0
—
—
—
—
330
$0.61
-0.018
87.6%
1
1
Call · $330
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $330
Last $0.61
Breakeven $329.39
Implied vol 87.6%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -0.1
Vega 0.057
Open interest 1
Model this put
0
—
—
—
—
340
—
-0.019
82.8%
—
0
Call · $340
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $340
Last —
Breakeven —
Implied vol 82.8%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.099
Vega 0.058
Open interest 0
Model this put
0
—
0.1%
0.999
—
350
—
-0.02
78.2%
—
0
Call · $350
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.012
Vega -0.001
Open interest 0
Model this call
Put · $350
Last —
Breakeven —
Implied vol 78.2%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.098
Vega 0.059
Open interest 0
Model this put
0
—
0.1%
0.999
—
360
—
-0.021
73.7%
—
0
Call · $360
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.013
Vega -0.001
Open interest 0
Model this call
Put · $360
Last —
Breakeven —
Implied vol 73.7%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -0.098
Vega 0.06
Open interest 0
Model this put
0
—
0.1%
0.999
—
370
$2.40
-0.023
70.2%
1
1
Call · $370
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.014
Vega -0.001
Open interest 0
Model this call
Put · $370
Last $2.40
Breakeven $367.60
Implied vol 70.2%
Delta -0.023 ≈2% ITM
Gamma 0.001
Theta -0.102
Vega 0.061
Open interest 1
Model this put
0
—
0.1%
0.999
—
380
—
-0.022
63.5%
—
0
Call · $380
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.015
Vega -0.001
Open interest 0
Model this call
Put · $380
Last —
Breakeven —
Implied vol 63.5%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -0.087
Vega 0.061
Open interest 0
Model this put
0
—
0.1%
0.999
—
390
—
-0.025
60.8%
—
0
Call · $390
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.016
Vega -0.001
Open interest 0
Model this call
Put · $390
Last —
Breakeven —
Implied vol 60.8%
Delta -0.025 ≈3% ITM
Gamma 0.001
Theta -0.095
Vega 0.125
Open interest 0
Model this put
0
—
0.1%
0.999
—
400
$0.57
-0.027
56.3%
2
12
Call · $400
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.017
Vega -0.001
Open interest 0
Model this call
Put · $400
Last $0.57
Breakeven $399.43
Implied vol 56.3%
Delta -0.027 ≈3% ITM
Gamma 0.001
Theta -0.093
Vega 0.126
Open interest 12
Model this put
0
—
0.1%
0.999
—
410
$6.33
-0.03
52.1%
2
3
Call · $410
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.018
Vega -0.001
Open interest 0
Model this call
Put · $410
Last $6.33
Breakeven $403.67
Implied vol 52.1%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.092
Vega 0.128
Open interest 3
Model this put
1
1
0.1%
0.999
$37.50
420
$0.76
-0.058
57.5%
2
5
Call · $420
In the money
Last $37.50
Breakeven $457.50
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.019
Vega -0.001
Open interest 1
Model this call
Put · $420
Last $0.76
Breakeven $419.24
Implied vol 57.5%
Delta -0.058 ≈6% ITM
Gamma 0.001
Theta -0.177
Vega 0.224
Open interest 5
Model this put
0
—
0.1%
0.999
—
430
$1.32
-0.059
51.8%
3
4
Call · $430
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.02
Vega -0.001
Open interest 0
Model this call
Put · $430
Last $1.32
