BURL Stock — Burlington Stores, Inc.: Options Chain

Calls		Puts
0	—	—	—	—	$0.17	—	—	17	17
Call · $170 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $170 Last $0.17 Breakeven $169.83 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17 Model this put
0	—	—	—	—	$0.15	—	—	6	8
Call · $175 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $175 Last $0.15 Breakeven $174.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this put
0	—	—	—	—	$0.10	—	—	3	32
Call · $180 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $180 Last $0.10 Breakeven $179.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 32 Model this put
0	—	—	—	—	$0.18	—	—	18	18
Call · $185 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $185 Last $0.18 Breakeven $184.82 Implied vol — Delta — Gamma — Theta — Vega — Open interest 18 Model this put
0	—	—	—	—	$0.11	—	—	2	26
Call · $190 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $190 Last $0.11 Breakeven $189.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 26 Model this put
0	—	—	—	—	$0.10	—	—	2	23
Call · $195 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $195 Last $0.10 Breakeven $194.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this put
0	—	—	—	—	$0.07	—	—	2	21
Call · $200 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $200 Last $0.07 Breakeven $199.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this put
0	—	—	—	—	$0.10	—	—	2	35
Call · $205 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $205 Last $0.10 Breakeven $204.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 35 Model this put
0	—	—	—	—	$0.13	—	—	1	37
Call · $210 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $210 Last $0.13 Breakeven $209.87 Implied vol — Delta — Gamma — Theta — Vega — Open interest 37 Model this put
0	—	—	—	—	$0.11	—	—	1	11
Call · $215 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $215 Last $0.11 Breakeven $214.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $220 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $220 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	$0.11	—	—	2	2
Call · $225 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $225 Last $0.11 Breakeven $224.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
1	1	—	—	$127.50	$0.15	—	—	1	1
Call · $230 In the money Last $127.50 Breakeven $357.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $230 Last $0.15 Breakeven $229.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
1	1	—	—	$122.50	$0.15	—	—	1	1
Call · $235 In the money Last $122.50 Breakeven $357.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $235 Last $0.15 Breakeven $234.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
1	1	—	—	$117.50	$0.15	—	—	14	14
Call · $240 In the money Last $117.50 Breakeven $357.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $240 Last $0.15 Breakeven $239.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 Model this put
0	—	—	—	—	$0.15	—	—	10	10
Call · $245 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $245 Last $0.15 Breakeven $244.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this put
158	158	—	—	$101.31	$0.04	-0.013	474.2%	120	120
Call · $250 In the money Last $101.31 Breakeven $351.31 Implied vol — Delta — Gamma — Theta — Vega — Open interest 158 Model this call Put · $250 Last $0.04 Breakeven $249.96 Implied vol 474.2% Delta -0.013 ≈1% ITM Gamma 0 Theta -2.044 Vega 0.006 Open interest 120 Model this put
0	—	—	—	—	$0.15	-0.018	476.9%	25	27
Call · $255 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $255 Last $0.15 Breakeven $254.85 Implied vol 476.9% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -2.7 Vega 0.006 Open interest 27 Model this put
1	1	—	—	$63.00	—	-0.024	487.5%	—	0
Call · $260 In the money Last $63.00 Breakeven $323.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $260 Last — Breakeven — Implied vol 487.5% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -3.581 Vega 0.006 Open interest 0 Model this put
0	—	—	—	—	$0.15	-0.028	473.7%	4	5
Call · $265 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $265 Last $0.15 Breakeven $264.85 Implied vol 473.7% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -3.885 Vega 0.013 Open interest 5 Model this put
1	1	—	—	$53.50	—	-0.017	394.6%	—	0
Call · $270 In the money Last $53.50 Breakeven $323.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $270 Last — Breakeven — Implied vol 394.6% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -2.081 Vega 0.006 Open interest 0 Model this put
0	—	—	—	—	$0.15	-0.017	370.8%	3	3
Call · $275 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $275 Last $0.15 Breakeven $274.85 Implied vol 370.8% Delta -0.017 ≈2% ITM Gamma 0.001 Theta -1.949 Vega 0.006 Open interest 3 Model this put
0	—	—	—	—	$0.15	-0.068	516.1%	4	19
Call · $280 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $280 Last $0.15 Breakeven $279.85 Implied vol 516.1% Delta -0.068 ≈7% ITM Gamma 0.002 Theta -8.765 Vega 0.022 Open interest 19 Model this put
0	—	—	—	—	$0.15	-0.035	386.5%	5	8
Call · $285 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $285 Last $0.15 Breakeven $284.85 Implied vol 386.5% Delta -0.035 ≈3% ITM Gamma 0.001 Theta -3.82 Vega 0.013 Open interest 8 Model this put
0	—	—	—	—	$0.47	-0.019	313.3%	30	6
Call · $290 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $290 Last $0.47 Breakeven $289.53 Implied vol 313.3% Delta -0.019 ≈2% ITM Gamma 0.001 Theta -1.892 Vega 0.007 Open interest 6 Model this put
1	1	—	—	$30.28	$1.50	-0.021	294.8%	1	0
Call · $295 In the money Last $30.28 Breakeven $325.28 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $295 Last $1.50 Breakeven $293.50 Implied vol 294.8% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -1.873 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—	$0.05	-0.03	300.1%	80	92
Call · $300 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $300 Last $0.05 Breakeven $299.95 Implied vol 300.1% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -2.655 Vega 0.013 Open interest 92 Model this put
0	—	—	—	—	$1.22	-0.088	388.7%	82	12
Call · $305 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $305 Last $1.22 Breakeven $303.78 Implied vol 388.7% Delta -0.088 ≈9% ITM Gamma 0.003 Theta -7.992 Vega 0.023 Open interest 12 Model this put
0	—	—	—	—	$1.20	-0.027	248.4%	21	25
Call · $310 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $310 Last $1.20 Breakeven $308.80 Implied vol 248.4% Delta -0.027 ≈3% ITM Gamma 0.002 Theta -2.04 Vega 0.007 Open interest 25 Model this put
1	1	—	—	$16.97	$1.10	-0.037	239.7%	1	1
Call · $315 In the money Last $16.97 Breakeven $331.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $315 Last $1.10 Breakeven $313.90 Implied vol 239.7% Delta -0.037 ≈4% ITM Gamma 0.002 Theta -2.479 Vega 0.014 Open interest 1 Model this put
3	4	—	—	$34.20	$9.00	-0.117	338.1%	38	22
Call · $320 In the money Last $34.20 Breakeven $354.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $320 Last $9.00 Breakeven $311.00 Implied vol 338.1% Delta -0.117 ≈12% ITM Gamma 0.004 Theta -8.694 Vega 0.024 Open interest 22 Model this put
3	3	—	—	$9.60	$2.13	-0.056	218.8%	1	11
Call · $325 In the money Last $9.60 Breakeven $334.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $325 Last $2.13 Breakeven $322.87 Implied vol 218.8% Delta -0.056 ≈6% ITM Gamma 0.004 Theta -3.187 Vega 0.014 Open interest 11 Model this put
0	—	—	—	—	$2.18	-0.058	209.2%	1	0
Call · $327.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $327.5 Last $2.18 Breakeven $325.32 Implied vol 209.2% Delta -0.058 ≈6% ITM Gamma 0.004 Theta -3.158 Vega 0.014 Open interest 0 Model this put
0	—	—	—	—	$4.68	-0.061	199.7%	1	2
Call · $330 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $330 Last $4.68 Breakeven $325.32 Implied vol 199.7% Delta -0.061 ≈6% ITM Gamma 0.004 Theta -3.128 Vega 0.014 Open interest 2 Model this put
0	—	—	—	—	—	-0.064	190.1%	—	0
Call · $332.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $332.5 Last — Breakeven — Implied vol 190.1% Delta -0.064 ≈6% ITM Gamma 0.005 Theta -3.093 Vega 0.025 Open interest 0 Model this put
1	1	—	—	$13.97	$2.40	-0.069	181.3%	1	3
Call · $335 In the money Last $13.97 Breakeven $348.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $335 Last $2.40 Breakeven $332.60 Implied vol 181.3% Delta -0.069 ≈7% ITM Gamma 0.005 Theta -3.131 Vega 0.025 Open interest 3 Model this put
0	—	—	—	—	$0.97	-0.073	170.5%	2	5
Call · $337.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $337.5 Last $0.97 Breakeven $336.53 Implied vol 170.5% Delta -0.073 ≈7% ITM Gamma 0.006 Theta -3.052 Vega 0.025 Open interest 5 Model this put
2	1	—	—	$11.15	$0.53	-0.045	132.9%	2	33
Call · $340 In the money Last $11.15 Breakeven $351.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $340 Last $0.53 Breakeven $339.47 Implied vol 132.9% Delta -0.045 ≈4% ITM Gamma 0.005 Theta -1.606 Vega 0.014 Open interest 33 Model this put
1	1	—	—	$12.29	—	-0.038	117%	—	0
Call · $342.5 In the money Last $12.29 Breakeven $354.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $342.5 Last — Breakeven — Implied vol 117% Delta -0.038 ≈4% ITM Gamma 0.005 Theta -1.246 Vega 0.014 Open interest 0 Model this put
0	—	—	—	—	$0.15	-0.053	116.7%	12	84
Call · $345 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $345 Last $0.15 Breakeven $344.85 Implied vol 116.7% Delta -0.053 ≈5% ITM Gamma 0.006 Theta -1.63 Vega 0.014 Open interest 84 Model this put
1	1	—	—	$9.84	$1.91	-0.072	117.3%	5	4
Call · $347.5 In the money Last $9.84 Breakeven $357.34 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $347.5 Last $1.91 Breakeven $345.59 Implied vol 117.3% Delta -0.072 ≈7% ITM Gamma 0.008 Theta -2.092 Vega 0.025 Open interest 4 Model this put
4	1	—	—	$21.58	$1.02	-0.062	99%	20	23
Call · $350 In the money Last $21.58 Breakeven $371.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $350 Last $1.02 Breakeven $348.98 Implied vol 99% Delta -0.062 ≈6% ITM Gamma 0.009 Theta -1.571 Vega 0.015 Open interest 23 Model this put
0	—	—	—	—	$1.24	-0.065	88.5%	20	20
Call · $352.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $352.5 Last $1.24 Breakeven $351.26 Implied vol 88.5% Delta -0.065 ≈6% ITM Gamma 0.01 Theta -1.459 Vega 0.015 Open interest 20 Model this put
2	1	—	—	$21.97	$0.32	-0.071	78.5%	2	3
Call · $355 In the money Last $21.97 Breakeven $376.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $355 Last $0.32 Breakeven $354.68 Implied vol 78.5% Delta -0.071 ≈7% ITM Gamma 0.012 Theta -1.387 Vega 0.025 Open interest 3 Model this put
0	—	—	—	—	$0.47	-0.086	70.4%	1	15
Call · $357.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $357.5 Last $0.47 Breakeven $357.03 Implied vol 70.4% Delta -0.086 ≈9% ITM Gamma 0.015 Theta -1.425 Vega 0.025 Open interest 15 Model this put
1	2	—	—	$3.18	$3.30	-0.159	78.7%	1	1
Call · $360 In the money Last $3.18 Breakeven $363.18 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $360 Last $3.30 Breakeven $356.70 Implied vol 78.7% Delta -0.159 ≈16% ITM Gamma 0.021 Theta -2.46 Vega 0.038 Open interest 1 Model this put
2	2	40.8%	0.933	$11.97	$3.15	-0.241	87.6%	5	5
Call · $362.5 In the money Last $11.97 Breakeven $374.47 Implied vol 40.8% Delta 0.933 ≈93% ITM Gamma 0.022 Theta -0.727 Vega 0.026 Open interest 2 Model this call Put · $362.5 Last $3.15 Breakeven $359.35 Implied vol 87.6% Delta -0.241 ≈24% ITM Gamma 0.025 Theta -3.542 Vega 0.05 Open interest 5 Model this put
1	1	45.2%	0.828	$3.85	$4.15	-0.287	77.3%	5	37
Call · $365 In the money Last $3.85 Breakeven $368.85 Implied vol 45.2% Delta 0.828 ≈83% ITM Gamma 0.039 Theta -1.517 Vega 0.039 Open interest 1 Model this call Put · $365 Last $4.15 Breakeven $360.85 Implied vol 77.3% Delta -0.287 ≈29% ITM Gamma 0.03 Theta -3.392 Vega 0.05 Open interest 37 Model this put
9	1	49.4%	0.697	$8.55	$2.49	-0.33	58.7%	1	32
Call · $367.5 In the money Last $8.55 Breakeven $376.05 Implied vol 49.4% Delta 0.697 ≈70% ITM Gamma 0.048 Theta -2.255 Vega 0.051 Open interest 9 Model this call Put · $367.5 Last $2.49 Breakeven $365.01 Implied vol 58.7% Delta -0.33 ≈33% ITM Gamma 0.043 Theta -2.757 Vega 0.051 Open interest 32 Model this put
5	2	53%	0.564	$5.24	$4.00	-0.449	68.4%	3	18
Call · $370 In the money Last $5.24 Breakeven $375.24 Implied vol 53% Delta 0.564 ≈56% ITM Gamma 0.051 Theta -2.72 Vega 0.058 Open interest 5 Model this call Put · $370 Last $4.00 Breakeven $366.00 Implied vol 68.4% Delta -0.449 ≈45% ITM Gamma 0.04 Theta -3.492 Vega 0.058 Open interest 18 Model this put
Underlying $371.15
0	—	41.5%	0.417	—	$4.92	-0.552	62.4%	1	2
Call · $372.5 Last — Breakeven — Implied vol 41.5% Delta 0.417 ≈42% ITM Gamma 0.065 Theta -2.109 Vega 0.058 Open interest 0 Model this call Put · $372.5 In the money Last $4.92 Breakeven $367.58 Implied vol 62.4% Delta -0.552 ≈55% ITM Gamma 0.044 Theta -3.172 Vega 0.058 Open interest 2 Model this put
7	13	70.2%	0.359	$1.62	$11.00	-0.679	54.4%	1	0
Call · $375 Last $1.62 Breakeven $376.62 Implied vol 70.2% Delta 0.359 ≈36% ITM Gamma 0.037 Theta -3.459 Vega 0.051 Open interest 7 Model this call Put · $375 In the money Last $11.00 Breakeven $364.00 Implied vol 54.4% Delta -0.679 ≈68% ITM Gamma 0.045 Theta -2.504 Vega 0.051 Open interest 0 Model this put
0	15	57.7%	0.23	$1.28	—	-0.807	48.7%	—	0
Call · $377.5 Last $1.28 Breakeven $378.78 Implied vol 57.7% Delta 0.23 ≈23% ITM Gamma 0.037 Theta -2.309 Vega 0.039 Open interest 0 Model this call Put · $377.5 In the money Last — Breakeven — Implied vol 48.7% Delta -0.807 ≈81% ITM Gamma 0.039 Theta -1.695 Vega 0.039 Open interest 0 Model this put
47	27	53.6%	0.133	$0.60	$14.00	-0.884	49.5%	1	1
Call · $380 Last $0.60 Breakeven $380.60 Implied vol 53.6% Delta 0.133 ≈13% ITM Gamma 0.028 Theta -1.513 Vega 0.026 Open interest 47 Model this call Put · $380 In the money Last $14.00 Breakeven $366.00 Implied vol 49.5% Delta -0.884 ≈88% ITM Gamma 0.027 Theta -1.223 Vega 0.026 Open interest 1 Model this put
36	1	57.3%	0.094	$0.75	—	-0.862	70%	—	0
Call · $382.5 Last $0.75 Breakeven $383.25 Implied vol 57.3% Delta 0.094 ≈9% ITM Gamma 0.02 Theta -1.24 Vega 0.026 Open interest 36 Model this call Put · $382.5 In the money Last — Breakeven — Implied vol 70% Delta -0.862 ≈86% ITM Gamma 0.022 Theta -1.99 Vega 0.039 Open interest 0 Model this put
16	10	77.9%	0.12	$2.55	—	-0.887	75.7%	—	0
Call · $385 Last $2.55 Breakeven $387.55 Implied vol 77.9% Delta 0.12 ≈12% ITM Gamma 0.018 Theta -2.022 Vega 0.027 Open interest 16 Model this call Put · $385 In the money Last — Breakeven — Implied vol 75.7% Delta -0.887 ≈89% ITM Gamma 0.017 Theta -1.85 Vega 0.026 Open interest 0 Model this put
35	2	70.3%	0.061	$1.22	—	-0.914	79.3%	—	0
Call · $387.5 Last $1.22 Breakeven $388.72 Implied vol 70.3% Delta 0.061 ≈6% ITM Gamma 0.012 Theta -1.104 Vega 0.015 Open interest 35 Model this call Put · $387.5 In the money Last — Breakeven — Implied vol 79.3% Delta -0.914 ≈91% ITM Gamma 0.014 Theta -1.577 Vega 0.027 Open interest 0 Model this put
90	2	76.5%	0.052	$0.11	$18.50	-0.927	86.5%	1	1
Call · $390 Last $0.11 Breakeven $390.11 Implied vol 76.5% Delta 0.052 ≈5% ITM Gamma 0.009 Theta -1.051 Vega 0.015 Open interest 90 Model this call Put · $390 In the money Last $18.50 Breakeven $371.50 Implied vol 86.5% Delta -0.927 ≈93% ITM Gamma 0.011 Theta -1.538 Vega 0.026 Open interest 1 Model this put
13	12	110%	0.104	$1.14	—	-0.932	94.9%	—	0
Call · $392.5 Last $1.14 Breakeven $393.64 Implied vol 110% Delta 0.104 ≈10% ITM Gamma 0.011 Theta -2.552 Vega 0.027 Open interest 13 Model this call Put · $392.5 In the money Last — Breakeven — Implied vol 94.9% Delta -0.932 ≈93% ITM Gamma 0.01 Theta -1.591 Vega 0.015 Open interest 0 Model this put
69	44	95.2%	0.051	$0.55	—	-0.937	102.6%	—	0
Call · $395 Last $0.55 Breakeven $395.55 Implied vol 95.2% Delta 0.051 ≈5% ITM Gamma 0.007 Theta -1.275 Vega 0.016 Open interest 69 Model this call Put · $395 In the money Last — Breakeven — Implied vol 102.6% Delta -0.937 ≈94% ITM Gamma 0.008 Theta -1.62 Vega 0.016 Open interest 0 Model this put
0	—	179.5%	0.177	—	—	-0.931	116.6%	—	0
Call · $397.5 Last — Breakeven — Implied vol 179.5% Delta 0.177 ≈18% ITM Gamma 0.01 Theta -6.007 Vega 0.04 Open interest 0 Model this call Put · $397.5 In the money Last — Breakeven — Implied vol 116.6% Delta -0.931 ≈93% ITM Gamma 0.008 Theta -1.981 Vega 0.016 Open interest 0 Model this put
5	5	124.8%	0.066	$1.62	—	-0.944	117.8%	—	0
Call · $400 Last $1.62 Breakeven $401.62 Implied vol 124.8% Delta 0.066 ≈7% ITM Gamma 0.007 Theta -2.077 Vega 0.016 Open interest 5 Model this call Put · $400 In the money Last — Breakeven — Implied vol 117.8% Delta -0.944 ≈94% ITM Gamma 0.007 Theta -1.679 Vega 0.016 Open interest 0 Model this put
5	5	122.2%	0.035	$1.07	—	-0.941	139.1%	—	0
Call · $405 Last $1.07 Breakeven $406.07 Implied vol 122.2% Delta 0.035 ≈4% ITM Gamma 0.004 Theta -1.228 Vega 0.016 Open interest 5 Model this call Put · $405 In the money Last — Breakeven — Implied vol 139.1% Delta -0.941 ≈94% ITM Gamma 0.006 Theta -2.069 Vega 0.016 Open interest 0 Model this put
2	1	127.2%	0.025	$0.49	$66.00	-0.954	147.6%	1	0
Call · $410 Last $0.49 Breakeven $410.49 Implied vol 127.2% Delta 0.025 ≈2% ITM Gamma 0.003 Theta -0.941 Vega 0.008 Open interest 2 Model this call Put · $410 In the money Last $66.00 Breakeven $344.00 Implied vol 147.6% Delta -0.954 ≈95% ITM Gamma 0.004 Theta -1.797 Vega 0.016 Open interest 0 Model this put
3	3	152.4%	0.032	$0.15	—	-0.957	162.2%	—	0
Call · $415 Last $0.15 Breakeven $415.15 Implied vol 152.4% Delta 0.032 ≈3% ITM Gamma 0.003 Theta -1.411 Vega 0.008 Open interest 3 Model this call Put · $415 In the money Last — Breakeven — Implied vol 162.2% Delta -0.957 ≈96% ITM Gamma 0.004 Theta -1.856 Vega 0.016 Open interest 0 Model this put
8	1	143%	0.014	$0.05	—	-0.954	182.9%	—	0
Call · $420 Last $0.05 Breakeven $420.05 Implied vol 143% Delta 0.014 ≈1% ITM Gamma 0.002 Theta -0.642 Vega 0.008 Open interest 8 Model this call Put · $420 In the money Last — Breakeven — Implied vol 182.9% Delta -0.954 ≈95% ITM Gamma 0.004 Theta -2.246 Vega 0.016 Open interest 0 Model this put
1	1	275.9%	0.118	$0.23	—	-0.956	197.2%	—	0
Call · $425 Last $0.23 Breakeven $425.23 Implied vol 275.9% Delta 0.118 ≈12% ITM Gamma 0.005 Theta -7.031 Vega 0.028 Open interest 1 Model this call Put · $425 In the money Last — Breakeven — Implied vol 197.2% Delta -0.956 ≈96% ITM Gamma 0.003 Theta -2.305 Vega 0.016 Open interest 0 Model this put
5	2	241.1%	0.066	$0.14	—	-0.959	211.2%	—	0
Call · $430 Last $0.14 Breakeven $430.14 Implied vol 241.1% Delta 0.066 ≈7% ITM Gamma 0.004 Theta -4 Vega 0.016 Open interest 5 Model this call Put · $430 In the money Last — Breakeven — Implied vol 211.2% Delta -0.959 ≈96% ITM Gamma 0.003 Theta -2.364 Vega 0.016 Open interest 0 Model this put
1	1	—	—	$0.10	—	-0.961	225.1%	—	0
Call · $435 Last $0.10 Breakeven $435.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $435 In the money Last — Breakeven — Implied vol 225.1% Delta -0.961 ≈96% ITM Gamma 0.003 Theta -2.422 Vega 0.016 Open interest 0 Model this put
5	2	216.3%	0.025	$0.17	—	-0.963	238.9%	—	0
Call · $440 Last $0.17 Breakeven $440.17 Implied vol 216.3% Delta 0.025 ≈3% ITM Gamma 0.002 Theta -1.621 Vega 0.008 Open interest 5 Model this call Put · $440 In the money Last — Breakeven — Implied vol 238.9% Delta -0.963 ≈96% ITM Gamma 0.002 Theta -2.481 Vega 0.016 Open interest 0 Model this put
2	2	—	—	$0.13	—	-0.967	248.1%	—	0
Call · $445 Last $0.13 Breakeven $445.13 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $445 In the money Last — Breakeven — Implied vol 248.1% Delta -0.967 ≈97% ITM Gamma 0.002 Theta -2.346 Vega 0.008 Open interest 0 Model this put
5	5	307.2%	0.063	$0.18	—	-0.966	265.7%	—	0
Call · $450 Last $0.18 Breakeven $450.18 Implied vol 307.2% Delta 0.063 ≈6% ITM Gamma 0.003 Theta -4.895 Vega 0.017 Open interest 5 Model this call Put · $450 In the money Last — Breakeven — Implied vol 265.7% Delta -0.966 ≈97% ITM Gamma 0.002 Theta -2.591 Vega 0.008 Open interest 0 Model this put

Call · $170 In the money

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

Model this call

Put · $170

Last: $0.17
Breakeven: $169.83
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 17

Model this put

Call · $175 In the money

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

Model this call

Put · $175

Last: $0.15
Breakeven: $174.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 8

Model this put

Call · $180 In the money

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

Model this call

Put · $180

Last: $0.10
Breakeven: $179.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 32

Model this put

Call · $185 In the money

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

Model this call

Put · $185

Last: $0.18
Breakeven: $184.82
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 18

Model this put

Call · $190 In the money

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

Model this call

Put · $190

Last: $0.11
Breakeven: $189.89
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 26

Model this put

Call · $195 In the money

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

Model this call

Put · $195

Last: $0.10
Breakeven: $194.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 23

Model this put

Call · $200 In the money

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

Model this call

Put · $200

Last: $0.07
Breakeven: $199.93
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 21

Model this put

Call · $205 In the money

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

Model this call

Put · $205

Last: $0.10
Breakeven: $204.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 35

Model this put

Call · $210 In the money

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

Model this call

Put · $210

Last: $0.13
Breakeven: $209.87
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 37

Model this put

Call · $215 In the money

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

Model this call

Put · $215

Last: $0.11
Breakeven: $214.89
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 11

Model this put

Call · $220 In the money

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

Model this call

Put · $220

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

Model this put

Call · $225 In the money

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

Model this call

Put · $225

Last: $0.11
Breakeven: $224.89
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $230 In the money

Last: $127.50
Breakeven: $357.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $230

Last: $0.15
Breakeven: $229.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $235 In the money

Last: $122.50
Breakeven: $357.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $235

Last: $0.15
Breakeven: $234.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $240 In the money

Last: $117.50
Breakeven: $357.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $240

Last: $0.15
Breakeven: $239.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 14

Model this put

Call · $245 In the money

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

Model this call

Put · $245

Last: $0.15
Breakeven: $244.85
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 10

Model this put

Call · $250 In the money

Last: $101.31
Breakeven: $351.31
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 158

Model this call

Put · $250

Last: $0.04
Breakeven: $249.96
Implied vol: 474.2%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -2.044
Vega: 0.006
Open interest: 120

Model this put

Call · $255 In the money

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

Model this call

Put · $255

Last: $0.15
Breakeven: $254.85
Implied vol: 476.9%
Delta: -0.018 ≈2% ITM
Gamma: 0.001
Theta: -2.7
Vega: 0.006
Open interest: 27

Model this put

Call · $260 In the money

Last: $63.00
Breakeven: $323.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $260

Last: —
Breakeven: —
Implied vol: 487.5%
Delta: -0.024 ≈2% ITM
Gamma: 0.001
Theta: -3.581
Vega: 0.006
Open interest: 0

Model this put

Call · $265 In the money

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

Model this call

Put · $265

Last: $0.15
Breakeven: $264.85
Implied vol: 473.7%
Delta: -0.028 ≈3% ITM
Gamma: 0.001
Theta: -3.885
Vega: 0.013
Open interest: 5

Model this put

Call · $270 In the money

Last: $53.50
Breakeven: $323.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $270

Last: —
Breakeven: —
Implied vol: 394.6%
Delta: -0.017 ≈2% ITM
Gamma: 0.001
Theta: -2.081
Vega: 0.006
Open interest: 0

Model this put

Call · $275 In the money

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

Model this call

Put · $275

Last: $0.15
Breakeven: $274.85
Implied vol: 370.8%
Delta: -0.017 ≈2% ITM
Gamma: 0.001
Theta: -1.949
Vega: 0.006
Open interest: 3

Model this put

Call · $280 In the money

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

Model this call

Put · $280

Last: $0.15
Breakeven: $279.85
Implied vol: 516.1%
Delta: -0.068 ≈7% ITM
Gamma: 0.002
Theta: -8.765
Vega: 0.022
Open interest: 19

Model this put

Call · $285 In the money

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

Model this call

Put · $285

Last: $0.15
Breakeven: $284.85
Implied vol: 386.5%
Delta: -0.035 ≈3% ITM
Gamma: 0.001
Theta: -3.82
Vega: 0.013
Open interest: 8

Model this put

Call · $290 In the money

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

Model this call

Put · $290

Last: $0.47
Breakeven: $289.53
Implied vol: 313.3%
Delta: -0.019 ≈2% ITM
Gamma: 0.001
Theta: -1.892
Vega: 0.007
Open interest: 6

Model this put

Call · $295 In the money

Last: $30.28
Breakeven: $325.28
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $295

Last: $1.50
Breakeven: $293.50
Implied vol: 294.8%
Delta: -0.021 ≈2% ITM
Gamma: 0.001
Theta: -1.873
Vega: 0.007
Open interest: 0

Model this put

Call · $300 In the money

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

Model this call

Put · $300

Last: $0.05
Breakeven: $299.95
Implied vol: 300.1%
Delta: -0.03 ≈3% ITM
Gamma: 0.002
Theta: -2.655
Vega: 0.013
Open interest: 92

Model this put

Call · $305 In the money

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

Model this call

Put · $305

Last: $1.22
Breakeven: $303.78
Implied vol: 388.7%
Delta: -0.088 ≈9% ITM
Gamma: 0.003
Theta: -7.992
Vega: 0.023
Open interest: 12

Model this put

Call · $310 In the money

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

Model this call

Put · $310

Last: $1.20
Breakeven: $308.80
Implied vol: 248.4%
Delta: -0.027 ≈3% ITM
Gamma: 0.002
Theta: -2.04
Vega: 0.007
Open interest: 25

Model this put

Call · $315 In the money

Last: $16.97
Breakeven: $331.97
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $315

Last: $1.10
Breakeven: $313.90
Implied vol: 239.7%
Delta: -0.037 ≈4% ITM
Gamma: 0.002
Theta: -2.479
Vega: 0.014
Open interest: 1

Model this put

Call · $320 In the money

Last: $34.20
Breakeven: $354.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $320

Last: $9.00
Breakeven: $311.00
Implied vol: 338.1%
Delta: -0.117 ≈12% ITM
Gamma: 0.004
Theta: -8.694
Vega: 0.024
Open interest: 22

Model this put

Call · $325 In the money

Last: $9.60
Breakeven: $334.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this call

Put · $325

Last: $2.13
Breakeven: $322.87
Implied vol: 218.8%
Delta: -0.056 ≈6% ITM
Gamma: 0.004
Theta: -3.187
Vega: 0.014
Open interest: 11

Model this put

Call · $327.5 In the money

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

Model this call

Put · $327.5

Last: $2.18
Breakeven: $325.32
Implied vol: 209.2%
Delta: -0.058 ≈6% ITM
Gamma: 0.004
Theta: -3.158
Vega: 0.014
Open interest: 0

Model this put

Call · $330 In the money

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

Model this call

Put · $330

Last: $4.68
Breakeven: $325.32
Implied vol: 199.7%
Delta: -0.061 ≈6% ITM
Gamma: 0.004
Theta: -3.128
Vega: 0.014
Open interest: 2

Model this put

Call · $332.5 In the money

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

Model this call

Put · $332.5

Last: —
Breakeven: —
Implied vol: 190.1%
Delta: -0.064 ≈6% ITM
Gamma: 0.005
Theta: -3.093
Vega: 0.025
Open interest: 0

Model this put

Call · $335 In the money

Last: $13.97
Breakeven: $348.97
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $335

Last: $2.40
Breakeven: $332.60
Implied vol: 181.3%
Delta: -0.069 ≈7% ITM
Gamma: 0.005
Theta: -3.131
Vega: 0.025
Open interest: 3

Model this put

Call · $337.5 In the money

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

Model this call

Put · $337.5

Last: $0.97
Breakeven: $336.53
Implied vol: 170.5%
Delta: -0.073 ≈7% ITM
Gamma: 0.006
Theta: -3.052
Vega: 0.025
Open interest: 5

Model this put

Call · $340 In the money

Last: $11.15
Breakeven: $351.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $340

Last: $0.53
Breakeven: $339.47
Implied vol: 132.9%
Delta: -0.045 ≈4% ITM
Gamma: 0.005
Theta: -1.606
Vega: 0.014
Open interest: 33

Model this put

Call · $342.5 In the money

Last: $12.29
Breakeven: $354.79
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $342.5

Last: —
Breakeven: —
Implied vol: 117%
Delta: -0.038 ≈4% ITM
Gamma: 0.005
Theta: -1.246
Vega: 0.014
Open interest: 0

Model this put

Call · $345 In the money

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

Model this call

Put · $345

Last: $0.15
Breakeven: $344.85
Implied vol: 116.7%
Delta: -0.053 ≈5% ITM
Gamma: 0.006
Theta: -1.63
Vega: 0.014
Open interest: 84

Model this put

Call · $347.5 In the money

Last: $9.84
Breakeven: $357.34
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $347.5

Last: $1.91
Breakeven: $345.59
Implied vol: 117.3%
Delta: -0.072 ≈7% ITM
Gamma: 0.008
Theta: -2.092
Vega: 0.025
Open interest: 4

Model this put

Call · $350 In the money

Last: $21.58
Breakeven: $371.58
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 4

Model this call

Put · $350

Last: $1.02
Breakeven: $348.98
Implied vol: 99%
Delta: -0.062 ≈6% ITM
Gamma: 0.009
Theta: -1.571
Vega: 0.015
Open interest: 23

Model this put

Call · $352.5 In the money

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

Model this call

Put · $352.5

Last: $1.24
Breakeven: $351.26
Implied vol: 88.5%
Delta: -0.065 ≈6% ITM
Gamma: 0.01
Theta: -1.459
Vega: 0.015
Open interest: 20

Model this put

Call · $355 In the money

Last: $21.97
Breakeven: $376.97
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $355

Last: $0.32
Breakeven: $354.68
Implied vol: 78.5%
Delta: -0.071 ≈7% ITM
Gamma: 0.012
Theta: -1.387
Vega: 0.025
Open interest: 3

Model this put

Call · $357.5 In the money

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

Model this call

Put · $357.5

Last: $0.47
Breakeven: $357.03
Implied vol: 70.4%
Delta: -0.086 ≈9% ITM
Gamma: 0.015
Theta: -1.425
Vega: 0.025
Open interest: 15

Model this put

Call · $360 In the money

Last: $3.18
Breakeven: $363.18
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $360

Last: $3.30
Breakeven: $356.70
Implied vol: 78.7%
Delta: -0.159 ≈16% ITM
Gamma: 0.021
Theta: -2.46
Vega: 0.038
Open interest: 1

Model this put

Call · $362.5 In the money

Last: $11.97
Breakeven: $374.47
Implied vol: 40.8%
Delta: 0.933 ≈93% ITM
Gamma: 0.022
Theta: -0.727
Vega: 0.026
Open interest: 2

Model this call

Put · $362.5

Last: $3.15
Breakeven: $359.35
Implied vol: 87.6%
Delta: -0.241 ≈24% ITM
Gamma: 0.025
Theta: -3.542
Vega: 0.05
Open interest: 5

Model this put

Call · $365 In the money

Last: $3.85
Breakeven: $368.85
Implied vol: 45.2%
Delta: 0.828 ≈83% ITM
Gamma: 0.039
Theta: -1.517
Vega: 0.039
Open interest: 1

Model this call

Put · $365

Last: $4.15
Breakeven: $360.85
Implied vol: 77.3%
Delta: -0.287 ≈29% ITM
Gamma: 0.03
Theta: -3.392
Vega: 0.05
Open interest: 37

Model this put

Call · $367.5 In the money

Last: $8.55
Breakeven: $376.05
Implied vol: 49.4%
Delta: 0.697 ≈70% ITM
Gamma: 0.048
Theta: -2.255
Vega: 0.051
Open interest: 9

Model this call

Put · $367.5

Last: $2.49
Breakeven: $365.01
Implied vol: 58.7%
Delta: -0.33 ≈33% ITM
Gamma: 0.043
Theta: -2.757
Vega: 0.051
Open interest: 32

Model this put

Call · $370 In the money

Last: $5.24
Breakeven: $375.24
Implied vol: 53%
Delta: 0.564 ≈56% ITM
Gamma: 0.051
Theta: -2.72
Vega: 0.058
Open interest: 5

Model this call

Put · $370

Last: $4.00
Breakeven: $366.00
Implied vol: 68.4%
Delta: -0.449 ≈45% ITM
Gamma: 0.04
Theta: -3.492
Vega: 0.058
Open interest: 18

Model this put

Call · $372.5

Last: —
Breakeven: —
Implied vol: 41.5%
Delta: 0.417 ≈42% ITM
Gamma: 0.065
Theta: -2.109
Vega: 0.058
Open interest: 0

Model this call

Put · $372.5 In the money

Last: $4.92
Breakeven: $367.58
Implied vol: 62.4%
Delta: -0.552 ≈55% ITM
Gamma: 0.044
Theta: -3.172
Vega: 0.058
Open interest: 2

Model this put

Call · $375

Last: $1.62
Breakeven: $376.62
Implied vol: 70.2%
Delta: 0.359 ≈36% ITM
Gamma: 0.037
Theta: -3.459
Vega: 0.051
Open interest: 7

Model this call

Put · $375 In the money

Last: $11.00
Breakeven: $364.00
Implied vol: 54.4%
Delta: -0.679 ≈68% ITM
Gamma: 0.045
Theta: -2.504
Vega: 0.051
Open interest: 0

Model this put

Call · $377.5

Last: $1.28
Breakeven: $378.78
Implied vol: 57.7%
Delta: 0.23 ≈23% ITM
Gamma: 0.037
Theta: -2.309
Vega: 0.039
Open interest: 0

Model this call

Put · $377.5 In the money

Last: —
Breakeven: —
Implied vol: 48.7%
Delta: -0.807 ≈81% ITM
Gamma: 0.039
Theta: -1.695
Vega: 0.039
Open interest: 0

Model this put

Call · $380

Last: $0.60
Breakeven: $380.60
Implied vol: 53.6%
Delta: 0.133 ≈13% ITM
Gamma: 0.028
Theta: -1.513
Vega: 0.026
Open interest: 47

Model this call

Put · $380 In the money

Last: $14.00
Breakeven: $366.00
Implied vol: 49.5%
Delta: -0.884 ≈88% ITM
Gamma: 0.027
Theta: -1.223
Vega: 0.026
Open interest: 1

Model this put

Call · $382.5

Last: $0.75
Breakeven: $383.25
Implied vol: 57.3%
Delta: 0.094 ≈9% ITM
Gamma: 0.02
Theta: -1.24
Vega: 0.026
Open interest: 36

Model this call

Put · $382.5 In the money

Last: —
Breakeven: —
Implied vol: 70%
Delta: -0.862 ≈86% ITM
Gamma: 0.022
Theta: -1.99
Vega: 0.039
Open interest: 0

Model this put

Call · $385

Last: $2.55
Breakeven: $387.55
Implied vol: 77.9%
Delta: 0.12 ≈12% ITM
Gamma: 0.018
Theta: -2.022
Vega: 0.027
Open interest: 16

Model this call

Put · $385 In the money

Last: —
Breakeven: —
Implied vol: 75.7%
Delta: -0.887 ≈89% ITM
Gamma: 0.017
Theta: -1.85
Vega: 0.026
Open interest: 0

Model this put

Call · $387.5

Last: $1.22
Breakeven: $388.72
Implied vol: 70.3%
Delta: 0.061 ≈6% ITM
Gamma: 0.012
Theta: -1.104
Vega: 0.015
Open interest: 35

Model this call

Put · $387.5 In the money

Last: —
Breakeven: —
Implied vol: 79.3%
Delta: -0.914 ≈91% ITM
Gamma: 0.014
Theta: -1.577
Vega: 0.027
Open interest: 0

Model this put

Call · $390

Last: $0.11
Breakeven: $390.11
Implied vol: 76.5%
Delta: 0.052 ≈5% ITM
Gamma: 0.009
Theta: -1.051
Vega: 0.015
Open interest: 90

Model this call

Put · $390 In the money

Last: $18.50
Breakeven: $371.50
Implied vol: 86.5%
Delta: -0.927 ≈93% ITM
Gamma: 0.011
Theta: -1.538
Vega: 0.026
Open interest: 1

Model this put

Call · $392.5

Last: $1.14
Breakeven: $393.64
Implied vol: 110%
Delta: 0.104 ≈10% ITM
Gamma: 0.011
Theta: -2.552
Vega: 0.027
Open interest: 13

Model this call

Put · $392.5 In the money

Last: —
Breakeven: —
Implied vol: 94.9%
Delta: -0.932 ≈93% ITM
Gamma: 0.01
Theta: -1.591
Vega: 0.015
Open interest: 0

Model this put

Call · $395

Last: $0.55
Breakeven: $395.55
Implied vol: 95.2%
Delta: 0.051 ≈5% ITM
Gamma: 0.007
Theta: -1.275
Vega: 0.016
Open interest: 69

Model this call

Put · $395 In the money

Last: —
Breakeven: —
Implied vol: 102.6%
Delta: -0.937 ≈94% ITM
Gamma: 0.008
Theta: -1.62
Vega: 0.016
Open interest: 0

Model this put

Call · $397.5

Last: —
Breakeven: —
Implied vol: 179.5%
Delta: 0.177 ≈18% ITM
Gamma: 0.01
Theta: -6.007
Vega: 0.04
Open interest: 0

Model this call

Put · $397.5 In the money

Last: —
Breakeven: —
Implied vol: 116.6%
Delta: -0.931 ≈93% ITM
Gamma: 0.008
Theta: -1.981
Vega: 0.016
Open interest: 0

Model this put

Call · $400

Last: $1.62
Breakeven: $401.62
Implied vol: 124.8%
Delta: 0.066 ≈7% ITM
Gamma: 0.007
Theta: -2.077
Vega: 0.016
Open interest: 5

Model this call

Put · $400 In the money

Last: —
Breakeven: —
Implied vol: 117.8%
Delta: -0.944 ≈94% ITM
Gamma: 0.007
Theta: -1.679
Vega: 0.016
Open interest: 0

Model this put

Call · $405

Last: $1.07
Breakeven: $406.07
Implied vol: 122.2%
Delta: 0.035 ≈4% ITM
Gamma: 0.004
Theta: -1.228
Vega: 0.016
Open interest: 5

Model this call

Put · $405 In the money

Last: —
Breakeven: —
Implied vol: 139.1%
Delta: -0.941 ≈94% ITM
Gamma: 0.006
Theta: -2.069
Vega: 0.016
Open interest: 0

Model this put

Call · $410

Last: $0.49
Breakeven: $410.49
Implied vol: 127.2%
Delta: 0.025 ≈2% ITM
Gamma: 0.003
Theta: -0.941
Vega: 0.008
Open interest: 2

Model this call

Put · $410 In the money

Last: $66.00
Breakeven: $344.00
Implied vol: 147.6%
Delta: -0.954 ≈95% ITM
Gamma: 0.004
Theta: -1.797
Vega: 0.016
Open interest: 0

Model this put

Call · $415

Last: $0.15
Breakeven: $415.15
Implied vol: 152.4%
Delta: 0.032 ≈3% ITM
Gamma: 0.003
Theta: -1.411
Vega: 0.008
Open interest: 3

Model this call

Put · $415 In the money

Last: —
Breakeven: —
Implied vol: 162.2%
Delta: -0.957 ≈96% ITM
Gamma: 0.004
Theta: -1.856
Vega: 0.016
Open interest: 0

Model this put

Call · $420

Last: $0.05
Breakeven: $420.05
Implied vol: 143%
Delta: 0.014 ≈1% ITM
Gamma: 0.002
Theta: -0.642
Vega: 0.008
Open interest: 8

Model this call

Put · $420 In the money

Last: —
Breakeven: —
Implied vol: 182.9%
Delta: -0.954 ≈95% ITM
Gamma: 0.004
Theta: -2.246
Vega: 0.016
Open interest: 0

Model this put

Call · $425

Last: $0.23
Breakeven: $425.23
Implied vol: 275.9%
Delta: 0.118 ≈12% ITM
Gamma: 0.005
Theta: -7.031
Vega: 0.028
Open interest: 1

Model this call

Put · $425 In the money

Last: —
Breakeven: —
Implied vol: 197.2%
Delta: -0.956 ≈96% ITM
Gamma: 0.003
Theta: -2.305
Vega: 0.016
Open interest: 0

Model this put

Call · $430

Last: $0.14
Breakeven: $430.14
Implied vol: 241.1%
Delta: 0.066 ≈7% ITM
Gamma: 0.004
Theta: -4
Vega: 0.016
Open interest: 5

Model this call

Put · $430 In the money

Last: —
Breakeven: —
Implied vol: 211.2%
Delta: -0.959 ≈96% ITM
Gamma: 0.003
Theta: -2.364
Vega: 0.016
Open interest: 0

Model this put

Call · $435

Last: $0.10
Breakeven: $435.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this call

Put · $435 In the money

Last: —
Breakeven: —
Implied vol: 225.1%
Delta: -0.961 ≈96% ITM
Gamma: 0.003
Theta: -2.422
Vega: 0.016
Open interest: 0

Model this put

Call · $440

Last: $0.17
Breakeven: $440.17
Implied vol: 216.3%
Delta: 0.025 ≈3% ITM
Gamma: 0.002
Theta: -1.621
Vega: 0.008
Open interest: 5

Model this call

Put · $440 In the money

Last: —
Breakeven: —
Implied vol: 238.9%
Delta: -0.963 ≈96% ITM
Gamma: 0.002
Theta: -2.481
Vega: 0.016
Open interest: 0

Model this put

Call · $445

Last: $0.13
Breakeven: $445.13
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $445 In the money

Last: —
Breakeven: —
Implied vol: 248.1%
Delta: -0.967 ≈97% ITM
Gamma: 0.002
Theta: -2.346
Vega: 0.008
Open interest: 0

Model this put

Call · $450

Last: $0.18
Breakeven: $450.18
Implied vol: 307.2%
Delta: 0.063 ≈6% ITM
Gamma: 0.003
Theta: -4.895
Vega: 0.017
Open interest: 5

Model this call

Put · $450 In the money

Last: —
Breakeven: —
Implied vol: 265.7%
Delta: -0.966 ≈97% ITM
Gamma: 0.002
Theta: -2.591
Vega: 0.008
Open interest: 0

Model this put

BURL · Burlington Stores, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain