 108%
Delta -0.487 ≈49% ITM
Gamma 0.006
Theta -2.676
Vega 0.255
Open interest 1.6k
Model this put
22
5
101.5%
0.496
$23.50
542.5
$26.91
-0.501
108.7%
6
29
Call · $542.5
Last $23.50
Breakeven $566.00
Implied vol 101.5%
Delta 0.496 ≈50% ITM
Gamma 0.006
Theta -2.547
Vega 0.255
Open interest 22
Model this call
Put · $542.5
In the money
Last $26.91
Breakeven $515.59
Implied vol 108.7%
Delta -0.501 ≈50% ITM
Gamma 0.006
Theta -2.682
Vega 0.255
Open interest 29
Model this put
19
15
100.9%
0.48
$22.25
545
$33.18
-0.515
108.2%
40
85
Call · $545
Last $22.25
Breakeven $567.25
Implied vol 100.9%
Delta 0.48 ≈48% ITM
Gamma 0.006
Theta -2.519
Vega 0.256
Open interest 19
Model this call
Put · $545
In the money
Last $33.18
Breakeven $511.82
Implied vol 108.2%
Delta -0.515 ≈52% ITM
Gamma 0.006
Theta -2.659
Vega 0.256
Open interest 85
Model this put
8
20
100.6%
0.465
$20.34
547.5
$34.20
-0.529
108.1%
19
18
Call · $547.5
Last $20.34
Breakeven $567.84
Implied vol 100.6%
Delta 0.465 ≈46% ITM
Gamma 0.006
Theta -2.501
Vega 0.257
Open interest 8
Model this call
Put · $547.5
In the money
Last $34.20
Breakeven $513.30
Implied vol 108.1%
Delta -0.529 ≈53% ITM
Gamma 0.006
Theta -2.643
Vega 0.257
Open interest 18
Model this put
110
259
100.5%
0.45
$20.96
550
$35.90
-0.544
107.7%
26
508
Call · $550
Last $20.96
Breakeven $570.96
Implied vol 100.5%
Delta 0.45 ≈45% ITM
Gamma 0.006
Theta -2.485
Vega 0.257
Open interest 110
Model this call
Put · $550
In the money
Last $35.90
Breakeven $514.10
Implied vol 107.7%
Delta -0.544 ≈54% ITM
Gamma 0.006
Theta -2.622
Vega 0.257
Open interest 508
Model this put
22
14
100.4%
0.434
$24.16
552.5
$31.02
-0.558
107.9%
15
21
Call · $552.5
Last $24.16
Breakeven $576.66
Implied vol 100.4%
Delta 0.434 ≈43% ITM
Gamma 0.006
Theta -2.469
Vega 0.258
Open interest 22
Model this call
Put · $552.5
In the money
Last $31.02
Breakeven $521.48
Implied vol 107.9%
Delta -0.558 ≈56% ITM
Gamma 0.006
Theta -2.616
Vega 0.258
Open interest 21
Model this put
59
37
101.2%
0.42
$18.62
555
$32.41
-0.573
106.6%
18
79
Call · $555
Last $18.62
Breakeven $573.62
Implied vol 101.2%
Delta 0.42 ≈42% ITM
Gamma 0.006
Theta -2.478
Vega 0.258
Open interest 59
Model this call
Put · $555
In the money
Last $32.41
Breakeven $522.59
Implied vol 106.6%
Delta -0.573 ≈57% ITM
Gamma 0.006
Theta -2.57
Vega 0.258
Open interest 79
Model this put
238
30
101.1%
0.405
$17.66
557.5
$29.35
-0.589
105.7%
13
13
Call · $557.5
Last $17.66
Breakeven $575.16
Implied vol 101.1%
Delta 0.405 ≈41% ITM
Gamma 0.006
Theta -2.464
Vega 0.259
Open interest 238
Model this call
Put · $557.5
In the money
Last $29.35
Breakeven $528.15
Implied vol 105.7%
Delta -0.589 ≈59% ITM
Gamma 0.006
Theta -2.535
Vega 0.259
Open interest 13
Model this put
73
39
99.8%
0.388
$17.05
560
$41.90
-0.601
107%
122
645
Call · $560
Last $17.05
Breakeven $577.05
Implied vol 99.8%
Delta 0.388 ≈39% ITM
Gamma 0.006
Theta -2.419
Vega 0.26
Open interest 73
Model this call
Put · $560
In the money
Last $41.90
Breakeven $518.10
Implied vol 107%
Delta -0.601 ≈60% ITM
Gamma 0.006
Theta -2.556
Vega 0.26
Open interest 645
Model this put
39
8
101.9%
0.377
$16.07
562.5
$30.44
-0.611
109.6%
2
12
Call · $562.5
Last $16.07
Breakeven $578.57
Implied vol 101.9%
Delta 0.377 ≈38% ITM
Gamma 0.006
Theta -2.455
Vega 0.228
Open interest 39
Model this call
Put · $562.5
In the money
Last $30.44
Breakeven $532.06
Implied vol 109.6%
Delta -0.611 ≈61% ITM
Gamma 0.006
Theta -2.611
Vega 0.26
Open interest 12
Model this put
41
241
102.2%
0.365
$15.50
565
$32.33
-0.623
110.3%
1
39
Call · $565
Last $15.50
Breakeven $580.50
Implied vol 102.2%
Delta 0.365 ≈36% ITM
Gamma 0.006
Theta -2.421
Vega 0.228
Open interest 41
Model this call
Put · $565
In the money
Last $32.33
Breakeven $532.67
Implied vol 110.3%
Delta -0.623 ≈62% ITM
Gamma 0.005
Theta -2.606
Vega 0.228
Open interest 39
Model this put
17
8
100%
0.348
$17.50
567.5
$37.75
-0.64
107.5%
2
3
Call · $567.5
Last $17.50
Breakeven $585.00
Implied vol 100%
Delta 0.348 ≈35% ITM
Gamma 0.006
Theta -2.319
Vega 0.229
Open interest 17
Model this call
Put · $567.5
In the money
Last $37.75
Breakeven $529.75
Implied vol 107.5%
Delta -0.64 ≈64% ITM
Gamma 0.006
Theta -2.485
Vega 0.229
Open interest 3
Model this put
109
884
98.4%
0.332
$13.55
570
$46.40
-0.654
106%
8
368
Call · $570
Last $13.55
Breakeven $583.55
Implied vol 98.4%
Delta 0.332 ≈33% ITM
Gamma 0.006
Theta -2.232
Vega 0.229
Open interest 109
Model this call
Put · $570
In the money
Last $46.40
Breakeven $523.60
Implied vol 106%
Delta -0.654 ≈65% ITM
Gamma 0.005
Theta -2.401
Vega 0.229
Open interest 368
Model this put
14
3
99.5%
0.321
$12.50
572.5
$49.26
-0.666
106.3%
3
3
Call · $572.5
Last $12.50
Breakeven $585.00
Implied vol 99.5%
Delta 0.321 ≈32% ITM
Gamma 0.006
Theta -2.221
Vega 0.23
Open interest 14
Model this call
Put · $572.5
In the money
Last $49.26
Breakeven $523.24
Implied vol 106.3%
Delta -0.666 ≈67% ITM
Gamma 0.005
Theta -2.371
Vega 0.23
Open interest 3
Model this put
94
20
100.1%
0.309
$11.82
575
$52.25
-0.676
107.2%
8
454