Breakeven $428.68
Implied vol 51.8%
Delta -0.059 ≈6% ITM
Gamma 0.002
Theta -0.162
Vega 0.227
Open interest 4
Model this put
0
—
—
—
—
440
$1.05
-0.074
49.1%
1
22
Call · $440
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $440
Last $1.05
Breakeven $438.95
Implied vol 49.1%
Delta -0.074 ≈7% ITM
Gamma 0.002
Theta -0.179
Vega 0.229
Open interest 22
Model this put
10
10
0.1%
0.999
$21.00
450
$2.45
-0.093
47.2%
1
4
Call · $450
In the money
Last $21.00
Breakeven $471.00
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.022
Vega -0.001
Open interest 10
Model this call
Put · $450
Last $2.45
Breakeven $447.55
Implied vol 47.2%
Delta -0.093 ≈9% ITM
Gamma 0.002
Theta -0.205
Vega 0.232
Open interest 4
Model this put
1
1
23.7%
0.986
$62.12
460
$2.95
-0.114
45.5%
1
3
Call · $460
In the money
Last $62.12
Breakeven $522.12
Implied vol 23.7%
Delta 0.986 ≈99% ITM
Gamma 0.001
Theta -0.043
Vega 0.066
Open interest 1
Model this call
Put · $460
Last $2.95
Breakeven $457.05
Implied vol 45.5%
Delta -0.114 ≈11% ITM
Gamma 0.003
Theta -0.232
Vega 0.236
Open interest 3
Model this put
0
1
29.5%
0.938
$21.15
470
$3.00
-0.112
37.9%
6
7
Call · $470
In the money
Last $21.15
Breakeven $491.15
Implied vol 29.5%
Delta 0.938 ≈94% ITM
Gamma 0.003
Theta -0.118
Vega 0.234
Open interest 0
Model this call
Put · $470
Last $3.00
Breakeven $467.00
Implied vol 37.9%
Delta -0.112 ≈11% ITM
Gamma 0.004
Theta -0.19
Vega 0.237
Open interest 7
Model this put
27
1
26.3%
0.919
$49.64
480
$4.00
-0.119
32%
1
0
Call · $480
In the money
Last $49.64
Breakeven $529.64
Implied vol 26.3%
Delta 0.919 ≈92% ITM
Gamma 0.004
Theta -0.126
Vega 0.237
Open interest 27
Model this call
Put · $480
Last $4.00
Breakeven $476.00
Implied vol 32%
Delta -0.119 ≈12% ITM
Gamma 0.004
Theta -0.168
Vega 0.245
Open interest 0
Model this put
3
2
30.4%
0.834
$23.45
490
$5.60
-0.182
32.9%
5
23
Call · $490
In the money
Last $23.45
Breakeven $513.45
Implied vol 30.4%
Delta 0.834 ≈83% ITM
Gamma 0.006
Theta -0.221
Vega 0.363
Open interest 3
Model this call
Put · $490
Last $5.60
Breakeven $484.40
Implied vol 32.9%
Delta -0.182 ≈18% ITM
Gamma 0.006
Theta -0.226
Vega 0.364
Open interest 23
Model this put
6
2
26.9%
0.795
$27.55
500
$6.37
-0.216
28.4%
1
3
Call · $500
In the money
Last $27.55
Breakeven $527.55
Implied vol 26.9%
Delta 0.795 ≈79% ITM
Gamma 0.007
Theta -0.226
Vega 0.367
Open interest 6
Model this call
Put · $500
Last $6.37
Breakeven $493.63
Implied vol 28.4%
Delta -0.216 ≈22% ITM
Gamma 0.007
Theta -0.218
Vega 0.481
Open interest 3
Model this put
18
4
26.3%
0.711
$34.47
510
$8.00
-0.3
28.4%
5
44
Call · $510
In the money
Last $34.47
Breakeven $544.47
Implied vol 26.3%
Delta 0.711 ≈71% ITM
Gamma 0.009
Theta -0.258
Vega 0.487
Open interest 18
Model this call
Put · $510
Last $8.00
Breakeven $502.00
Implied vol 28.4%
Delta -0.3 ≈30% ITM
Gamma 0.009
Theta -0.255
Vega 0.488
Open interest 44
Model this put
53
2
25.6%
0.617
$15.55
520
$12.04
-0.391
27.8%
480
468
Call · $520
In the money
Last $15.55
Breakeven $535.55
Implied vol 25.6%
Delta 0.617 ≈62% ITM
Gamma 0.01
Theta -0.277
Vega 0.565
Open interest 53
Model this call
Put · $520
Last $12.04
Breakeven $507.96
Implied vol 27.8%
Delta -0.391 ≈39% ITM
Gamma 0.01
Theta -0.272
Vega 0.566
Open interest 468
Model this put
Underlying $528.36
54
17
25.5%
0.51
$11.60
530
$17.78
-0.489
28%
1
38
Call · $530
Last $11.60
Breakeven $541.60
Implied vol 25.5%
Delta 0.51 ≈51% ITM
Gamma 0.011
Theta -0.288
Vega 0.574
Open interest 54
Model this call
Put · $530
In the money
Last $17.78
Breakeven $512.22
Implied vol 28%
Delta -0.489 ≈49% ITM
Gamma 0.01
Theta -0.286
Vega 0.574
Open interest 38
Model this put
24
3
25.5%
0.404
$9.00
540
$25.75
-0.592
26.7%
10
10
Call · $540
Last $9.00
Breakeven $549.00
Implied vol 25.5%
Delta 0.404 ≈40% ITM
Gamma 0.011
Theta -0.275
Vega 0.583
Open interest 24
Model this call
Put · $540
In the money
Last $25.75
Breakeven $514.25
Implied vol 26.7%
Delta -0.592 ≈59% ITM
Gamma 0.01
Theta -0.26
Vega 0.581
Open interest 10
Model this put
73
3
23.6%
0.292
$5.38
550
$31.33
-0.691
26%
15
15
Call · $550
Last $5.38
Breakeven $555.38
Implied vol 23.6%
Delta 0.292 ≈29% ITM
Gamma 0.01
Theta -0.223
Vega 0.519
Open interest 73
Model this call
Put · $550
In the money
Last $31.33
Breakeven $518.67
Implied vol 26%
Delta -0.691 ≈69% ITM
Gamma 0.01
Theta -0.224
Vega 0.515
Open interest 15
Model this put
19
1
19.5%
0.153
$6.20
560
—
-0.77
26.8%
—
0
Call · $560
Last $6.20
Breakeven $566.20
Implied vol 19.5%
Delta 0.153 ≈15% ITM
Gamma 0.008
Theta -0.128
Vega 0.407
Open interest 19
Model this call
Put · $560
In the money
Last —
Breakeven —
Implied vol 26.8%
Delta -0.77 ≈77% ITM
Gamma 0.008
Theta -0.198
Vega 0.398
Open interest 0
Model this put
10
9
24.6%
0.142
$2.86
570
$50.30
-0.863
24.8%
2
0
Call · $570
Last $2.86
Breakeven $572.86
Implied vol 24.6%
Delta 0.142 ≈14% ITM
Gamma 0.006
Theta -0.153
Vega 0.272
Open interest 10
Model this call
Put · $570
In the money
Last $50.30
Breakeven $519.70
Implied vol 24.8%
Delta -0.863 ≈86% ITM
Gamma 0.007
Theta -0.127
Vega 0.265
Open interest 0
Model this put
3
5
22.6%
0.073
$2.16
580
—
-0.867
29.7%
—
0
Call · $580
Last $2.16
Breakeven $582.16
Implied vol 22.6%
Delta 0.073 ≈7% ITM
Gamma 0.004
Theta -0.086
Vega 0.161
Open interest 3
Model this call
Put · $580
In the money
Last —
Breakeven —
Implied vol 29.7%
Delta -0.867 ≈87% ITM
Gamma 0.005
Theta -0.15
Vega 0.267
Open interest 0
Model this put
0
—
24.7%
0.059
—
590
—
-0.9
30.6%
—
0
Call · $590
Last —
Breakeven —
Implied vol 24.7%
Delta 0.059 ≈6% ITM
Gamma 0.003
Theta -0.078
Vega 0.162
Open interest 0
Model this call
Put · $590
In the money
Last —
Breakeven —
Implied vol 30.6%
Delta -0.9 ≈90% ITM
Gamma 0.004
Theta -0.122
Vega 0.261
Open interest 0
Model this put
0
—
27%
0.049
—
600
—
-0.913
33.5%
—
0
Call · $600
Last —
Breakeven —
Implied vol 27%
Delta 0.049 ≈5% ITM
Gamma 0.003
Theta -0.074
Vega 0.163
Open interest 0
Model this call
Put · $600
In the money
Last —
Breakeven —
Implied vol 33.5%
Delta -0.913 ≈91% ITM
Gamma 0.004
Theta -0.12
Vega 0.258
Open interest 0
Model this put
0
—
—
—
—
610
—
-0.921
36.7%
—
0
Call · $610
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $610
In the money
Last —
Breakeven —
Implied vol 36.7%
Delta -0.921 ≈92% ITM
Gamma 0.003
Theta -0.123
Vega 0.256
Open interest 0
Model this put