BLK Stock — BlackRock, Inc.: Options Chain

Calls		Puts
0	—	265.1%	0.996	—	$0.05	-0.008	301.7%	1	20
Call · $600 In the money Last — Breakeven — Implied vol 265.1% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.451 Vega 0.016 Open interest 0 Model this call Put · $600 Last $0.05 Breakeven $599.95 Implied vol 301.7% Delta -0.008 ≈1% ITM Gamma 0 Theta -1.125 Vega 0.016 Open interest 20 Model this put
0	—	255%	0.997	—	—	-0.008	291.4%	—	0
Call · $610 In the money Last — Breakeven — Implied vol 255% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.391 Vega 0.016 Open interest 0 Model this call Put · $610 Last — Breakeven — Implied vol 291.4% Delta -0.008 ≈1% ITM Gamma 0 Theta -1.067 Vega 0.016 Open interest 0 Model this put
0	—	248.2%	0.997	—	—	-0.008	284.4%	—	0
Call · $620 In the money Last — Breakeven — Implied vol 248.2% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.389 Vega 0.016 Open interest 0 Model this call Put · $620 Last — Breakeven — Implied vol 284.4% Delta -0.008 ≈1% ITM Gamma 0 Theta -1.065 Vega 0.016 Open interest 0 Model this put
0	—	241.4%	0.997	—	—	-0.008	277.5%	—	0
Call · $630 In the money Last — Breakeven — Implied vol 241.4% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.386 Vega 0.016 Open interest 0 Model this call Put · $630 Last — Breakeven — Implied vol 277.5% Delta -0.008 ≈1% ITM Gamma 0 Theta -1.063 Vega 0.016 Open interest 0 Model this put
1	1	234.9%	0.997	$461.80	—	-0.008	267.6%	—	0
Call · $640 In the money Last $461.80 Breakeven $1,101.80 Implied vol 234.9% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.383 Vega 0.016 Open interest 1 Model this call Put · $640 Last — Breakeven — Implied vol 267.6% Delta -0.008 ≈1% ITM Gamma 0 Theta -1.004 Vega 0.017 Open interest 0 Model this put
0	—	228.4%	0.997	—	—	-0.008	260.9%	—	0
Call · $650 In the money Last — Breakeven — Implied vol 228.4% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.381 Vega 0.016 Open interest 0 Model this call Put · $650 Last — Breakeven — Implied vol 260.9% Delta -0.008 ≈1% ITM Gamma 0 Theta -1.002 Vega 0.017 Open interest 0 Model this put
0	—	225%	0.996	—	—	-0.009	254.4%	—	0
Call · $660 In the money Last — Breakeven — Implied vol 225% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.435 Vega 0.017 Open interest 0 Model this call Put · $660 Last — Breakeven — Implied vol 254.4% Delta -0.009 ≈1% ITM Gamma 0 Theta -1 Vega 0.017 Open interest 0 Model this put
0	—	218.6%	0.996	—	—	-0.009	247.9%	—	0
Call · $670 In the money Last — Breakeven — Implied vol 218.6% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.432 Vega 0.017 Open interest 0 Model this call Put · $670 Last — Breakeven — Implied vol 247.9% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.998 Vega 0.017 Open interest 0 Model this put
0	—	212.4%	0.996	—	—	-0.009	240.1%	—	0
Call · $680 In the money Last — Breakeven — Implied vol 212.4% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.429 Vega 0.017 Open interest 0 Model this call Put · $680 Last — Breakeven — Implied vol 240.1% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.968 Vega 0.017 Open interest 0 Model this put
0	—	206.3%	0.996	—	—	-0.009	234.5%	—	0
Call · $690 In the money Last — Breakeven — Implied vol 206.3% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.427 Vega 0.017 Open interest 0 Model this call Put · $690 Last — Breakeven — Implied vol 234.5% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.988 Vega 0.04 Open interest 0 Model this put
1	1	200.2%	0.996	$318.00	$0.58	-0.009	227.1%	6	15
Call · $700 In the money Last $318.00 Breakeven $1,018.00 Implied vol 200.2% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.424 Vega 0.017 Open interest 1 Model this call Put · $700 Last $0.58 Breakeven $699.42 Implied vol 227.1% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.959 Vega 0.04 Open interest 15 Model this put
1	1	194.2%	0.995	$308.00	$0.52	-0.01	221%	30	21
Call · $710 In the money Last $308.00 Breakeven $1,018.00 Implied vol 194.2% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.421 Vega 0.017 Open interest 1 Model this call Put · $710 Last $0.52 Breakeven $709.48 Implied vol 221% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.974 Vega 0.041 Open interest 21 Model this put
0	—	188.4%	0.995	—	$0.28	-0.01	214.4%	42	9
Call · $720 In the money Last — Breakeven — Implied vol 188.4% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.418 Vega 0.018 Open interest 0 Model this call Put · $720 Last $0.28 Breakeven $719.72 Implied vol 214.4% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.967 Vega 0.041 Open interest 9 Model this put
0	—	182.5%	0.995	—	$0.33	-0.01	207.3%	34	14
Call · $730 In the money Last — Breakeven — Implied vol 182.5% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.415 Vega 0.018 Open interest 0 Model this call Put · $730 Last $0.33 Breakeven $729.67 Implied vol 207.3% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.938 Vega 0.041 Open interest 14 Model this put
0	—	176.8%	0.995	—	$0.39	-0.011	201.5%	38	16
Call · $740 In the money Last — Breakeven — Implied vol 176.8% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.411 Vega 0.018 Open interest 0 Model this call Put · $740 Last $0.39 Breakeven $739.61 Implied vol 201.5% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.952 Vega 0.042 Open interest 16 Model this put
0	—	171.2%	0.995	—	$0.44	-0.011	194.6%	40	31
Call · $750 In the money Last — Breakeven — Implied vol 171.2% Delta 0.995 ≈99% ITM Gamma 0 Theta -0.408 Vega 0.018 Open interest 0 Model this call Put · $750 Last $0.44 Breakeven $749.56 Implied vol 194.6% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.924 Vega 0.042 Open interest 31 Model this put
0	—	165.6%	0.995	—	$0.44	-0.011	188.9%	40	25
Call · $760 In the money Last — Breakeven — Implied vol 165.6% Delta 0.995 ≈99% ITM Gamma 0 Theta -0.405 Vega 0.018 Open interest 0 Model this call Put · $760 Last $0.44 Breakeven $759.56 Implied vol 188.9% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.938 Vega 0.042 Open interest 25 Model this put
0	—	165.5%	0.993	—	$0.46	-0.011	182.2%	40	229
Call · $770 In the money Last — Breakeven — Implied vol 165.5% Delta 0.993 ≈99% ITM Gamma 0 Theta -0.515 Vega 0.018 Open interest 0 Model this call Put · $770 Last $0.46 Breakeven $769.54 Implied vol 182.2% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.909 Vega 0.042 Open interest 229 Model this put
0	—	154.6%	0.994	—	$0.53	-0.012	176.1%	46	20
Call · $780 In the money Last — Breakeven — Implied vol 154.6% Delta 0.994 ≈99% ITM Gamma 0 Theta -0.398 Vega 0.018 Open interest 0 Model this call Put · $780 Last $0.53 Breakeven $779.47 Implied vol 176.1% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.902 Vega 0.043 Open interest 20 Model this put
0	—	151.9%	0.994	—	$1.10	-0.013	170.7%	44	17
Call · $790 In the money Last — Breakeven — Implied vol 151.9% Delta 0.994 ≈99% ITM Gamma 0 Theta -0.45 Vega 0.018 Open interest 0 Model this call Put · $790 Last $1.10 Breakeven $788.90 Implied vol 170.7% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.916 Vega 0.043 Open interest 17 Model this put
1	1	146.6%	0.993	$302.30	$2.72	-0.013	164.2%	1	29
Call · $800 In the money Last $302.30 Breakeven $1,102.30 Implied vol 146.6% Delta 0.993 ≈99% ITM Gamma 0 Theta -0.447 Vega 0.019 Open interest 1 Model this call Put · $800 Last $2.72 Breakeven $797.28 Implied vol 164.2% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.887 Vega 0.043 Open interest 29 Model this put
0	—	158.5%	0.987	—	$2.82	-0.013	158.9%	1	15
Call · $810 In the money Last — Breakeven — Implied vol 158.5% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.891 Vega 0.044 Open interest 0 Model this call Put · $810 Last $2.82 Breakeven $807.18 Implied vol 158.9% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.902 Vega 0.044 Open interest 15 Model this put
0	—	153.8%	0.986	—	$3.90	-0.014	153.1%	2	21
Call · $820 In the money Last — Breakeven — Implied vol 153.8% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.925 Vega 0.044 Open interest 0 Model this call Put · $820 Last $3.90 Breakeven $816.10 Implied vol 153.1% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.894 Vega 0.044 Open interest 21 Model this put
0	—	146.9%	0.986	—	$4.71	-0.014	147.4%	31	35
Call · $830 In the money Last — Breakeven — Implied vol 146.9% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.873 Vega 0.044 Open interest 0 Model this call Put · $830 Last $4.71 Breakeven $825.29 Implied vol 147.4% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.887 Vega 0.044 Open interest 35 Model this put
0	—	98.1%	0.999	—	$5.22	-0.015	141.8%	2	23
Call · $840 In the money Last — Breakeven — Implied vol 98.1% Delta 0.999 ≈100% ITM Gamma 0 Theta -0.053 Vega 0.002 Open interest 0 Model this call Put · $840 Last $5.22 Breakeven $834.78 Implied vol 141.8% Delta -0.015 ≈1% ITM Gamma 0 Theta -0.88 Vega 0.044 Open interest 23 Model this put
