CASY Stock — Caseys General Stores Inc: Options Chain

Calls		Puts
6	2	138.3%	0.995	$497.70	$0.17	—	—	4	23
Call · $360 In the money Last $497.70 Breakeven $857.70 Implied vol 138.3% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.111 Vega 0.031 Open interest 6 Model this call Put · $360 Last $0.17 Breakeven $359.83 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this put
6	2	—	—	$360.80	$1.35	-0.015	165.9%	1	1
Call · $370 In the money Last $360.80 Breakeven $730.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $370 Last $1.35 Breakeven $368.65 Implied vol 165.9% Delta -0.015 ≈2% ITM Gamma 0 Theta -0.282 Vega 0.073 Open interest 1 Model this put
2	1	—	—	$351.00	—	-0.007	138.8%	—	0
Call · $380 In the money Last $351.00 Breakeven $731.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $380 Last — Breakeven — Implied vol 138.8% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.119 Vega 0.032 Open interest 0 Model this put
0	—	127.1%	0.994	—	—	—	—	—	0
Call · $390 In the money Last — Breakeven — Implied vol 127.1% Delta 0.994 ≈99% ITM Gamma 0 Theta -0.116 Vega 0.032 Open interest 0 Model this call Put · $390 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	105.5%	0.998	$234.60	$1.78	-0.008	132.2%	18	3
Call · $400 In the money Last $234.60 Breakeven $634.60 Implied vol 105.5% Delta 0.998 ≈100% ITM Gamma 0 Theta -0.056 Vega 0.012 Open interest 1 Model this call Put · $400 Last $1.78 Breakeven $398.22 Implied vol 132.2% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.125 Vega 0.076 Open interest 3 Model this put
0	—	0.2%	1	—	$2.20	-0.008	127.2%	2	6
Call · $410 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.033 Vega 0 Open interest 0 Model this call Put · $410 Last $2.20 Breakeven $407.80 Implied vol 127.2% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.119 Vega 0.033 Open interest 6 Model this put
1	1	0.2%	1	$255.99	$2.26	-0.008	123.5%	8	4
Call · $420 In the money Last $255.99 Breakeven $675.99 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.034 Vega 0 Open interest 1 Model this call Put · $420 Last $2.26 Breakeven $417.74 Implied vol 123.5% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.118 Vega 0.078 Open interest 4 Model this put
2	1	66.7%	1	$431.90	$0.35	-0.008	119.7%	3	6
Call · $430 In the money Last $431.90 Breakeven $861.90 Implied vol 66.7% Delta 1 ≈100% ITM Gamma 0 Theta -0.035 Vega 0 Open interest 2 Model this call Put · $430 Last $0.35 Breakeven $429.65 Implied vol 119.7% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.117 Vega 0.079 Open interest 6 Model this put
1	1	0.2%	1	$398.00	$0.54	-0.008	115.9%	5	5
Call · $440 In the money Last $398.00 Breakeven $838.00 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.036 Vega 0 Open interest 1 Model this call Put · $440 Last $0.54 Breakeven $439.46 Implied vol 115.9% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.117 Vega 0.08 Open interest 5 Model this put
1	1	0.2%	1	$301.16	$0.50	-0.008	112.2%	1	0
Call · $450 In the money Last $301.16 Breakeven $751.16 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.037 Vega 0 Open interest 1 Model this call Put · $450 Last $0.50 Breakeven $449.50 Implied vol 112.2% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.116 Vega 0.081 Open interest 0 Model this put
3	1	0.2%	1	$291.10	$0.60	-0.009	108.6%	13	14
Call · $460 In the money Last $291.10 Breakeven $751.10 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.038 Vega 0 Open interest 3 Model this call Put · $460 Last $0.60 Breakeven $459.40 Implied vol 108.6% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.115 Vega 0.082 Open interest 14 Model this put
1	1	0.2%	1	$281.41	$1.20	-0.009	105.1%	1	1
Call · $470 In the money Last $281.41 Breakeven $751.41 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.039 Vega 0 Open interest 1 Model this call Put · $470 Last $1.20 Breakeven $468.80 Implied vol 105.1% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.114 Vega 0.083 Open interest 1 Model this put
2	2	0.2%	1	$324.00	$0.10	-0.018	115.4%	3	6
Call · $480 In the money Last $324.00 Breakeven $804.00 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.04 Vega 0 Open interest 2 Model this call Put · $480 Last $0.10 Breakeven $479.90 Implied vol 115.4% Delta -0.018 ≈2% ITM Gamma 0 Theta -0.231 Vega 0.084 Open interest 6 Model this put
1	1	93.3%	0.993	$162.05	$15.40	-0.01	98.3%	6	6
Call · $490 In the money Last $162.05 Breakeven $652.05 Implied vol 93.3% Delta 0.993 ≈99% ITM Gamma 0 Theta -0.124 Vega 0.036 Open interest 1 Model this call Put · $490 Last $15.40 Breakeven $474.60 Implied vol 98.3% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.113 Vega 0.085 Open interest 6 Model this put
6	1	0.2%	1	$339.00	$1.09	-0.01	94.9%	1	19
Call · $500 In the money Last $339.00 Breakeven $839.00 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.042 Vega 0 Open interest 6 Model this call Put · $500 Last $1.09 Breakeven $498.91 Implied vol 94.9% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.112 Vega 0.085 Open interest 19 Model this put
1	1	0.2%	1	$164.45	$0.30	-0.012	93.7%	2	13
Call · $510 In the money Last $164.45 Breakeven $674.45 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.043 Vega 0 Open interest 1 Model this call Put · $510 Last $0.30 Breakeven $509.70 Implied vol 93.7% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.129 Vega 0.086 Open interest 13 Model this put
2	1	0.2%	1	$360.00	$1.00	-0.011	88.5%	1	6
Call · $520 In the money Last $360.00 Breakeven $880.00 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.044 Vega 0 Open interest 2 Model this call Put · $520 Last $1.00 Breakeven $519.00 Implied vol 88.5% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.11 Vega 0.087 Open interest 6 Model this put
4	2	0.2%	1	$350.00	$0.84	-0.011	85.4%	342	218
Call · $530 In the money Last $350.00 Breakeven $880.00 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.045 Vega 0 Open interest 4 Model this call Put · $530 Last $0.84 Breakeven $529.16 Implied vol 85.4% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.109 Vega 0.088 Open interest 218 Model this put
0	—	0.2%	1	—	$0.87	-0.011	82.4%	342	211
Call · $540 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.046 Vega 0 Open interest 0 Model this call Put · $540 Last $0.87 Breakeven $539.13 Implied vol 82.4% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.108 Vega 0.089 Open interest 211 Model this put
8	2	0.2%	1	$307.50	$0.05	-0.012	79.4%	1	14
Call · $550 In the money Last $307.50 Breakeven $857.50 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.047 Vega 0 Open interest 8 Model this call Put · $550 Last $0.05 Breakeven $549.95 Implied vol 79.4% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.108 Vega 0.09 Open interest 14 Model this put
16	1	0.2%	1	$223.00	$1.68	-0.012	76.4%	1	15
Call · $560 In the money Last $223.00 Breakeven $783.00 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.048 Vega 0 Open interest 16 Model this call Put · $560 Last $1.68 Breakeven $558.32 Implied vol 76.4% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.107 Vega 0.09 Open interest 15 Model this put
7	1	0.2%	1	$204.50	$14.47	-0.013	73.5%	2	9
Call · $570 In the money Last $204.50 Breakeven $774.50 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.049 Vega 0 Open interest 7 Model this call Put · $570 Last $14.47 Breakeven $555.53 Implied vol 73.5% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.106 Vega 0.091 Open interest 9 Model this put
2	1	0.2%	1	$190.50	$2.73	-0.013	70.7%	3	8
Call · $580 In the money Last $190.50 Breakeven $770.50 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.05 Vega 0 Open interest 2 Model this call Put · $580 Last $2.73 Breakeven $577.27 Implied vol 70.7% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.105 Vega 0.092 Open interest 8 Model this put
6	1	0.2%	1	$275.30	$20.70	-0.014	67.9%	6	6
Call · $590 In the money Last $275.30 Breakeven $865.30 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.051 Vega 0 Open interest 6 Model this call Put · $590 Last $20.70 Breakeven $569.30 Implied vol 67.9% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.104 Vega 0.093 Open interest 6 Model this put
23	3	0.2%	1	$246.97	$0.15	-0.014	65.2%	1	25
Call · $600 In the money Last $246.97 Breakeven $846.97 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.052 Vega 0 Open interest 23 Model this call Put · $600 Last $0.15 Breakeven $599.85 Implied vol 65.2% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.103 Vega 0.093 Open interest 25 Model this put
5	1	0.2%	1	$232.00	$0.30	-0.015	62.5%	1	10
Call · $610 In the money Last $232.00 Breakeven $842.00 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.053 Vega 0 Open interest 5 Model this call Put · $610 Last $0.30 Breakeven $609.70 Implied vol 62.5% Delta -0.015 ≈1% ITM Gamma 0 Theta -0.102 Vega 0.094 Open interest 10 Model this put
2	1	0.2%	1	$242.65	$1.50	-0.015	59.8%	1	6
Call · $620 In the money Last $242.65 Breakeven $862.65 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.054 Vega 0 Open interest 2 Model this call Put · $620 Last $1.50 Breakeven $618.50 Implied vol 59.8% Delta -0.015 ≈2% ITM Gamma 0 Theta -0.102 Vega 0.095 Open interest 6 Model this put
7	1	45%	0.997	$176.40	$21.90	-0.017	57.8%	1	2
Call · $630 In the money Last $176.40 Breakeven $806.40 Implied vol 45% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.073 Vega 0.015 Open interest 7 Model this call Put · $630 Last $21.90 Breakeven $608.10 Implied vol 57.8% Delta -0.017 ≈2% ITM Gamma 0 Theta -0.106 Vega 0.095 Open interest 2 Model this put
7	1	0.2%	1	$223.28	$2.25	-0.017	54.7%	3	12
Call · $640 In the money Last $223.28 Breakeven $863.28 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.056 Vega 0 Open interest 7 Model this call Put · $640 Last $2.25 Breakeven $637.75 Implied vol 54.7% Delta -0.017 ≈2% ITM Gamma 0 Theta -0.1 Vega 0.096 Open interest 12 Model this put
5	5	0.2%	1	$127.32	$1.00	-0.018	52.2%	5	38
Call · $650 In the money Last $127.32 Breakeven $777.32 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.057 Vega 0 Open interest 5 Model this call Put · $650 Last $1.00 Breakeven $649.00 Implied vol 52.2% Delta -0.018 ≈2% ITM Gamma 0 Theta -0.099 Vega 0.097 Open interest 38 Model this put
27	1	41.9%	0.993	$195.00	$3.25	-0.018	49.7%	1	25
Call · $660 In the money Last $195.00 Breakeven $855.00 Implied vol 41.9% Delta 0.993 ≈99% ITM Gamma 0 Theta -0.092 Vega 0.041 Open interest 27 Model this call Put · $660 Last $3.25 Breakeven $656.75 Implied vol 49.7% Delta -0.018 ≈2% ITM Gamma 0 Theta -0.098 Vega 0.097 Open interest 25 Model this put
9	1	37.9%	0.995	$162.18	$4.95	-0.019	47.3%	1	3
Call · $670 In the money Last $162.18 Breakeven $832.18 Implied vol 37.9% Delta 0.995 ≈99% ITM Gamma 0 Theta -0.083 Vega 0.041 Open interest 9 Model this call Put · $670 Last $4.95 Breakeven $665.05 Implied vol 47.3% Delta -0.019 ≈2% ITM Gamma 0 Theta -0.097 Vega 0.098 Open interest 3 Model this put
9	1	41%	0.987	$150.55	$6.30	-0.02	44.9%	1	31
Call · $680 In the money Last $150.55 Breakeven $830.55 Implied vol 41% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.117 Vega 0.098 Open interest 9 Model this call Put · $680 Last $6.30 Breakeven $673.70 Implied vol 44.9% Delta -0.02 ≈2% ITM Gamma 0 Theta -0.096 Vega 0.098 Open interest 31 Model this put
0	—	36.2%	0.991	—	$2.20	-0.022	43%	8	12
Call · $690 In the money Last — Breakeven — Implied vol 36.2% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.098 Vega 0.042 Open interest 0 Model this call Put · $690 Last $2.20 Breakeven $687.80 Implied vol 43% Delta -0.022 ≈2% ITM Gamma 0.001 Theta -0.101 Vega 0.099 Open interest 12 Model this put
37	2	31.1%	0.995	$162.75	$0.57	-0.035	44.4%	2	106
Call · $700 In the money Last $162.75 Breakeven $862.75 Implied vol 31.1% Delta 0.995 ≈99% ITM Gamma 0 Theta -0.082 Vega 0.042 Open interest 37 Model this call Put · $700 Last $0.57 Breakeven $699.43 Implied vol 44.4% Delta -0.035 ≈3% ITM Gamma 0.001 Theta -0.15 Vega 0.201 Open interest 106 Model this put
1	1	33.3%	0.987	$162.00	$14.70	-0.024	37.9%	19	18
Call · $710 In the money Last $162.00 Breakeven $872.00 Implied vol 33.3% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.11 Vega 0.099 Open interest 1 Model this call Put · $710 Last $14.70 Breakeven $695.30 Implied vol 37.9% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.094 Vega 0.1 Open interest 18 Model this put
64	1	35.3%	0.975	$106.01	$1.92	-0.035	38.2%	16	45
Call · $720 In the money Last $106.01 Breakeven $826.01 Implied vol 35.3% Delta 0.975 ≈98% ITM Gamma 0.001 Theta -0.153 Vega 0.101 Open interest 64 Model this call Put · $720 Last $1.92 Breakeven $718.08 Implied vol 38.2% Delta -0.035 ≈4% ITM Gamma 0.001 Theta -0.13 Vega 0.202 Open interest 45 Model this put
3	1	35.2%	0.964	$134.58	$1.47	-0.036	35.2%	15	36
Call · $730 In the money Last $134.58 Breakeven $864.58 Implied vol 35.2% Delta 0.964 ≈96% ITM Gamma 0.001 Theta -0.185 Vega 0.203 Open interest 3 Model this call Put · $730 Last $1.47 Breakeven $728.53 Implied vol 35.2% Delta -0.036 ≈4% ITM Gamma 0.001 Theta -0.121 Vega 0.203 Open interest 36 Model this put
33	1	35%	0.951	$133.62	$1.85	-0.043	33.7%	15	83
Call · $740 In the money Last $133.62 Breakeven $873.62 Implied vol 35% Delta 0.951 ≈95% ITM Gamma 0.001 Theta -0.219 Vega 0.205 Open interest 33 Model this call Put · $740 Last $1.85 Breakeven $738.15 Implied vol 33.7% Delta -0.043 ≈4% ITM Gamma 0.001 Theta -0.134 Vega 0.205 Open interest 83 Model this put
0	1	35.2%	0.935	$87.80	$3.40	-0.045	31.1%	66	100
Call · $750 In the money Last $87.80 Breakeven $837.80 Implied vol 35.2% Delta 0.935 ≈94% ITM Gamma 0.002 Theta -0.262 Vega 0.358 Open interest 0 Model this call Put · $750 Last $3.40 Breakeven $746.60 Implied vol 31.1% Delta -0.045 ≈5% ITM Gamma 0.001 Theta -0.129 Vega 0.205 Open interest 100 Model this put
32	2	34.5%	0.917	$124.00	$3.00	-0.076	33.2%	1	113
Call · $760 In the money Last $124.00 Breakeven $884.00 Implied vol 34.5% Delta 0.917 ≈92% ITM Gamma 0.002 Theta -0.297 Vega 0.361 Open interest 32 Model this call Put · $760 Last $3.00 Breakeven $757.00 Implied vol 33.2% Delta -0.076 ≈8% ITM Gamma 0.002 Theta -0.206 Vega 0.361 Open interest 113 Model this put
8	1	34.2%	0.895	$104.00	$3.27	-0.098	33%	4	77
Call · $770 In the money Last $104.00 Breakeven $874.00 Implied vol 34.2% Delta 0.895 ≈90% ITM Gamma 0.002 Theta -0.34 Vega 0.365 Open interest 8 Model this call Put · $770 Last $3.27 Breakeven $766.73 Implied vol 33% Delta -0.098 ≈10% ITM Gamma 0.002 Theta -0.249 Vega 0.364 Open interest 77 Model this put
78	1	35.4%	0.859	$101.40	$4.84	-0.131	33.8%	2	57
Call · $780 In the money Last $101.40 Breakeven $881.40 Implied vol 35.4% Delta 0.859 ≈86% ITM Gamma 0.003 Theta -0.414 Vega 0.554 Open interest 78 Model this call Put · $780 Last $4.84 Breakeven $775.16 Implied vol 33.8% Delta -0.131 ≈13% ITM Gamma 0.003 Theta -0.315 Vega 0.553 Open interest 57 Model this put
48	2	35.5%	0.824	$77.60	$7.60	-0.159	32.8%	1	27
Call · $790 In the money Last $77.60 Breakeven $867.60 Implied vol 35.5% Delta 0.824 ≈82% ITM Gamma 0.003 Theta -0.468 Vega 0.559 Open interest 48 Model this call Put · $790 Last $7.60 Breakeven $782.40 Implied vol 32.8% Delta -0.159 ≈16% ITM Gamma 0.003 Theta -0.344 Vega 0.558 Open interest 27 Model this put
94	3	35.1%	0.793	$69.60	$8.52	-0.201	33.7%	3	36
Call · $800 In the money Last $69.60 Breakeven $869.60 Implied vol 35.1% Delta 0.793 ≈79% ITM Gamma 0.004 Theta -0.512 Vega 0.565 Open interest 94 Model this call Put · $800 Last $8.52 Breakeven $791.48 Implied vol 33.7% Delta -0.201 ≈20% ITM Gamma 0.004 Theta -0.415 Vega 0.566 Open interest 36 Model this put
9	7	34.8%	0.75	$65.34	$13.84	-0.239	32.8%	2	36
Call · $810 In the money Last $65.34 Breakeven $875.34 Implied vol 34.8% Delta 0.75 ≈75% ITM Gamma 0.004 Theta -0.549 Vega 0.745 Open interest 9 Model this call Put · $810 Last $13.84 Breakeven $796.16 Implied vol 32.8% Delta -0.239 ≈24% ITM Gamma 0.004 Theta -0.441 Vega 0.744 Open interest 36 Model this put
160	11	34.3%	0.708	$64.90	$14.18	-0.291	33.8%	8	54
Call · $820 In the money Last $64.90 Breakeven $884.90 Implied vol 34.3% Delta 0.708 ≈71% ITM Gamma 0.004 Theta -0.58 Vega 0.752 Open interest 160 Model this call Put · $820 Last $14.18 Breakeven $805.82 Implied vol 33.8% Delta -0.291 ≈29% ITM Gamma 0.005 Theta -0.5 Vega 0.752 Open interest 54 Model this put
47	1	34.8%	0.66	$58.70	$16.65	-0.336	33.3%	3	73
Call · $830 In the money Last $58.70 Breakeven $888.70 Implied vol 34.8% Delta 0.66 ≈66% ITM Gamma 0.005 Theta -0.627 Vega 0.868 Open interest 47 Model this call Put · $830 Last $16.65 Breakeven $813.35 Implied vol 33.3% Delta -0.336 ≈34% ITM Gamma 0.005 Theta -0.529 Vega 0.867 Open interest 73 Model this put
67	2	33.9%	0.611	$39.20	$23.00	-0.393	35.1%	5	34
Call · $840 In the money Last $39.20 Breakeven $879.20 Implied vol 33.9% Delta 0.611 ≈61% ITM Gamma 0.005 Theta -0.627 Vega 0.876 Open interest 67 Model this call Put · $840 Last $23.00 Breakeven $817.00 Implied vol 35.1% Delta -0.393 ≈39% ITM Gamma 0.005 Theta -0.577 Vega 0.876 Open interest 34 Model this put
61	49	34.2%	0.559	$34.00	$25.80	-0.443	33.7%	1	53
Call · $850 In the money Last $34.00 Breakeven $884.00 Implied vol 34.2% Delta 0.559 ≈56% ITM Gamma 0.005 Theta -0.65 Vega 0.884 Open interest 61 Model this call Put · $850 Last $25.80 Breakeven $824.20 Implied vol 33.7% Delta -0.443 ≈44% ITM Gamma 0.005 Theta -0.569 Vega 0.884 Open interest 53 Model this put
Underlying $852.22
118	1	34%	0.508	$28.00	$30.93	-0.495	34.3%	5	40
Call · $860 Last $28.00 Breakeven $888.00 Implied vol 34% Delta 0.508 ≈51% ITM Gamma 0.005 Theta -0.652 Vega 0.892 Open interest 118 Model this call Put · $860 In the money Last $30.93 Breakeven $829.07 Implied vol 34.3% Delta -0.495 ≈49% ITM Gamma 0.005 Theta -0.584 Vega 0.892 Open interest 40 Model this put
39	15	34.9%	0.458	$26.55	$34.94	-0.547	34%	14	34
Call · $870 Last $26.55 Breakeven $896.55 Implied vol 34.9% Delta 0.458 ≈46% ITM Gamma 0.005 Theta -0.654 Vega 0.9 Open interest 39 Model this call Put · $870 In the money Last $34.94 Breakeven $835.06 Implied vol 34% Delta -0.547 ≈55% ITM Gamma 0.005 Theta -0.565 Vega 0.899 Open interest 34 Model this put
177	7	34%	0.405	$21.13	$67.90	-0.598	34.2%	1	68
Call · $880 Last $21.13 Breakeven $901.13 Implied vol 34% Delta 0.405 ≈41% ITM Gamma 0.005 Theta -0.626 Vega 0.908 Open interest 177 Model this call Put · $880 In the money Last $67.90 Breakeven $812.10 Implied vol 34.2% Delta -0.598 ≈60% ITM Gamma 0.005 Theta -0.557 Vega 0.904 Open interest 68 Model this put
41	44	33.7%	0.356	$18.20	$53.85	-0.646	34.1%	1	1
Call · $890 Last $18.20 Breakeven $908.20 Implied vol 33.7% Delta 0.356 ≈36% ITM Gamma 0.005 Theta -0.593 Vega 0.802 Open interest 41 Model this call Put · $890 In the money Last $53.85 Breakeven $836.15 Implied vol 34.1% Delta -0.646 ≈65% ITM Gamma 0.005 Theta -0.529 Vega 0.8 Open interest 1 Model this put
285	11	34.3%	0.315	$17.00	$53.70	-0.688	34.6%	7	115
Call · $900 Last $17.00 Breakeven $917.00 Implied vol 34.3% Delta 0.315 ≈31% ITM Gamma 0.005 Theta -0.57 Vega 0.809 Open interest 285 Model this call Put · $900 In the money Last $53.70 Breakeven $846.30 Implied vol 34.6% Delta -0.688 ≈69% ITM Gamma 0.005 Theta -0.503 Vega 0.803 Open interest 115 Model this put
6	1	34.3%	0.27	$13.50	$72.15	-0.727	35.5%	6	6
Call · $910 Last $13.50 Breakeven $923.50 Implied vol 34.3% Delta 0.27 ≈27% ITM Gamma 0.004 Theta -0.532 Vega 0.816 Open interest 6 Model this call Put · $910 In the money Last $72.15 Breakeven $837.85 Implied vol 35.5% Delta -0.727 ≈73% ITM Gamma 0.004 Theta -0.484 Vega 0.802 Open interest 6 Model this put
210	21	33.8%	0.229	$9.90	$77.34	-0.771	34.8%	6	6
Call · $920 Last $9.90 Breakeven $929.90 Implied vol 33.8% Delta 0.229 ≈23% ITM Gamma 0.004 Theta -0.478 Vega 0.629 Open interest 210 Model this call Put · $920 In the money Last $77.34 Breakeven $842.66 Implied vol 34.8% Delta -0.771 ≈77% ITM Gamma 0.004 Theta -0.427 Vega 0.622 Open interest 6 Model this put
27	7	33%	0.188	$10.10	—	-0.815	33.5%	—	0
Call · $930 Last $10.10 Breakeven $940.10 Implied vol 33% Delta 0.188 ≈19% ITM Gamma 0.004 Theta -0.413 Vega 0.636 Open interest 27 Model this call Put · $930 In the money Last — Breakeven — Implied vol 33.5% Delta -0.815 ≈82% ITM Gamma 0.004 Theta -0.352 Vega 0.62 Open interest 0 Model this put
137	31	33.6%	0.159	$7.30	$170.80	-0.842	34.4%	1	2
Call · $940 Last $7.30 Breakeven $947.30 Implied vol 33.6% Delta 0.159 ≈16% ITM Gamma 0.003 Theta -0.38 Vega 0.64 Open interest 137 Model this call Put · $940 In the money Last $170.80 Breakeven $769.20 Implied vol 34.4% Delta -0.842 ≈84% ITM Gamma 0.003 Theta -0.325 Vega 0.612 Open interest 2 Model this put
138	1	32.9%	0.127	$5.83	$82.30	-0.875	33.9%	1	1
Call · $950 Last $5.83 Breakeven $955.83 Implied vol 32.9% Delta 0.127 ≈13% ITM Gamma 0.003 Theta -0.318 Vega 0.431 Open interest 138 Model this call Put · $950 In the money Last $82.30 Breakeven $867.70 Implied vol 33.9% Delta -0.875 ≈87% ITM Gamma 0.003 Theta -0.267 Vega 0.415 Open interest 1 Model this put
39	12	37.4%	0.136	$6.00	$91.09	-0.895	34.4%	2	47
Call · $960 Last $6.00 Breakeven $966.00 Implied vol 37.4% Delta 0.136 ≈14% ITM Gamma 0.003 Theta -0.378 Vega 0.431 Open interest 39 Model this call Put · $960 In the money Last $91.09 Breakeven $868.91 Implied vol 34.4% Delta -0.895 ≈90% ITM Gamma 0.003 Theta -0.233 Vega 0.407 Open interest 47 Model this put
38	1	34.8%	0.096	$5.05	$98.92	-0.908	35.6%	1	1
Call · $970 Last $5.05 Breakeven $975.05 Implied vol 34.8% Delta 0.096 ≈10% ITM Gamma 0.002 Theta -0.272 Vega 0.437 Open interest 38 Model this call Put · $970 In the money Last $98.92 Breakeven $871.08 Implied vol 35.6% Delta -0.908 ≈91% ITM Gamma 0.002 Theta -0.217 Vega 0.403 Open interest 1 Model this put
16	15	36.8%	0.091	$5.01	$132.00	-0.933	35.3%	4	2
Call · $980 Last $5.01 Breakeven $985.01 Implied vol 36.8% Delta 0.091 ≈9% ITM Gamma 0.002 Theta -0.277 Vega 0.438 Open interest 16 Model this call Put · $980 In the money Last $132.00 Breakeven $848.00 Implied vol 35.3% Delta -0.933 ≈93% ITM Gamma 0.002 Theta -0.166 Vega 0.322 Open interest 2 Model this put
22	1	39.1%	0.087	$5.11	$138.00	-0.947	35.2%	1	0
Call · $990 Last $5.11 Breakeven $995.11 Implied vol 39.1% Delta 0.087 ≈9% ITM Gamma 0.002 Theta -0.285 Vega 0.44 Open interest 22 Model this call Put · $990 In the money Last $138.00 Breakeven $852.00 Implied vol 35.2% Delta -0.947 ≈95% ITM Gamma 0.002 Theta -0.13 Vega 0.219 Open interest 0 Model this put
62	16	34.6%	0.05	$2.97	$185.00	-0.969	34%	1	0
Call · $1000 Last $2.97 Breakeven $1,002.97 Implied vol 34.6% Delta 0.05 ≈5% ITM Gamma 0.001 Theta -0.162 Vega 0.259 Open interest 62 Model this call Put · $1000 In the money Last $185.00 Breakeven $815.00 Implied vol 34% Delta -0.969 ≈97% ITM Gamma 0.001 Theta -0.077 Vega 0.182 Open interest 0 Model this put
71	1	36.1%	0.035	$2.07	$211.00	-0.977	36.7%	7	0
Call · $1020 Last $2.07 Breakeven $1,022.07 Implied vol 36.1% Delta 0.035 ≈3% ITM Gamma 0.001 Theta -0.128 Vega 0.131 Open interest 71 Model this call Put · $1020 In the money Last $211.00 Breakeven $809.00 Implied vol 36.7% Delta -0.977 ≈98% ITM Gamma 0.001 Theta -0.057 Vega 0.155 Open interest 0 Model this put
9	1	37.7%	0.028	$2.59	$211.00	-0.981	39.4%	3	0
Call · $1040 Last $2.59 Breakeven $1,042.59 Implied vol 37.7% Delta 0.028 ≈3% ITM Gamma 0.001 Theta -0.11 Vega 0.132 Open interest 9 Model this call Put · $1040 In the money Last $211.00 Breakeven $829.00 Implied vol 39.4% Delta -0.981 ≈98% ITM Gamma 0.001 Theta -0.052 Vega 0.076 Open interest 0 Model this put
46	20	39.9%	0.024	$0.80	$250.00	-0.983	42.4%	6	0
Call · $1060 Last $0.80 Breakeven $1,060.80 Implied vol 39.9% Delta 0.024 ≈2% ITM Gamma 0.001 Theta -0.101 Vega 0.133 Open interest 46 Model this call Put · $1060 In the money Last $250.00 Breakeven $810.00 Implied vol 42.4% Delta -0.983 ≈98% ITM Gamma 0.001 Theta -0.053 Vega 0.074 Open interest 0 Model this put
11	9	42.8%	0.022	$1.20	$233.90	-0.98	46.6%	2	0
Call · $1080 Last $1.20 Breakeven $1,081.20 Implied vol 42.8% Delta 0.022 ≈2% ITM Gamma 0.001 Theta -0.103 Vega 0.134 Open interest 11 Model this call Put · $1080 In the money Last $233.90 Breakeven $846.10 Implied vol 46.6% Delta -0.98 ≈98% ITM Gamma 0.001 Theta -0.069 Vega 0.095 Open interest 0 Model this put
7	14	45.7%	0.021	$0.87	$257.00	-0.994	45.3%	1	0
Call · $1100 Last $0.87 Breakeven $1,100.87 Implied vol 45.7% Delta 0.021 ≈2% ITM Gamma 0 Theta -0.105 Vega 0.135 Open interest 7 Model this call Put · $1100 In the money Last $257.00 Breakeven $843.00 Implied vol 45.3% Delta -0.994 ≈99% ITM Gamma 0 Theta -0.012 Vega 0.052 Open interest 0 Model this put
2	1	48.6%	0.02	$0.65	$353.00	-0.983	51.8%	1	0
Call · $1120 Last $0.65 Breakeven $1,120.65 Implied vol 48.6% Delta 0.02 ≈2% ITM Gamma 0 Theta -0.106 Vega 0.136 Open interest 2 Model this call Put · $1120 In the money Last $353.00 Breakeven $767.00 Implied vol 51.8% Delta -0.983 ≈98% ITM Gamma 0.001 Theta -0.063 Vega 0.078 Open interest 0 Model this put
0	—	48.9%	0.014	—	$373.00	-0.99	52.6%	1	0
Call · $1140 Last — Breakeven — Implied vol 48.9% Delta 0.014 ≈1% ITM Gamma 0 Theta -0.079 Vega 0.059 Open interest 0 Model this call Put · $1140 In the money Last $373.00 Breakeven $767.00 Implied vol 52.6% Delta -0.99 ≈99% ITM Gamma 0 Theta -0.045 Vega 0.067 Open interest 0 Model this put
1	2	50.4%	0.012	$0.35	$304.00	—	—	1	0
Call · $1160 Last $0.35 Breakeven $1,160.35 Implied vol 50.4% Delta 0.012 ≈1% ITM Gamma 0 Theta -0.072 Vega 0.059 Open interest 1 Model this call Put · $1160 In the money Last $304.00 Breakeven $856.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	62.9%	0.031	—	$350.00	-0.991	58.1%	2	0
Call · $1180 Last — Breakeven — Implied vol 62.9% Delta 0.031 ≈3% ITM Gamma 0 Theta -0.199 Vega 0.138 Open interest 0 Model this call Put · $1180 In the money Last $350.00 Breakeven $830.00 Implied vol 58.1% Delta -0.991 ≈99% ITM Gamma 0 Theta -0.047 Vega 0.068 Open interest 0 Model this put
0	—	70.5%	0.039	—	$356.00	-0.982	64.4%	2	0
Call · $1200 Last — Breakeven — Implied vol 70.5% Delta 0.039 ≈4% ITM Gamma 0.001 Theta -0.273 Vega 0.277 Open interest 0 Model this call Put · $1200 In the money Last $356.00 Breakeven $844.00 Implied vol 64.4% Delta -0.982 ≈98% ITM Gamma 0 Theta -0.093 Vega 0.098 Open interest 0 Model this put
0	—	73.6%	0.039	—	—	-0.982	67%	—	0
Call · $1220 Last — Breakeven — Implied vol 73.6% Delta 0.039 ≈4% ITM Gamma 0.001 Theta -0.281 Vega 0.14 Open interest 0 Model this call Put · $1220 In the money Last — Breakeven — Implied vol 67% Delta -0.982 ≈98% ITM Gamma 0 Theta -0.094 Vega 0.099 Open interest 0 Model this put

Call · $360 In the money

Last: $497.70
Breakeven: $857.70
Implied vol: 138.3%
Delta: 0.995 ≈100% ITM
Gamma: 0
Theta: -0.111
Vega: 0.031
Open interest: 6

Model this call

Put · $360

Last: $0.17
Breakeven: $359.83
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 23

Model this put

Call · $370 In the money

Last: $360.80
Breakeven: $730.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this call

Put · $370

Last: $1.35
Breakeven: $368.65
Implied vol: 165.9%
Delta: -0.015 ≈2% ITM
Gamma: 0
Theta: -0.282
Vega: 0.073
Open interest: 1

Model this put

Call · $380 In the money

Last: $351.00
Breakeven: $731.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this call

Put · $380

Last: —
Breakeven: —
Implied vol: 138.8%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.119
Vega: 0.032
Open interest: 0

Model this put

Call · $390 In the money

Last: —
Breakeven: —
Implied vol: 127.1%
Delta: 0.994 ≈99% ITM
Gamma: 0
Theta: -0.116
Vega: 0.032
Open interest: 0

Model this call

Put · $390

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

Model this put

Call · $400 In the money

Last: $234.60
Breakeven: $634.60
Implied vol: 105.5%
Delta: 0.998 ≈100% ITM
Gamma: 0
Theta: -0.056
Vega: 0.012
Open interest: 1

Model this call

Put · $400

Last: $1.78
Breakeven: $398.22
Implied vol: 132.2%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.125
Vega: 0.076
Open interest: 3

Model this put

Call · $410 In the money

Last: —
Breakeven: —
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.033
Vega: 0
Open interest: 0

Model this call

Put · $410

Last: $2.20
Breakeven: $407.80
Implied vol: 127.2%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.119
Vega: 0.033
Open interest: 6

Model this put

Call · $420 In the money

Last: $255.99
Breakeven: $675.99
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.034
Vega: 0
Open interest: 1

Model this call

Put · $420

Last: $2.26
Breakeven: $417.74
Implied vol: 123.5%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.118
Vega: 0.078
Open interest: 4

Model this put

Call · $430 In the money

Last: $431.90
Breakeven: $861.90
Implied vol: 66.7%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.035
Vega: 0
Open interest: 2

Model this call

Put · $430

Last: $0.35
Breakeven: $429.65
Implied vol: 119.7%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.117
Vega: 0.079
Open interest: 6

Model this put

Call · $440 In the money

Last: $398.00
Breakeven: $838.00
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.036
Vega: 0
Open interest: 1

Model this call

Put · $440

Last: $0.54
Breakeven: $439.46
Implied vol: 115.9%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.117
Vega: 0.08
Open interest: 5

Model this put

Call · $450 In the money

Last: $301.16
Breakeven: $751.16
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.037
Vega: 0
Open interest: 1

Model this call

Put · $450

Last: $0.50
Breakeven: $449.50
Implied vol: 112.2%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.116
Vega: 0.081
Open interest: 0

Model this put

Call · $460 In the money

Last: $291.10
Breakeven: $751.10
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.038
Vega: 0
Open interest: 3

Model this call

Put · $460

Last: $0.60
Breakeven: $459.40
Implied vol: 108.6%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.115
Vega: 0.082
Open interest: 14

Model this put

Call · $470 In the money

Last: $281.41
Breakeven: $751.41
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.039
Vega: 0
Open interest: 1

Model this call

Put · $470

Last: $1.20
Breakeven: $468.80
Implied vol: 105.1%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.114
Vega: 0.083
Open interest: 1

Model this put

Call · $480 In the money

Last: $324.00
Breakeven: $804.00
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.04
Vega: 0
Open interest: 2

Model this call

Put · $480

Last: $0.10
Breakeven: $479.90
Implied vol: 115.4%
Delta: -0.018 ≈2% ITM
Gamma: 0
Theta: -0.231
Vega: 0.084
Open interest: 6

Model this put

Call · $490 In the money

Last: $162.05
Breakeven: $652.05
Implied vol: 93.3%
Delta: 0.993 ≈99% ITM
Gamma: 0
Theta: -0.124
Vega: 0.036
Open interest: 1

Model this call

Put · $490

Last: $15.40
Breakeven: $474.60
Implied vol: 98.3%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.113
Vega: 0.085
Open interest: 6

Model this put

Call · $500 In the money

Last: $339.00
Breakeven: $839.00
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.042
Vega: 0
Open interest: 6

Model this call

Put · $500

Last: $1.09
Breakeven: $498.91
Implied vol: 94.9%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.112
Vega: 0.085
Open interest: 19

Model this put

Call · $510 In the money

Last: $164.45
Breakeven: $674.45
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.043
Vega: 0
Open interest: 1

Model this call

Put · $510

Last: $0.30
Breakeven: $509.70
Implied vol: 93.7%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.129
Vega: 0.086
Open interest: 13

Model this put

Call · $520 In the money

Last: $360.00
Breakeven: $880.00
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.044
Vega: 0
Open interest: 2

Model this call

Put · $520

Last: $1.00
Breakeven: $519.00
Implied vol: 88.5%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.11
Vega: 0.087
Open interest: 6

Model this put

Call · $530 In the money

Last: $350.00
Breakeven: $880.00
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.045
Vega: 0
Open interest: 4

Model this call

Put · $530

Last: $0.84
Breakeven: $529.16
Implied vol: 85.4%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.109
Vega: 0.088
Open interest: 218

Model this put

Call · $540 In the money

Last: —
Breakeven: —
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.046
Vega: 0
Open interest: 0

Model this call

Put · $540

Last: $0.87
Breakeven: $539.13
Implied vol: 82.4%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.108
Vega: 0.089
Open interest: 211

Model this put

Call · $550 In the money

Last: $307.50
Breakeven: $857.50
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.047
Vega: 0
Open interest: 8

Model this call

Put · $550

Last: $0.05
Breakeven: $549.95
Implied vol: 79.4%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.108
Vega: 0.09
Open interest: 14

Model this put

Call · $560 In the money

Last: $223.00
Breakeven: $783.00
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.048
Vega: 0
Open interest: 16

Model this call

Put · $560

Last: $1.68
Breakeven: $558.32
Implied vol: 76.4%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.107
Vega: 0.09
Open interest: 15

Model this put

Call · $570 In the money

Last: $204.50
Breakeven: $774.50
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.049
Vega: 0
Open interest: 7

Model this call

Put · $570

Last: $14.47
Breakeven: $555.53
Implied vol: 73.5%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.106
Vega: 0.091
Open interest: 9

Model this put

Call · $580 In the money

Last: $190.50
Breakeven: $770.50
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.05
Vega: 0
Open interest: 2

Model this call

Put · $580

Last: $2.73
Breakeven: $577.27
Implied vol: 70.7%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.105
Vega: 0.092
Open interest: 8

Model this put

Call · $590 In the money

Last: $275.30
Breakeven: $865.30
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.051
Vega: 0
Open interest: 6

Model this call

Put · $590

Last: $20.70
Breakeven: $569.30
Implied vol: 67.9%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.104
Vega: 0.093
Open interest: 6

Model this put

Call · $600 In the money

Last: $246.97
Breakeven: $846.97
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.052
Vega: 0
Open interest: 23

Model this call

Put · $600

Last: $0.15
Breakeven: $599.85
Implied vol: 65.2%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.103
Vega: 0.093
Open interest: 25

Model this put

Call · $610 In the money

Last: $232.00
Breakeven: $842.00
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.053
Vega: 0
Open interest: 5

Model this call

Put · $610

Last: $0.30
Breakeven: $609.70
Implied vol: 62.5%
Delta: -0.015 ≈1% ITM
Gamma: 0
Theta: -0.102
Vega: 0.094
Open interest: 10

Model this put

Call · $620 In the money

Last: $242.65
Breakeven: $862.65
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.054
Vega: 0
Open interest: 2

Model this call

Put · $620

Last: $1.50
Breakeven: $618.50
Implied vol: 59.8%
Delta: -0.015 ≈2% ITM
Gamma: 0
Theta: -0.102
Vega: 0.095
Open interest: 6

Model this put

Call · $630 In the money

Last: $176.40
Breakeven: $806.40
Implied vol: 45%
Delta: 0.997 ≈100% ITM
Gamma: 0
Theta: -0.073
Vega: 0.015
Open interest: 7

Model this call

Put · $630

Last: $21.90
Breakeven: $608.10
Implied vol: 57.8%
Delta: -0.017 ≈2% ITM
Gamma: 0
Theta: -0.106
Vega: 0.095
Open interest: 2

Model this put

Call · $640 In the money

Last: $223.28
Breakeven: $863.28
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.056
Vega: 0
Open interest: 7

Model this call

Put · $640

Last: $2.25
Breakeven: $637.75
Implied vol: 54.7%
Delta: -0.017 ≈2% ITM
Gamma: 0
Theta: -0.1
Vega: 0.096
Open interest: 12

Model this put

Call · $650 In the money

Last: $127.32
Breakeven: $777.32
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.057
Vega: 0
Open interest: 5

Model this call

Put · $650

Last: $1.00
Breakeven: $649.00
Implied vol: 52.2%
Delta: -0.018 ≈2% ITM
Gamma: 0
Theta: -0.099
Vega: 0.097
Open interest: 38

Model this put

Call · $660 In the money

Last: $195.00
Breakeven: $855.00
Implied vol: 41.9%
Delta: 0.993 ≈99% ITM
Gamma: 0
Theta: -0.092
Vega: 0.041
Open interest: 27

Model this call

Put · $660

Last: $3.25
Breakeven: $656.75
Implied vol: 49.7%
Delta: -0.018 ≈2% ITM
Gamma: 0
Theta: -0.098
Vega: 0.097
Open interest: 25

Model this put

Call · $670 In the money

Last: $162.18
Breakeven: $832.18
Implied vol: 37.9%
Delta: 0.995 ≈99% ITM
Gamma: 0
Theta: -0.083
Vega: 0.041
Open interest: 9

Model this call

Put · $670

Last: $4.95
Breakeven: $665.05
Implied vol: 47.3%
Delta: -0.019 ≈2% ITM
Gamma: 0
Theta: -0.097
Vega: 0.098
Open interest: 3

Model this put

Call · $680 In the money

Last: $150.55
Breakeven: $830.55
Implied vol: 41%
Delta: 0.987 ≈99% ITM
Gamma: 0
Theta: -0.117
Vega: 0.098
Open interest: 9

Model this call

Put · $680

Last: $6.30
Breakeven: $673.70
Implied vol: 44.9%
Delta: -0.02 ≈2% ITM
Gamma: 0
Theta: -0.096
Vega: 0.098
Open interest: 31

Model this put

Call · $690 In the money

Last: —
Breakeven: —
Implied vol: 36.2%
Delta: 0.991 ≈99% ITM
Gamma: 0
Theta: -0.098
Vega: 0.042
Open interest: 0

Model this call

Put · $690

Last: $2.20
Breakeven: $687.80
Implied vol: 43%
Delta: -0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.101
Vega: 0.099
Open interest: 12

Model this put

Call · $700 In the money

Last: $162.75
Breakeven: $862.75
Implied vol: 31.1%
Delta: 0.995 ≈99% ITM
Gamma: 0
Theta: -0.082
Vega: 0.042
Open interest: 37

Model this call

Put · $700

Last: $0.57
Breakeven: $699.43
Implied vol: 44.4%
Delta: -0.035 ≈3% ITM
Gamma: 0.001
Theta: -0.15
Vega: 0.201
Open interest: 106

Model this put

Call · $710 In the money

Last: $162.00
Breakeven: $872.00
Implied vol: 33.3%
Delta: 0.987 ≈99% ITM
Gamma: 0
Theta: -0.11
Vega: 0.099
Open interest: 1

Model this call

Put · $710

Last: $14.70
Breakeven: $695.30
Implied vol: 37.9%
Delta: -0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.094
Vega: 0.1
Open interest: 18

Model this put

Call · $720 In the money

Last: $106.01
Breakeven: $826.01
Implied vol: 35.3%
Delta: 0.975 ≈98% ITM
Gamma: 0.001
Theta: -0.153
Vega: 0.101
Open interest: 64

Model this call

Put · $720

Last: $1.92
Breakeven: $718.08
Implied vol: 38.2%
Delta: -0.035 ≈4% ITM
Gamma: 0.001
Theta: -0.13
Vega: 0.202
Open interest: 45

Model this put

Call · $730 In the money

Last: $134.58
Breakeven: $864.58
Implied vol: 35.2%
Delta: 0.964 ≈96% ITM
Gamma: 0.001
Theta: -0.185
Vega: 0.203
Open interest: 3

Model this call

Put · $730

Last: $1.47
Breakeven: $728.53
Implied vol: 35.2%
Delta: -0.036 ≈4% ITM
Gamma: 0.001
Theta: -0.121
Vega: 0.203
Open interest: 36

Model this put

Call · $740 In the money

Last: $133.62
Breakeven: $873.62
Implied vol: 35%
Delta: 0.951 ≈95% ITM
Gamma: 0.001
Theta: -0.219
Vega: 0.205
Open interest: 33

Model this call

Put · $740

Last: $1.85
Breakeven: $738.15
Implied vol: 33.7%
Delta: -0.043 ≈4% ITM
Gamma: 0.001
Theta: -0.134
Vega: 0.205
Open interest: 83

Model this put

Call · $750 In the money

Last: $87.80
Breakeven: $837.80
Implied vol: 35.2%
Delta: 0.935 ≈94% ITM
Gamma: 0.002
Theta: -0.262
Vega: 0.358
Open interest: 0

Model this call

Put · $750

Last: $3.40
Breakeven: $746.60
Implied vol: 31.1%
Delta: -0.045 ≈5% ITM
Gamma: 0.001
Theta: -0.129
Vega: 0.205
Open interest: 100

Model this put

Call · $760 In the money

Last: $124.00
Breakeven: $884.00
Implied vol: 34.5%
Delta: 0.917 ≈92% ITM
Gamma: 0.002
Theta: -0.297
Vega: 0.361
Open interest: 32

Model this call

Put · $760

Last: $3.00
Breakeven: $757.00
Implied vol: 33.2%
Delta: -0.076 ≈8% ITM
Gamma: 0.002
Theta: -0.206
Vega: 0.361
Open interest: 113

Model this put

Call · $770 In the money

Last: $104.00
Breakeven: $874.00
Implied vol: 34.2%
Delta: 0.895 ≈90% ITM
Gamma: 0.002
Theta: -0.34
Vega: 0.365
Open interest: 8

Model this call

Put · $770

Last: $3.27
Breakeven: $766.73
Implied vol: 33%
Delta: -0.098 ≈10% ITM
Gamma: 0.002
Theta: -0.249
Vega: 0.364
Open interest: 77

Model this put

Call · $780 In the money

Last: $101.40
Breakeven: $881.40
Implied vol: 35.4%
Delta: 0.859 ≈86% ITM
Gamma: 0.003
Theta: -0.414
Vega: 0.554
Open interest: 78

Model this call

Put · $780

Last: $4.84
Breakeven: $775.16
Implied vol: 33.8%
Delta: -0.131 ≈13% ITM
Gamma: 0.003
Theta: -0.315
Vega: 0.553
Open interest: 57

Model this put

Call · $790 In the money

Last: $77.60
Breakeven: $867.60
Implied vol: 35.5%
Delta: 0.824 ≈82% ITM
Gamma: 0.003
Theta: -0.468
Vega: 0.559
Open interest: 48

Model this call

Put · $790

Last: $7.60
Breakeven: $782.40
Implied vol: 32.8%
Delta: -0.159 ≈16% ITM
Gamma: 0.003
Theta: -0.344
Vega: 0.558
Open interest: 27

Model this put

Call · $800 In the money

Last: $69.60
Breakeven: $869.60
Implied vol: 35.1%
Delta: 0.793 ≈79% ITM
Gamma: 0.004
Theta: -0.512
Vega: 0.565
Open interest: 94

Model this call

Put · $800

Last: $8.52
Breakeven: $791.48
Implied vol: 33.7%
Delta: -0.201 ≈20% ITM
Gamma: 0.004
Theta: -0.415
Vega: 0.566
Open interest: 36

Model this put

Call · $810 In the money

Last: $65.34
Breakeven: $875.34
Implied vol: 34.8%
Delta: 0.75 ≈75% ITM
Gamma: 0.004
Theta: -0.549
Vega: 0.745
Open interest: 9

Model this call

Put · $810

Last: $13.84
Breakeven: $796.16
Implied vol: 32.8%
Delta: -0.239 ≈24% ITM
Gamma: 0.004
Theta: -0.441
Vega: 0.744
Open interest: 36

Model this put

Call · $820 In the money

Last: $64.90
Breakeven: $884.90
Implied vol: 34.3%
Delta: 0.708 ≈71% ITM
Gamma: 0.004
Theta: -0.58
Vega: 0.752
Open interest: 160

Model this call

Put · $820

Last: $14.18
Breakeven: $805.82
Implied vol: 33.8%
Delta: -0.291 ≈29% ITM
Gamma: 0.005
Theta: -0.5
Vega: 0.752
Open interest: 54

Model this put

Call · $830 In the money

Last: $58.70
Breakeven: $888.70
Implied vol: 34.8%
Delta: 0.66 ≈66% ITM
Gamma: 0.005
Theta: -0.627
Vega: 0.868
Open interest: 47

Model this call

Put · $830

Last: $16.65
Breakeven: $813.35
Implied vol: 33.3%
Delta: -0.336 ≈34% ITM
Gamma: 0.005
Theta: -0.529
Vega: 0.867
Open interest: 73

Model this put

Call · $840 In the money

Last: $39.20
Breakeven: $879.20
Implied vol: 33.9%
Delta: 0.611 ≈61% ITM
Gamma: 0.005
Theta: -0.627
Vega: 0.876
Open interest: 67

Model this call

Put · $840

Last: $23.00
Breakeven: $817.00
Implied vol: 35.1%
Delta: -0.393 ≈39% ITM
Gamma: 0.005
Theta: -0.577
Vega: 0.876
Open interest: 34

Model this put

Call · $850 In the money

Last: $34.00
Breakeven: $884.00
Implied vol: 34.2%
Delta: 0.559 ≈56% ITM
Gamma: 0.005
Theta: -0.65
Vega: 0.884
Open interest: 61

Model this call

Put · $850

Last: $25.80
Breakeven: $824.20
Implied vol: 33.7%
Delta: -0.443 ≈44% ITM
Gamma: 0.005
Theta: -0.569
Vega: 0.884
Open interest: 53

Model this put

Call · $860

Last: $28.00
Breakeven: $888.00
Implied vol: 34%
Delta: 0.508 ≈51% ITM
Gamma: 0.005
Theta: -0.652
Vega: 0.892
Open interest: 118

Model this call

Put · $860 In the money

Last: $30.93
Breakeven: $829.07
Implied vol: 34.3%
Delta: -0.495 ≈49% ITM
Gamma: 0.005
Theta: -0.584
Vega: 0.892
Open interest: 40

Model this put

Call · $870

Last: $26.55
Breakeven: $896.55
Implied vol: 34.9%
Delta: 0.458 ≈46% ITM
Gamma: 0.005
Theta: -0.654
Vega: 0.9
Open interest: 39

Model this call

Put · $870 In the money

Last: $34.94
Breakeven: $835.06
Implied vol: 34%
Delta: -0.547 ≈55% ITM
Gamma: 0.005
Theta: -0.565
Vega: 0.899
Open interest: 34

Model this put

Call · $880

Last: $21.13
Breakeven: $901.13
Implied vol: 34%
Delta: 0.405 ≈41% ITM
Gamma: 0.005
Theta: -0.626
Vega: 0.908
Open interest: 177

Model this call

Put · $880 In the money

Last: $67.90
Breakeven: $812.10
Implied vol: 34.2%
Delta: -0.598 ≈60% ITM
Gamma: 0.005
Theta: -0.557
Vega: 0.904
Open interest: 68

Model this put

Call · $890

Last: $18.20
Breakeven: $908.20
Implied vol: 33.7%
Delta: 0.356 ≈36% ITM
Gamma: 0.005
Theta: -0.593
Vega: 0.802
Open interest: 41

Model this call

Put · $890 In the money

Last: $53.85
Breakeven: $836.15
Implied vol: 34.1%
Delta: -0.646 ≈65% ITM
Gamma: 0.005
Theta: -0.529
Vega: 0.8
Open interest: 1

Model this put

Call · $900

Last: $17.00
Breakeven: $917.00
Implied vol: 34.3%
Delta: 0.315 ≈31% ITM
Gamma: 0.005
Theta: -0.57
Vega: 0.809
Open interest: 285

Model this call

Put · $900 In the money

Last: $53.70
Breakeven: $846.30
Implied vol: 34.6%
Delta: -0.688 ≈69% ITM
Gamma: 0.005
Theta: -0.503
Vega: 0.803
Open interest: 115

Model this put

Call · $910

Last: $13.50
Breakeven: $923.50
Implied vol: 34.3%
Delta: 0.27 ≈27% ITM
Gamma: 0.004
Theta: -0.532
Vega: 0.816
Open interest: 6

Model this call

Put · $910 In the money

Last: $72.15
Breakeven: $837.85
Implied vol: 35.5%
Delta: -0.727 ≈73% ITM
Gamma: 0.004
Theta: -0.484
Vega: 0.802
Open interest: 6

Model this put

Call · $920

Last: $9.90
Breakeven: $929.90
Implied vol: 33.8%
Delta: 0.229 ≈23% ITM
Gamma: 0.004
Theta: -0.478
Vega: 0.629
Open interest: 210

Model this call

Put · $920 In the money

Last: $77.34
Breakeven: $842.66
Implied vol: 34.8%
Delta: -0.771 ≈77% ITM
Gamma: 0.004
Theta: -0.427
Vega: 0.622
Open interest: 6

Model this put

Call · $930

Last: $10.10
Breakeven: $940.10
Implied vol: 33%
Delta: 0.188 ≈19% ITM
Gamma: 0.004
Theta: -0.413
Vega: 0.636
Open interest: 27

Model this call

Put · $930 In the money

Last: —
Breakeven: —
Implied vol: 33.5%
Delta: -0.815 ≈82% ITM
Gamma: 0.004
Theta: -0.352
Vega: 0.62
Open interest: 0

Model this put

Call · $940

Last: $7.30
Breakeven: $947.30
Implied vol: 33.6%
Delta: 0.159 ≈16% ITM
Gamma: 0.003
Theta: -0.38
Vega: 0.64
Open interest: 137

Model this call

Put · $940 In the money

Last: $170.80
Breakeven: $769.20
Implied vol: 34.4%
Delta: -0.842 ≈84% ITM
Gamma: 0.003
Theta: -0.325
Vega: 0.612
Open interest: 2

Model this put

Call · $950

Last: $5.83
Breakeven: $955.83
Implied vol: 32.9%
Delta: 0.127 ≈13% ITM
Gamma: 0.003
Theta: -0.318
Vega: 0.431
Open interest: 138

Model this call

Put · $950 In the money

Last: $82.30
Breakeven: $867.70
Implied vol: 33.9%
Delta: -0.875 ≈87% ITM
Gamma: 0.003
Theta: -0.267
Vega: 0.415
Open interest: 1

Model this put

Call · $960

Last: $6.00
Breakeven: $966.00
Implied vol: 37.4%
Delta: 0.136 ≈14% ITM
Gamma: 0.003
Theta: -0.378
Vega: 0.431
Open interest: 39

Model this call

Put · $960 In the money

Last: $91.09
Breakeven: $868.91
Implied vol: 34.4%
Delta: -0.895 ≈90% ITM
Gamma: 0.003
Theta: -0.233
Vega: 0.407
Open interest: 47

Model this put

Call · $970

Last: $5.05
Breakeven: $975.05
Implied vol: 34.8%
Delta: 0.096 ≈10% ITM
Gamma: 0.002
Theta: -0.272
Vega: 0.437
Open interest: 38

Model this call

Put · $970 In the money

Last: $98.92
Breakeven: $871.08
Implied vol: 35.6%
Delta: -0.908 ≈91% ITM
Gamma: 0.002
Theta: -0.217
Vega: 0.403
Open interest: 1

Model this put

Call · $980

Last: $5.01
Breakeven: $985.01
Implied vol: 36.8%
Delta: 0.091 ≈9% ITM
Gamma: 0.002
Theta: -0.277
Vega: 0.438
Open interest: 16

Model this call

Put · $980 In the money

Last: $132.00
Breakeven: $848.00
Implied vol: 35.3%
Delta: -0.933 ≈93% ITM
Gamma: 0.002
Theta: -0.166
Vega: 0.322
Open interest: 2

Model this put

Call · $990

Last: $5.11
Breakeven: $995.11
Implied vol: 39.1%
Delta: 0.087 ≈9% ITM
Gamma: 0.002
Theta: -0.285
Vega: 0.44
Open interest: 22

Model this call

Put · $990 In the money

Last: $138.00
Breakeven: $852.00
Implied vol: 35.2%
Delta: -0.947 ≈95% ITM
Gamma: 0.002
Theta: -0.13
Vega: 0.219
Open interest: 0

Model this put

Call · $1000

Last: $2.97
Breakeven: $1,002.97
Implied vol: 34.6%
Delta: 0.05 ≈5% ITM
Gamma: 0.001
Theta: -0.162
Vega: 0.259
Open interest: 62

Model this call

Put · $1000 In the money

Last: $185.00
Breakeven: $815.00
Implied vol: 34%
Delta: -0.969 ≈97% ITM
Gamma: 0.001
Theta: -0.077
Vega: 0.182
Open interest: 0

Model this put

Call · $1020

Last: $2.07
Breakeven: $1,022.07
Implied vol: 36.1%
Delta: 0.035 ≈3% ITM
Gamma: 0.001
Theta: -0.128
Vega: 0.131
Open interest: 71

Model this call

Put · $1020 In the money

Last: $211.00
Breakeven: $809.00
Implied vol: 36.7%
Delta: -0.977 ≈98% ITM
Gamma: 0.001
Theta: -0.057
Vega: 0.155
Open interest: 0

Model this put

Call · $1040

Last: $2.59
Breakeven: $1,042.59
Implied vol: 37.7%
Delta: 0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.11
Vega: 0.132
Open interest: 9

Model this call

Put · $1040 In the money

Last: $211.00
Breakeven: $829.00
Implied vol: 39.4%
Delta: -0.981 ≈98% ITM
Gamma: 0.001
Theta: -0.052
Vega: 0.076
Open interest: 0

Model this put

Call · $1060

Last: $0.80
Breakeven: $1,060.80
Implied vol: 39.9%
Delta: 0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.101
Vega: 0.133
Open interest: 46

Model this call

Put · $1060 In the money

Last: $250.00
Breakeven: $810.00
Implied vol: 42.4%
Delta: -0.983 ≈98% ITM
Gamma: 0.001
Theta: -0.053
Vega: 0.074
Open interest: 0

Model this put

Call · $1080

Last: $1.20
Breakeven: $1,081.20
Implied vol: 42.8%
Delta: 0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.103
Vega: 0.134
Open interest: 11

Model this call

Put · $1080 In the money

Last: $233.90
Breakeven: $846.10
Implied vol: 46.6%
Delta: -0.98 ≈98% ITM
Gamma: 0.001
Theta: -0.069
Vega: 0.095
Open interest: 0

Model this put

Call · $1100

Last: $0.87
Breakeven: $1,100.87
Implied vol: 45.7%
Delta: 0.021 ≈2% ITM
Gamma: 0
Theta: -0.105
Vega: 0.135
Open interest: 7

Model this call

Put · $1100 In the money

Last: $257.00
Breakeven: $843.00
Implied vol: 45.3%
Delta: -0.994 ≈99% ITM
Gamma: 0
Theta: -0.012
Vega: 0.052
Open interest: 0

Model this put

Call · $1120

Last: $0.65
Breakeven: $1,120.65
Implied vol: 48.6%
Delta: 0.02 ≈2% ITM
Gamma: 0
Theta: -0.106
Vega: 0.136
Open interest: 2

Model this call

Put · $1120 In the money

Last: $353.00
Breakeven: $767.00
Implied vol: 51.8%
Delta: -0.983 ≈98% ITM
Gamma: 0.001
Theta: -0.063
Vega: 0.078
Open interest: 0

Model this put

Call · $1140

Last: —
Breakeven: —
Implied vol: 48.9%
Delta: 0.014 ≈1% ITM
Gamma: 0
Theta: -0.079
Vega: 0.059
Open interest: 0

Model this call

Put · $1140 In the money

Last: $373.00
Breakeven: $767.00
Implied vol: 52.6%
Delta: -0.99 ≈99% ITM
Gamma: 0
Theta: -0.045
Vega: 0.067
Open interest: 0

Model this put

Call · $1160

Last: $0.35
Breakeven: $1,160.35
Implied vol: 50.4%
Delta: 0.012 ≈1% ITM
Gamma: 0
Theta: -0.072
Vega: 0.059
Open interest: 1

Model this call

Put · $1160 In the money

Last: $304.00
Breakeven: $856.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1180

Last: —
Breakeven: —
Implied vol: 62.9%
Delta: 0.031 ≈3% ITM
Gamma: 0
Theta: -0.199
Vega: 0.138
Open interest: 0

Model this call

Put · $1180 In the money

Last: $350.00
Breakeven: $830.00
Implied vol: 58.1%
Delta: -0.991 ≈99% ITM
Gamma: 0
Theta: -0.047
Vega: 0.068
Open interest: 0

Model this put

Call · $1200

Last: —
Breakeven: —
Implied vol: 70.5%
Delta: 0.039 ≈4% ITM
Gamma: 0.001
Theta: -0.273
Vega: 0.277
Open interest: 0

Model this call

Put · $1200 In the money

Last: $356.00
Breakeven: $844.00
Implied vol: 64.4%
Delta: -0.982 ≈98% ITM
Gamma: 0
Theta: -0.093
Vega: 0.098
Open interest: 0

Model this put

Call · $1220

Last: —
Breakeven: —
Implied vol: 73.6%
Delta: 0.039 ≈4% ITM
Gamma: 0.001
Theta: -0.281
Vega: 0.14
Open interest: 0

Model this call

Put · $1220 In the money

Last: —
Breakeven: —
Implied vol: 67%
Delta: -0.982 ≈98% ITM
Gamma: 0
Theta: -0.094
Vega: 0.099
Open interest: 0

Model this put

CASY · Caseys General Stores Inc

Options Chain

Positioning

Open interest by strike · near the money

Chain