3
1
1381.7%
0.981
$192.00
290
$0.01
-0.002
976.1%
1
127
Call · $290
In the money
Last $192.00
Breakeven $482.00
Implied vol 1381.7%
Delta 0.981 ≈98% ITM
Gamma 0
Theta -21.477
Vega 0.004
Open interest 3
Model this call
Put · $290
Last $0.01
Breakeven $289.99
Implied vol 976.1%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -2.138
Vega 0.001
Open interest 127
Model this put
0
—
1306.4%
0.98
—
300
$0.05
-0.011
1156.1%
3
93
Call · $300
In the money
Last —
Breakeven —
Implied vol 1306.4%
Delta 0.98 ≈98% ITM
Gamma 0
Theta -21.337
Vega 0.004
Open interest 0
Model this call
Put · $300
Last $0.05
Breakeven $299.95
Implied vol 1156.1%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -11.012
Vega 0.004
Open interest 93
Model this put
0
—
1233.6%
0.979
—
310
$0.06
-0.003
903.8%
9
11
Call · $310
In the money
Last —
Breakeven —
Implied vol 1233.6%
Delta 0.979 ≈98% ITM
Gamma 0
Theta -21.196
Vega 0.004
Open interest 0
Model this call
Put · $310
Last $0.06
Breakeven $309.94
Implied vol 903.8%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -2.857
Vega 0.001
Open interest 11
Model this put
5
4
1163.2%
0.978
$208.05
320
$0.04
-0.002
802.5%
2
122
Call · $320
In the money
Last $208.05
Breakeven $528.05
Implied vol 1163.2%
Delta 0.978 ≈98% ITM
Gamma 0
Theta -21.054
Vega 0.004
Open interest 5
Model this call
Put · $320
Last $0.04
Breakeven $319.96
Implied vol 802.5%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -1.959
Vega 0.001
Open interest 122
Model this put
6
6
1095%
0.976
$204.51
330
$0.03
-0.007
857.1%
1
1.1k
Call · $330
In the money
Last $204.51
Breakeven $534.51
Implied vol 1095%
Delta 0.976 ≈98% ITM
Gamma 0.001
Theta -20.91
Vega 0.004
Open interest 6
Model this call
Put · $330
Last $0.03
Breakeven $329.97
Implied vol 857.1%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -5.55
Vega 0.002
Open interest 1.1k
Model this put
3
3
1023.3%
0.975
$153.17
340
$0.03
-0.003
723.8%
9
1k
Call · $340
In the money
Last $153.17
Breakeven $493.17
Implied vol 1023.3%
Delta 0.975 ≈97% ITM
Gamma 0.001
Theta -20.541
Vega 0.008
Open interest 3
Model this call
Put · $340
Last $0.03
Breakeven $339.97
Implied vol 723.8%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -2.383
Vega 0.001
Open interest 1k
Model this put
2
4
987.3%
0.974
$140.47
345
$0.01
-0.015
860.8%
4
1.1k
Call · $345
In the money
Last $140.47
Breakeven $485.47
Implied vol 987.3%
Delta 0.974 ≈97% ITM
Gamma 0.001
Theta -20.32
Vega 0.008
Open interest 2
Model this call
Put · $345
Last $0.01
Breakeven $344.99
Implied vol 860.8%
Delta -0.015 ≈1% ITM
Gamma 0
Theta -10.624
Vega 0.004
Open interest 1.1k
Model this put
0
9
951.8%
0.973
$135.56
350
$0.03
-0.015
833.5%
3
38
Call · $350
In the money
Last $135.56
Breakeven $485.56
Implied vol 951.8%
Delta 0.973 ≈97% ITM
Gamma 0.001
Theta -20.098
Vega 0.009
Open interest 0
Model this call
Put · $350
Last $0.03
Breakeven $349.97
Implied vol 833.5%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -10.813
Vega 0.004
Open interest 38
Model this put
0
22
916.9%
0.972
$134.57
355
$0.05
-0.005
662.2%
1
256
Call · $355
In the money
Last $134.57
Breakeven $489.57
Implied vol 916.9%
Delta 0.972 ≈97% ITM
Gamma 0.001
Theta -19.875
Vega 0.009
Open interest 0
Model this call
Put · $355
Last $0.05
Breakeven $354.95
Implied vol 662.2%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -3.024
Vega 0.002
Open interest 256
Model this put
0
18
882.4%
0.971
$129.66
360
$0.01
-0.003
605.2%
1
183
Call · $360
In the money
Last $129.66
Breakeven $489.66
Implied vol 882.4%
Delta 0.971 ≈97% ITM
Gamma 0.001
Theta -19.652
Vega 0.009
Open interest 0
Model this call
Put · $360
Last $0.01
Breakeven $359.99
Implied vol 605.2%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -1.918
Vega 0.001
Open interest 183
Model this put
0
15
848.5%
0.97
$121.35
365
$0.10
-0.009
664.1%
13
48
Call · $365
In the money
Last $121.35
Breakeven $486.35
Implied vol 848.5%
Delta 0.97 ≈97% ITM
Gamma 0.001
Theta -19.428
Vega 0.009
Open interest 0
Model this call
Put · $365
Last $0.10
Breakeven $364.90
Implied vol 664.1%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -5.287
Vega 0.002
Open interest 48
Model this put
0
17
815%
0.969
$116.44
370
$0.04
-0.005
585.3%
3
15
Call · $370
In the money
Last $116.44
Breakeven $486.44
Implied vol 815%
Delta 0.969 ≈97% ITM
Gamma 0.001
Theta -19.204
Vega 0.009
Open interest 0
Model this call
Put · $370
Last $0.04
Breakeven $369.96
Implied vol 585.3%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -2.96
Vega 0.002
Open interest 15
Model this put
1
26
795.5%
0.969
$108.81
372.5
$0.12
-0.009
628.4%
4
1
Call · $372.5
In the money
Last $108.81
Breakeven $481.31
Implied vol 795.5%
Delta 0.969 ≈97% ITM
Gamma 0.001
Theta -18.772
Vega 0.009
Open interest 1
Model this call
Put · $372.5
Last $0.12
Breakeven $372.38
Implied vol 628.4%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -5.37
Vega 0.002
Open interest 1
Model this put
1
71
781.9%
0.968
$106.36
375
$0.04
-0.01
615.8%
3
5
Call · $375
In the money
Last $106.36
Breakeven $481.36
Implied vol 781.9%
Delta 0.968 ≈97% ITM
Gamma 0.001
Theta -18.979
Vega 0.009
Open interest 1
Model this call
Put · $375
Last $0.04
Breakeven $374.96
Implied vol 615.8%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -5.36
Vega 0.002
Open interest 5
Model this put
0
57
762.7%
0.968
$105.87
377.5
$0.11
-0.004
532.2%
1
13
Call · $377.5
In the money
Last $105.87
Breakeven $483.37
Implied vol 762.7%
Delta 0.968 ≈97% ITM
Gamma 0.001
Theta -18.547
Vega 0.009
Open interest 0
Model this call
Put · $377.5
Last $0.11
Breakeven $377.39
Implied vol 532.2%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -2.236
Vega 0.002
Open interest 13
Model this put
9
20
749.3%
0.967
$104.80
380
$0.03
-0.001
457%
23
32
Call · $380
In the money
Last $104.80
Breakeven $484.80
Implied vol 749.3%
Delta 0.967 ≈97% ITM
Gamma 0.001
Theta -18.754
Vega 0.009
Open interest 9
Model this call
Put · $380
Last $0.03
Breakeven $379.97
Implied vol 457%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.714
Vega 0.001
Open interest 32
Model this put
1
11
733.2%
0.966
$102.40
382.5
$0.01
-0.014
604.5%
1
39
Call · $382.5
In the money
Last $102.40
Breakeven $484.90
Implied vol 733.2%
Delta 0.966 ≈97% ITM
Gamma 0.001
Theta -18.642
Vega 0.009
Open interest 1
Model this call
Put · $382.5
Last $0.01
Breakeven $382.49
Implied vol 604.5%
Delta -0.014 ≈1% ITM
Gamma 0.001
Theta -7.276
Vega 0.004
Open interest 39
Model this put