0	—	132.2%	0.987	—	$0.17	-0.015	136.2%	5	18
Call · $850 In the money Last — Breakeven — Implied vol 132.2% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.727 Vega 0.045 Open interest 0 Model this call Put · $850 Last $0.17 Breakeven $849.83 Implied vol 136.2% Delta -0.015 ≈2% ITM Gamma 0 Theta -0.872 Vega 0.045 Open interest 18 Model this put
0	—	123.3%	0.989	—	$0.05	-0.016	130.7%	6	78
Call · $860 In the money Last — Breakeven — Implied vol 123.3% Delta 0.989 ≈99% ITM Gamma 0 Theta -0.589 Vega 0.045 Open interest 0 Model this call Put · $860 Last $0.05 Breakeven $859.95 Implied vol 130.7% Delta -0.016 ≈2% ITM Gamma 0 Theta -0.865 Vega 0.045 Open interest 78 Model this put
1	2	120.1%	0.987	$122.10	$4.48	-0.017	125.3%	1	5
Call · $870 In the money Last $122.10 Breakeven $992.10 Implied vol 120.1% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.666 Vega 0.045 Open interest 1 Model this call Put · $870 Last $4.48 Breakeven $865.52 Implied vol 125.3% Delta -0.017 ≈2% ITM Gamma 0 Theta -0.858 Vega 0.045 Open interest 5 Model this put
1	2	127.9%	0.977	$113.20	$2.60	-0.017	119.9%	14	44
Call · $880 In the money Last $113.20 Breakeven $993.20 Implied vol 127.9% Delta 0.977 ≈98% ITM Gamma 0 Theta -1.173 Vega 0.045 Open interest 1 Model this call Put · $880 Last $2.60 Breakeven $877.40 Implied vol 119.9% Delta -0.017 ≈2% ITM Gamma 0 Theta -0.85 Vega 0.045 Open interest 44 Model this put
0	—	120.3%	0.977	—	$0.20	-0.018	114.6%	1	16
Call · $890 In the money Last — Breakeven — Implied vol 120.3% Delta 0.977 ≈98% ITM Gamma 0 Theta -1.078 Vega 0.046 Open interest 0 Model this call Put · $890 Last $0.20 Breakeven $889.80 Implied vol 114.6% Delta -0.018 ≈2% ITM Gamma 0 Theta -0.843 Vega 0.046 Open interest 16 Model this put
0	—	101.9%	0.988	—	$0.98	-0.019	109.9%	4	21
Call · $900 In the money Last — Breakeven — Implied vol 101.9% Delta 0.988 ≈99% ITM Gamma 0 Theta -0.553 Vega 0.046 Open interest 0 Model this call Put · $900 Last $0.98 Breakeven $899.02 Implied vol 109.9% Delta -0.019 ≈2% ITM Gamma 0 Theta -0.857 Vega 0.046 Open interest 21 Model this put
0	—	99.9%	0.984	—	$1.03	-0.023	108%	4	197
Call · $910 In the money Last — Breakeven — Implied vol 99.9% Delta 0.984 ≈98% ITM Gamma 0 Theta -0.673 Vega 0.046 Open interest 0 Model this call Put · $910 Last $1.03 Breakeven $908.97 Implied vol 108% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.979 Vega 0.046 Open interest 197 Model this put
0	—	95.8%	0.982	—	$0.30	-0.03	108.9%	2	46
Call · $920 In the money Last — Breakeven — Implied vol 95.8% Delta 0.982 ≈98% ITM Gamma 0 Theta -0.707 Vega 0.046 Open interest 0 Model this call Put · $920 Last $0.30 Breakeven $919.70 Implied vol 108.9% Delta -0.03 ≈3% ITM Gamma 0.001 Theta -1.253 Vega 0.093 Open interest 46 Model this put
0	—	89.6%	0.982	—	$0.23	-0.012	84.3%	37	153
Call · $930 In the money Last — Breakeven — Implied vol 89.6% Delta 0.982 ≈98% ITM Gamma 0 Theta -0.655 Vega 0.047 Open interest 0 Model this call Put · $930 Last $0.23 Breakeven $929.77 Implied vol 84.3% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.426 Vega 0.047 Open interest 153 Model this put
1	2	98.9%	0.964	$125.80	$5.50	-0.03	95.5%	6	10
Call · $940 In the money Last $125.80 Breakeven $1,065.80 Implied vol 98.9% Delta 0.964 ≈96% ITM Gamma 0.001 Theta -1.316 Vega 0.094 Open interest 1 Model this call Put · $940 Last $5.50 Breakeven $934.50 Implied vol 95.5% Delta -0.03 ≈3% ITM Gamma 0.001 Theta -1.098 Vega 0.094 Open interest 10 Model this put
1	1	87.8%	0.971	$71.10	$2.18	-0.032	89.5%	5	13
Call · $950 In the money Last $71.10 Breakeven $1,021.10 Implied vol 87.8% Delta 0.971 ≈97% ITM Gamma 0.001 Theta -0.978 Vega 0.094 Open interest 1 Model this call Put · $950 Last $2.18 Breakeven $947.82 Implied vol 89.5% Delta -0.032 ≈3% ITM Gamma 0.001 Theta -1.059 Vega 0.094 Open interest 13 Model this put
0	—	66.1%	0.992	—	—	-0.013	72%	—	0
Call · $955 In the money Last — Breakeven — Implied vol 66.1% Delta 0.992 ≈99% ITM Gamma 0 Theta -0.264 Vega 0.02 Open interest 0 Model this call Put · $955 Last — Breakeven — Implied vol 72% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.408 Vega 0.047 Open interest 0 Model this put
0	—	53.7%	0.998	—	$8.32	-0.025	78.5%	10	11
Call · $960 In the money Last — Breakeven — Implied vol 53.7% Delta 0.998 ≈100% ITM Gamma 0 Theta -0.081 Vega 0.007 Open interest 0 Model this call Put · $960 Last $8.32 Breakeven $951.68 Implied vol 78.5% Delta -0.025 ≈3% ITM Gamma 0.001 Theta -0.77 Vega 0.047 Open interest 11 Model this put
0	—	72.1%	0.979	—	$1.70	-0.034	81.1%	1	6
Call · $965 In the money Last — Breakeven — Implied vol 72.1% Delta 0.979 ≈98% ITM Gamma 0.001 Theta -0.624 Vega 0.048 Open interest 0 Model this call Put · $965 Last $1.70 Breakeven $963.30 Implied vol 81.1% Delta -0.034 ≈3% ITM Gamma 0.001 Theta -1.026 Vega 0.095 Open interest 6 Model this put
0	2	69.6%	0.978	$56.00	$21.00	-0.027	73.6%	2	8
Call · $970 In the money Last $56.00 Breakeven $1,026.00 Implied vol 69.6% Delta 0.978 ≈98% ITM Gamma 0.001 Theta -0.619 Vega 0.048 Open interest 0 Model this call Put · $970 Last $21.00 Breakeven $949.00 Implied vol 73.6% Delta -0.027 ≈3% ITM Gamma 0.001 Theta -0.762 Vega 0.048 Open interest 8 Model this put
0	—	65.1%	0.98	—	$0.50	-0.027	70.7%	1	4
Call · $975 In the money Last — Breakeven — Implied vol 65.1% Delta 0.98 ≈98% ITM Gamma 0.001 Theta -0.528 Vega 0.048 Open interest 0 Model this call Put · $975 Last $0.50 Breakeven $974.50 Implied vol 70.7% Delta -0.027 ≈3% ITM Gamma 0.001 Theta -0.737 Vega 0.048 Open interest 4 Model this put
11	1	55.2%	0.99	$50.00	$2.39	-0.028	68.8%	1	9
Call · $980 In the money Last $50.00 Breakeven $1,030.00 Implied vol 55.2% Delta 0.99 ≈99% ITM Gamma 0 Theta -0.253 Vega 0.021 Open interest 11 Model this call Put · $980 Last $2.39 Breakeven $977.61 Implied vol 68.8% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -0.755 Vega 0.048 Open interest 9 Model this put
0	—	59.3%	0.981	—	$2.41	-0.043	71.8%	1	3
Call · $985 In the money Last — Breakeven — Implied vol 59.3% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.476 Vega 0.048 Open interest 0 Model this call Put · $985 Last $2.41 Breakeven $982.59 Implied vol 71.8% Delta -0.043 ≈4% ITM Gamma 0.001 Theta -1.091 Vega 0.096 Open interest 3 Model this put
6	5	58.9%	0.977	$110.00	$1.75	-0.042	67.8%	34	36
Call · $990 In the money Last $110.00 Breakeven $1,100.00 Implied vol 58.9% Delta 0.977 ≈98% ITM Gamma 0.001 Theta -0.558 Vega 0.048 Open interest 6 Model this call Put · $990 Last $1.75 Breakeven $988.25 Implied vol 67.8% Delta -0.042 ≈4% ITM Gamma 0.001 Theta -1.001 Vega 0.096 Open interest 36 Model this put
0	—	56.6%	0.976	—	$2.63	-0.041	64.1%	1	6
Call · $995 In the money Last — Breakeven — Implied vol 56.6% Delta 0.976 ≈98% ITM Gamma 0.001 Theta -0.553 Vega 0.048 Open interest 0 Model this call Put · $995 Last $2.63 Breakeven $992.37 Implied vol 64.1% Delta -0.041 ≈4% ITM Gamma 0.001 Theta -0.927 Vega 0.097 Open interest 6 Model this put
70	2	71.2%	0.935	$58.13	$0.91	-0.031	57.5%	10	16
Call · $1000 In the money Last $58.13 Breakeven $1,058.13 Implied vol 71.2% Delta 0.935 ≈93% ITM Gamma 0.002 Theta -1.544 Vega 0.167 Open interest 70 Model this call Put · $1000 Last $0.91 Breakeven $999.09 Implied vol 57.5% Delta -0.031 ≈3% ITM Gamma 0.001 Theta -0.679 Vega 0.097 Open interest 16 Model this put
3	4	60%	0.952	$41.46	$0.54	-0.028	52.9%	1	5
Call · $1005 In the money Last $41.46 Breakeven $1,046.46 Implied vol 60% Delta 0.952 ≈95% ITM Gamma 0.002 Theta -1.007 Vega 0.097 Open interest 3 Model this call Put · $1005 Last $0.54 Breakeven $1,004.46 Implied vol 52.9% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -0.564 Vega 0.049 Open interest 5 Model this put
7	2	57.3%	0.95	$44.10	$2.33	-0.077	67%	1	91
Call · $1010 In the money Last $44.10 Breakeven $1,054.10 Implied vol 57.3% Delta 0.95 ≈95% ITM Gamma 0.002 Theta -0.995 Vega 0.097 Open interest 7 Model this call Put · $1010 Last $2.33 Breakeven $1,007.67 Implied vol 67% Delta -0.077 ≈8% ITM Gamma 0.002 Theta -1.616 Vega 0.168 Open interest 91 Model this put
1	1	56.1%	0.944	$43.00	$0.46	-0.024	45.2%	1	2
Call · $1015 In the money Last $43.00 Breakeven $1,058.00 Implied vol 56.1% Delta 0.944 ≈94% ITM Gamma 0.002 Theta -1.078 Vega 0.098 Open interest 1 Model this call Put · $1015 Last $0.46 Breakeven $1,014.54 Implied vol 45.2% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.428 Vega 0.049 Open interest 2 Model this put
13	1	53%	0.943	$85.00	$1.70	-0.02	40.3%	112	55
Call · $1020 In the money Last $85.00 Breakeven $1,105.00 Implied vol 53% Delta 0.943 ≈94% ITM Gamma 0.002 Theta -1.034 Vega 0.098 Open interest 13 Model this call Put · $1020 Last $1.70 Breakeven $1,018.30 Implied vol 40.3% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.316 Vega 0.049 Open interest 55 Model this put