Call · $575
Last $11.82
Breakeven $586.82
Implied vol 100.1%
Delta 0.309 ≈31% ITM
Gamma 0.006
Theta -2.199
Vega 0.23
Open interest 94
Model this call
Put · $575
In the money
Last $52.25
Breakeven $522.75
Implied vol 107.2%
Delta -0.676 ≈68% ITM
Gamma 0.005
Theta -2.356
Vega 0.23
Open interest 454
Model this put
19
8
102.1%
0.301
$11.60
577.5
$47.16
-0.688
107.2%
1
19
Call · $577.5
Last $11.60
Breakeven $589.10
Implied vol 102.1%
Delta 0.301 ≈30% ITM
Gamma 0.005
Theta -2.216
Vega 0.231
Open interest 19
Model this call
Put · $577.5
In the money
Last $47.16
Breakeven $530.34
Implied vol 107.2%
Delta -0.688 ≈69% ITM
Gamma 0.005
Theta -2.316
Vega 0.231
Open interest 19
Model this put
375
137
100.6%
0.285
$10.40
580
$56.30
-0.702
106.6%
112
202
Call · $580
Last $10.40
Breakeven $590.40
Implied vol 100.6%
Delta 0.285 ≈28% ITM
Gamma 0.005
Theta -2.132
Vega 0.232
Open interest 375
Model this call
Put · $580
In the money
Last $56.30
Breakeven $523.70
Implied vol 106.6%
Delta -0.702 ≈70% ITM
Gamma 0.005
Theta -2.257
Vega 0.231
Open interest 202
Model this put
11
4
100%
0.27
$13.30
582.5
$42.21
-0.71
108.6%
1
38
Call · $582.5
Last $13.30
Breakeven $595.80
Implied vol 100%
Delta 0.27 ≈27% ITM
Gamma 0.005
Theta -2.074
Vega 0.232
Open interest 11
Model this call
Put · $582.5
In the money
Last $42.21
Breakeven $540.29
Implied vol 108.6%
Delta -0.71 ≈71% ITM
Gamma 0.005
Theta -2.274
Vega 0.232
Open interest 38
Model this put
26
817
100.8%
0.259
$8.90
585
$45.90
-0.723
108.2%
9
162
Call · $585
Last $8.90
Breakeven $593.90
Implied vol 100.8%
Delta 0.259 ≈26% ITM
Gamma 0.005
Theta -2.056
Vega 0.233
Open interest 26
Model this call
Put · $585
In the money
Last $45.90
Breakeven $539.10
Implied vol 108.2%
Delta -0.723 ≈72% ITM
Gamma 0.005
Theta -2.221
Vega 0.232
Open interest 162
Model this put
8
26
100.8%
0.247
$8.59
587.5
$46.88
-0.735
108%
1
69
Call · $587.5
Last $8.59
Breakeven $596.09
Implied vol 100.8%
Delta 0.247 ≈25% ITM
Gamma 0.005
Theta -2.014
Vega 0.178
Open interest 8
Model this call
Put · $587.5
In the money
Last $46.88
Breakeven $540.62
Implied vol 108%
Delta -0.735 ≈74% ITM
Gamma 0.005
Theta -2.175
Vega 0.233
Open interest 69
Model this put
202
265
100.2%
0.236
$9.10
590
$63.83
-0.742
110%
21
93
Call · $590
Last $9.10
Breakeven $599.10
Implied vol 100.2%
Delta 0.236 ≈24% ITM
Gamma 0.005
Theta -1.942
Vega 0.179
Open interest 202
Model this call
Put · $590
In the money
Last $63.83
Breakeven $526.17
Implied vol 110%
Delta -0.742 ≈74% ITM
Gamma 0.005
Theta -2.194
Vega 0.233
Open interest 93
Model this put
26
31
99.8%
0.225
$10.33
592.5
$58.45
-0.753
109.8%
2
2
Call · $592.5
Last $10.33
Breakeven $602.83
Implied vol 99.8%
Delta 0.225 ≈23% ITM
Gamma 0.005
Theta -1.873
Vega 0.179
Open interest 26
Model this call
Put · $592.5
In the money
Last $58.45
Breakeven $534.05
Implied vol 109.8%
Delta -0.753 ≈75% ITM
Gamma 0.005
Theta -2.144
Vega 0.179
Open interest 2
Model this put
56
27
99.4%
0.215
$7.28
595
$64.20
-0.761
110%
2
37
Call · $595
Last $7.28
Breakeven $602.28
Implied vol 99.4%
Delta 0.215 ≈21% ITM
Gamma 0.005
Theta -1.81
Vega 0.179
Open interest 56
Model this call
Put · $595
In the money
Last $64.20
Breakeven $530.80
Implied vol 110%
Delta -0.761 ≈76% ITM
Gamma 0.004
Theta -2.098
Vega 0.179
Open interest 37
Model this put
26
13
99.4%
0.205
$7.06
597.5
$51.75
-0.781
105.2%
4
8
Call · $597.5
Last $7.06
Breakeven $604.56
Implied vol 99.4%
Delta 0.205 ≈20% ITM
Gamma 0.004
Theta -1.755
Vega 0.18
Open interest 26
Model this call
Put · $597.5
In the money
Last $51.75
Breakeven $545.75
Implied vol 105.2%
Delta -0.781 ≈78% ITM
Gamma 0.004
Theta -1.892
Vega 0.18
Open interest 8
Model this put
283
266
100%
0.197
$6.40
600
$70.00
-0.789
106%
17
133
Call · $600
Last $6.40
Breakeven $606.40
Implied vol 100%
Delta 0.197 ≈20% ITM
Gamma 0.004
Theta -1.722
Vega 0.18
Open interest 283
Model this call
Put · $600
In the money
Last $70.00
Breakeven $530.00
Implied vol 106%
Delta -0.789 ≈79% ITM
Gamma 0.004
Theta -1.864
Vega 0.18
Open interest 133
Model this put
21
12
98%
0.181
$6.85
602.5
$86.77
-0.794
107.6%
1
1
Call · $602.5
Last $6.85
Breakeven $609.35
Implied vol 98%
Delta 0.181 ≈18% ITM
Gamma 0.004
Theta -1.605
Vega 0.181
Open interest 21
Model this call
Put · $602.5
In the money
Last $86.77
Breakeven $515.73
Implied vol 107.6%
Delta -0.794 ≈79% ITM
Gamma 0.004
Theta -1.863
Vega 0.18
Open interest 1
Model this put
96
33
98.7%
0.173
$7.94
605
$56.79
-0.806
106.3%
4
23
Call · $605
Last $7.94
Breakeven $612.94
Implied vol 98.7%
Delta 0.173 ≈17% ITM
Gamma 0.004
Theta -1.572
Vega 0.181
Open interest 96
Model this call
Put · $605
In the money
Last $56.79
Breakeven $548.21
Implied vol 106.3%
Delta -0.806 ≈81% ITM
Gamma 0.004
Theta -1.768
Vega 0.181
Open interest 23
Model this put
27
20
102.5%
0.175
$8.49
607.5
$64.22
-0.816
106.2%
2
3
Call · $607.5
Last $8.49
Breakeven $615.99
Implied vol 102.5%
Delta 0.175 ≈17% ITM
Gamma 0.004
Theta -1.642
Vega 0.181
Open interest 27
Model this call
Put · $607.5
In the money
Last $64.22
Breakeven $543.28