1
9
717.1%
0.965
$94.96
385
$0.04
-0.008
529.7%
20
526
Call · $385
In the money
Last $94.96
Breakeven $479.96
Implied vol 717.1%
Delta 0.965 ≈97% ITM
Gamma 0.001
Theta -18.529
Vega 0.009
Open interest 1
Model this call
Put · $385
Last $0.04
Breakeven $384.96
Implied vol 529.7%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -3.703
Vega 0.002
Open interest 526
Model this put
1
4
698.4%
0.965
$92.51
387.5
$0.01
-0.003
467.7%
2
8
Call · $387.5
In the money
Last $92.51
Breakeven $480.01
Implied vol 698.4%
Delta 0.965 ≈97% ITM
Gamma 0.001
Theta -18.096
Vega 0.009
Open interest 1
Model this call
Put · $387.5
Last $0.01
Breakeven $387.49
Implied vol 467.7%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -1.593
Vega 0.001
Open interest 8
Model this put
4
7
685.4%
0.964
$103.87
390
$0.03
-0.006
479.8%
4
66
Call · $390
In the money
Last $103.87
Breakeven $493.87
Implied vol 685.4%
Delta 0.964 ≈96% ITM
Gamma 0.001
Theta -18.303
Vega 0.009
Open interest 4
Model this call
Put · $390
Last $0.03
Breakeven $389.97
Implied vol 479.8%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -2.528
Vega 0.002
Open interest 66
Model this put
0
4
669.7%
0.963
$87.46
392.5
$0.01
-0.002
410.9%
11
14
Call · $392.5
In the money
Last $87.46
Breakeven $479.96
Implied vol 669.7%
Delta 0.963 ≈96% ITM
Gamma 0.001
Theta -18.19
Vega 0.009
Open interest 0
Model this call
Put · $392.5
Last $0.01
Breakeven $392.49
Implied vol 410.9%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.848
Vega 0.001
Open interest 14
Model this put
0
1
621%
0.97
$85.89
395
$0.02
-0.005
445.9%
1
62
Call · $395
In the money
Last $85.89
Breakeven $480.89
Implied vol 621%
Delta 0.97 ≈97% ITM
Gamma 0.001
Theta -14.235
Vega 0.009
Open interest 0
Model this call
Put · $395
Last $0.02
Breakeven $394.98
Implied vol 445.9%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -2.045
Vega 0.002
Open interest 62
Model this put
0
6
633%
0.963
$83.77
397.5
$0.01
-0.004
426.5%
25
26
Call · $397.5
In the money
Last $83.77
Breakeven $481.27
Implied vol 633%
Delta 0.963 ≈96% ITM
Gamma 0.001
Theta -17.323
Vega 0.009
Open interest 0
Model this call
Put · $397.5
Last $0.01
Breakeven $397.49
Implied vol 426.5%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -1.689
Vega 0.002
Open interest 26
Model this put
6
32
623.1%
0.961
$93.01
400
$0.05
-0.002
386.8%
103
261
Call · $400
In the money
Last $93.01
Breakeven $493.01
Implied vol 623.1%
Delta 0.961 ≈96% ITM
Gamma 0.001
Theta -17.85
Vega 0.009
Open interest 6
Model this call
Put · $400
Last $0.05
Breakeven $399.95
Implied vol 386.8%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.988
Vega 0.001
Open interest 261
Model this put
0
6
607.8%
0.96
$76.26
402.5
$0.04
-0.003
390.5%
5
819
Call · $402.5
In the money
Last $76.26
Breakeven $478.76
Implied vol 607.8%
Delta 0.96 ≈96% ITM
Gamma 0.001
Theta -17.737
Vega 0.009
Open interest 0
Model this call
Put · $402.5
Last $0.04
Breakeven $402.46
Implied vol 390.5%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -1.282
Vega 0.001
Open interest 819
Model this put
3
7
592.6%
0.959
$79.90
405
$0.01
-0.003
366.3%
1
17
Call · $405
In the money
Last $79.90
Breakeven $484.90
Implied vol 592.6%
Delta 0.959 ≈96% ITM
Gamma 0.001
Theta -17.623
Vega 0.009
Open interest 3
Model this call
Put · $405
Last $0.01
Breakeven $404.99
Implied vol 366.3%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.983
Vega 0.001
Open interest 17
Model this put
0
1
574.7%
0.959
$77.50
407.5
$0.02
-0.004
380.8%
1
17
Call · $407.5
In the money
Last $77.50
Breakeven $485.00
Implied vol 574.7%
Delta 0.959 ≈96% ITM
Gamma 0.002
Theta -17.189
Vega 0.009
Open interest 0
Model this call
Put · $407.5
Last $0.02
Breakeven $407.48
Implied vol 380.8%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -1.645
Vega 0.002
Open interest 17
Model this put
1
1
562.4%
0.957
$71.65
410
$0.01
-0.025
494.5%
28
84
Call · $410
In the money
Last $71.65
Breakeven $481.65
Implied vol 562.4%
Delta 0.957 ≈96% ITM
Gamma 0.002
Theta -17.396
Vega 0.009
Open interest 1
Model this call
Put · $410
Last $0.01
Breakeven $409.99
Implied vol 494.5%
Delta -0.025 ≈3% ITM
Gamma 0.001
Theta -9.834
Vega 0.005
Open interest 84
Model this put
1
1
547.4%
0.956
$69.25
412.5
$0.42
-0.004
349.8%
3
1
Call · $412.5
In the money
Last $69.25
Breakeven $481.75
Implied vol 547.4%
Delta 0.956 ≈96% ITM
Gamma 0.002
Theta -17.282
Vega 0.009
Open interest 1
Model this call
Put · $412.5
Last $0.42
Breakeven $412.08
Implied vol 349.8%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -1.271
Vega 0.001
Open interest 1
Model this put
3
4
548.7%
0.95
$68.10
415
$0.01
-0.003
326%
22
27
Call · $415
In the money
Last $68.10
Breakeven $483.10
Implied vol 548.7%
Delta 0.95 ≈95% ITM
Gamma 0.002
Theta -19.089
Vega 0.009
Open interest 3
Model this call
Put · $415
Last $0.01
Breakeven $414.99
Implied vol 326%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.972
Vega 0.001
Open interest 27
Model this put
0
2
517.8%
0.953
$62.43
417.5
$0.02
-0.004
328.6%
1
39
Call · $417.5
In the money
Last $62.43
Breakeven $479.93
Implied vol 517.8%
Delta 0.953 ≈95% ITM
Gamma 0.002
Theta -17.055
Vega 0.009
Open interest 0
Model this call
Put · $417.5
Last $0.02
Breakeven $417.48
Implied vol 328.6%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -1.256
Vega 0.002
Open interest 39
Model this put
1
1
503.2%
0.952
$60.03
420
$0.01
-0.005
322.6%
20
106
Call · $420
In the money
Last $60.03
Breakeven $480.03
Implied vol 503.2%
Delta 0.952 ≈95% ITM
Gamma 0.002
Theta -16.941
Vega 0.009
Open interest 1
Model this call
Put · $420
Last $0.01
Breakeven $419.99
Implied vol 322.6%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -1.476
Vega 0.002
Open interest 106
Model this put
0
2
485.9%
0.952
$110.66
422.5
$0.01
-0.004
306.7%
25
119
Call · $422.5
In the money
Last $110.66
Breakeven $533.16
Implied vol 485.9%
Delta 0.952 ≈95% ITM
Gamma 0.002
Theta -16.506
Vega 0.009
Open interest 0
Model this call
Put · $422.5
Last $0.01
Breakeven $422.49
Implied vol 306.7%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -1.234
Vega 0.002
Open interest 119
Model this put
4
4
484.7%
0.946
$56.75
425
$0.01
-0.002
273.1%
654
985
Call · $425
In the money
Last $56.75
Breakeven $481.75
Implied vol 484.7%
Delta 0.946 ≈95% ITM
Gamma 0.002
Theta -17.994
Vega 0.009
Open interest 4
Model this call
Put · $425
Last $0.01
Breakeven $424.99
Implied vol 273.1%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.666