7	5	52.6%	0.933	$77.16	$4.79	-0.036	43.5%	2	4
Call · $1025 In the money Last $77.16 Breakeven $1,102.16 Implied vol 52.6% Delta 0.933 ≈93% ITM Gamma 0.003 Theta -1.169 Vega 0.169 Open interest 7 Model this call Put · $1025 Last $4.79 Breakeven $1,020.21 Implied vol 43.5% Delta -0.036 ≈4% ITM Gamma 0.002 Theta -0.575 Vega 0.098 Open interest 4 Model this put
4	1	50.1%	0.927	$59.10	$7.40	-0.039	41.2%	6	10
Call · $1030 In the money Last $59.10 Breakeven $1,089.10 Implied vol 50.1% Delta 0.927 ≈93% ITM Gamma 0.003 Theta -1.183 Vega 0.17 Open interest 4 Model this call Put · $1030 Last $7.40 Breakeven $1,022.60 Implied vol 41.2% Delta -0.039 ≈4% ITM Gamma 0.002 Theta -0.579 Vega 0.098 Open interest 10 Model this put
2	4	48.3%	0.927	$20.97	$4.14	-0.049	41.9%	1	1
Call · $1032.5 In the money Last $20.97 Breakeven $1,053.47 Implied vol 48.3% Delta 0.927 ≈93% ITM Gamma 0.003 Theta -1.146 Vega 0.17 Open interest 2 Model this call Put · $1032.5 Last $4.14 Breakeven $1,028.36 Implied vol 41.9% Delta -0.049 ≈5% ITM Gamma 0.002 Theta -0.7 Vega 0.098 Open interest 1 Model this put
3	2	47%	0.923	$24.55	$0.64	-0.046	39.6%	1	99
Call · $1035 In the money Last $24.55 Breakeven $1,059.55 Implied vol 47% Delta 0.923 ≈92% ITM Gamma 0.003 Theta -1.153 Vega 0.17 Open interest 3 Model this call Put · $1035 Last $0.64 Breakeven $1,034.36 Implied vol 39.6% Delta -0.046 ≈5% ITM Gamma 0.002 Theta -0.631 Vega 0.098 Open interest 99 Model this put
0	—	46.7%	0.915	—	$18.27	-0.069	43.7%	1	1
Call · $1037.5 In the money Last — Breakeven — Implied vol 46.7% Delta 0.915 ≈92% ITM Gamma 0.003 Theta -1.227 Vega 0.17 Open interest 0 Model this call Put · $1037.5 Last $18.27 Breakeven $1,019.23 Implied vol 43.7% Delta -0.069 ≈7% ITM Gamma 0.003 Theta -0.97 Vega 0.17 Open interest 1 Model this put
27	7	49.6%	0.893	$26.00	$1.48	-0.066	41.4%	3	14
Call · $1040 In the money Last $26.00 Breakeven $1,066.00 Implied vol 49.6% Delta 0.893 ≈89% ITM Gamma 0.004 Theta -1.548 Vega 0.171 Open interest 27 Model this call Put · $1040 Last $1.48 Breakeven $1,038.52 Implied vol 41.4% Delta -0.066 ≈7% ITM Gamma 0.003 Theta -0.899 Vega 0.17 Open interest 14 Model this put
0	—	46%	0.899	—	$1.85	-0.064	39%	10	10
Call · $1042.5 In the money Last — Breakeven — Implied vol 46% Delta 0.899 ≈90% ITM Gamma 0.004 Theta -1.376 Vega 0.171 Open interest 0 Model this call Put · $1042.5 Last $1.85 Breakeven $1,040.65 Implied vol 39% Delta -0.064 ≈6% ITM Gamma 0.003 Theta -0.819 Vega 0.099 Open interest 10 Model this put
1	1	45.6%	0.891	$19.13	$3.10	-0.086	41%	1	48
Call · $1045 In the money Last $19.13 Breakeven $1,064.13 Implied vol 45.6% Delta 0.891 ≈89% ITM Gamma 0.004 Theta -1.45 Vega 0.171 Open interest 1 Model this call Put · $1045 Last $3.10 Breakeven $1,041.90 Implied vol 41% Delta -0.086 ≈9% ITM Gamma 0.004 Theta -1.07 Vega 0.171 Open interest 48 Model this put
2	2	45%	0.884	$17.60	$11.70	-0.089	39.5%	2	1
Call · $1047.5 In the money Last $17.60 Breakeven $1,065.10 Implied vol 45% Delta 0.884 ≈88% ITM Gamma 0.004 Theta -1.502 Vega 0.171 Open interest 2 Model this call Put · $1047.5 Last $11.70 Breakeven $1,035.80 Implied vol 39.5% Delta -0.089 ≈9% ITM Gamma 0.004 Theta -1.055 Vega 0.171 Open interest 1 Model this put
25	16	48.8%	0.853	$52.50	$1.84	-0.078	35.8%	120	17
Call · $1050 In the money Last $52.50 Breakeven $1,102.50 Implied vol 48.8% Delta 0.853 ≈85% ITM Gamma 0.005 Theta -1.903 Vega 0.257 Open interest 25 Model this call Put · $1050 Last $1.84 Breakeven $1,048.16 Implied vol 35.8% Delta -0.078 ≈8% ITM Gamma 0.004 Theta -0.872 Vega 0.171 Open interest 17 Model this put
2	4	44.3%	0.864	$18.20	$1.90	-0.099	37.3%	3	12
Call · $1052.5 In the money Last $18.20 Breakeven $1,070.70 Implied vol 44.3% Delta 0.864 ≈86% ITM Gamma 0.005 Theta -1.651 Vega 0.258 Open interest 2 Model this call Put · $1052.5 Last $1.90 Breakeven $1,050.60 Implied vol 37.3% Delta -0.099 ≈10% ITM Gamma 0.005 Theta -1.081 Vega 0.172 Open interest 12 Model this put
33	2	44%	0.85	$18.75	$16.40	-0.105	36.2%	1	1
Call · $1055 In the money Last $18.75 Breakeven $1,073.75 Implied vol 44% Delta 0.85 ≈85% ITM Gamma 0.005 Theta -1.738 Vega 0.258 Open interest 33 Model this call Put · $1055 Last $16.40 Breakeven $1,038.60 Implied vol 36.2% Delta -0.105 ≈11% ITM Gamma 0.005 Theta -1.099 Vega 0.172 Open interest 1 Model this put
3	3	43.2%	0.839	$17.90	—	-0.133	38.9%	—	0
Call · $1057.5 In the money Last $17.90 Breakeven $1,075.40 Implied vol 43.2% Delta 0.839 ≈84% ITM Gamma 0.006 Theta -1.78 Vega 0.258 Open interest 3 Model this call Put · $1057.5 Last — Breakeven — Implied vol 38.9% Delta -0.133 ≈13% ITM Gamma 0.006 Theta -1.407 Vega 0.258 Open interest 0 Model this put
57	15	44.1%	0.819	$43.28	$1.75	-0.147	38.4%	7	6
Call · $1060 In the money Last $43.28 Breakeven $1,103.28 Implied vol 44.1% Delta 0.819 ≈82% ITM Gamma 0.006 Theta -1.961 Vega 0.259 Open interest 57 Model this call Put · $1060 Last $1.75 Breakeven $1,058.25 Implied vol 38.4% Delta -0.147 ≈15% ITM Gamma 0.006 Theta -1.472 Vega 0.258 Open interest 6 Model this put
123	6	39.9%	0.809	$28.25	$3.00	-0.152	33.9%	5	13
Call · $1065 In the money Last $28.25 Breakeven $1,093.25 Implied vol 39.9% Delta 0.809 ≈81% ITM Gamma 0.007 Theta -1.842 Vega 0.259 Open interest 123 Model this call Put · $1065 Last $3.00 Breakeven $1,062.00 Implied vol 33.9% Delta -0.152 ≈15% ITM Gamma 0.007 Theta -1.33 Vega 0.259 Open interest 13 Model this put
39	6	40.1%	0.774	$31.65	$24.02	-0.174	31.3%	1	4
Call · $1070 In the money Last $31.65 Breakeven $1,101.65 Implied vol 40.1% Delta 0.774 ≈77% ITM Gamma 0.008 Theta -2.065 Vega 0.34 Open interest 39 Model this call Put · $1070 Last $24.02 Breakeven $1,045.98 Implied vol 31.3% Delta -0.174 ≈17% ITM Gamma 0.008 Theta -1.335 Vega 0.26 Open interest 4 Model this put
20	1	39.2%	0.735	$25.73	$5.38	-0.215	31.1%	3	0
Call · $1075 In the money Last $25.73 Breakeven $1,100.73 Implied vol 39.2% Delta 0.735 ≈73% ITM Gamma 0.008 Theta -2.171 Vega 0.341 Open interest 20 Model this call Put · $1075 Last $5.38 Breakeven $1,069.62 Implied vol 31.1% Delta -0.215 ≈21% ITM Gamma 0.01 Theta -1.527 Vega 0.26 Open interest 0 Model this put
27	5	37.8%	0.696	$24.50	$5.75	-0.262	30.2%	2	3
Call · $1080 In the money Last $24.50 Breakeven $1,104.50 Implied vol 37.8% Delta 0.696 ≈70% ITM Gamma 0.009 Theta -2.234 Vega 0.342 Open interest 27 Model this call Put · $1080 Last $5.75 Breakeven $1,074.25 Implied vol 30.2% Delta -0.262 ≈26% ITM Gamma 0.011 Theta -1.636 Vega 0.341 Open interest 3 Model this put
18	14	34.6%	0.661	$12.10	$10.19	-0.318	29.8%	13	3
Call · $1085 In the money Last $12.10 Breakeven $1,097.10 Implied vol 34.6% Delta 0.661 ≈66% ITM Gamma 0.011 Theta -2.166 Vega 0.342 Open interest 18 Model this call Put · $1085 Last $10.19 Breakeven $1,074.81 Implied vol 29.8% Delta -0.318 ≈32% ITM Gamma 0.012 Theta -1.775 Vega 0.342 Open interest 3 Model this put
16	4	32.9%	0.609	$16.00	$12.10	-0.378	29%	1	5
Call · $1090 In the money Last $16.00 Breakeven $1,106.00 Implied vol 32.9% Delta 0.609 ≈61% ITM Gamma 0.012 Theta -2.133 Vega 0.392 Open interest 16 Model this call Put · $1090 Last $12.10 Breakeven $1,077.90 Implied vol 29% Delta -0.378 ≈38% ITM Gamma 0.013 Theta -1.843 Vega 0.392 Open interest 5 Model this put
11	3	36%	0.546	$15.60	$14.00	-0.447	29.3%	1	0
Call · $1095 In the money Last $15.60 Breakeven $1,110.60 Implied vol 36% Delta 0.546 ≈55% ITM Gamma 0.011 Theta -2.412 Vega 0.393 Open interest 11 Model this call Put · $1095 Last $14.00 Breakeven $1,081.00 Implied vol 29.3% Delta -0.447 ≈45% ITM Gamma 0.014 Theta -1.924 Vega 0.393 Open interest 0 Model this put
Underlying $1,098.95
35	9	32.9%	0.488	$11.83	$17.50	-0.515	29.2%	4	9
Call · $1100 Last $11.83 Breakeven $1,111.83 Implied vol 32.9% Delta 0.488 ≈49% ITM Gamma 0.012 Theta -2.228 Vega 0.394 Open interest 35 Model this call Put · $1100 In the money Last $17.50 Breakeven $1,082.50 Implied vol 29.2% Delta -0.515 ≈51% ITM Gamma 0.014 Theta -1.945 Vega 0.395 Open interest 9 Model this put
2	1	31.8%	0.425	$3.60	$16.05	-0.582	29.5%	1	7
Call · $1105 Last $3.60 Breakeven $1,108.60 Implied vol 31.8% Delta 0.425 ≈43% ITM Gamma 0.012 Theta -2.095 Vega 0.396 Open interest 2 Model this call Put · $1105 In the money Last $16.05 Breakeven $1,088.95 Implied vol 29.5% Delta -0.582 ≈58% ITM Gamma 0.013 Theta -1.907 Vega 0.396 Open interest 7 Model this put
46	14	34.2%	0.374	$10.20	$59.00	-0.65	28.9%	3	3
Call · $1110 Last $10.20 Breakeven $1,120.20 Implied vol 34.2% Delta 0.374 ≈37% ITM Gamma 0.011 Theta -2.203 Vega 0.397 Open interest 46 Model this call Put · $1110 In the money Last $59.00 Breakeven $1,051.00 Implied vol 28.9% Delta -0.65 ≈65% ITM Gamma 0.013 Theta -1.792 Vega 0.347 Open interest 3 Model this put
1	1	33.5%	0.318	$5.84	—	-0.705	29.6%	—	0
Call · $1115 Last $5.84 Breakeven $1,120.84 Implied vol 33.5% Delta 0.318 ≈32% ITM Gamma 0.011 Theta -2.014 Vega 0.348 Open interest 1 Model this call Put · $1115 In the money Last — Breakeven — Implied vol 29.6% Delta -0.705 ≈71% ITM Gamma 0.012 Theta -1.686 Vega 0.348 Open interest 0 Model this put