Implied vol 106.2%
Delta -0.816 ≈82% ITM
Gamma 0.004
Theta -1.713
Vega 0.181
Open interest 3
Model this put
133
181
100.2%
0.158
$5.15
610
$60.56
-0.822
107.3%
3
76
Call · $610
Last $5.15
Breakeven $615.15
Implied vol 100.2%
Delta 0.158 ≈16% ITM
Gamma 0.004
Theta -1.516
Vega 0.182
Open interest 133
Model this call
Put · $610
In the money
Last $60.56
Breakeven $549.44
Implied vol 107.3%
Delta -0.822 ≈82% ITM
Gamma 0.004
Theta -1.693
Vega 0.181
Open interest 76
Model this put
46
17
100.9%
0.151
$4.75
612.5
$68.59
-0.837
105.1%
2
1
Call · $612.5
Last $4.75
Breakeven $617.25
Implied vol 100.9%
Delta 0.151 ≈15% ITM
Gamma 0.004
Theta -1.483
Vega 0.182
Open interest 46
Model this call
Put · $612.5
In the money
Last $68.59
Breakeven $543.91
Implied vol 105.1%
Delta -0.837 ≈84% ITM
Gamma 0.004
Theta -1.572
Vega 0.181
Open interest 1
Model this put
35
102
101.1%
0.143
$4.95
615
$69.04
-0.833
109.9%
1
404
Call · $615
Last $4.95
Breakeven $619.95
Implied vol 101.1%
Delta 0.143 ≈14% ITM
Gamma 0.004
Theta -1.44
Vega 0.122
Open interest 35
Model this call
Put · $615
In the money
Last $69.04
Breakeven $545.96
Implied vol 109.9%
Delta -0.833 ≈83% ITM
Gamma 0.004
Theta -1.672
Vega 0.182
Open interest 404
Model this put
19
4
100.7%
0.136
$6.70
617.5
—
-0.843
109.4%
—
0
Call · $617.5
Last $6.70
Breakeven $624.20
Implied vol 100.7%
Delta 0.136 ≈14% ITM
Gamma 0.003
Theta -1.378
Vega 0.122
Open interest 19
Model this call
Put · $617.5
In the money
Last —
Breakeven —
Implied vol 109.4%
Delta -0.843 ≈84% ITM
Gamma 0.003
Theta -1.604
Vega 0.182
Open interest 0
Model this put
159
37
105.4%
0.14
$4.10
620
$90.13
-0.851
109.6%
6
491
Call · $620
Last $4.10
Breakeven $624.10
Implied vol 105.4%
Delta 0.14 ≈14% ITM
Gamma 0.003
Theta -1.476
Vega 0.122
Open interest 159
Model this call
Put · $620
In the money
Last $90.13
Breakeven $529.87
Implied vol 109.6%
Delta -0.851 ≈85% ITM
Gamma 0.003
Theta -1.556
Vega 0.179
Open interest 491
Model this put
34
36
102%
0.127
$4.85
622.5
—
-0.861
107.8%
—
0
Call · $622.5
Last $4.85
Breakeven $627.35
Implied vol 102%
Delta 0.127 ≈13% ITM
Gamma 0.003
Theta -1.321
Vega 0.123
Open interest 34
Model this call
Put · $622.5
In the money
Last —
Breakeven —
Implied vol 107.8%
Delta -0.861 ≈86% ITM
Gamma 0.003
Theta -1.451
Vega 0.122
Open interest 0
Model this put
91
8
96.9%
0.107
$3.88
625
$72.52
-0.865
108.6%
13
103
Call · $625
Last $3.88
Breakeven $628.88
Implied vol 96.9%
Delta 0.107 ≈11% ITM
Gamma 0.003
Theta -1.11
Vega 0.123
Open interest 91
Model this call
Put · $625
In the money
Last $72.52
Breakeven $552.48
Implied vol 108.6%
Delta -0.865 ≈87% ITM
Gamma 0.003
Theta -1.428
Vega 0.122
Open interest 103
Model this put
5
3
100.2%
0.11
$3.24
627.5
$74.35
-0.883
103.7%
2
2
Call · $627.5
Last $3.24
Breakeven $630.74
Implied vol 100.2%
Delta 0.11 ≈11% ITM
Gamma 0.003
Theta -1.165
Vega 0.123
Open interest 5
Model this call
Put · $627.5
In the money
Last $74.35
Breakeven $553.15
Implied vol 103.7%
Delta -0.883 ≈88% ITM
Gamma 0.003
Theta -1.225
Vega 0.123
Open interest 2
Model this put
847
96
99.3%
0.101
$3.20
630
$70.42
-0.875
109.6%
1
47
Call · $630
Last $3.20
Breakeven $633.20
Implied vol 99.3%
Delta 0.101 ≈10% ITM
Gamma 0.003
Theta -1.085
Vega 0.123
Open interest 847
Model this call
Put · $630
In the money
Last $70.42
Breakeven $559.58
Implied vol 109.6%
Delta -0.875 ≈87% ITM
Gamma 0.003
Theta -1.362
Vega 0.123
Open interest 47
Model this put
15
2
100.6%
0.098
$3.70
632.5
$82.25
-0.882
109%
2
2
Call · $632.5
Last $3.70
Breakeven $636.20
Implied vol 100.6%
Delta 0.098 ≈10% ITM
Gamma 0.003
Theta -1.077
Vega 0.124
Open interest 15
Model this call
Put · $632.5
In the money
Last $82.25
Breakeven $550.25
Implied vol 109%
Delta -0.882 ≈88% ITM
Gamma 0.003
Theta -1.293
Vega 0.123
Open interest 2
Model this put
32
4
101%
0.093
$2.68
635
$84.25
-0.882
111.5%
1
28
Call · $635
Last $2.68
Breakeven $637.68
Implied vol 101%
Delta 0.093 ≈9% ITM
Gamma 0.003
Theta -1.039
Vega 0.124
Open interest 32
Model this call
Put · $635
In the money
Last $84.25
Breakeven $550.75
Implied vol 111.5%
Delta -0.882 ≈88% ITM
Gamma 0.003
Theta -1.321
Vega 0.123
Open interest 28
Model this put
21
1
101.4%
0.087
$4.20
637.5
—
-0.891
110.2%
—
0
Call · $637.5
Last $4.20
Breakeven $641.70
Implied vol 101.4%
Delta 0.087 ≈9% ITM
Gamma 0.002
Theta -1.003
Vega 0.124
Open interest 21
Model this call
Put · $637.5
In the money
Last —
Breakeven —
Implied vol 110.2%
Delta -0.891 ≈89% ITM
Gamma 0.003
Theta -1.233
Vega 0.123
Open interest 0
Model this put
1.6k
131
105.4%
0.092
$2.00
640
$109.25
-0.898
109.8%
6
95
Call · $640
Last $2.00
Breakeven $642.00
Implied vol 105.4%
Delta 0.092 ≈9% ITM
Gamma 0.002
Theta -1.083
Vega 0.124
Open interest 1.6k
Model this call
Put · $640
In the money
Last $109.25
Breakeven $530.75
Implied vol 109.8%
Delta -0.898 ≈90% ITM
Gamma 0.003
Theta -1.171
Vega 0.124
Open interest 95
Model this put
2
2
105.6%
0.087
$2.56
642.5
$110.19
-0.896
112.6%
5
5
Call · $642.5
Last $2.56
Breakeven $645.06
Implied vol 105.6%
Delta 0.087 ≈9% ITM