Vega 0.001
Open interest 985
Model this put
3
3
457%
0.949
$56.51
427.5
$0.01
-0.003
270.3%
24
16
Call · $427.5
In the money
Last $56.51
Breakeven $484.01
Implied vol 457%
Delta 0.949 ≈95% ITM
Gamma 0.002
Theta -16.278
Vega 0.009
Open interest 3
Model this call
Put · $427.5
Last $0.01
Breakeven $427.49
Implied vol 270.3%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.811
Vega 0.001
Open interest 16
Model this put
2
3
437.4%
0.949
$63.47
430
$0.02
-0.002
247.1%
72
171
Call · $430
In the money
Last $63.47
Breakeven $493.47
Implied vol 437.4%
Delta 0.949 ≈95% ITM
Gamma 0.002
Theta -15.524
Vega 0.009
Open interest 2
Model this call
Put · $430
Last $0.02
Breakeven $429.98
Implied vol 247.1%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.513
Vega 0.001
Open interest 171
Model this put
1
2
431.1%
0.945
$101.32
432.5
$0.01
-0.003
251.1%
56
97
Call · $432.5
In the money
Last $101.32
Breakeven $533.82
Implied vol 431.1%
Delta 0.945 ≈94% ITM
Gamma 0.003
Theta -16.37
Vega 0.01
Open interest 1
Model this call
Put · $432.5
Last $0.01
Breakeven $432.49
Implied vol 251.1%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.806
Vega 0.001
Open interest 97
Model this put
1
2
416.9%
0.943
$98.82
435
$0.02
-0.003
241.7%
119
545
Call · $435
In the money
Last $98.82
Breakeven $533.82
Implied vol 416.9%
Delta 0.943 ≈94% ITM
Gamma 0.003
Theta -16.256
Vega 0.01
Open interest 1
Model this call
Put · $435
Last $0.02
Breakeven $434.98
Implied vol 241.7%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.803
Vega 0.001
Open interest 545
Model this put
0
6
400.3%
0.942
$107.60
437.5
$0.02
-0.003
225.5%
37
191
Call · $437.5
In the money
Last $107.60
Breakeven $545.10
Implied vol 400.3%
Delta 0.942 ≈94% ITM
Gamma 0.003
Theta -15.821
Vega 0.01
Open interest 0
Model this call
Put · $437.5
Last $0.02
Breakeven $437.48
Implied vol 225.5%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.652
Vega 0.001
Open interest 191
Model this put
3
3
388.9%
0.939
$111.83
440
$0.01
-0.003
216.2%
78
172
Call · $440
In the money
Last $111.83
Breakeven $551.83
Implied vol 388.9%
Delta 0.939 ≈94% ITM
Gamma 0.003
Theta -16.027
Vega 0.01
Open interest 3
Model this call
Put · $440
Last $0.01
Breakeven $439.99
Implied vol 216.2%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.65
Vega 0.001
Open interest 172
Model this put
0
2
375%
0.937
$36.80
442.5
$0.01
-0.004
213.5%
11
37
Call · $442.5
In the money
Last $36.80
Breakeven $479.30
Implied vol 375%
Delta 0.937 ≈94% ITM
Gamma 0.003
Theta -15.913
Vega 0.01
Open interest 0
Model this call
Put · $442.5
Last $0.01
Breakeven $442.49
Implied vol 213.5%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.795
Vega 0.001
Open interest 37
Model this put
11
2
355.9%
0.937
$88.94
445
$0.02
-0.004
204%
271
64
Call · $445
In the money
Last $88.94
Breakeven $533.94
Implied vol 355.9%
Delta 0.937 ≈94% ITM
Gamma 0.004
Theta -15.158
Vega 0.01
Open interest 11
Model this call
Put · $445
Last $0.02
Breakeven $444.98
Implied vol 204%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.791
Vega 0.002
Open interest 64
Model this put
1
2
343.3%
0.932
$86.47
447.5
$0.01
-0.004
193.8%
163
63
Call · $447.5
In the money
Last $86.47
Breakeven $533.97
Implied vol 343.3%
Delta 0.932 ≈93% ITM
Gamma 0.004
Theta -15.339
Vega 0.017
Open interest 1
Model this call
Put · $447.5
Last $0.01
Breakeven $447.49
Implied vol 193.8%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.78
Vega 0.002
Open interest 63
Model this put
4
30
333.4%
0.926
$41.75
450
$0.01
-0.004
179.2%
4.2k
502
Call · $450
In the money
Last $41.75
Breakeven $491.75
Implied vol 333.4%
Delta 0.926 ≈93% ITM
Gamma 0.004
Theta -15.942
Vega 0.017
Open interest 4
Model this call
Put · $450
Last $0.01
Breakeven $449.99
Implied vol 179.2%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.639
Vega 0.001
Open interest 502
Model this put
0
—
310.1%
0.928
—
452.5
$0.01
-0.005
175.8%
83
250
Call · $452.5
In the money
Last —
Breakeven —
Implied vol 310.1%
Delta 0.928 ≈93% ITM
Gamma 0.004
Theta -14.5
Vega 0.017
Open interest 0
Model this call
Put · $452.5
Last $0.01
Breakeven $452.49
Implied vol 175.8%
Delta -0.005 ≈1% ITM
Gamma 0.001
Theta -0.874
Vega 0.002
Open interest 250
Model this put
0
2
295.9%
0.924
$26.10
455
$0.01
-0.005
163.3%
681
462
Call · $455
In the money
Last $26.10
Breakeven $481.10
Implied vol 295.9%
Delta 0.924 ≈92% ITM
Gamma 0.005
Theta -14.422
Vega 0.017
Open interest 0
Model this call
Put · $455
Last $0.01
Breakeven $454.99
Implied vol 163.3%
Delta -0.005 ≈0% ITM
Gamma 0.001
Theta -0.747
Vega 0.002
Open interest 462
Model this put
1
2
280.3%
0.92
$76.46
457.5
$0.01
-0.003
145.5%
692
446
Call · $457.5
In the money
Last $76.46
Breakeven $533.96
Implied vol 280.3%
Delta 0.92 ≈92% ITM
Gamma 0.005
Theta -14.116
Vega 0.017
Open interest 1
Model this call
Put · $457.5
Last $0.01
Breakeven $457.49
Implied vol 145.5%
Delta -0.003 ≈0% ITM
Gamma 0.001
Theta -0.483
Vega 0.001
Open interest 446
Model this put
2
7
272.1%
0.91
$34.20
460
$0.01
-0.003
136.6%
4.2k
422
Call · $460
In the money
Last $34.20
Breakeven $494.20
Implied vol 272.1%
Delta 0.91 ≈91% ITM
Gamma 0.006
Theta -14.945
Vega 0.017
Open interest 2
Model this call
Put · $460
Last $0.01
Breakeven $459.99
Implied vol 136.6%
Delta -0.003 ≈0% ITM
Gamma 0.001
Theta -0.48
Vega 0.001
Open interest 422
Model this put
2
3
243.4%
0.917
$25.00
462.5
$0.01
-0.004
127.7%
1.1k
135
Call · $462.5
In the money
Last $25.00
Breakeven $487.50
Implied vol 243.4%
Delta 0.917 ≈92% ITM
Gamma 0.006
Theta -12.595
Vega 0.017
Open interest 2
Model this call
Put · $462.5
Last $0.01
Breakeven $462.49
Implied vol 127.7%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.478
Vega 0.001
Open interest 135
Model this put
5
7
211.9%
0.929
$27.98
465
$0.01
-0.004
118.6%
2.8k
136
Call · $465
In the money
Last $27.98
Breakeven $492.98
Implied vol 211.9%
Delta 0.929 ≈93% ITM
Gamma 0.006
Theta -9.79
Vega 0.017
Open interest 5
Model this call
Put · $465
Last $0.01
Breakeven $464.99
Implied vol 118.6%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.473
Vega 0.002
Open interest 136
Model this put
2
29
218.6%
0.901
$27.00
467.5
$0.01
-0.004
108.8%
1.5k
160
Call · $467.5
In the money
Last $27.00
Breakeven $494.50
Implied vol 218.6%
Delta 0.901 ≈90% ITM
Gamma 0.008
Theta -12.891
Vega 0.017
Open interest 2
Model this call
Put · $467.5
Last $0.01
Breakeven $467.49
Implied vol 108.8%
Delta -0.004 ≈0% ITM
Gamma 0.001