46	8	33.8%	0.269	$6.00	$46.22	-0.764	29.6%	3	3
Call · $1120 Last $6.00 Breakeven $1,126.00 Implied vol 33.8% Delta 0.269 ≈27% ITM Gamma 0.01 Theta -1.875 Vega 0.349 Open interest 46 Model this call Put · $1120 In the money Last $46.22 Breakeven $1,073.78 Implied vol 29.6% Delta -0.764 ≈76% ITM Gamma 0.011 Theta -1.525 Vega 0.347 Open interest 3 Model this put
4	1	30.5%	0.198	$3.55	—	-0.81	29.5%	—	0
Call · $1125 Last $3.55 Breakeven $1,128.55 Implied vol 30.5% Delta 0.198 ≈20% ITM Gamma 0.009 Theta -1.425 Vega 0.268 Open interest 4 Model this call Put · $1125 In the money Last — Breakeven — Implied vol 29.5% Delta -0.81 ≈81% ITM Gamma 0.009 Theta -1.311 Vega 0.268 Open interest 0 Model this put
5	19	33.3%	0.179	$3.74	$37.70	-0.855	29.4%	2	1
Call · $1130 Last $3.74 Breakeven $1,133.74 Implied vol 33.3% Delta 0.179 ≈18% ITM Gamma 0.008 Theta -1.458 Vega 0.268 Open interest 5 Model this call Put · $1130 In the money Last $37.70 Breakeven $1,092.30 Implied vol 29.4% Delta -0.855 ≈85% ITM Gamma 0.008 Theta -1.104 Vega 0.267 Open interest 1 Model this put
6	7	37.6%	0.138	$2.22	$44.80	-0.917	29.5%	4	0
Call · $1140 Last $2.22 Breakeven $1,142.22 Implied vol 37.6% Delta 0.138 ≈14% ITM Gamma 0.006 Theta -1.409 Vega 0.269 Open interest 6 Model this call Put · $1140 In the money Last $44.80 Breakeven $1,095.20 Implied vol 29.5% Delta -0.917 ≈92% ITM Gamma 0.005 Theta -0.727 Vega 0.178 Open interest 0 Model this put
21	5	36.4%	0.084	$1.50	$51.00	-0.99	23%	1	1
Call · $1150 Last $1.50 Breakeven $1,151.50 Implied vol 36.4% Delta 0.084 ≈8% ITM Gamma 0.004 Theta -0.94 Vega 0.181 Open interest 21 Model this call Put · $1150 In the money Last $51.00 Breakeven $1,099.00 Implied vol 23% Delta -0.99 ≈99% ITM Gamma 0.001 Theta -0.09 Vega 0.02 Open interest 1 Model this put
9	1	41.8%	0.075	$1.43	—	-0.998	23.4%	—	0
Call · $1160 Last $1.43 Breakeven $1,161.43 Implied vol 41.8% Delta 0.075 ≈8% ITM Gamma 0.003 Theta -1.001 Vega 0.181 Open interest 9 Model this call Put · $1160 In the money Last — Breakeven — Implied vol 23.4% Delta -0.998 ≈100% ITM Gamma 0 Theta -0.012 Vega 0.004 Open interest 0 Model this put
3	6	39%	0.037	$0.36	—	—	—	—	0
Call · $1170 Last $0.36 Breakeven $1,170.36 Implied vol 39% Delta 0.037 ≈4% ITM Gamma 0.002 Theta -0.526 Vega 0.106 Open interest 3 Model this call Put · $1170 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
13	2	44.5%	0.038	$0.10	—	—	—	—	0
Call · $1180 Last $0.10 Breakeven $1,180.10 Implied vol 44.5% Delta 0.038 ≈4% ITM Gamma 0.002 Theta -0.611 Vega 0.106 Open interest 13 Model this call Put · $1180 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
12	1	49.9%	0.039	$0.36	—	—	—	—	0
Call · $1190 Last $0.36 Breakeven $1,190.36 Implied vol 49.9% Delta 0.039 ≈4% ITM Gamma 0.002 Theta -0.697 Vega 0.106 Open interest 12 Model this call Put · $1190 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
14	6	63.7%	0.065	$3.11	—	-0.988	44.8%	—	0
Call · $1200 Last $3.11 Breakeven $1,203.11 Implied vol 63.7% Delta 0.065 ≈6% ITM Gamma 0.002 Theta -1.351 Vega 0.107 Open interest 14 Model this call Put · $1200 In the money Last — Breakeven — Implied vol 44.8% Delta -0.988 ≈99% ITM Gamma 0.001 Theta -0.222 Vega 0.047 Open interest 0 Model this put
18	10	64.3%	0.051	$1.01	—	—	—	—	0
Call · $1210 Last $1.01 Breakeven $1,211.01 Implied vol 64.3% Delta 0.051 ≈5% ITM Gamma 0.002 Theta -1.121 Vega 0.107 Open interest 18 Model this call Put · $1210 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	10	63.3%	0.033	$1.05	—	—	—	—	0
Call · $1220 Last $1.05 Breakeven $1,221.05 Implied vol 63.3% Delta 0.033 ≈3% ITM Gamma 0.001 Theta -0.78 Vega 0.054 Open interest 11 Model this call Put · $1220 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	5	91.6%	0.092	$3.10	—	-0.995	50.4%	—	0
Call · $1230 Last $3.10 Breakeven $1,233.10 Implied vol 91.6% Delta 0.092 ≈9% ITM Gamma 0.002 Theta -2.529 Vega 0.186 Open interest 3 Model this call Put · $1230 In the money Last — Breakeven — Implied vol 50.4% Delta -0.995 ≈99% ITM Gamma 0 Theta -0.106 Vega 0.019 Open interest 0 Model this put
3	1	82.3%	0.056	$2.60	—	-0.977	66.6%	—	0
Call · $1240 Last $2.60 Breakeven $1,242.60 Implied vol 82.3% Delta 0.056 ≈6% ITM Gamma 0.001 Theta -1.535 Vega 0.108 Open interest 3 Model this call Put · $1240 In the money Last — Breakeven — Implied vol 66.6% Delta -0.977 ≈98% ITM Gamma 0.001 Theta -0.564 Vega 0.053 Open interest 0 Model this put
9	5	90.7%	0.062	$0.10	—	-0.991	61.7%	—	0
Call · $1250 Last $0.10 Breakeven $1,250.10 Implied vol 90.7% Delta 0.062 ≈6% ITM Gamma 0.001 Theta -1.842 Vega 0.109 Open interest 9 Model this call Put · $1250 In the money Last — Breakeven — Implied vol 61.7% Delta -0.991 ≈99% ITM Gamma 0 Theta -0.236 Vega 0.022 Open interest 0 Model this put
0	—	87.5%	0.044	—	—	-0.996	60.1%	—	0
Call · $1260 Last — Breakeven — Implied vol 87.5% Delta 0.044 ≈4% ITM Gamma 0.001 Theta -1.36 Vega 0.109 Open interest 0 Model this call Put · $1260 In the money Last — Breakeven — Implied vol 60.1% Delta -0.996 ≈100% ITM Gamma 0 Theta -0.111 Vega 0.019 Open interest 0 Model this put
0	—	92.1%	0.044	—	—	—	—	—	0
Call · $1270 Last — Breakeven — Implied vol 92.1% Delta 0.044 ≈4% ITM Gamma 0.001 Theta -1.414 Vega 0.11 Open interest 0 Model this call Put · $1270 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	96.7%	0.043	—	$183.30	-0.981	81.2%	1	0
Call · $1280 Last — Breakeven — Implied vol 96.7% Delta 0.043 ≈4% ITM Gamma 0.001 Theta -1.468 Vega 0.11 Open interest 0 Model this call Put · $1280 In the money Last $183.30 Breakeven $1,096.70 Implied vol 81.2% Delta -0.981 ≈98% ITM Gamma 0.001 Theta -0.595 Vega 0.053 Open interest 0 Model this put
0	—	107.6%	0.054	—	$257.00	—	—	1	0
Call · $1290 Last — Breakeven — Implied vol 107.6% Delta 0.054 ≈5% ITM Gamma 0.001 Theta -1.963 Vega 0.11 Open interest 0 Model this call Put · $1290 In the money Last $257.00 Breakeven $1,033.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	92.1%	0.023	$1.30	$266.96	-0.994	75.3%	1	2
Call · $1300 Last $1.30 Breakeven $1,301.30 Implied vol 92.1% Delta 0.023 ≈2% ITM Gamma 0.001 Theta -0.839 Vega 0.055 Open interest 1 Model this call Put · $1300 In the money Last $266.96 Breakeven $1,033.04 Implied vol 75.3% Delta -0.994 ≈99% ITM Gamma 0 Theta -0.184 Vega 0.021 Open interest 2 Model this put
0	—	95.6%	0.023	—	$235.73	—	—	2	0
Call · $1310 Last — Breakeven — Implied vol 95.6% Delta 0.023 ≈2% ITM Gamma 0.001 Theta -0.846 Vega 0.056 Open interest 0 Model this call Put · $1310 In the money Last $235.73 Breakeven $1,074.27 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	99.1%	0.022	—	$245.77	-0.997	78.6%	2	0
Call · $1320 Last — Breakeven — Implied vol 99.1% Delta 0.022 ≈2% ITM Gamma 0.001 Theta -0.854 Vega 0.056 Open interest 0 Model this call Put · $1320 In the money Last $245.77 Breakeven $1,074.23 Implied vol 78.6% Delta -0.997 ≈100% ITM Gamma 0 Theta -0.12 Vega 0.008 Open interest 0 Model this put
0	—	102.5%	0.021	—	—	-0.984	98.8%	—	0
Call · $1330 Last — Breakeven — Implied vol 102.5% Delta 0.021 ≈2% ITM Gamma 0 Theta -0.861 Vega 0.056 Open interest 0 Model this call Put · $1330 In the money Last — Breakeven — Implied vol 98.8% Delta -0.984 ≈98% ITM Gamma 0 Theta -0.632 Vega 0.054 Open interest 0 Model this put
0	—	105.9%	0.021	—	—	—	—	—	0
Call · $1340 Last — Breakeven — Implied vol 105.9% Delta 0.021 ≈2% ITM Gamma 0 Theta -0.869 Vega 0.056 Open interest 0 Model this call Put · $1340 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	109.3%	0.02	—	—	-0.985	105.6%	—	0
Call · $1350 Last — Breakeven — Implied vol 109.3% Delta 0.02 ≈2% ITM Gamma 0 Theta -0.876 Vega 0.056 Open interest 0 Model this call Put · $1350 In the money Last — Breakeven — Implied vol 105.6% Delta -0.985 ≈98% ITM Gamma 0 Theta -0.646 Vega 0.054 Open interest 0 Model this put
0	—	112.7%	0.02	—	—	-0.995	93.6%	—	0
Call · $1360 Last — Breakeven — Implied vol 112.7% Delta 0.02 ≈2% ITM Gamma 0 Theta -0.883 Vega 0.057 Open interest 0 Model this call Put · $1360 In the money Last — Breakeven — Implied vol 93.6% Delta -0.995 ≈100% ITM Gamma 0 Theta -0.196 Vega 0.021 Open interest 0 Model this put
0	—	116%	0.019	—	—	-0.995	96.6%	—	0
Call · $1370 Last — Breakeven — Implied vol 116% Delta 0.019 ≈2% ITM Gamma 0 Theta -0.891 Vega 0.057 Open interest 0 Model this call Put · $1370 In the money Last — Breakeven — Implied vol 96.6% Delta -0.995 ≈100% ITM Gamma 0 Theta -0.198 Vega 0.021 Open interest 0 Model this put
1	1	119.3%	0.019	$0.05	—	-0.995	99.5%	—	0
Call · $1380 Last $0.05 Breakeven $1,380.05 Implied vol 119.3% Delta 0.019 ≈2% ITM Gamma 0 Theta -0.898 Vega 0.057 Open interest 1 Model this call Put · $1380 In the money Last — Breakeven — Implied vol 99.5% Delta -0.995 ≈100% ITM Gamma 0 Theta -0.2 Vega 0.021 Open interest 0 Model this put