Gamma 0.002
Theta -1.041
Vega 0.125
Open interest 2
Model this call
Put · $642.5
In the money
Last $110.19
Breakeven $532.31
Implied vol 112.6%
Delta -0.896 ≈90% ITM
Gamma 0.003
Theta -1.212
Vega 0.124
Open interest 5
Model this put
53
6
103.1%
0.075
$2.95
645
$115.22
-0.901
113%
3
19
Call · $645
Last $2.95
Breakeven $647.95
Implied vol 103.1%
Delta 0.075 ≈8% ITM
Gamma 0.002
Theta -0.918
Vega 0.072
Open interest 53
Model this call
Put · $645
In the money
Last $115.22
Breakeven $529.78
Implied vol 113%
Delta -0.901 ≈90% ITM
Gamma 0.002
Theta -1.175
Vega 0.124
Open interest 19
Model this put
4
3
103.2%
0.072
$1.96
647.5
$87.85
-0.909
112.2%
1
1
Call · $647.5
Last $1.96
Breakeven $649.46
Implied vol 103.2%
Delta 0.072 ≈7% ITM
Gamma 0.002
Theta -0.883
Vega 0.072
Open interest 4
Model this call
Put · $647.5
In the money
Last $87.85
Breakeven $559.65
Implied vol 112.2%
Delta -0.909 ≈91% ITM
Gamma 0.002
Theta -1.1
Vega 0.124
Open interest 1
Model this put
300
47
104.6%
0.071
$1.64
650
$114.94
-0.91
114%
3
57
Call · $650
Last $1.64
Breakeven $651.64
Implied vol 104.6%
Delta 0.071 ≈7% ITM
Gamma 0.002
Theta -0.882
Vega 0.073
Open interest 300
Model this call
Put · $650
In the money
Last $114.94
Breakeven $535.06
Implied vol 114%
Delta -0.91 ≈91% ITM
Gamma 0.002
Theta -1.109
Vega 0.124
Open interest 57
Model this put
3
4
103.3%
0.065
$1.79
652.5
—
-0.913
114.7%
—
0
Call · $652.5
Last $1.79
Breakeven $654.29
Implied vol 103.3%
Delta 0.065 ≈7% ITM
Gamma 0.002
Theta -0.813
Vega 0.073
Open interest 3
Model this call
Put · $652.5
In the money
Last —
Breakeven —
Implied vol 114.7%
Delta -0.913 ≈91% ITM
Gamma 0.002
Theta -1.084
Vega 0.124
Open interest 0
Model this put
44
44
102.8%
0.061
$1.64
655
$124.05
-0.921
114.1%
1
28
Call · $655
Last $1.64
Breakeven $656.64
Implied vol 102.8%
Delta 0.061 ≈6% ITM
Gamma 0.002
Theta -0.764
Vega 0.073
Open interest 44
Model this call
Put · $655
In the money
Last $124.05
Breakeven $530.95
Implied vol 114.1%
Delta -0.921 ≈92% ITM
Gamma 0.002
Theta -1.014
Vega 0.122
Open interest 28
Model this put
18
8
102%
0.056
$1.49
657.5
—
-0.92
116.5%
—
0
Call · $657.5
Last $1.49
Breakeven $658.99
Implied vol 102%
Delta 0.056 ≈6% ITM
Gamma 0.002
Theta -0.706
Vega 0.073
Open interest 18
Model this call
Put · $657.5
In the money
Last —
Breakeven —
Implied vol 116.5%
Delta -0.92 ≈92% ITM
Gamma 0.002
Theta -1.042
Vega 0.123
Open interest 0
Model this put
155
85
99.1%
0.046
$1.29
660
$98.00
-0.925
116.3%
5
50
Call · $660
Last $1.29
Breakeven $661.29
Implied vol 99.1%
Delta 0.046 ≈5% ITM
Gamma 0.002
Theta -0.593
Vega 0.073
Open interest 155
Model this call
Put · $660
In the money
Last $98.00
Breakeven $562.00
Implied vol 116.3%
Delta -0.925 ≈92% ITM
Gamma 0.002
Theta -0.996
Vega 0.073
Open interest 50
Model this put
42
8
105.7%
0.056
$1.28
662.5
—
-0.935
112%
—
0
Call · $662.5
Last $1.28
Breakeven $663.78
Implied vol 105.7%
Delta 0.056 ≈6% ITM
Gamma 0.002
Theta -0.732
Vega 0.073
Open interest 42
Model this call
Put · $662.5
In the money
Last —
Breakeven —
Implied vol 112%
Delta -0.935 ≈93% ITM
Gamma 0.002
Theta -0.844
Vega 0.073
Open interest 0
Model this put
68
6
106.6%
0.054
$1.40
665
$116.60
-0.928
118.3%
1
121
Call · $665
Last $1.40
Breakeven $666.40
Implied vol 106.6%
Delta 0.054 ≈5% ITM
Gamma 0.002
Theta -0.719
Vega 0.073
Open interest 68
Model this call
Put · $665
In the money
Last $116.60
Breakeven $548.40
Implied vol 118.3%
Delta -0.928 ≈93% ITM
Gamma 0.002
Theta -0.975
Vega 0.073
Open interest 121
Model this put
22
6
106.4%
0.05
$1.29
667.5
—
-0.934
116%
—
0
Call · $667.5
Last $1.29
Breakeven $668.79
Implied vol 106.4%
Delta 0.05 ≈5% ITM
Gamma 0.002
Theta -0.677
Vega 0.074
Open interest 22
Model this call
Put · $667.5
In the money
Last —
Breakeven —
Implied vol 116%
Delta -0.934 ≈93% ITM
Gamma 0.002
Theta -0.878
Vega 0.073
Open interest 0
Model this put
127
233
105.4%
0.045
$1.00
670
$118.59
-0.937
116.4%
1
197
Call · $670
Last $1.00
Breakeven $671.00
Implied vol 105.4%
Delta 0.045 ≈4% ITM
Gamma 0.001
Theta -0.615
Vega 0.074
Open interest 127
Model this call
Put · $670
In the money
Last $118.59
Breakeven $551.41
Implied vol 116.4%
Delta -0.937 ≈94% ITM
Gamma 0.002
Theta -0.854
Vega 0.073
Open interest 197
Model this put
2
1
107.1%
0.045
$1.26
672.5
—
-0.937
117.9%
—
0
Call · $672.5
Last $1.26
Breakeven $673.76
Implied vol 107.1%
Delta 0.045 ≈4% ITM
Gamma 0.001
Theta -0.624
Vega 0.074
Open interest 2
Model this call
Put · $672.5
In the money
Last —
Breakeven —
Implied vol 117.9%
Delta -0.937 ≈94% ITM
Gamma 0.002
Theta -0.857
Vega 0.073
Open interest 0
Model this put
26
9
103.1%
0.034
$0.90
675
$131.72
-0.938
119.7%
1
12
Call · $675
Last $0.90
Breakeven $675.90
Implied vol 103.1%
Delta 0.034 ≈3% ITM
Gamma 0.001
Theta -0.489
Vega 0.037
Open interest 26
Model this call
Put · $675
In the money
Last $131.72
Breakeven $543.28
Implied vol 119.7%
Delta -0.938 ≈94% ITM
Gamma 0.002
Theta -0.87
Vega 0.073
Open interest 12
Model this put
5
3
108.9%
0.042
$0.91
677.5
—
-0.94
120.1%
—
0
Call · $677.5
Last $0.91
Breakeven $678.41
Implied vol 108.9%
Delta 0.042 ≈4% ITM
Gamma 0.001
Theta -0.599
Vega 0.074
Open interest 5
Model this call
Put · $677.5
In the money
Last —
Breakeven —
Implied vol 120.1%
Delta -0.94 ≈94% ITM
Gamma 0.002
Theta -0.845
Vega 0.073
Open interest 0
Model this put
80
46
103.1%
0.031
$0.88
680
$122.15
-0.947
117.8%
2
38
Call · $680
Last $0.88
Breakeven $680.88
Implied vol 103.1%
Delta 0.031 ≈3% ITM
Gamma 0.001
Theta -0.447
Vega 0.037
Open interest 80
Model this call
Put · $680
In the money
Last $122.15
Breakeven $557.85
Implied vol 117.8%
Delta -0.947 ≈95% ITM
Gamma 0.001
Theta -0.749
Vega 0.073
Open interest 38
Model this put
2
1
110.4%
0.038
$1.21
682.5
—
-0.942
122.3%
—
0
Call · $682.5
Last $1.21
Breakeven $683.71
Implied vol 110.4%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.568
Vega 0.074
Open interest 2
Model this call
Put · $682.5
In the money
Last —
Breakeven —
Implied vol 122.3%
Delta -0.942 ≈94% ITM
Gamma 0.002
Theta -0.834
Vega 0.074
Open interest 0
Model this put
65
6
105.1%
0.03
$0.74
685
$150.82
-0.942
124.4%
1
3
Call · $685
Last $0.74
Breakeven $685.74
Implied vol 105.1%
Delta 0.03 ≈3% ITM
Gamma 0.001
Theta -0.439
Vega 0.037
Open interest 65
Model this call
Put · $685
In the money
Last $150.82
Breakeven $534.18
Implied vol 124.4%
Delta -0.942 ≈94% ITM
Gamma 0.001
Theta -0.855
Vega 0.074
Open interest 3
Model this put
1
3
112.5%
0.036
$6.38
687.5
$126.65
-0.946
123.1%
1
1
Call · $687.5
Last $6.38
Breakeven $693.88
Implied vol 112.5%
Delta 0.036 ≈4% ITM
Gamma 0.001
Theta -0.554
Vega 0.037
Open interest 1
Model this call
Put · $687.5
In the money
Last $126.65
Breakeven $560.85
Implied vol 123.1%
Delta -0.946 ≈95% ITM
Gamma 0.001
Theta -0.786
Vega 0.073
Open interest 1
Model this put
70
26
114.6%
0.037
$0.74
690
$128.90
-0.946
124.9%
1
40
Call · $690
Last $0.74
Breakeven $690.74
Implied vol 114.6%
Delta 0.037 ≈4% ITM
Gamma 0.001
Theta -0.574
Vega 0.075
Open interest 70
Model this call
Put · $690
In the money
Last $128.90
Breakeven $561.10
Implied vol 124.9%
Delta -0.946 ≈95% ITM
Gamma 0.001
Theta -0.798
Vega 0.074
Open interest 40
Model this put
2
2
114.8%
0.035
$0.81
692.5
—
-0.946
127%
—
0
Call · $692.5
Last $0.81
Breakeven $693.31
Implied vol 114.8%
Delta 0.035 ≈3% ITM
Gamma 0.001
Theta -0.553
Vega 0.037
Open interest 2
Model this call
Put · $692.5
In the money
Last —
Breakeven —
Implied vol 127%
Delta -0.946 ≈95% ITM
Gamma 0.001
Theta -0.819
Vega 0.074
Open interest 0
Model this put
67
2
106.3%
0.024
$0.69
695
$139.78
-0.952
124.7%
2
4
Call · $695
Last $0.69
Breakeven $695.69
Implied vol 106.3%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.374
Vega 0.038
Open interest 67
Model this call
Put · $695
In the money
Last $139.78
Breakeven $555.22
Implied vol 124.7%
Delta -0.952 ≈95% ITM
Gamma 0.001
Theta -0.721
Vega 0.073
Open interest 4
Model this put
13
24
116.8%
0.034
$1.88
697.5
—
-0.948
128.8%
—
0
Call · $697.5
Last $1.88
Breakeven $699.38
Implied vol 116.8%
Delta 0.034 ≈3% ITM
Gamma 0.001
Theta -0.548
Vega 0.038
Open interest 13
Model this call
Put · $697.5
In the money
Last —
Breakeven —
Implied vol 128.8%
Delta -0.948 ≈95% ITM
Gamma 0.001
Theta -0.798
Vega 0.074
Open interest 0
Model this put
795
57
107.7%
0.023
$0.37
700
$140.98
-0.954
127.2%
2
209
Call · $700
Last $0.37
Breakeven $700.37
Implied vol 107.7%
Delta 0.023 ≈2% ITM
Gamma 0.001
Theta -0.357
Vega 0.038
Open interest 795
Model this call
Put · $700
In the money
Last $140.98
Breakeven $559.02
Implied vol 127.2%
Delta -0.954 ≈95% ITM
Gamma 0.001
Theta -0.718
Vega 0.074
Open interest 209
Model this put
14
28
108.6%
0.022
$1.59
702.5
—
-0.953
129.6%
—
0
Call · $702.5
Last $1.59
Breakeven $704.09
Implied vol 108.6%
Delta 0.022 ≈2% ITM
Gamma 0.001
Theta -0.353
Vega 0.038
Open interest 14
Model this call
Put · $702.5
In the money
Last —
Breakeven —
Implied vol 129.6%
Delta -0.953 ≈95% ITM
Gamma 0.001
Theta -0.749
Vega 0.074
Open interest 0
Model this put
40
11
112.4%
0.025
$0.39
705
$119.30
-0.955
129.7%
1
1
Call · $705
Last $0.39
Breakeven $705.39
Implied vol 112.4%
Delta 0.025 ≈2% ITM
Gamma 0.001
Theta -0.401
Vega 0.038
Open interest 40
Model this call
Put · $705
In the money
Last $119.30
Breakeven $585.70
Implied vol 129.7%
Delta -0.955 ≈96% ITM
Gamma 0.001
Theta -0.715
Vega 0.074
Open interest 1
Model this put
6
10
117.4%
0.029
$1.47
707.5
—
-0.951
133.8%
—
0
Call · $707.5
Last $1.47
Breakeven $708.97
Implied vol 117.4%
Delta 0.029 ≈3% ITM
Gamma 0.001
Theta -0.473
Vega 0.038
Open interest 6
Model this call
Put · $707.5
In the money
Last —
Breakeven —
Implied vol 133.8%
Delta -0.951 ≈95% ITM
Gamma 0.001
Theta -0.792
Vega 0.074
Open interest 0
Model this put
167
19
116.9%
0.027
$0.36
710
$153.97
-0.962
128.7%
2
34
Call · $710
Last $0.36
Breakeven $710.36
Implied vol 116.9%
Delta 0.027 ≈3% ITM
Gamma 0.001
Theta -0.442
Vega 0.038
Open interest 167
Model this call
Put · $710
In the money
Last $153.97
Breakeven $556.03
Implied vol 128.7%
Delta -0.962 ≈96% ITM
Gamma 0.001
Theta -0.618
Vega 0.072
Open interest 34
Model this put
1
2
116.6%
0.025
$1.29
712.5
—
-0.954
135.5%
—
0
Call · $712.5
Last $1.29
Breakeven $713.79
Implied vol 116.6%
Delta 0.025 ≈2% ITM
Gamma 0.001
Theta -0.416
Vega 0.038
Open interest 1
Model this call
Put · $712.5
In the money
Last —
Breakeven —
Implied vol 135.5%
Delta -0.954 ≈95% ITM
Gamma 0.001
Theta -0.771
Vega 0.074
Open interest 0
Model this put
87
1
118%
0.025
$0.53
715
$158.88
-0.957
134.9%
1
1
Call · $715
Last $0.53
Breakeven $715.53
Implied vol 118%
Delta 0.025 ≈2% ITM
Gamma 0.001
Theta -0.42
Vega 0.038
Open interest 87
Model this call
Put · $715
In the money
Last $158.88
Breakeven $556.12
Implied vol 134.9%
Delta -0.957 ≈96% ITM
Gamma 0.001
Theta -0.719
Vega 0.074
Open interest 1
Model this put
5
10
118.2%
0.024
$3.00
717.5
—
-0.957
136.6%
—
0
Call · $717.5
Last $3.00
Breakeven $720.50
Implied vol 118.2%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.403
Vega 0.038
Open interest 5
Model this call
Put · $717.5
In the money
Last —
Breakeven —
Implied vol 136.6%
Delta -0.957 ≈96% ITM
Gamma 0.001
Theta -0.731
Vega 0.074
Open interest 0
Model this put
116
51
115.8%
0.019
$0.34
720
$159.00
-0.958
137.7%
1
10
Call · $720
Last $0.34
Breakeven $720.34
Implied vol 115.8%
Delta 0.019 ≈2% ITM
Gamma 0.001
Theta -0.335
Vega 0.038
Open interest 116
Model this call
Put · $720
In the money
Last $159.00
Breakeven $561.00
Implied vol 137.7%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.725
Vega 0.074
Open interest 10
Model this put
0
1
120.2%
0.023
$0.45
722.5
—
-0.959
138.7%
—
0
Call · $722.5
Last $0.45
Breakeven $722.95
Implied vol 120.2%
Delta 0.023 ≈2% ITM
Gamma 0.001
Theta -0.398
Vega 0.038
Open interest 0
Model this call
Put · $722.5
In the money
Last —
Breakeven —
Implied vol 138.7%
Delta -0.959 ≈96% ITM
Gamma 0.001
Theta -0.719
Vega 0.074
Open interest 0
Model this put
18
4
123.8%
0.025
$0.45
725
—
-0.965
135.6%
—
0
Call · $725
Last $0.45
Breakeven $725.45
Implied vol 123.8%
Delta 0.025 ≈2% ITM
Gamma 0.001
Theta -0.444
Vega 0.038
Open interest 18
Model this call
Put · $725
In the money
Last —
Breakeven —
Implied vol 135.6%
Delta -0.965 ≈97% ITM
Gamma 0.001
Theta -0.611
Vega 0.038
Open interest 0
Model this put
0
—
124.4%
0.024
—
727.5
—
-0.956
143.4%
—
0
Call · $727.5
Last —
Breakeven —
Implied vol 124.4%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.435
Vega 0.038
Open interest 0
Model this call
Put · $727.5
In the money
Last —
Breakeven —
Implied vol 143.4%
Delta -0.956 ≈96% ITM
Gamma 0.001
Theta -0.781
Vega 0.075
Open interest 0
Model this put
121
54
109.2%
0.011
$0.32
730
$174.05
-0.96
142.8%
1
29
Call · $730
Last $0.32
Breakeven $730.32
Implied vol 109.2%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.187
Vega 0.017
Open interest 121
Model this call
Put · $730
In the money
Last $174.05
Breakeven $555.95
Implied vol 142.8%
Delta -0.96 ≈96% ITM
Gamma 0.001
Theta -0.728
Vega 0.074
Open interest 29
Model this put
1
1
124%
0.021
$1.36
732.5
—
-0.958
145.1%
—
0
Call · $732.5
Last $1.36
Breakeven $733.86
Implied vol 124%
Delta 0.021 ≈2% ITM
Gamma 0.001
Theta -0.385
Vega 0.039
Open interest 1
Model this call
Put · $732.5
In the money
Last —
Breakeven —
Implied vol 145.1%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.759
Vega 0.075
Open interest 0
Model this put
16
5
121.7%
0.017
$0.26
735
—
-0.961
145.1%
—
0
Call · $735
Last $0.26
Breakeven $735.26
Implied vol 121.7%
Delta 0.017 ≈2% ITM
Gamma 0.001
Theta -0.319
Vega 0.039
Open interest 16
Model this call
Put · $735
In the money
Last —
Breakeven —
Implied vol 145.1%
Delta -0.961 ≈96% ITM
Gamma 0.001
Theta -0.724
Vega 0.073
Open interest 0
Model this put
2
1
128.5%
0.023
$1.53
737.5
—
-0.958
148.5%
—
0
Call · $737.5
Last $1.53
Breakeven $739.03
Implied vol 128.5%
Delta 0.023 ≈2% ITM
Gamma 0.001
Theta -0.429
Vega 0.039
Open interest 2
Model this call
Put · $737.5
In the money
Last —
Breakeven —
Implied vol 148.5%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.784
Vega 0.075
Open interest 0
Model this put
554
31
109.7%
0.008
$0.19
740
$157.41
-0.972
136.6%
1
15
Call · $740
Last $0.19
Breakeven $740.19
Implied vol 109.7%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -0.149
Vega 0.017
Open interest 554
Model this call
Put · $740
In the money
Last $157.41
Breakeven $582.59
Implied vol 136.6%
Delta -0.972 ≈97% ITM
Gamma 0.001
Theta -0.504
Vega 0.038
Open interest 15
Model this put
2
1
127.9%
0.02
$0.94
742.5
—
-0.96
150.5%
—
0
Call · $742.5
Last $0.94
Breakeven $743.44
Implied vol 127.9%
Delta 0.02 ≈2% ITM
Gamma 0.001
Theta -0.374
Vega 0.039
Open interest 2
Model this call
Put · $742.5
In the money
Last —
Breakeven —
Implied vol 150.5%
Delta -0.96 ≈96% ITM
Gamma 0.001
Theta -0.771
Vega 0.074
Open interest 0
Model this put
1
2
129.2%
0.02
$2.87
745
—
-0.961
150.8%
—
0
Call · $745
Last $2.87
Breakeven $747.87
Implied vol 129.2%
Delta 0.02 ≈2% ITM
Gamma 0.001
Theta -0.378
Vega 0.039
Open interest 1
Model this call
Put · $745
In the money
Last —
Breakeven —
Implied vol 150.8%
Delta -0.961 ≈96% ITM
Gamma 0.001
Theta -0.745
Vega 0.074
Open interest 0
Model this put
6
1
124.7%
0.014
$0.81
747.5
—
-0.959
153.8%
—
0
Call · $747.5
Last $0.81
Breakeven $748.31
Implied vol 124.7%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.28
Vega 0.017
Open interest 6
Model this call
Put · $747.5
In the money
Last —
Breakeven —
Implied vol 153.8%
Delta -0.959 ≈96% ITM
Gamma 0.001
Theta -0.796
Vega 0.075
Open interest 0
Model this put
1.9k
191
115.3%
0.009
$0.10
750
$169.18
-0.973
141.2%
2
9
Call · $750
Last $0.10
Breakeven $750.10
Implied vol 115.3%
Delta 0.009 ≈1% ITM
Gamma 0
Theta -0.166
Vega 0.017
Open interest 1.9k
Model this call
Put · $750
In the money
Last $169.18
Breakeven $580.82
Implied vol 141.2%
Delta -0.973 ≈97% ITM
Gamma 0.001
Theta -0.508
Vega 0.038
Open interest 9
Model this put
13
1
114.6%
0.007
$0.26
755
—
-0.973
143.5%
—
0
Call · $755
Last $0.26
Breakeven $755.26
Implied vol 114.6%
Delta 0.007 ≈1% ITM
Gamma 0
Theta -0.138
Vega 0.017
Open interest 13
Model this call
Put · $755
In the money
Last —
Breakeven —
Implied vol 143.5%
Delta -0.973 ≈97% ITM
Gamma 0.001
Theta -0.511
Vega 0.038
Open interest 0
Model this put
243
1
119%
0.008
$0.16
760
$161.17
-0.963
158.6%
4
10
Call · $760
Last $0.16
Breakeven $760.16
Implied vol 119%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -0.164
Vega 0.017
Open interest 243
Model this call
Put · $760
In the money
Last $161.17
Breakeven $598.83
Implied vol 158.6%
Delta -0.963 ≈96% ITM
Gamma 0.001
Theta -0.763
Vega 0.069
Open interest 10
Model this put
2
3
137.6%
0.018
$0.60
765
—
-0.963
161%
—
0
Call · $765
Last $0.60
Breakeven $765.60
Implied vol 137.6%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.374
Vega 0.039
Open interest 2
Model this call
Put · $765
In the money
Last —
Breakeven —
Implied vol 161%
Delta -0.963 ≈96% ITM
Gamma 0.001
Theta -0.766
Vega 0.039
Open interest 0
Model this put
867
1
137.9%
0.016
$0.44
770
$182.85
-0.964
162.6%
1
10
Call · $770
Last $0.44
Breakeven $770.44
Implied vol 137.9%
Delta 0.016 ≈2% ITM
Gamma 0
Theta -0.339
Vega 0.039
Open interest 867
Model this call
Put · $770
In the money
Last $182.85
Breakeven $587.15
Implied vol 162.6%
Delta -0.964 ≈96% ITM
Gamma 0.001
Theta -0.756
Vega 0.039
Open interest 10
Model this put
167
13
130.6%
0.01
$0.05
780
$177.15
-0.965
166.9%
33
29
Call · $780
Last $0.05
Breakeven $780.05
Implied vol 130.6%
Delta 0.01 ≈1% ITM
Gamma 0
Theta -0.209
Vega 0.017
Open interest 167
Model this call
Put · $780
In the money
Last $177.15
Breakeven $602.85
Implied vol 166.9%
Delta -0.965 ≈96% ITM
Gamma 0.001
Theta -0.76
Vega 0.039
Open interest 29
Model this put
58
72
139.4%
0.012
$0.11
790
$187.65
-0.974
160.3%
2
1
Call · $790
Last $0.11
Breakeven $790.11
Implied vol 139.4%
Delta 0.012 ≈1% ITM
Gamma 0
Theta -0.266
Vega 0.017
Open interest 58
Model this call
Put · $790
In the money
Last $187.65
Breakeven $602.35
Implied vol 160.3%
Delta -0.974 ≈97% ITM
Gamma 0.001
Theta -0.551
Vega 0.039
Open interest 1
Model this put
113
141
113.7%
0.001
$0.03
800
$196.75
-0.966
175.4%
2
0
Call · $800
Last $0.03
Breakeven $800.03
Implied vol 113.7%
Delta 0.001 ≈0% ITM
Gamma 0
Theta -0.033
Vega 0.002
Open interest 113
Model this call
Put · $800
In the money
Last $196.75
Breakeven $603.25
Implied vol 175.4%
Delta -0.966 ≈97% ITM
Gamma 0.001
Theta -0.769
Vega 0.039
Open interest 0
Model this put
67
69
124.2%
0.003
$0.07
810
—
-0.972
172.6%
—
0
Call · $810
Last $0.07
Breakeven $810.07
Implied vol 124.2%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.071
Vega 0.006
Open interest 67
Model this call
Put · $810
In the money
Last —
Breakeven —
Implied vol 172.6%
Delta -0.972 ≈97% ITM
Gamma 0.001
Theta -0.636
Vega 0.039
Open interest 0
Model this put
23
201
127.5%
0.003
$0.07
820
$161.90
-0.967
184.4%
2
0
Call · $820
Last $0.07
Breakeven $820.07
Implied vol 127.5%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.071
Vega 0.006
Open interest 23
Model this call
Put · $820
In the money
Last $161.90
Breakeven $658.10
Implied vol 184.4%
Delta -0.967 ≈97% ITM
Gamma 0.001
Theta -0.791
Vega 0.04
Open interest 0
Model this put
81
133
127.6%
0.002
$0.05
830
$272.85
-0.969
186.6%
1
0
Call · $830
Last $0.05
Breakeven $830.05
Implied vol 127.6%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.055
Vega 0.006
Open interest 81
Model this call
Put · $830
In the money
Last $272.85
Breakeven $557.15
Implied vol 186.6%
Delta -0.969 ≈97% ITM
Gamma 0.001
Theta -0.758
Vega 0.04
Open interest 0
Model this put
120
2
130.8%
0.002
$0.09
840
$282.83
-0.968
192.5%
1
1
Call · $840
Last $0.09
Breakeven $840.09
Implied vol 130.8%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.055
Vega 0.006
Open interest 120
Model this call
Put · $840
In the money
Last $282.83
Breakeven $557.17
Implied vol 192.5%
Delta -0.968 ≈97% ITM
Gamma 0.001
Theta -0.8
Vega 0.04
Open interest 1
Model this put
584
32
146.4%
0.005
$0.02
850
$266.00
-0.969
196.5%
1
0
Call · $850
Last $0.02
Breakeven $850.02
Implied vol 146.4%
Delta 0.005 ≈0% ITM
Gamma 0
Theta -0.122
Vega 0.006
Open interest 584
Model this call
Put · $850
In the money
Last $266.00
Breakeven $584.00
Implied vol 196.5%
Delta -0.969 ≈97% ITM
Gamma 0.001
Theta -0.804
Vega 0.041
Open interest 0
Model this put
84
2
137.2%
0.002
$0.04
860
—
-0.969
200.4%
—
0
Call · $860
Last $0.04
Breakeven $860.04
Implied vol 137.2%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.056
Vega 0.007
Open interest 84
Model this call
Put · $860
In the money
Last —
Breakeven —
Implied vol 200.4%
Delta -0.969 ≈97% ITM
Gamma 0.001
Theta -0.809
Vega 0.041
Open interest 0
Model this put
111
49
185.6%
0.018
$0.25
870
$206.05
-0.97
204.3%
20
0
Call · $870
Last $0.25
Breakeven $870.25
Implied vol 185.6%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.497
Vega 0.042
Open interest 111
Model this call
Put · $870
In the money
Last $206.05
Breakeven $663.95
Implied vol 204.3%
Delta -0.97 ≈97% ITM
Gamma 0.001
Theta -0.813
Vega 0.041
Open interest 0
Model this put
27
22
143.4%
0.002
$0.05
880
$168.55
-0.974
203.3%
20
0
Call · $880
Last $0.05
Breakeven $880.05
Implied vol 143.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.056
Vega 0.007
Open interest 27
Model this call
Put · $880
In the money
Last $168.55
Breakeven $711.45
Implied vol 203.3%
Delta -0.974 ≈97% ITM
Gamma 0
Theta -0.717
Vega 0.041
Open interest 0
Model this put
5
2
146.4%
0.002
$0.18
890
$176.40
-0.971
212%
6
0
Call · $890
Last $0.18
Breakeven $890.18
Implied vol 146.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.057
Vega 0.007
Open interest 5
Model this call
Put · $890
In the money
Last $176.40
Breakeven $713.60
Implied vol 212%
Delta -0.971 ≈97% ITM
Gamma 0.001
Theta -0.822
Vega 0.041
Open interest 0
Model this put
51
10
149.4%
0.002
$0.08
900
$184.55
-0.976
208.5%
20
0
Call · $900
Last $0.08
Breakeven $900.08
Implied vol 149.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.057
Vega 0.007
Open interest 51
Model this call
Put · $900
In the money
Last $184.55
Breakeven $715.45
Implied vol 208.5%
Delta -0.976 ≈98% ITM
Gamma 0
Theta -0.674
Vega 0.041
Open interest 0
Model this put
65
2
156.9%
0.003
$0.08
910
$193.20
-0.972
219.5%
24
0
Call · $910
Last $0.08
Breakeven $910.08
Implied vol 156.9%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.082
Vega 0.007
Open interest 65
Model this call
Put · $910
In the money
Last $193.20
Breakeven $716.80
Implied vol 219.5%
Delta -0.972 ≈97% ITM
Gamma 0
Theta -0.831
Vega 0.042
Open interest 0
Model this put
153
5
155.4%
0.002
$0.03
920
$339.95
-0.972
223.2%
1
0
Call · $920
Last $0.03
Breakeven $920.03
Implied vol 155.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.057
Vega 0.007
Open interest 153
Model this call
Put · $920
In the money
Last $339.95
Breakeven $580.05
Implied vol 223.2%
Delta -0.972 ≈97% ITM
Gamma 0
Theta -0.835
Vega 0.042
Open interest 0
Model this put
100
8
158.3%
0.002
$0.01
930
$260.10
-0.972
226.8%
2
0
Call · $930
Last $0.01
Breakeven $930.01
Implied vol 158.3%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.058
Vega 0.007
Open interest 100
Model this call
Put · $930
In the money
Last $260.10
Breakeven $669.90
Implied vol 226.8%
Delta -0.972 ≈97% ITM
Gamma 0
Theta -0.839
Vega 0.042
Open interest 0
Model this put
49
3
161.2%
0.002
$0.03
940
$218.90
-0.973
230.4%
20
0
Call · $940
Last $0.03
Breakeven $940.03
Implied vol 161.2%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.058
Vega 0.007
Open interest 49
Model this call
Put · $940
In the money
Last $218.90
Breakeven $721.10
Implied vol 230.4%
Delta -0.973 ≈97% ITM
Gamma 0
Theta -0.843
Vega 0.042
Open interest 0
Model this put
24
1
164%
0.002
$0.03
950
—
-0.973
234%
—
0
Call · $950
Last $0.03
Breakeven $950.03
Implied vol 164%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.058
Vega 0.007
Open interest 24
Model this call
Put · $950
In the money
Last —
Breakeven —
Implied vol 234%
Delta -0.973 ≈97% ITM
Gamma 0
Theta -0.848
Vega 0.042
Open interest 0
Model this put
46
22
166.9%
0.002
$0.03
960
—
-0.973
237.5%
—
0
Call · $960
Last $0.03
Breakeven $960.03
Implied vol 166.9%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.059
Vega 0.007
Open interest 46
Model this call
Put · $960
In the money
Last —
Breakeven —
Implied vol 237.5%
Delta -0.973 ≈97% ITM
Gamma 0
Theta -0.852
Vega 0.042
Open interest 0
Model this put
36
12
169.7%
0.002
$0.04
970
—
-0.974
241%
—
0
Call · $970
Last $0.04
Breakeven $970.04
Implied vol 169.7%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.059
Vega 0.007
Open interest 36
Model this call
Put · $970
In the money
Last —
Breakeven —
Implied vol 241%
Delta -0.974 ≈97% ITM
Gamma 0
Theta -0.856
Vega 0.043
Open interest 0
Model this put
352
1
172.4%
0.002
$0.02
980
—
-0.974
244.5%
—
0
Call · $980
Last $0.02
Breakeven $980.02
Implied vol 172.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.059
Vega 0.007
Open interest 352
Model this call
Put · $980
In the money
Last —
Breakeven —
Implied vol 244.5%
Delta -0.974 ≈97% ITM
Gamma 0
Theta -0.86
Vega 0.043
Open interest 0
Model this put