Theta -0.462
Vega 0.002
Open interest 160
Model this put
15
235
191.7%
0.907
$24.55
470
$0.02
-0.006
101.4%
6.9k
421
Call · $470
In the money
Last $24.55
Breakeven $494.55
Implied vol 191.7%
Delta 0.907 ≈91% ITM
Gamma 0.009
Theta -10.767
Vega 0.017
Open interest 15
Model this call
Put · $470
Last $0.02
Breakeven $469.98
Implied vol 101.4%
Delta -0.006 ≈1% ITM
Gamma 0.002
Theta -0.567
Vega 0.002
Open interest 421
Model this put
4
262
186.8%
0.889
$21.20
472.5
$0.01
-0.005
89.3%
4k
211
Call · $472.5
In the money
Last $21.20
Breakeven $493.70
Implied vol 186.8%
Delta 0.889 ≈89% ITM
Gamma 0.01
Theta -12.051
Vega 0.017
Open interest 4
Model this call
Put · $472.5
Last $0.01
Breakeven $472.49
Implied vol 89.3%
Delta -0.005 ≈1% ITM
Gamma 0.002
Theta -0.44
Vega 0.002
Open interest 211
Model this put
71
340
144.2%
0.918
$18.55
475
$0.01
-0.006
79.7%
8.2k
1k
Call · $475
In the money
Last $18.55
Breakeven $493.55
Implied vol 144.2%
Delta 0.918 ≈92% ITM
Gamma 0.011
Theta -7.428
Vega 0.017
Open interest 71
Model this call
Put · $475
Last $0.01
Breakeven $474.99
Implied vol 79.7%
Delta -0.006 ≈1% ITM
Gamma 0.002
Theta -0.43
Vega 0.002
Open interest 1k
Model this put
22
795
149.6%
0.879
$16.00
477.5
$0.01
-0.006
70%
4.9k
152
Call · $477.5
In the money
Last $16.00
Breakeven $493.50
Implied vol 149.6%
Delta 0.879 ≈88% ITM
Gamma 0.014
Theta -10.302
Vega 0.017
Open interest 22
Model this call
Put · $477.5
Last $0.01
Breakeven $477.49
Implied vol 70%
Delta -0.006 ≈1% ITM
Gamma 0.003
Theta -0.419
Vega 0.002
Open interest 152
Model this put
27
7.7k
143.6%
0.849
$15.00
480
$0.01
-0.009
62.8%
14.9k
499
Call · $480
In the money
Last $15.00
Breakeven $495.00
Implied vol 143.6%
Delta 0.849 ≈85% ITM
Gamma 0.017
Theta -11.464
Vega 0.026
Open interest 27
Model this call
Put · $480
Last $0.01
Breakeven $479.99
Implied vol 62.8%
Delta -0.009 ≈1% ITM
Gamma 0.004
Theta -0.523
Vega 0.002
Open interest 499
Model this put
15
8.4k
134.5%
0.816
$13.00
482.5
$0.01
-0.011
53.3%
7.7k
172
Call · $482.5
In the money
Last $13.00
Breakeven $495.50
Implied vol 134.5%
Delta 0.816 ≈82% ITM
Gamma 0.02
Theta -12.148
Vega 0.026
Open interest 15
Model this call
Put · $482.5
Last $0.01
Breakeven $482.49
Implied vol 53.3%
Delta -0.011 ≈1% ITM
Gamma 0.005
Theta -0.512
Vega 0.002
Open interest 172
Model this put
22
11.9k
96.7%
0.837
$10.50
485
$0.04
-0.02
46.2%
9.2k
2k
Call · $485
In the money
Last $10.50
Breakeven $495.50
Implied vol 96.7%
Delta 0.837 ≈84% ITM
Gamma 0.026
Theta -8.113
Vega 0.026
Open interest 22
Model this call
Put · $485
Last $0.04
Breakeven $484.96
Implied vol 46.2%
Delta -0.02 ≈2% ITM
Gamma 0.011
Theta -0.751
Vega 0.005
Open interest 2k
Model this put
8
11.1k
74.4%
0.822
$7.50
487.5
$0.02
-0.035
38.4%
3.9k
105
Call · $487.5
In the money
Last $7.50
Breakeven $495.00
Implied vol 74.4%
Delta 0.822 ≈82% ITM
Gamma 0.035
Theta -6.595
Vega 0.026
Open interest 8
Model this call
Put · $487.5
Last $0.02
Breakeven $487.48
Implied vol 38.4%
Delta -0.035 ≈4% ITM
Gamma 0.021
Theta -1.012
Vega 0.01
Open interest 105
Model this put
35
13.2k
48.4%
0.813
$5.05
490
$0.08
-0.046
25.6%
10k
475
Call · $490
In the money
Last $5.05
Breakeven $495.05
Implied vol 48.4%
Delta 0.813 ≈81% ITM
Gamma 0.056
Theta -4.447
Vega 0.026
Open interest 35
Model this call
Put · $490
Last $0.08
Breakeven $489.92
Implied vol 25.6%
Delta -0.046 ≈5% ITM
Gamma 0.038
Theta -0.834
Vega 0.01
Open interest 475
Model this put
35
8k
48.3%
0.646
$3.00
492.5
$0.30
-0.223
23.4%
3.7k
122
Call · $492.5
In the money
Last $3.00
Breakeven $495.50
Implied vol 48.3%
Delta 0.646 ≈65% ITM
Gamma 0.079
Theta -6.229
Vega 0.039
Open interest 35
Model this call
Put · $492.5
Last $0.30
Breakeven $492.20
Implied vol 23.4%
Delta -0.223 ≈22% ITM
Gamma 0.131
Theta -2.391
Vega 0.026
Open interest 122
Model this put
31
11.2k
34.3%
0.414
$1.02
495
$1.20
-0.691
15.1%
3.1k
379
Call · $495
In the money
Last $1.02
Breakeven $496.02
Implied vol 34.3%
Delta 0.414 ≈41% ITM
Gamma 0.115
Theta -4.556
Vega 0.039
Open interest 31
Model this call
Put · $495
Last $1.20
Breakeven $493.80
Implied vol 15.1%
Delta -0.691 ≈69% ITM
Gamma 0.237
Theta -1.777
Vega 0.035
Open interest 379
Model this put
Underlying $495.19
48
7.4k
31.5%
0.15
$0.19
497.5
$2.70
—
—
2.8k
684
Call · $497.5
Last $0.19
Breakeven $497.69
Implied vol 31.5%
Delta 0.15 ≈15% ITM
Gamma 0.075
Theta -2.502
Vega 0.026
Open interest 48
Model this call
Put · $497.5
In the money
Last $2.70
Breakeven $494.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 684
Model this put
133
20.5k
28.9%
0.023
$0.01
500
$4.60
—
—
6.2k
1.8k
Call · $500
Last $0.01
Breakeven $500.01
Implied vol 28.9%
Delta 0.023 ≈2% ITM
Gamma 0.019
Theta -0.525
Vega 0.005
Open interest 133
Model this call
Put · $500
In the money
Last $4.60
Breakeven $495.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1.8k
Model this put
66
2.3k
39.3%
0.017
$0.01
502.5
$8.82
—
—
1.6k
120
Call · $502.5
Last $0.01
Breakeven $502.51
Implied vol 39.3%
Delta 0.017 ≈2% ITM
Gamma 0.011
Theta -0.563
Vega 0.005
Open interest 66
Model this call
Put · $502.5
In the money
Last $8.82
Breakeven $493.68
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 120
Model this put
86
5k
46.2%
0.009
$0.01
505
$9.86
—
—
2.3k
277
Call · $505
Last $0.01
Breakeven $505.01
Implied vol 46.2%
Delta 0.009 ≈1% ITM
Gamma 0.006
Theta -0.393
Vega 0.002
Open interest 86
Model this call
Put · $505
In the money
Last $9.86
Breakeven $495.14
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 277
Model this put
35
3.1k
63.8%
0.019
$0.01
507.5
$12.99
—
—
4.9k
100
Call · $507.5
Last $0.01
Breakeven $507.51
Implied vol 63.8%
Delta 0.019 ≈2% ITM
Gamma 0.007
Theta -0.988
Vega 0.005
Open interest 35
Model this call
Put · $507.5
In the money
Last $12.99
Breakeven $494.51
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 100
Model this put
86
5.8k
64.2%
0.007
$0.01
510
$14.92
—
—
3.2k
531
Call · $510
Last $0.01
Breakeven $510.01
Implied vol 64.2%
Delta 0.007 ≈1% ITM
Gamma 0.003
Theta -0.415
Vega 0.002
Open interest 86
Model this call
Put · $510
In the money
Last $14.92
Breakeven $495.08
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 531
Model this put
93
2.7k
73.1%
0.006
$0.01
512.5
$19.00
—
—
587
175
Call · $512.5
Last $0.01
Breakeven $512.51
Implied vol 73.1%
Delta 0.006 ≈1% ITM
Gamma 0.002
Theta -0.426
Vega 0.002
Open interest 93
Model this call
Put · $512.5
In the money
Last $19.00
Breakeven $493.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 175
Model this put
93
4.1k
82%
0.006
$0.01
515
$19.82
—
—
1.1k
495
Call · $515
Last $0.01
Breakeven $515.01
Implied vol 82%
Delta 0.006 ≈1% ITM
Gamma 0.002
Theta -0.437
Vega 0.002
Open interest 93
Model this call
Put · $515
In the money
Last $19.82
Breakeven $495.18
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 495
Model this put
300
1.1k
93.1%
0.006
$0.01
517.5
$32.97
—
—
717
285
Call · $517.5
Last $0.01
Breakeven $517.51
Implied vol 93.1%
Delta 0.006 ≈1% ITM
Gamma 0.002
Theta -0.563
Vega 0.002
Open interest 300
Model this call
Put · $517.5
In the money
Last $32.97
Breakeven $484.53
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 285
Model this put
196
5.5k
99.6%
0.005
$0.01
520
$26.96
—
—
1.6k
561
Call · $520
Last $0.01
Breakeven $520.01
Implied vol 99.6%
Delta 0.005 ≈0% ITM
Gamma 0.001
Theta -0.458
Vega 0.002
Open interest 196
Model this call
Put · $520
In the money
Last $26.96
Breakeven $493.04
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 561
Model this put
133
1.5k
108.4%
0.004
$0.01
522.5
$27.39
—
—
813
208
Call · $522.5
Last $0.01
Breakeven $522.51
Implied vol 108.4%
Delta 0.004 ≈0% ITM
Gamma 0.001
Theta -0.469
Vega 0.002
Open interest 133
Model this call
Put · $522.5
In the money
Last $27.39
Breakeven $495.11
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 208
Model this put
489
5.9k
116.7%
0.004
$0.01
525
$31.30
—
—
423
407
Call · $525
Last $0.01
Breakeven $525.01
Implied vol 116.7%
Delta 0.004 ≈0% ITM
Gamma 0.001
Theta -0.477
Vega 0.001
Open interest 489
Model this call
Put · $525
In the money
Last $31.30
Breakeven $493.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 407
Model this put
230
917
124.4%
0.004
$0.01
527.5
$43.46
—
—
80
198
Call · $527.5
Last $0.01
Breakeven $527.51
Implied vol 124.4%
Delta 0.004 ≈0% ITM
Gamma 0.001
Theta -0.48
Vega 0.001
Open interest 230
Model this call
Put · $527.5
In the money
Last $43.46
Breakeven $484.04
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 198
Model this put
343
4.5k
132%
0.004
$0.01
530
$37.44
—
—
299
350
Call · $530
Last $0.01
Breakeven $530.01
Implied vol 132%
Delta 0.004 ≈0% ITM
Gamma 0.001
Theta -0.482
Vega 0.001
Open interest 343
Model this call
Put · $530
In the money
Last $37.44
Breakeven $492.56
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 350
Model this put
744
946
149.6%
0.006
$0.01
532.5
$49.20
—
—
43
190
Call · $532.5
Last $0.01
Breakeven $532.51
Implied vol 149.6%
Delta 0.006 ≈1% ITM
Gamma 0.001
Theta -0.859
Vega 0.002
Open interest 744
Model this call
Put · $532.5
In the money
Last $49.20
Breakeven $483.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 190
Model this put
866
1.5k
147.3%
0.003
$0.03
535
$41.55
—
—
480
558
Call · $535
Last $0.03
Breakeven $535.03
Implied vol 147.3%
Delta 0.003 ≈0% ITM
Gamma 0.001
Theta -0.488
Vega 0.001
Open interest 866
Model this call
Put · $535
In the money
Last $41.55
Breakeven $493.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 558
Model this put
152
680
154.8%
0.003
$0.03
537.5
$42.48
—
—
65
116
Call · $537.5
Last $0.03
Breakeven $537.53
Implied vol 154.8%
Delta 0.003 ≈0% ITM
Gamma 0.001
Theta -0.49
Vega 0.001
Open interest 152
Model this call
Put · $537.5
In the money
Last $42.48
Breakeven $495.02
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 116
Model this put
824
2.8k
162.3%
0.003
$0.01
540
$46.99
—
—
38
192
Call · $540
Last $0.01
Breakeven $540.01
Implied vol 162.3%
Delta 0.003 ≈0% ITM
Gamma 0.001
Theta -0.493
Vega 0.001
Open interest 824
Model this call
Put · $540
In the money
Last $46.99
Breakeven $493.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 192
Model this put
176
208
183.5%
0.005
$0.01
542.5
$47.08
—
—
5
80
Call · $542.5
Last $0.01
Breakeven $542.51
Implied vol 183.5%
Delta 0.005 ≈1% ITM
Gamma 0.001
Theta -0.902
Vega 0.002
Open interest 176
Model this call
Put · $542.5
In the money
Last $47.08
Breakeven $495.42
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 80
Model this put
2.1k
536
177.3%
0.003
$0.01
545
$50.07
—
—
18
224
Call · $545
Last $0.01
Breakeven $545.01
Implied vol 177.3%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.498
Vega 0.001
Open interest 2.1k
Model this call
Put · $545
In the money
Last $50.07
Breakeven $494.93
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 224
Model this put
285
192
190.7%
0.003
$0.01
547.5
$54.40
—
—
17
103
Call · $547.5
Last $0.01
Breakeven $547.51
Implied vol 190.7%
Delta 0.003 ≈0% ITM
Gamma 0.001
Theta -0.649
Vega 0.001
Open interest 285
Model this call
Put · $547.5
In the money
Last $54.40
Breakeven $493.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 103
Model this put
2.1k
3.1k
192.1%
0.003
$0.01
550
$54.95
—
—
67
161
Call · $550
Last $0.01
Breakeven $550.01
Implied vol 192.1%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.504
Vega 0.001
Open interest 2.1k
Model this call
Put · $550
In the money
Last $54.95
Breakeven $495.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 161
Model this put
261
103
199.4%
0.002
$0.01
552.5
$71.48
—
—
5
66
Call · $552.5
Last $0.01
Breakeven $552.51
Implied vol 199.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.506
Vega 0.001
Open interest 261
Model this call
Put · $552.5
In the money
Last $71.48
Breakeven $481.02
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 66
Model this put
499
246
206.7%
0.002
$0.01
555
$61.63
—
—
8
119
Call · $555
Last $0.01
Breakeven $555.01
Implied vol 206.7%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.509
Vega 0.001
Open interest 499
Model this call
Put · $555
In the money
Last $61.63
Breakeven $493.37
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 119
Model this put
851
263
219.9%
0.003
$0.01
557.5
$63.82
—
—
7
67
Call · $557.5
Last $0.01
Breakeven $557.51
Implied vol 219.9%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.66
Vega 0.001
Open interest 851
Model this call
Put · $557.5
In the money
Last $63.82
Breakeven $493.68
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 67
Model this put
1.4k
550
221.3%
0.002
$0.01
560
$79.60
—
—
2
17
Call · $560
Last $0.01
Breakeven $560.01
Implied vol 221.3%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.514
Vega 0.001
Open interest 1.4k
Model this call
Put · $560
In the money
Last $79.60
Breakeven $480.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 17
Model this put
302
40
240.3%
0.003
$0.01
562.5
$38.10
—
—
22
4
Call · $562.5
Last $0.01
Breakeven $562.51
Implied vol 240.3%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.813
Vega 0.001
Open interest 302
Model this call
Put · $562.5
In the money
Last $38.10
Breakeven $524.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this put
985
168
235.7%
0.002
$0.01
565
$72.12
—
—
7
38
Call · $565
Last $0.01
Breakeven $565.01
Implied vol 235.7%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.52
Vega 0.001
Open interest 985
Model this call
Put · $565
In the money
Last $72.12
Breakeven $492.88
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 38
Model this put
177
32
242.8%
0.002
$0.01
567.5
$38.80
—
—
20
35
Call · $567.5
Last $0.01
Breakeven $567.51
Implied vol 242.8%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.522
Vega 0.001
Open interest 177
Model this call
Put · $567.5
In the money
Last $38.80
Breakeven $528.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 35
Model this put
987
139
267.6%
0.004
$0.01
570
$69.00
—
—
1
14
Call · $570
Last $0.01
Breakeven $570.01
Implied vol 267.6%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.969
Vega 0.001
Open interest 987
Model this call
Put · $570
In the money
Last $69.00
Breakeven $501.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 14
Model this put
404
41
280.5%
0.004
$0.03
572.5
$42.50
—
—
10
10
Call · $572.5
Last $0.03
Breakeven $572.53
Implied vol 280.5%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -1.12
Vega 0.001
Open interest 404
Model this call
Put · $572.5
In the money
Last $42.50
Breakeven $530.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this put
219
49
269.9%
0.002
$0.01
575
$91.42
—
—
11
12
Call · $575
Last $0.01
Breakeven $575.01
Implied vol 269.9%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.678
Vega 0.001
Open interest 219
Model this call
Put · $575
In the money
Last $91.42
Breakeven $483.58
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 12
Model this put
149
140
331.4%
0.01
$0.15
577.5
$45.22
—
—
4
28
Call · $577.5
Last $0.15
Breakeven $577.65
Implied vol 331.4%
Delta 0.01 ≈1% ITM
Gamma 0.001
Theta -2.9
Vega 0.002
Open interest 149
Model this call
Put · $577.5
In the money
Last $45.22
Breakeven $532.28
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 28
Model this put
568
92
318%
0.006
$0.03
580
$87.00
—
—
1
15
Call · $580
Last $0.03
Breakeven $580.03
Implied vol 318%
Delta 0.006 ≈1% ITM
Gamma 0.001
Theta -1.757
Vega 0.002
Open interest 568
Model this call
Put · $580
In the money
Last $87.00
Breakeven $493.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 15
Model this put
69
7
374.2%
0.014
$0.01
582.5
$46.20
—
—
15
15
Call · $582.5
Last $0.01
Breakeven $582.51
Implied vol 374.2%
Delta 0.014 ≈1% ITM
Gamma 0.001
Theta -4.481
Vega 0.006
Open interest 69
Model this call
Put · $582.5
In the money
Last $46.20
Breakeven $536.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 15
Model this put
660
44
292%
0.002
$0.01
585
$58.25
—
—
1
0
Call · $585
Last $0.01
Breakeven $585.01
Implied vol 292%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.541
Vega 0.001
Open interest 660
Model this call
Put · $585
In the money
Last $58.25
Breakeven $526.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
267
4
392.8%
0.014
$0.01
587.5
$40.70
—
—
2
0
Call · $587.5
Last $0.01
Breakeven $587.51
Implied vol 392.8%
Delta 0.014 ≈1% ITM
Gamma 0.001
Theta -4.644
Vega 0.006
Open interest 267
Model this call
Put · $587.5
In the money
Last $40.70
Breakeven $546.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
287
2
355.4%
0.006
$0.01
590
$52.50
—
—
2
17
Call · $590
Last $0.01
Breakeven $590.01
Implied vol 355.4%
Delta 0.006 ≈1% ITM
Gamma 0.001
Theta -2.147
Vega 0.002
Open interest 287
Model this call
Put · $590
In the money
Last $52.50
Breakeven $537.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 17
Model this put
54
10
361%
0.006
$0.01
592.5
—
—
—
—
0
Call · $592.5
Last $0.01
Breakeven $592.51
Implied vol 361%
Delta 0.006 ≈1% ITM
Gamma 0
Theta -2.042
Vega 0.002
Open interest 54
Model this call
Put · $592.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
130
18
364.4%
0.005
$0.03
595
$46.29
—
—
30
0
Call · $595
Last $0.03
Breakeven $595.03
Implied vol 364.4%
Delta 0.005 ≈1% ITM
Gamma 0
Theta -1.822
Vega 0.002
Open interest 130
Model this call
Put · $595
In the money
Last $46.29
Breakeven $548.71
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
40
10
355%
0.004
$0.01
597.5
$63.90
—
—
1
0
Call · $597.5
Last $0.01
Breakeven $597.51
Implied vol 355%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -1.294
Vega 0.001
Open interest 40
Model this call
Put · $597.5
In the money
Last $63.90
Breakeven $533.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1k
64
333.1%
0.002
$0.01
600
$83.20
—
—
1
1
Call · $600
Last $0.01
Breakeven $600.01
Implied vol 333.1%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.557
Vega 0.001
Open interest 1k
Model this call
Put · $600
In the money
Last $83.20
Breakeven $516.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
76
1
387.2%
0.005
$0.02
602.5
$64.25
—
—
1
0
Call · $602.5
Last $0.02
Breakeven $602.52
Implied vol 387.2%
Delta 0.005 ≈0% ITM
Gamma 0
Theta -1.855
Vega 0.002
Open interest 76
Model this call
Put · $602.5
In the money
Last $64.25
Breakeven $538.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
69
27
456.9%
0.013
$0.01
605
$53.33
—
—
1
0
Call · $605
Last $0.01
Breakeven $605.01
Implied vol 456.9%
Delta 0.013 ≈1% ITM
Gamma 0.001
Theta -5.325
Vega 0.002
Open interest 69
Model this call
Put · $605
In the money
Last $53.33
Breakeven $551.67
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
234
11
462.2%
0.013
$0.05
607.5
—
—
—
—
0
Call · $607.5
Last $0.05
Breakeven $607.55
Implied vol 462.2%
Delta 0.013 ≈1% ITM
Gamma 0.001
Theta -5.221
Vega 0.002
Open interest 234
Model this call
Put · $607.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
205
30
469.6%
0.013
$0.02
610
$73.40
—
—
2
0
Call · $610
Last $0.02
Breakeven $610.02
Implied vol 469.6%
Delta 0.013 ≈1% ITM
Gamma 0.001
Theta -5.231
Vega 0.002
Open interest 205
Model this call
Put · $610
In the money
Last $73.40
Breakeven $536.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
40
19
452.1%
0.01
$0.06
612.5
—
—
—
—
0
Call · $612.5
Last $0.06
Breakeven $612.56
Implied vol 452.1%
Delta 0.01 ≈1% ITM
Gamma 0.001
Theta -3.858
Vega 0.002
Open interest 40
Model this call
Put · $612.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
167
27
401.4%
0.003
$0.04
615
—
—
—
—
0
Call · $615
Last $0.04
Breakeven $615.04
Implied vol 401.4%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -1.313
Vega 0.001
Open interest 167
Model this call
Put · $615
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
55
12
419.2%
0.004
$0.01
617.5
—
—
—
—
0
Call · $617.5
Last $0.01
Breakeven $617.51
Implied vol 419.2%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -1.611
Vega 0.001
Open interest 55
Model this call
Put · $617.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
495
369
403.1%
0.002
$0.03
620
—
—
—
—
0
Call · $620
Last $0.03
Breakeven $620.03
Implied vol 403.1%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -1.022
Vega 0.001
Open interest 495
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
43
1
420.8%
0.003
$0.05
622.5
—
—
—
—
0
Call · $622.5
Last $0.05
Breakeven $622.55
Implied vol 420.8%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -1.321
Vega 0.001
Open interest 43
Model this call
Put · $622.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
119
2
511%
0.012
$0.02
625
—
—
—
—
0
Call · $625
Last $0.02
Breakeven $625.02
Implied vol 511%
Delta 0.012 ≈1% ITM
Gamma 0.001
Theta -5.181
Vega 0.002
Open interest 119
Model this call
Put · $625
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
42
3
469.2%
0.005
$0.10
627.5
—
—
—
—
0
Call · $627.5
Last $0.10
Breakeven $627.60
Implied vol 469.2%
Delta 0.005 ≈1% ITM
Gamma 0
Theta -2.424
Vega 0.002
Open interest 42
Model this call
Put · $627.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
193
37
451.3%
0.004
$0.03
630
—
—
—
—
0
Call · $630
Last $0.03
Breakeven $630.03
Implied vol 451.3%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -1.624
Vega 0.001
Open interest 193
Model this call
Put · $630
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
1
505.9%
0.008
$0.13
632.5
$83.20
—
—
15
0
Call · $632.5
Last $0.13
Breakeven $632.63
Implied vol 505.9%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -3.714
Vega 0.002
Open interest 22
Model this call
Put · $632.5
In the money
Last $83.20
Breakeven $549.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
65
6
458.4%
0.003
$0.01
635
—
—
—
—
0
Call · $635
Last $0.01
Breakeven $635.01
Implied vol 458.4%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -1.482
Vega 0.001
Open interest 65
Model this call
Put · $635
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
29
24
492.5%
0.005
$0.02
637.5
$114.57
—
—
1
0
Call · $637.5
Last $0.02
Breakeven $637.52
Implied vol 492.5%
Delta 0.005 ≈0% ITM
Gamma 0
Theta -2.224
Vega 0.001
Open interest 29
Model this call
Put · $637.5
In the money
Last $114.57
Breakeven $522.93
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
47
10
519.1%
0.007
$0.02
640
$117.05
—
—
1
0
Call · $640
Last $0.02
Breakeven $640.02
Implied vol 519.1%
Delta 0.007 ≈1% ITM
Gamma 0
Theta -3.285
Vega 0.002
Open interest 47
Model this call
Put · $640
In the money
Last $117.05
Breakeven $522.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
7
9
439.3%
0.001
$0.03
642.5
—
—
—
—
0
Call · $642.5
Last $0.03
Breakeven $642.53
Implied vol 439.3%
Delta 0.001 ≈0% ITM
Gamma 0
Theta -0.588
Vega 0
Open interest 7
Model this call
Put · $642.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
17
13
545.2%
0.008
$0.13
645
—
—
—
—
0
Call · $645
Last $0.13
Breakeven $645.13
Implied vol 545.2%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -3.998
Vega 0.002
Open interest 17
Model this call
Put · $645
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
3
5
643.3%
0.02
$0.02
647.5
—
—
—
—
0
Call · $647.5
Last $0.02
Breakeven $647.52
Implied vol 643.3%
Delta 0.02 ≈2% ITM
Gamma 0.001
Theta -10.61
Vega 0.006
Open interest 3
Model this call
Put · $647.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
134
8
473.8%
0.002
$0.02
650
$150.53
—
—
2
0
Call · $650
Last $0.02
Breakeven $650.02
Implied vol 473.8%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.906
Vega 0.001
Open interest 134
Model this call
Put · $650
In the money
Last $150.53
Breakeven $499.47
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
22
4
633.3%
0.015
$0.02
652.5
—
—
—
—
0
Call · $652.5
Last $0.02
Breakeven $652.52
Implied vol 633.3%
Delta 0.015 ≈1% ITM
Gamma 0.001
Theta -8.065
Vega 0.006
Open interest 22
Model this call
Put · $652.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
32
5
584.9%
0.009
$0.01
655
$103.00
—
—
2
0
Call · $655
Last $0.01
Breakeven $655.01
Implied vol 584.9%
Delta 0.009 ≈1% ITM
Gamma 0
Theta -4.733
Vega 0.003
Open interest 32
Model this call
Put · $655
In the money
Last $103.00
Breakeven $552.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
56
8
579.8%
0.008
$0.03
657.5
—
—
—
—
0
Call · $657.5
Last $0.03
Breakeven $657.53
Implied vol 579.8%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -4.052
Vega 0.003
Open interest 56
Model this call
Put · $657.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
11
8
590.6%
0.008
$0.04
660
—
—
—
—
0
Call · $660
Last $0.04
Breakeven $660.04
Implied vol 590.6%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -4.293
Vega 0.003
Open interest 11
Model this call
Put · $660
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
253
4
579.5%
0.006
$0.01
662.5
—
—
—
—
0
Call · $662.5
Last $0.01
Breakeven $662.51
Implied vol 579.5%
Delta 0.006 ≈1% ITM
Gamma 0
Theta -3.266
Vega 0.003
Open interest 253
Model this call
Put · $662.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
10
8
580.4%
0.005
$0.01
665
—
—
—
—
0
Call · $665
Last $0.01
Breakeven $665.01
Implied vol 580.4%
Delta 0.005 ≈1% ITM
Gamma 0
Theta -2.931
Vega 0.003
Open interest 10
Model this call
Put · $665
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
24
4
620.8%
0.009
$0.03
667.5
—
—
—
—
0
Call · $667.5
Last $0.03
Breakeven $667.53
Implied vol 620.8%
Delta 0.009 ≈1% ITM
Gamma 0
Theta -4.902
Vega 0.003
Open interest 24
Model this call
Put · $667.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
17
6
615.6%
0.007
$0.04
670
—
—
—
—
0
Call · $670
Last $0.04
Breakeven $670.04
Implied vol 615.6%
Delta 0.007 ≈1% ITM
Gamma 0
Theta -4.221
Vega 0.003
Open interest 17
Model this call
Put · $670
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
4
5
614.5%
0.007
$0.02
672.5
—
—
—
—
0
Call · $672.5
Last $0.02
Breakeven $672.52
Implied vol 614.5%
Delta 0.007 ≈1% ITM
Gamma 0
Theta -3.77
Vega 0.003
Open interest 4
Model this call
Put · $672.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
39
13
725.6%
0.018
$0.01
675
—
—
—
—
0
Call · $675
Last $0.01
Breakeven $675.01
Implied vol 725.6%
Delta 0.018 ≈2% ITM
Gamma 0.001
Theta -10.758
Vega 0.006
Open interest 39
Model this call
Put · $675
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
30
4
709%
0.013
$0.03
680
—
—
—
—
0
Call · $680
Last $0.03
Breakeven $680.03
Implied vol 709%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -8.183
Vega 0.003
Open interest 30
Model this call
Put · $680
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
5
5
647.7%
0.006
$0.02
685
—
—
—
—
0
Call · $685
Last $0.02
Breakeven $685.02
Implied vol 647.7%
Delta 0.006 ≈1% ITM
Gamma 0
Theta -3.824
Vega 0.003
Open interest 5
Model this call
Put · $685
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
53
3
623.8%
0.004
$0.01
690
—
—
—
—
0
Call · $690
Last $0.01
Breakeven $690.01
Implied vol 623.8%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -2.427
Vega 0.001
Open interest 53
Model this call
Put · $690
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
14
5
651.2%
0.004
$0.03
695
—
—
—
—
0
Call · $695
Last $0.03
Breakeven $695.03
Implied vol 651.2%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -2.876
Vega 0.001
Open interest 14
Model this call
Put · $695
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
50
2
677.1%
0.005
$0.20
700
—
—
—
—
0
Call · $700
Last $0.20
Breakeven $700.20
Implied vol 677.1%
Delta 0.005 ≈1% ITM
Gamma 0
Theta -3.312
Vega 0.003
Open interest 50
Model this call
Put · $700
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
7
2
668.6%
0.004
$0.22
705
—
—
—
—
0
Call · $705
Last $0.22
Breakeven $705.22
Implied vol 668.6%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -2.739
Vega 0.001
Open interest 7
Model this call
Put · $705
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
11
5
783.4%
0.012
$0.03
710
—
—
—
—
0
Call · $710
Last $0.03
Breakeven $710.03
Implied vol 783.4%
Delta 0.012 ≈1% ITM
Gamma 0
Theta -8.196
Vega 0.003
Open interest 11
Model this call
Put · $710
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
20
5
795.8%
0.012
$0.04
715
$227.57
—
—
2
0
Call · $715
Last $0.04
Breakeven $715.04
Implied vol 795.8%
Delta 0.012 ≈1% ITM
Gamma 0
Theta -8.217
Vega 0.003
Open interest 20
Model this call
Put · $715
In the money
Last $227.57
Breakeven $487.43
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
33
1
832.9%
0.014
$0.01
720
$232.56
—
—
2
1
Call · $720
Last $0.01
Breakeven $720.01
Implied vol 832.9%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -9.736
Vega 0.003
Open interest 33
Model this call
Put · $720
In the money
Last $232.56
Breakeven $487.44
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
236
1
829.9%
0.012
$0.29
725
—
—
—
—
0
Call · $725
Last $0.29
Breakeven $725.29
Implied vol 829.9%
Delta 0.012 ≈1% ITM
Gamma 0
Theta -8.835
Vega 0.003
Open interest 236
Model this call
Put · $725
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
27
4
864.8%
0.014
$0.02
730
$242.57
—
—
6
0
Call · $730
Last $0.02
Breakeven $730.02
Implied vol 864.8%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -10.24
Vega 0.003
Open interest 27
Model this call
Put · $730
In the money
Last $242.57
Breakeven $487.43
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
30
3
839%
0.011
$0.06
735
$247.57
—
—
6
0
Call · $735
Last $0.06
Breakeven $735.06
Implied vol 839%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -7.956
Vega 0.003
Open interest 30
Model this call
Put · $735
In the money
Last $247.57
Breakeven $487.43
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
25
5
729.9%
0.003
$0.01
740
—
—
—
—
0
Call · $740
Last $0.01
Breakeven $740.01
Implied vol 729.9%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -2.332
Vega 0.001
Open interest 25
Model this call
Put · $740
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
13
1
756.4%
0.003
$0.05
750
—
—
—
—
0
Call · $750
Last $0.05
Breakeven $750.05
Implied vol 756.4%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -2.49
Vega 0.001
Open interest 13
Model this call
Put · $750
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
13
4
991.8%
0.018
$0.01
760
—
—
—
—
0
Call · $760
Last $0.01
Breakeven $760.01
Implied vol 991.8%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -14.631
Vega 0.006
Open interest 13
Model this call
Put · $760
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
1
930.8%
0.011
$0.18
770
—
—
—
—
0
Call · $770
Last $0.18
Breakeven $770.18
Implied vol 930.8%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -8.679
Vega 0.003
Open interest 1
Model this call
Put · $770
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
4
972%
0.012
$0.01
780
—
—
—
—
0
Call · $780
Last $0.01
Breakeven $780.01
Implied vol 972%
Delta 0.012 ≈1% ITM
Gamma 0
Theta -9.874
Vega 0.003
Open interest 0
Model this call
Put · $780
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
5
998.1%
0.012
$0.02
790
$275.03
—
—
2
0
Call · $790
Last $0.02
Breakeven $790.02
Implied vol 998.1%
Delta 0.012 ≈1% ITM
Gamma 0
Theta -10.146
Vega 0.003
Open interest 0
Model this call
Put · $790
In the money
Last $275.03
Breakeven $514.97
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
3
1013%
0.011
$0.01
800
—
—
—
—
0
Call · $800
Last $0.01
Breakeven $800.01
Implied vol 1013%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -9.727
Vega 0.003
Open interest 1
Model this call
Put · $800
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
8
1025.9%
0.01
$0.01
810
—
—
—
—
0
Call · $810
Last $0.01
Breakeven $810.01
Implied vol 1025.9%
Delta 0.01 ≈1% ITM
Gamma 0
Theta -9.192
Vega 0.003
Open interest 1
Model this call
Put · $810
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
1
9
1079.9%
0.012
$0.02
820
—
—
—
—
0
Call · $820
Last $0.02
Breakeven $820.02
Implied vol 1079.9%
Delta 0.012 ≈1% ITM
Gamma 0
Theta -11.308
Vega 0.003
Open interest 1
Model this call
Put · $820
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
3
1154.6%
0.015
$0.01
830
—
—
—
—
0
Call · $830
Last $0.01
Breakeven $830.01
Implied vol 1154.6%
Delta 0.015 ≈2% ITM
Gamma 0
Theta -14.804
Vega 0.003
Open interest 2
Model this call
Put · $830
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
2
4
1175.3%
0.015
$0.01
840
—
—
—
—
0
Call · $840
Last $0.01
Breakeven $840.01
Implied vol 1175.3%
Delta 0.015 ≈1% ITM
Gamma 0
Theta -14.846
Vega 0.003
Open interest 2
Model this call
Put · $840
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put