Call · $600 In the money

Last: —
Breakeven: —
Implied vol: 265.1%
Delta: 0.996 ≈100% ITM
Gamma: 0
Theta: -0.451
Vega: 0.016
Open interest: 0

Model this call

Put · $600

Last: $0.05
Breakeven: $599.95
Implied vol: 301.7%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -1.125
Vega: 0.016
Open interest: 20

Model this put

Call · $610 In the money

Last: —
Breakeven: —
Implied vol: 255%
Delta: 0.997 ≈100% ITM
Gamma: 0
Theta: -0.391
Vega: 0.016
Open interest: 0

Model this call

Put · $610

Last: —
Breakeven: —
Implied vol: 291.4%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -1.067
Vega: 0.016
Open interest: 0

Model this put

Call · $620 In the money

Last: —
Breakeven: —
Implied vol: 248.2%
Delta: 0.997 ≈100% ITM
Gamma: 0
Theta: -0.389
Vega: 0.016
Open interest: 0

Model this call

Put · $620

Last: —
Breakeven: —
Implied vol: 284.4%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -1.065
Vega: 0.016
Open interest: 0

Model this put

Call · $630 In the money

Last: —
Breakeven: —
Implied vol: 241.4%
Delta: 0.997 ≈100% ITM
Gamma: 0
Theta: -0.386
Vega: 0.016
Open interest: 0

Model this call

Put · $630

Last: —
Breakeven: —
Implied vol: 277.5%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -1.063
Vega: 0.016
Open interest: 0

Model this put

Call · $640 In the money

Last: $461.80
Breakeven: $1,101.80
Implied vol: 234.9%
Delta: 0.997 ≈100% ITM
Gamma: 0
Theta: -0.383
Vega: 0.016
Open interest: 1

Model this call

Put · $640

Last: —
Breakeven: —
Implied vol: 267.6%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -1.004
Vega: 0.017
Open interest: 0

Model this put

Call · $650 In the money

Last: —
Breakeven: —
Implied vol: 228.4%
Delta: 0.997 ≈100% ITM
Gamma: 0
Theta: -0.381
Vega: 0.016
Open interest: 0

Model this call

Put · $650

Last: —
Breakeven: —
Implied vol: 260.9%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -1.002
Vega: 0.017
Open interest: 0

Model this put

Call · $660 In the money

Last: —
Breakeven: —
Implied vol: 225%
Delta: 0.996 ≈100% ITM
Gamma: 0
Theta: -0.435
Vega: 0.017
Open interest: 0

Model this call

Put · $660

Last: —
Breakeven: —
Implied vol: 254.4%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -1
Vega: 0.017
Open interest: 0

Model this put

Call · $670 In the money

Last: —
Breakeven: —
Implied vol: 218.6%
Delta: 0.996 ≈100% ITM
Gamma: 0
Theta: -0.432
Vega: 0.017
Open interest: 0

Model this call

Put · $670

Last: —
Breakeven: —
Implied vol: 247.9%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.998
Vega: 0.017
Open interest: 0

Model this put

Call · $680 In the money

Last: —
Breakeven: —
Implied vol: 212.4%
Delta: 0.996 ≈100% ITM
Gamma: 0
Theta: -0.429
Vega: 0.017
Open interest: 0

Model this call

Put · $680

Last: —
Breakeven: —
Implied vol: 240.1%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.968
Vega: 0.017
Open interest: 0

Model this put

Call · $690 In the money

Last: —
Breakeven: —
Implied vol: 206.3%
Delta: 0.996 ≈100% ITM
Gamma: 0
Theta: -0.427
Vega: 0.017
Open interest: 0

Model this call

Put · $690

Last: —
Breakeven: —
Implied vol: 234.5%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.988
Vega: 0.04
Open interest: 0

Model this put

Call · $700 In the money

Last: $318.00
Breakeven: $1,018.00
Implied vol: 200.2%
Delta: 0.996 ≈100% ITM
Gamma: 0
Theta: -0.424
Vega: 0.017
Open interest: 1

Model this call

Put · $700

Last: $0.58
Breakeven: $699.42
Implied vol: 227.1%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.959
Vega: 0.04
Open interest: 15

Model this put

Call · $710 In the money

Last: $308.00
Breakeven: $1,018.00
Implied vol: 194.2%
Delta: 0.995 ≈100% ITM
Gamma: 0
Theta: -0.421
Vega: 0.017
Open interest: 1

Model this call

Put · $710

Last: $0.52
Breakeven: $709.48
Implied vol: 221%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.974
Vega: 0.041
Open interest: 21

Model this put

Call · $720 In the money

Last: —
Breakeven: —
Implied vol: 188.4%
Delta: 0.995 ≈100% ITM
Gamma: 0
Theta: -0.418
Vega: 0.018
Open interest: 0

Model this call

Put · $720

Last: $0.28
Breakeven: $719.72
Implied vol: 214.4%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.967
Vega: 0.041
Open interest: 9

Model this put

Call · $730 In the money

Last: —
Breakeven: —
Implied vol: 182.5%
Delta: 0.995 ≈100% ITM
Gamma: 0
Theta: -0.415
Vega: 0.018
Open interest: 0

Model this call

Put · $730

Last: $0.33
Breakeven: $729.67
Implied vol: 207.3%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.938
Vega: 0.041
Open interest: 14

Model this put

Call · $740 In the money

Last: —
Breakeven: —
Implied vol: 176.8%
Delta: 0.995 ≈100% ITM
Gamma: 0
Theta: -0.411
Vega: 0.018
Open interest: 0

Model this call

Put · $740

Last: $0.39
Breakeven: $739.61
Implied vol: 201.5%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.952
Vega: 0.042
Open interest: 16

Model this put

Call · $750 In the money

Last: —
Breakeven: —
Implied vol: 171.2%
Delta: 0.995 ≈99% ITM
Gamma: 0
Theta: -0.408
Vega: 0.018
Open interest: 0

Model this call

Put · $750

Last: $0.44
Breakeven: $749.56
Implied vol: 194.6%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.924
Vega: 0.042
Open interest: 31

Model this put

Call · $760 In the money

Last: —
Breakeven: —
Implied vol: 165.6%
Delta: 0.995 ≈99% ITM
Gamma: 0
Theta: -0.405
Vega: 0.018
Open interest: 0

Model this call

Put · $760

Last: $0.44
Breakeven: $759.56
Implied vol: 188.9%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.938
Vega: 0.042
Open interest: 25

Model this put

Call · $770 In the money

Last: —
Breakeven: —
Implied vol: 165.5%
Delta: 0.993 ≈99% ITM
Gamma: 0
Theta: -0.515
Vega: 0.018
Open interest: 0

Model this call

Put · $770

Last: $0.46
Breakeven: $769.54
Implied vol: 182.2%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.909
Vega: 0.042
Open interest: 229

Model this put

Call · $780 In the money

Last: —
Breakeven: —
Implied vol: 154.6%
Delta: 0.994 ≈99% ITM
Gamma: 0
Theta: -0.398
Vega: 0.018
Open interest: 0

Model this call

Put · $780

Last: $0.53
Breakeven: $779.47
Implied vol: 176.1%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.902
Vega: 0.043
Open interest: 20

Model this put

Call · $790 In the money

Last: —
Breakeven: —
Implied vol: 151.9%
Delta: 0.994 ≈99% ITM
Gamma: 0
Theta: -0.45
Vega: 0.018
Open interest: 0

Model this call

Put · $790

Last: $1.10
Breakeven: $788.90
Implied vol: 170.7%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.916
Vega: 0.043
Open interest: 17

Model this put

Call · $800 In the money

Last: $302.30
Breakeven: $1,102.30
Implied vol: 146.6%
Delta: 0.993 ≈99% ITM
Gamma: 0
Theta: -0.447
Vega: 0.019
Open interest: 1

Model this call

Put · $800

Last: $2.72
Breakeven: $797.28
Implied vol: 164.2%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.887
Vega: 0.043
Open interest: 29

Model this put

Call · $810 In the money

Last: —
Breakeven: —
Implied vol: 158.5%
Delta: 0.987 ≈99% ITM
Gamma: 0
Theta: -0.891
Vega: 0.044
Open interest: 0

Model this call

Put · $810

Last: $2.82
Breakeven: $807.18
Implied vol: 158.9%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.902
Vega: 0.044
Open interest: 15

Model this put

Call · $820 In the money

Last: —
Breakeven: —
Implied vol: 153.8%
Delta: 0.986 ≈99% ITM
Gamma: 0
Theta: -0.925
Vega: 0.044
Open interest: 0

Model this call

Put · $820

Last: $3.90
Breakeven: $816.10
Implied vol: 153.1%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.894
Vega: 0.044
Open interest: 21

Model this put

Call · $830 In the money

Last: —
Breakeven: —
Implied vol: 146.9%
Delta: 0.986 ≈99% ITM
Gamma: 0
Theta: -0.873
Vega: 0.044
Open interest: 0

Model this call

Put · $830

Last: $4.71
Breakeven: $825.29
Implied vol: 147.4%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.887
Vega: 0.044
Open interest: 35

Model this put

Call · $840 In the money

Last: —
Breakeven: —
Implied vol: 98.1%
Delta: 0.999 ≈100% ITM
Gamma: 0
Theta: -0.053
Vega: 0.002
Open interest: 0

Model this call

Put · $840

Last: $5.22
Breakeven: $834.78
Implied vol: 141.8%
Delta: -0.015 ≈1% ITM
Gamma: 0
Theta: -0.88
Vega: 0.044
Open interest: 23

Model this put

Call · $850 In the money

Last: —
Breakeven: —
Implied vol: 132.2%
Delta: 0.987 ≈99% ITM
Gamma: 0
Theta: -0.727
Vega: 0.045
Open interest: 0

Model this call

Put · $850

Last: $0.17
Breakeven: $849.83
Implied vol: 136.2%
Delta: -0.015 ≈2% ITM
Gamma: 0
Theta: -0.872
Vega: 0.045
Open interest: 18

Model this put

Call · $860 In the money

Last: —
Breakeven: —
Implied vol: 123.3%
Delta: 0.989 ≈99% ITM
Gamma: 0
Theta: -0.589
Vega: 0.045
Open interest: 0

Model this call

Put · $860

Last: $0.05
Breakeven: $859.95
Implied vol: 130.7%
Delta: -0.016 ≈2% ITM
Gamma: 0
Theta: -0.865
Vega: 0.045
Open interest: 78

Model this put

Call · $870 In the money

Last: $122.10
Breakeven: $992.10
Implied vol: 120.1%
Delta: 0.987 ≈99% ITM
Gamma: 0
Theta: -0.666
Vega: 0.045
Open interest: 1

Model this call

Put · $870

Last: $4.48
Breakeven: $865.52
Implied vol: 125.3%
Delta: -0.017 ≈2% ITM
Gamma: 0
Theta: -0.858
Vega: 0.045
Open interest: 5

Model this put

Call · $880 In the money

Last: $113.20
Breakeven: $993.20
Implied vol: 127.9%
Delta: 0.977 ≈98% ITM
Gamma: 0
Theta: -1.173
Vega: 0.045
Open interest: 1

Model this call

Put · $880

Last: $2.60
Breakeven: $877.40
Implied vol: 119.9%
Delta: -0.017 ≈2% ITM
Gamma: 0
Theta: -0.85
Vega: 0.045
Open interest: 44

Model this put

Call · $890 In the money

Last: —
Breakeven: —
Implied vol: 120.3%
Delta: 0.977 ≈98% ITM
Gamma: 0
Theta: -1.078
Vega: 0.046
Open interest: 0

Model this call

Put · $890

Last: $0.20
Breakeven: $889.80
Implied vol: 114.6%
Delta: -0.018 ≈2% ITM
Gamma: 0
Theta: -0.843
Vega: 0.046
Open interest: 16

Model this put

Call · $900 In the money

Last: —
Breakeven: —
Implied vol: 101.9%
Delta: 0.988 ≈99% ITM
Gamma: 0
Theta: -0.553
Vega: 0.046
Open interest: 0

Model this call

Put · $900

Last: $0.98
Breakeven: $899.02
Implied vol: 109.9%
Delta: -0.019 ≈2% ITM
Gamma: 0
Theta: -0.857
Vega: 0.046
Open interest: 21

Model this put

Call · $910 In the money

Last: —
Breakeven: —
Implied vol: 99.9%
Delta: 0.984 ≈98% ITM
Gamma: 0
Theta: -0.673
Vega: 0.046
Open interest: 0

Model this call

Put · $910

Last: $1.03
Breakeven: $908.97
Implied vol: 108%
Delta: -0.023 ≈2% ITM
Gamma: 0.001
Theta: -0.979
Vega: 0.046
Open interest: 197

Model this put

Call · $920 In the money

Last: —
Breakeven: —
Implied vol: 95.8%
Delta: 0.982 ≈98% ITM
Gamma: 0
Theta: -0.707
Vega: 0.046
Open interest: 0

Model this call

Put · $920

Last: $0.30
Breakeven: $919.70
Implied vol: 108.9%
Delta: -0.03 ≈3% ITM
Gamma: 0.001
Theta: -1.253
Vega: 0.093
Open interest: 46

Model this put

Call · $930 In the money

Last: —
Breakeven: —
Implied vol: 89.6%
Delta: 0.982 ≈98% ITM
Gamma: 0
Theta: -0.655
Vega: 0.047
Open interest: 0

Model this call

Put · $930

Last: $0.23
Breakeven: $929.77
Implied vol: 84.3%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.426
Vega: 0.047
Open interest: 153

Model this put

Call · $940 In the money

Last: $125.80
Breakeven: $1,065.80
Implied vol: 98.9%
Delta: 0.964 ≈96% ITM
Gamma: 0.001
Theta: -1.316
Vega: 0.094
Open interest: 1

Model this call

Put · $940

Last: $5.50
Breakeven: $934.50
Implied vol: 95.5%
Delta: -0.03 ≈3% ITM
Gamma: 0.001
Theta: -1.098
Vega: 0.094
Open interest: 10

Model this put

Call · $950 In the money

Last: $71.10
Breakeven: $1,021.10
Implied vol: 87.8%
Delta: 0.971 ≈97% ITM
Gamma: 0.001
Theta: -0.978
Vega: 0.094
Open interest: 1

Model this call

Put · $950

Last: $2.18
Breakeven: $947.82
Implied vol: 89.5%
Delta: -0.032 ≈3% ITM
Gamma: 0.001
Theta: -1.059
Vega: 0.094
Open interest: 13

Model this put

Call · $955 In the money

Last: —
Breakeven: —
Implied vol: 66.1%
Delta: 0.992 ≈99% ITM
Gamma: 0
Theta: -0.264
Vega: 0.02
Open interest: 0

Model this call

Put · $955

Last: —
Breakeven: —
Implied vol: 72%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.408
Vega: 0.047
Open interest: 0

Model this put

Call · $960 In the money

Last: —
Breakeven: —
Implied vol: 53.7%
Delta: 0.998 ≈100% ITM
Gamma: 0
Theta: -0.081
Vega: 0.007
Open interest: 0

Model this call

Put · $960

Last: $8.32
Breakeven: $951.68
Implied vol: 78.5%
Delta: -0.025 ≈3% ITM
Gamma: 0.001
Theta: -0.77
Vega: 0.047
Open interest: 11

Model this put

Call · $965 In the money

Last: —
Breakeven: —
Implied vol: 72.1%
Delta: 0.979 ≈98% ITM
Gamma: 0.001
Theta: -0.624
Vega: 0.048
Open interest: 0

Model this call

Put · $965

Last: $1.70
Breakeven: $963.30
Implied vol: 81.1%
Delta: -0.034 ≈3% ITM
Gamma: 0.001
Theta: -1.026
Vega: 0.095
Open interest: 6

Model this put

Call · $970 In the money

Last: $56.00
Breakeven: $1,026.00
Implied vol: 69.6%
Delta: 0.978 ≈98% ITM
Gamma: 0.001
Theta: -0.619
Vega: 0.048
Open interest: 0

Model this call

Put · $970

Last: $21.00
Breakeven: $949.00
Implied vol: 73.6%
Delta: -0.027 ≈3% ITM
Gamma: 0.001
Theta: -0.762
Vega: 0.048
Open interest: 8

Model this put

Call · $975 In the money

Last: —
Breakeven: —
Implied vol: 65.1%
Delta: 0.98 ≈98% ITM
Gamma: 0.001
Theta: -0.528
Vega: 0.048
Open interest: 0

Model this call

Put · $975

Last: $0.50
Breakeven: $974.50
Implied vol: 70.7%
Delta: -0.027 ≈3% ITM
Gamma: 0.001
Theta: -0.737
Vega: 0.048
Open interest: 4

Model this put

Call · $980 In the money

Last: $50.00
Breakeven: $1,030.00
Implied vol: 55.2%
Delta: 0.99 ≈99% ITM
Gamma: 0
Theta: -0.253
Vega: 0.021
Open interest: 11

Model this call

Put · $980

Last: $2.39
Breakeven: $977.61
Implied vol: 68.8%
Delta: -0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.755
Vega: 0.048
Open interest: 9

Model this put

Call · $985 In the money

Last: —
Breakeven: —
Implied vol: 59.3%
Delta: 0.981 ≈98% ITM
Gamma: 0.001
Theta: -0.476
Vega: 0.048
Open interest: 0

Model this call

Put · $985

Last: $2.41
Breakeven: $982.59
Implied vol: 71.8%
Delta: -0.043 ≈4% ITM
Gamma: 0.001
Theta: -1.091
Vega: 0.096
Open interest: 3

Model this put

Call · $990 In the money

Last: $110.00
Breakeven: $1,100.00
Implied vol: 58.9%
Delta: 0.977 ≈98% ITM
Gamma: 0.001
Theta: -0.558
Vega: 0.048
Open interest: 6

Model this call

Put · $990

Last: $1.75
Breakeven: $988.25
Implied vol: 67.8%
Delta: -0.042 ≈4% ITM
Gamma: 0.001
Theta: -1.001
Vega: 0.096
Open interest: 36

Model this put

Call · $995 In the money

Last: —
Breakeven: —
Implied vol: 56.6%
Delta: 0.976 ≈98% ITM
Gamma: 0.001
Theta: -0.553
Vega: 0.048
Open interest: 0

Model this call

Put · $995

Last: $2.63
Breakeven: $992.37
Implied vol: 64.1%
Delta: -0.041 ≈4% ITM
Gamma: 0.001
Theta: -0.927
Vega: 0.097
Open interest: 6

Model this put

Call · $1000 In the money

Last: $58.13
Breakeven: $1,058.13
Implied vol: 71.2%
Delta: 0.935 ≈93% ITM
Gamma: 0.002
Theta: -1.544
Vega: 0.167
Open interest: 70

Model this call

Put · $1000

Last: $0.91
Breakeven: $999.09
Implied vol: 57.5%
Delta: -0.031 ≈3% ITM
Gamma: 0.001
Theta: -0.679
Vega: 0.097
Open interest: 16

Model this put

Call · $1005 In the money

Last: $41.46
Breakeven: $1,046.46
Implied vol: 60%
Delta: 0.952 ≈95% ITM
Gamma: 0.002
Theta: -1.007
Vega: 0.097
Open interest: 3

Model this call

Put · $1005

Last: $0.54
Breakeven: $1,004.46
Implied vol: 52.9%
Delta: -0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.564
Vega: 0.049
Open interest: 5

Model this put

Call · $1010 In the money

Last: $44.10
Breakeven: $1,054.10
Implied vol: 57.3%
Delta: 0.95 ≈95% ITM
Gamma: 0.002
Theta: -0.995
Vega: 0.097
Open interest: 7

Model this call

Put · $1010

Last: $2.33
Breakeven: $1,007.67
Implied vol: 67%
Delta: -0.077 ≈8% ITM
Gamma: 0.002
Theta: -1.616
Vega: 0.168
Open interest: 91

Model this put

Call · $1015 In the money

Last: $43.00
Breakeven: $1,058.00
Implied vol: 56.1%
Delta: 0.944 ≈94% ITM
Gamma: 0.002
Theta: -1.078
Vega: 0.098
Open interest: 1

Model this call

Put · $1015

Last: $0.46
Breakeven: $1,014.54
Implied vol: 45.2%
Delta: -0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.428
Vega: 0.049
Open interest: 2

Model this put

Call · $1020 In the money

Last: $85.00
Breakeven: $1,105.00
Implied vol: 53%
Delta: 0.943 ≈94% ITM
Gamma: 0.002
Theta: -1.034
Vega: 0.098
Open interest: 13

Model this call

Put · $1020

Last: $1.70
Breakeven: $1,018.30
Implied vol: 40.3%
Delta: -0.02 ≈2% ITM
Gamma: 0.001
Theta: -0.316
Vega: 0.049
Open interest: 55

Model this put

Call · $1025 In the money

Last: $77.16
Breakeven: $1,102.16
Implied vol: 52.6%
Delta: 0.933 ≈93% ITM
Gamma: 0.003
Theta: -1.169
Vega: 0.169
Open interest: 7

Model this call

Put · $1025

Last: $4.79
Breakeven: $1,020.21
Implied vol: 43.5%
Delta: -0.036 ≈4% ITM
Gamma: 0.002
Theta: -0.575
Vega: 0.098
Open interest: 4

Model this put

Call · $1030 In the money

Last: $59.10
Breakeven: $1,089.10
Implied vol: 50.1%
Delta: 0.927 ≈93% ITM
Gamma: 0.003
Theta: -1.183
Vega: 0.17
Open interest: 4

Model this call

Put · $1030

Last: $7.40
Breakeven: $1,022.60
Implied vol: 41.2%
Delta: -0.039 ≈4% ITM
Gamma: 0.002
Theta: -0.579
Vega: 0.098
Open interest: 10

Model this put

Call · $1032.5 In the money

Last: $20.97
Breakeven: $1,053.47
Implied vol: 48.3%
Delta: 0.927 ≈93% ITM
Gamma: 0.003
Theta: -1.146
Vega: 0.17
Open interest: 2

Model this call

Put · $1032.5

Last: $4.14
Breakeven: $1,028.36
Implied vol: 41.9%
Delta: -0.049 ≈5% ITM
Gamma: 0.002
Theta: -0.7
Vega: 0.098
Open interest: 1

Model this put

Call · $1035 In the money

Last: $24.55
Breakeven: $1,059.55
Implied vol: 47%
Delta: 0.923 ≈92% ITM
Gamma: 0.003
Theta: -1.153
Vega: 0.17
Open interest: 3

Model this call

Put · $1035

Last: $0.64
Breakeven: $1,034.36
Implied vol: 39.6%
Delta: -0.046 ≈5% ITM
Gamma: 0.002
Theta: -0.631
Vega: 0.098
Open interest: 99

Model this put

Call · $1037.5 In the money

Last: —
Breakeven: —
Implied vol: 46.7%
Delta: 0.915 ≈92% ITM
Gamma: 0.003
Theta: -1.227
Vega: 0.17
Open interest: 0

Model this call

Put · $1037.5

Last: $18.27
Breakeven: $1,019.23
Implied vol: 43.7%
Delta: -0.069 ≈7% ITM
Gamma: 0.003
Theta: -0.97
Vega: 0.17
Open interest: 1

Model this put

Call · $1040 In the money

Last: $26.00
Breakeven: $1,066.00
Implied vol: 49.6%
Delta: 0.893 ≈89% ITM
Gamma: 0.004
Theta: -1.548
Vega: 0.171
Open interest: 27

Model this call

Put · $1040

Last: $1.48
Breakeven: $1,038.52
Implied vol: 41.4%
Delta: -0.066 ≈7% ITM
Gamma: 0.003
Theta: -0.899
Vega: 0.17
Open interest: 14

Model this put

Call · $1042.5 In the money

Last: —
Breakeven: —
Implied vol: 46%
Delta: 0.899 ≈90% ITM
Gamma: 0.004
Theta: -1.376
Vega: 0.171
Open interest: 0

Model this call

Put · $1042.5

Last: $1.85
Breakeven: $1,040.65
Implied vol: 39%
Delta: -0.064 ≈6% ITM
Gamma: 0.003
Theta: -0.819
Vega: 0.099
Open interest: 10

Model this put

Call · $1045 In the money

Last: $19.13
Breakeven: $1,064.13
Implied vol: 45.6%
Delta: 0.891 ≈89% ITM
Gamma: 0.004
Theta: -1.45
Vega: 0.171
Open interest: 1

Model this call

Put · $1045

Last: $3.10
Breakeven: $1,041.90
Implied vol: 41%
Delta: -0.086 ≈9% ITM
Gamma: 0.004
Theta: -1.07
Vega: 0.171
Open interest: 48

Model this put

Call · $1047.5 In the money

Last: $17.60
Breakeven: $1,065.10
Implied vol: 45%
Delta: 0.884 ≈88% ITM
Gamma: 0.004
Theta: -1.502
Vega: 0.171
Open interest: 2

Model this call

Put · $1047.5

Last: $11.70
Breakeven: $1,035.80
Implied vol: 39.5%
Delta: -0.089 ≈9% ITM
Gamma: 0.004
Theta: -1.055
Vega: 0.171
Open interest: 1

Model this put

Call · $1050 In the money

Last: $52.50
Breakeven: $1,102.50
Implied vol: 48.8%
Delta: 0.853 ≈85% ITM
Gamma: 0.005
Theta: -1.903
Vega: 0.257
Open interest: 25

Model this call

Put · $1050

Last: $1.84
Breakeven: $1,048.16
Implied vol: 35.8%
Delta: -0.078 ≈8% ITM
Gamma: 0.004
Theta: -0.872
Vega: 0.171
Open interest: 17

Model this put

Call · $1052.5 In the money

Last: $18.20
Breakeven: $1,070.70
Implied vol: 44.3%
Delta: 0.864 ≈86% ITM
Gamma: 0.005
Theta: -1.651
Vega: 0.258
Open interest: 2

Model this call

Put · $1052.5

Last: $1.90
Breakeven: $1,050.60
Implied vol: 37.3%
Delta: -0.099 ≈10% ITM
Gamma: 0.005
Theta: -1.081
Vega: 0.172
Open interest: 12

Model this put

Call · $1055 In the money

Last: $18.75
Breakeven: $1,073.75
Implied vol: 44%
Delta: 0.85 ≈85% ITM
Gamma: 0.005
Theta: -1.738
Vega: 0.258
Open interest: 33

Model this call

Put · $1055

Last: $16.40
Breakeven: $1,038.60
Implied vol: 36.2%
Delta: -0.105 ≈11% ITM
Gamma: 0.005
Theta: -1.099
Vega: 0.172
Open interest: 1

Model this put

Call · $1057.5 In the money

Last: $17.90
Breakeven: $1,075.40
Implied vol: 43.2%
Delta: 0.839 ≈84% ITM
Gamma: 0.006
Theta: -1.78
Vega: 0.258
Open interest: 3

Model this call

Put · $1057.5

Last: —
Breakeven: —
Implied vol: 38.9%
Delta: -0.133 ≈13% ITM
Gamma: 0.006
Theta: -1.407
Vega: 0.258
Open interest: 0

Model this put

Call · $1060 In the money

Last: $43.28
Breakeven: $1,103.28
Implied vol: 44.1%
Delta: 0.819 ≈82% ITM
Gamma: 0.006
Theta: -1.961
Vega: 0.259
Open interest: 57

Model this call

Put · $1060

Last: $1.75
Breakeven: $1,058.25
Implied vol: 38.4%
Delta: -0.147 ≈15% ITM
Gamma: 0.006
Theta: -1.472
Vega: 0.258
Open interest: 6

Model this put

Call · $1065 In the money

Last: $28.25
Breakeven: $1,093.25
Implied vol: 39.9%
Delta: 0.809 ≈81% ITM
Gamma: 0.007
Theta: -1.842
Vega: 0.259
Open interest: 123

Model this call

Put · $1065

Last: $3.00
Breakeven: $1,062.00
Implied vol: 33.9%
Delta: -0.152 ≈15% ITM
Gamma: 0.007
Theta: -1.33
Vega: 0.259
Open interest: 13

Model this put

Call · $1070 In the money

Last: $31.65
Breakeven: $1,101.65
Implied vol: 40.1%
Delta: 0.774 ≈77% ITM
Gamma: 0.008
Theta: -2.065
Vega: 0.34
Open interest: 39

Model this call

Put · $1070

Last: $24.02
Breakeven: $1,045.98
Implied vol: 31.3%
Delta: -0.174 ≈17% ITM
Gamma: 0.008
Theta: -1.335
Vega: 0.26
Open interest: 4

Model this put

Call · $1075 In the money

Last: $25.73
Breakeven: $1,100.73
Implied vol: 39.2%
Delta: 0.735 ≈73% ITM
Gamma: 0.008
Theta: -2.171
Vega: 0.341
Open interest: 20

Model this call

Put · $1075

Last: $5.38
Breakeven: $1,069.62
Implied vol: 31.1%
Delta: -0.215 ≈21% ITM
Gamma: 0.01
Theta: -1.527
Vega: 0.26
Open interest: 0

Model this put

Call · $1080 In the money

Last: $24.50
Breakeven: $1,104.50
Implied vol: 37.8%
Delta: 0.696 ≈70% ITM
Gamma: 0.009
Theta: -2.234
Vega: 0.342
Open interest: 27

Model this call

Put · $1080

Last: $5.75
Breakeven: $1,074.25
Implied vol: 30.2%
Delta: -0.262 ≈26% ITM
Gamma: 0.011
Theta: -1.636
Vega: 0.341
Open interest: 3

Model this put

Call · $1085 In the money

Last: $12.10
Breakeven: $1,097.10
Implied vol: 34.6%
Delta: 0.661 ≈66% ITM
Gamma: 0.011
Theta: -2.166
Vega: 0.342
Open interest: 18

Model this call

Put · $1085

Last: $10.19
Breakeven: $1,074.81
Implied vol: 29.8%
Delta: -0.318 ≈32% ITM
Gamma: 0.012
Theta: -1.775
Vega: 0.342
Open interest: 3

Model this put

Call · $1090 In the money

Last: $16.00
Breakeven: $1,106.00
Implied vol: 32.9%
Delta: 0.609 ≈61% ITM
Gamma: 0.012
Theta: -2.133
Vega: 0.392
Open interest: 16

Model this call

Put · $1090

Last: $12.10
Breakeven: $1,077.90
Implied vol: 29%
Delta: -0.378 ≈38% ITM
Gamma: 0.013
Theta: -1.843
Vega: 0.392
Open interest: 5

Model this put

Call · $1095 In the money

Last: $15.60
Breakeven: $1,110.60
Implied vol: 36%
Delta: 0.546 ≈55% ITM
Gamma: 0.011
Theta: -2.412
Vega: 0.393
Open interest: 11

Model this call

Put · $1095

Last: $14.00
Breakeven: $1,081.00
Implied vol: 29.3%
Delta: -0.447 ≈45% ITM
Gamma: 0.014
Theta: -1.924
Vega: 0.393
Open interest: 0

Model this put

Call · $1100

Last: $11.83
Breakeven: $1,111.83
Implied vol: 32.9%
Delta: 0.488 ≈49% ITM
Gamma: 0.012
Theta: -2.228
Vega: 0.394
Open interest: 35

Model this call

Put · $1100 In the money

Last: $17.50
Breakeven: $1,082.50
Implied vol: 29.2%
Delta: -0.515 ≈51% ITM
Gamma: 0.014
Theta: -1.945
Vega: 0.395
Open interest: 9

Model this put

Call · $1105

Last: $3.60
Breakeven: $1,108.60
Implied vol: 31.8%
Delta: 0.425 ≈43% ITM
Gamma: 0.012
Theta: -2.095
Vega: 0.396
Open interest: 2

Model this call

Put · $1105 In the money

Last: $16.05
Breakeven: $1,088.95
Implied vol: 29.5%
Delta: -0.582 ≈58% ITM
Gamma: 0.013
Theta: -1.907
Vega: 0.396
Open interest: 7

Model this put

Call · $1110

Last: $10.20
Breakeven: $1,120.20
Implied vol: 34.2%
Delta: 0.374 ≈37% ITM
Gamma: 0.011
Theta: -2.203
Vega: 0.397
Open interest: 46

Model this call

Put · $1110 In the money

Last: $59.00
Breakeven: $1,051.00
Implied vol: 28.9%
Delta: -0.65 ≈65% ITM
Gamma: 0.013
Theta: -1.792
Vega: 0.347
Open interest: 3

Model this put

Call · $1115

Last: $5.84
Breakeven: $1,120.84
Implied vol: 33.5%
Delta: 0.318 ≈32% ITM
Gamma: 0.011
Theta: -2.014
Vega: 0.348
Open interest: 1

