0
—
61.3%
0.993
—
340
$1.40
-0.043
90.7%
1
0
Call · $340
In the money
Last —
Breakeven —
Implied vol 61.3%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.064
Vega 0.022
Open interest 0
Model this call
Put · $340
Last $1.40
Breakeven $338.60
Implied vol 90.7%
Delta -0.043 ≈4% ITM
Gamma 0.001
Theta -0.219
Vega 0.102
Open interest 0
Model this put
1
1
68.2%
0.98
$109.60
350
$3.40
-0.046
85.3%
1
2
Call · $350
In the money
Last $109.60
Breakeven $459.60
Implied vol 68.2%
Delta 0.98 ≈98% ITM
Gamma 0.001
Theta -0.121
Vega 0.051
Open interest 1
Model this call
Put · $350
Last $3.40
Breakeven $346.60
Implied vol 85.3%
Delta -0.046 ≈5% ITM
Gamma 0.001
Theta -0.22
Vega 0.104
Open interest 2
Model this put
0
—
62%
0.981
—
360
$0.80
-0.057
84.1%
4
5
Call · $360
In the money
Last —
Breakeven —
Implied vol 62%
Delta 0.981 ≈98% ITM
Gamma 0.001
Theta -0.113
Vega 0.052
Open interest 0
Model this call
Put · $360
Last $0.80
Breakeven $359.20
Implied vol 84.1%
Delta -0.057 ≈6% ITM
Gamma 0.001
Theta -0.259
Vega 0.182
Open interest 5
Model this put
0
—
63.3%
0.968
—
370
$1.60
-0.073
82.6%
1
0
Call · $370
In the money
Last —
Breakeven —
Implied vol 63.3%
Delta 0.968 ≈97% ITM
Gamma 0.001
Theta -0.157
Vega 0.106
Open interest 0
Model this call
Put · $370
Last $1.60
Breakeven $368.40
Implied vol 82.6%
Delta -0.073 ≈7% ITM
Gamma 0.001
Theta -0.304
Vega 0.184
Open interest 0
Model this put
0
—
57.9%
0.966
—
380
$2.40
-0.061
69.6%
1
1
Call · $380
In the money
Last —
Breakeven —
Implied vol 57.9%
Delta 0.966 ≈97% ITM
Gamma 0.001
Theta -0.153
Vega 0.107
Open interest 0
Model this call
Put · $380
Last $2.40
Breakeven $377.60
Implied vol 69.6%
Delta -0.061 ≈6% ITM
Gamma 0.001
Theta -0.223
Vega 0.186
Open interest 1
Model this put
0
—
59%
0.947
—
390
$5.70
-0.076
67%
1
7
Call · $390
In the money
Last —
Breakeven —
Implied vol 59%
Delta 0.947 ≈95% ITM
Gamma 0.002
Theta -0.207
Vega 0.109
Open interest 0
Model this call
Put · $390
Last $5.70
Breakeven $384.30
Implied vol 67%
Delta -0.076 ≈8% ITM
Gamma 0.002
Theta -0.253
Vega 0.189
Open interest 7
Model this put
0
—
55.2%
0.938
—
400
$1.20
-0.065
56%
4
14
Call · $400
In the money
Last —
Breakeven —
Implied vol 55.2%
Delta 0.938 ≈94% ITM
Gamma 0.002
Theta -0.219
Vega 0.19
Open interest 0
Model this call
Put · $400
Last $1.20
Breakeven $398.80
Implied vol 56%
Delta -0.065 ≈7% ITM
Gamma 0.002
Theta -0.189
Vega 0.191
Open interest 14
Model this put
1
1
55.6%
0.909
$80.00
410
$8.00
-0.1
58.2%
4
7
Call · $410
In the money
Last $80.00
Breakeven $490.00
Implied vol 55.6%
Delta 0.909 ≈91% ITM
Gamma 0.002
Theta -0.281
Vega 0.193
Open interest 1
Model this call
Put · $410
Last $8.00
Breakeven $402.00
Implied vol 58.2%
Delta -0.1 ≈10% ITM
Gamma 0.002
Theta -0.27
Vega 0.194
Open interest 7
Model this put
89
89
54.5%
0.884
$39.10
420
$10.40
-0.128
57.2%
1
2
Call · $420
In the money
Last $39.10
Breakeven $459.10
Implied vol 54.5%
Delta 0.884 ≈88% ITM
Gamma 0.003
Theta -0.325
Vega 0.294
Open interest 89
Model this call
Put · $420
Last $10.40
Breakeven $409.60
Implied vol 57.2%
Delta -0.128 ≈13% ITM
Gamma 0.003
Theta -0.316
Vega 0.295
Open interest 2
Model this put
0
—
51.1%
0.857
—
430
$5.34
-0.155
53.8%
1
2
Call · $430
In the money
Last —
Breakeven —
Implied vol 51.1%
Delta 0.857 ≈86% ITM
Gamma 0.004
Theta -0.344
Vega 0.298
Open interest 0
Model this call
Put · $430
Last $5.34
Breakeven $424.66
Implied vol 53.8%
Delta -0.155 ≈15% ITM
Gamma 0.004
Theta -0.335
Vega 0.299
Open interest 2
Model this put
6
4
52.2%
0.809
$34.80
440
$4.80
-0.202
55.5%
4
12
Call · $440
In the money
Last $34.80
Breakeven $474.80
Implied vol 52.2%
Delta 0.809 ≈81% ITM
Gamma 0.004
Theta -0.419
Vega 0.303
Open interest 6
Model this call
Put · $440
Last $4.80
Breakeven $435.20
Implied vol 55.5%
Delta -0.202 ≈20% ITM
Gamma 0.004
Theta -0.416
Vega 0.306
Open interest 12
Model this put
3
2
52.3%
0.758
$53.00
450
$21.90
-0.246
53%
2
21
Call · $450
In the money
Last $53.00
Breakeven $503.00
Implied vol 52.3%
Delta 0.758 ≈76% ITM
Gamma 0.005
Theta -0.471
Vega 0.401
Open interest 3
Model this call
Put · $450
Last $21.90
Breakeven $428.10
Implied vol 53%
Delta -0.246 ≈25% ITM
Gamma 0.005
Theta -0.436
Vega 0.402
Open interest 21
Model this put
4
1
52.9%
0.701
$44.90
460
$24.00
-0.302
53.6%
1
4
Call · $460
In the money
Last $44.90
Breakeven $504.90
Implied vol 52.9%
Delta 0.701 ≈70% ITM
Gamma 0.005
Theta -0.526
Vega 0.407
Open interest 4
Model this call
Put · $460
Last $24.00
Breakeven $436.00
Implied vol 53.6%
Delta -0.302 ≈30% ITM
Gamma 0.005
Theta -0.491
Vega 0.408
Open interest 4
Model this put
28
27
53.3%
0.642
$41.50
470
$16.87
-0.358
52.2%
1
22
Call · $470
In the money
Last $41.50
Breakeven $511.50
Implied vol 53.3%
Delta 0.642 ≈64% ITM
Gamma 0.006
Theta -0.565
Vega 0.472
Open interest 28
Model this call
Put · $470
Last $16.87
Breakeven $453.13
Implied vol 52.2%
Delta -0.358 ≈36% ITM
Gamma 0.006
Theta -0.508
Vega 0.472
Open interest 22
Model this put
62
1
53.4%
0.581
$12.85
480
$18.70
-0.421
53%
11
4
Call · $480
In the money
Last $12.85
Breakeven $492.85
Implied vol 53.4%
Delta 0.581 ≈58% ITM
Gamma 0.006
Theta -0.587
Vega 0.478
Open interest 62
Model this call
Put · $480
Last $18.70
Breakeven $461.30
Implied vol 53%
Delta -0.421 ≈42% ITM
Gamma 0.006
Theta -0.537
Vega 0.478
Open interest 4
Model this put
Underlying $487.50
56
1
53.8%
0.52
$29.50
490
$25.00
-0.483
52.2%
22
2
Call · $490
Last $29.50
Breakeven $519.50
Implied vol 53.8%
Delta 0.52 ≈52% ITM
Gamma 0.006
Theta -0.606
Vega 0.484
Open interest 56
Model this call
Put · $490
In the money
Last $25.00
Breakeven $465.00
Implied vol 52.2%
Delta -0.483 ≈48% ITM
Gamma 0.006
Theta -0.542
Vega 0.484
Open interest 2
Model this put
25
6
54.1%
0.462
$24.20
500
$29.60
-0.542
53.1%
6
22
Call · $500
Last $24.20
Breakeven $524.20
Implied vol 54.1%
Delta 0.462 ≈46% ITM
Gamma 0.006
Theta -0.597
Vega 0.49
Open interest 25
Model this call
Put · $500
In the money
Last $29.60
Breakeven $470.40
Implied vol 53.1%
Delta -0.542 ≈54% ITM
Gamma 0.006
Theta -0.54
Vega 0.49
Open interest 22
Model this put
136
3
55.3%
0.406
$22.70
510
—
-0.604
52.9%
—
0
Call · $510
Last $22.70
Breakeven $532.70
Implied vol 55.3%
Delta 0.406 ≈41% ITM
Gamma 0.006
Theta -0.599
Vega 0.496
Open interest 136
Model this call
Put · $510
In the money
Last —
Breakeven —
Implied vol 52.9%
Delta -0.604 ≈60% ITM
Gamma 0.006
Theta -0.526
Vega 0.494
Open interest 0
Model this put
54
1
53.5%
0.348
$15.43
520
—
-0.655
53.6%
—
0
Call · $520
Last $15.43
Breakeven $535.43
Implied vol 53.5%
Delta 0.348 ≈35% ITM
Gamma 0.006
Theta -0.548
Vega 0.44
Open interest 54
Model this call
Put · $520
In the money
Last —
Breakeven —
Implied vol 53.6%
Delta -0.655 ≈66% ITM
Gamma 0.006
Theta -0.501
Vega 0.439
Open interest 0
Model this put
16
2
54.6%
0.302
$14.60
530
$55.18
-0.709
53.1%
2
2
Call · $530
Last $14.60
Breakeven $544.60
Implied vol 54.6%
Delta 0.302 ≈30% ITM
Gamma 0.005
Theta -0.525
Vega 0.445
Open interest 16
Model this call
Put · $530
In the money
Last $55.18
Breakeven $474.82
Implied vol 53.1%
Delta -0.709 ≈71% ITM
Gamma 0.005
Theta -0.458
Vega 0.442
Open interest 2
Model this put
10
2
53.5%
0.248
$11.09
540
—
-0.758
53.3%
—
0
Call · $540
Last $11.09
Breakeven $551.09
Implied vol 53.5%
Delta 0.248 ≈25% ITM
Gamma 0.005
Theta -0.47
Vega 0.344
Open interest 10
Model this call
Put · $540
In the money
Last —
Breakeven —
Implied vol 53.3%
Delta -0.758 ≈76% ITM
Gamma 0.005
Theta -0.419
Vega 0.343
Open interest 0
Model this put
7
2
53.1%
0.207
$10.00
550
—
-0.797
53.2%
—
0
Call · $550
Last $10.00
Breakeven $560.00
Implied vol 53.1%
Delta 0.207 ≈21% ITM
Gamma 0.004
Theta -0.416
Vega 0.348
Open interest 7
Model this call
Put · $550
In the money
Last —
Breakeven —
Implied vol 53.2%
Delta -0.797 ≈80% ITM
Gamma 0.004
Theta -0.369
Vega 0.345
Open interest 0
Model this put
4
4
53.5%
0.171
$9.81
560
—
-0.83
54.2%
—
0
Call · $560
Last $9.81
Breakeven $569.81
Implied vol 53.5%
Delta 0.171 ≈17% ITM
Gamma 0.004
Theta -0.373
Vega 0.352
Open interest 4
Model this call
Put · $560
In the money
Last —
Breakeven —
Implied vol 54.2%
Delta -0.83 ≈83% ITM
Gamma 0.004
Theta -0.334
Vega 0.344
Open interest 0
Model this put
0
2
56.2%
0.15
$6.91
570
—
-0.85
57.3%
—
0
Call · $570
Last $6.91
Breakeven $576.91
Implied vol 56.2%
Delta 0.15 ≈15% ITM
Gamma 0.003
Theta -0.363
Vega 0.237
Open interest 0
Model this call
Put · $570
In the money
Last —
Breakeven —
Implied vol 57.3%
Delta -0.85 ≈85% ITM
Gamma 0.004
Theta -0.329
Vega 0.332
Open interest 0
Model this put
67
1
57.6%
0.132
$4.50
580
—
-0.876
57.1%
—
0
Call · $580
Last $4.50
Breakeven $584.50
Implied vol 57.6%
Delta 0.132 ≈13% ITM
Gamma 0.003
Theta -0.338
Vega 0.239
Open interest 67
Model this call
Put · $580
In the money
Last —
Breakeven —
Implied vol 57.1%
Delta -0.876 ≈88% ITM
Gamma 0.003
Theta -0.281
Vega 0.233
Open interest 0
Model this put
5
2
60.5%
0.122
$4.25
590
—
-0.905
56.2%
—
0
Call · $590
Last $4.25
Breakeven $594.25
Implied vol 60.5%
Delta 0.122 ≈12% ITM
Gamma 0.003
Theta -0.334
Vega 0.241
Open interest 5
Model this call
Put · $590
In the money
Last —
Breakeven —
Implied vol 56.2%
Delta -0.905 ≈90% ITM
Gamma 0.003
Theta -0.222
Vega 0.227
Open interest 0
Model this put
7
1
60.1%
0.098
$3.20
600
—
-0.911
59.5%
—
0
Call · $600
Last $3.20
Breakeven $603.20
Implied vol 60.1%
Delta 0.098 ≈10% ITM
Gamma 0.002
Theta -0.283
Vega 0.244
Open interest 7
Model this call
Put · $600
In the money
Last —
Breakeven —
Implied vol 59.5%
Delta -0.911 ≈91% ITM
Gamma 0.002
Theta -0.223
Vega 0.229
Open interest 0
Model this put
21
1
62.6%
0.088
$2.45
610
$110.00
-0.939
57.1%
1
1
Call · $610
Last $2.45
Breakeven $612.45
Implied vol 62.6%
Delta 0.088 ≈9% ITM
Gamma 0.002
Theta -0.274
Vega 0.246
Open interest 21
Model this call
Put · $610
In the money
Last $110.00
Breakeven $500.00
Implied vol 57.1%
Delta -0.939 ≈94% ITM
Gamma 0.002
Theta -0.153
Vega 0.13
Open interest 1
Model this put
1
1
65.5%
0.082
$1.90
620
—
-0.936
62%
—
0
Call · $620
Last $1.90
Breakeven $621.90
Implied vol 65.5%
Delta 0.082 ≈8% ITM
Gamma 0.002
Theta -0.273
Vega 0.247
Open interest 1
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol 62%
Delta -0.936 ≈94% ITM
Gamma 0.002
Theta -0.178
Vega 0.134
Open interest 0
Model this put
2
1
68.6%
0.079
$1.37
630
—
-0.94
64.3%
—
0
Call · $630
Last $1.37
Breakeven $631.37
Implied vol 68.6%
Delta 0.079 ≈8% ITM
Gamma 0.002
Theta -0.276
Vega 0.144
Open interest 2
Model this call
Put · $630
In the money
Last —
Breakeven —
Implied vol 64.3%
Delta -0.94 ≈94% ITM
Gamma 0.002
Theta -0.172
Vega 0.135
Open interest 0
Model this put
0
—
69.8%
0.072
—
640
—
-0.973
59%
—
0
Call · $640
Last —
Breakeven —
Implied vol 69.8%
Delta 0.072 ≈7% ITM
Gamma 0.002
Theta -0.259
Vega 0.145
Open interest 0
Model this call
Put · $640
In the money
Last —
Breakeven —
Implied vol 59%
Delta -0.973 ≈97% ITM
Gamma 0.001
Theta -0.078
Vega 0.058
Open interest 0
Model this put