Model this call

Put · $1115 In the money

Last: —
Breakeven: —
Implied vol: 29.6%
Delta: -0.705 ≈71% ITM
Gamma: 0.012
Theta: -1.686
Vega: 0.348
Open interest: 0

Model this put

Call · $1120

Last: $6.00
Breakeven: $1,126.00
Implied vol: 33.8%
Delta: 0.269 ≈27% ITM
Gamma: 0.01
Theta: -1.875
Vega: 0.349
Open interest: 46

Model this call

Put · $1120 In the money

Last: $46.22
Breakeven: $1,073.78
Implied vol: 29.6%
Delta: -0.764 ≈76% ITM
Gamma: 0.011
Theta: -1.525
Vega: 0.347
Open interest: 3

Model this put

Call · $1125

Last: $3.55
Breakeven: $1,128.55
Implied vol: 30.5%
Delta: 0.198 ≈20% ITM
Gamma: 0.009
Theta: -1.425
Vega: 0.268
Open interest: 4

Model this call

Put · $1125 In the money

Last: —
Breakeven: —
Implied vol: 29.5%
Delta: -0.81 ≈81% ITM
Gamma: 0.009
Theta: -1.311
Vega: 0.268
Open interest: 0

Model this put

Call · $1130

Last: $3.74
Breakeven: $1,133.74
Implied vol: 33.3%
Delta: 0.179 ≈18% ITM
Gamma: 0.008
Theta: -1.458
Vega: 0.268
Open interest: 5

Model this call

Put · $1130 In the money

Last: $37.70
Breakeven: $1,092.30
Implied vol: 29.4%
Delta: -0.855 ≈85% ITM
Gamma: 0.008
Theta: -1.104
Vega: 0.267
Open interest: 1

Model this put

Call · $1140

Last: $2.22
Breakeven: $1,142.22
Implied vol: 37.6%
Delta: 0.138 ≈14% ITM
Gamma: 0.006
Theta: -1.409
Vega: 0.269
Open interest: 6

Model this call

Put · $1140 In the money

Last: $44.80
Breakeven: $1,095.20
Implied vol: 29.5%
Delta: -0.917 ≈92% ITM
Gamma: 0.005
Theta: -0.727
Vega: 0.178
Open interest: 0

Model this put

Call · $1150

Last: $1.50
Breakeven: $1,151.50
Implied vol: 36.4%
Delta: 0.084 ≈8% ITM
Gamma: 0.004
Theta: -0.94
Vega: 0.181
Open interest: 21

Model this call

Put · $1150 In the money

Last: $51.00
Breakeven: $1,099.00
Implied vol: 23%
Delta: -0.99 ≈99% ITM
Gamma: 0.001
Theta: -0.09
Vega: 0.02
Open interest: 1

Model this put

Call · $1160

Last: $1.43
Breakeven: $1,161.43
Implied vol: 41.8%
Delta: 0.075 ≈8% ITM
Gamma: 0.003
Theta: -1.001
Vega: 0.181
Open interest: 9

Model this call

Put · $1160 In the money

Last: —
Breakeven: —
Implied vol: 23.4%
Delta: -0.998 ≈100% ITM
Gamma: 0
Theta: -0.012
Vega: 0.004
Open interest: 0

Model this put

Call · $1170

Last: $0.36
Breakeven: $1,170.36
Implied vol: 39%
Delta: 0.037 ≈4% ITM
Gamma: 0.002
Theta: -0.526
Vega: 0.106
Open interest: 3

Model this call

Put · $1170 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1180

Last: $0.10
Breakeven: $1,180.10
Implied vol: 44.5%
Delta: 0.038 ≈4% ITM
Gamma: 0.002
Theta: -0.611
Vega: 0.106
Open interest: 13

Model this call

Put · $1180 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1190

Last: $0.36
Breakeven: $1,190.36
Implied vol: 49.9%
Delta: 0.039 ≈4% ITM
Gamma: 0.002
Theta: -0.697
Vega: 0.106
Open interest: 12

Model this call

Put · $1190 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1200

Last: $3.11
Breakeven: $1,203.11
Implied vol: 63.7%
Delta: 0.065 ≈6% ITM
Gamma: 0.002
Theta: -1.351
Vega: 0.107
Open interest: 14

Model this call

Put · $1200 In the money

Last: —
Breakeven: —
Implied vol: 44.8%
Delta: -0.988 ≈99% ITM
Gamma: 0.001
Theta: -0.222
Vega: 0.047
Open interest: 0

Model this put

Call · $1210

Last: $1.01
Breakeven: $1,211.01
Implied vol: 64.3%
Delta: 0.051 ≈5% ITM
Gamma: 0.002
Theta: -1.121
Vega: 0.107
Open interest: 18

Model this call

Put · $1210 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1220

Last: $1.05
Breakeven: $1,221.05
Implied vol: 63.3%
Delta: 0.033 ≈3% ITM
Gamma: 0.001
Theta: -0.78
Vega: 0.054
Open interest: 11

Model this call

Put · $1220 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1230

Last: $3.10
Breakeven: $1,233.10
Implied vol: 91.6%
Delta: 0.092 ≈9% ITM
Gamma: 0.002
Theta: -2.529
Vega: 0.186
Open interest: 3

Model this call

Put · $1230 In the money

Last: —
Breakeven: —
Implied vol: 50.4%
Delta: -0.995 ≈99% ITM
Gamma: 0
Theta: -0.106
Vega: 0.019
Open interest: 0

Model this put

Call · $1240

Last: $2.60
Breakeven: $1,242.60
Implied vol: 82.3%
Delta: 0.056 ≈6% ITM
Gamma: 0.001
Theta: -1.535
Vega: 0.108
Open interest: 3

Model this call

Put · $1240 In the money

Last: —
Breakeven: —
Implied vol: 66.6%
Delta: -0.977 ≈98% ITM
Gamma: 0.001
Theta: -0.564
Vega: 0.053
Open interest: 0

Model this put

Call · $1250

Last: $0.10
Breakeven: $1,250.10
Implied vol: 90.7%
Delta: 0.062 ≈6% ITM
Gamma: 0.001
Theta: -1.842
Vega: 0.109
Open interest: 9

Model this call

Put · $1250 In the money

Last: —
Breakeven: —
Implied vol: 61.7%
Delta: -0.991 ≈99% ITM
Gamma: 0
Theta: -0.236
Vega: 0.022
Open interest: 0

Model this put

Call · $1260

Last: —
Breakeven: —
Implied vol: 87.5%
Delta: 0.044 ≈4% ITM
Gamma: 0.001
Theta: -1.36
Vega: 0.109
Open interest: 0

Model this call

Put · $1260 In the money

Last: —
Breakeven: —
Implied vol: 60.1%
Delta: -0.996 ≈100% ITM
Gamma: 0
Theta: -0.111
Vega: 0.019
Open interest: 0

Model this put

Call · $1270

Last: —
Breakeven: —
Implied vol: 92.1%
Delta: 0.044 ≈4% ITM
Gamma: 0.001
Theta: -1.414
Vega: 0.11
Open interest: 0

Model this call

Put · $1270 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1280

Last: —
Breakeven: —
Implied vol: 96.7%
Delta: 0.043 ≈4% ITM
Gamma: 0.001
Theta: -1.468
Vega: 0.11
Open interest: 0

Model this call

Put · $1280 In the money

Last: $183.30
Breakeven: $1,096.70
Implied vol: 81.2%
Delta: -0.981 ≈98% ITM
Gamma: 0.001
Theta: -0.595
Vega: 0.053
Open interest: 0

Model this put

Call · $1290

Last: —
Breakeven: —
Implied vol: 107.6%
Delta: 0.054 ≈5% ITM
Gamma: 0.001
Theta: -1.963
Vega: 0.11
Open interest: 0

Model this call

Put · $1290 In the money

Last: $257.00
Breakeven: $1,033.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1300

Last: $1.30
Breakeven: $1,301.30
Implied vol: 92.1%
Delta: 0.023 ≈2% ITM
Gamma: 0.001
Theta: -0.839
Vega: 0.055
Open interest: 1

Model this call

Put · $1300 In the money

Last: $266.96
Breakeven: $1,033.04
Implied vol: 75.3%
Delta: -0.994 ≈99% ITM
Gamma: 0
Theta: -0.184
Vega: 0.021
Open interest: 2

Model this put

Call · $1310

Last: —
Breakeven: —
Implied vol: 95.6%
Delta: 0.023 ≈2% ITM
Gamma: 0.001
Theta: -0.846
Vega: 0.056
Open interest: 0

Model this call

Put · $1310 In the money

Last: $235.73
Breakeven: $1,074.27
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1320

Last: —
Breakeven: —
Implied vol: 99.1%
Delta: 0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.854
Vega: 0.056
Open interest: 0

Model this call

Put · $1320 In the money

Last: $245.77
Breakeven: $1,074.23
Implied vol: 78.6%
Delta: -0.997 ≈100% ITM
Gamma: 0
Theta: -0.12
Vega: 0.008
Open interest: 0

Model this put

Call · $1330

Last: —
Breakeven: —
Implied vol: 102.5%
Delta: 0.021 ≈2% ITM
Gamma: 0
Theta: -0.861
Vega: 0.056
Open interest: 0

Model this call

Put · $1330 In the money

Last: —
Breakeven: —
Implied vol: 98.8%
Delta: -0.984 ≈98% ITM
Gamma: 0
Theta: -0.632
Vega: 0.054
Open interest: 0

Model this put

Call · $1340

Last: —
Breakeven: —
Implied vol: 105.9%
Delta: 0.021 ≈2% ITM
Gamma: 0
Theta: -0.869
Vega: 0.056
Open interest: 0

Model this call

Put · $1340 In the money

Last: —
Breakeven: —
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1350

Last: —
Breakeven: —
Implied vol: 109.3%
Delta: 0.02 ≈2% ITM
Gamma: 0
Theta: -0.876
Vega: 0.056
Open interest: 0

Model this call

Put · $1350 In the money

Last: —
Breakeven: —
Implied vol: 105.6%
Delta: -0.985 ≈98% ITM
Gamma: 0
Theta: -0.646
Vega: 0.054
Open interest: 0

Model this put

Call · $1360

Last: —
Breakeven: —
Implied vol: 112.7%
Delta: 0.02 ≈2% ITM
Gamma: 0
Theta: -0.883
Vega: 0.057
Open interest: 0

Model this call

Put · $1360 In the money

Last: —
Breakeven: —
Implied vol: 93.6%
Delta: -0.995 ≈100% ITM
Gamma: 0
Theta: -0.196
Vega: 0.021
Open interest: 0

Model this put

Call · $1370

Last: —
Breakeven: —
Implied vol: 116%
Delta: 0.019 ≈2% ITM
Gamma: 0
Theta: -0.891
Vega: 0.057
Open interest: 0

Model this call

Put · $1370 In the money

Last: —
Breakeven: —
Implied vol: 96.6%
Delta: -0.995 ≈100% ITM
Gamma: 0
Theta: -0.198
Vega: 0.021
Open interest: 0

Model this put

Call · $1380

Last: $0.05
Breakeven: $1,380.05
Implied vol: 119.3%
Delta: 0.019 ≈2% ITM
Gamma: 0
Theta: -0.898
Vega: 0.057
Open interest: 1

Model this call

Put · $1380 In the money

Last: —
Breakeven: —
Implied vol: 99.5%
Delta: -0.995 ≈100% ITM
Gamma: 0
Theta: -0.2
Vega: 0.021
Open interest: 0

Model this put

BLK · BlackRock, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain