CEG · Constellation Energy Corp

Track CEG — free Ask ALVIS about CEG

$274.39 -1.21 (-0.44%) At close · Jul 24

Market Cap

$99.09B

361.19M

Options Chain

15-min delayed Underlying $274.39 · today Options Calculator

Positioning

Jul 31, 2026 · 5 days to expiry · 128 contracts

Put / call OI

2.11

Put-heavy positioning

Open interest

14,593

contracts outstanding

Volume

2,646

traded today

Max pain

$250.00

$24.39 below spot

ATM implied vol

51.2%

market's expected move

Open interest by strike · near the money

Calls Puts

160

165

170

175

180

185

190

195

200

205

207.5

210

212.5

215

217.5

220

222.5

225

227.5

230

232.5

235

237.5

240

242.5

245

247.5

250

252.5

255

257.5

260

262.5

265

267.5

270

272.5

275

277.5

280

282.5

285

287.5

290

292.5

295

297.5

300

302.5

305

307.5

310

315

320

325

330

335

340

345

350

355

360

365

370

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Jul 31 5d Aug 7 12d Aug 14 19d Aug 21 26d Aug 28 33d Sep 4 40d Sep 18 54d Nov 20 117d Dec 18 145d Jan 15 173d Feb 19 208d Mar 19 236d Jun 17 326d Dec 17 509d Jan 21 544d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
30	30	212.9%	0.984	$97.90		$0.81	-0.023	234.1%	40	158
Call · $160 In the money Last $97.90 Breakeven $257.90 Implied vol 212.9% Delta 0.984 ≈98% ITM Gamma 0.001 Theta -0.264 Vega 0.013 Open interest 30 Model this call Put · $160 Last $0.81 Breakeven $159.19 Implied vol 234.1% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.384 Vega 0.027 Open interest 158 Model this put
0	—	202%	0.983	—		$2.20	-0.013	192.5%	396	395
Call · $165 In the money Last — Breakeven — Implied vol 202% Delta 0.983 ≈98% ITM Gamma 0.001 Theta -0.262 Vega 0.014 Open interest 0 Model this call Put · $165 Last $2.20 Breakeven $162.80 Implied vol 192.5% Delta -0.013 ≈1% ITM Gamma 0.001 Theta -0.193 Vega 0.014 Open interest 395 Model this put
0	—	191.4%	0.982	—		$1.97	-0.028	213.7%	10	180
Call · $170 In the money Last — Breakeven — Implied vol 191.4% Delta 0.982 ≈98% ITM Gamma 0.001 Theta -0.259 Vega 0.014 Open interest 0 Model this call Put · $170 Last $1.97 Breakeven $168.03 Implied vol 213.7% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -0.405 Vega 0.028 Open interest 180 Model this put
0	—	181.1%	0.981	—		$1.44	-0.025	196%	1	4
Call · $175 In the money Last — Breakeven — Implied vol 181.1% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.257 Vega 0.014 Open interest 0 Model this call Put · $175 Last $1.44 Breakeven $173.56 Implied vol 196% Delta -0.025 ≈3% ITM Gamma 0.001 Theta -0.344 Vega 0.028 Open interest 4 Model this put
0	—	171.2%	0.98	—		$0.63	-0.033	193.7%	50	151
Call · $180 In the money Last — Breakeven — Implied vol 171.2% Delta 0.98 ≈98% ITM Gamma 0.001 Theta -0.254 Vega 0.014 Open interest 0 Model this call Put · $180 Last $0.63 Breakeven $179.37 Implied vol 193.7% Delta -0.033 ≈3% ITM Gamma 0.001 Theta -0.418 Vega 0.029 Open interest 151 Model this put
1	1	161.5%	0.979	$64.30		$0.44	-0.019	158.6%	3	41
Call · $185 In the money Last $64.30 Breakeven $249.30 Implied vol 161.5% Delta 0.979 ≈98% ITM Gamma 0.001 Theta -0.251 Vega 0.014 Open interest 1 Model this call Put · $185 Last $0.44 Breakeven $184.56 Implied vol 158.6% Delta -0.019 ≈2% ITM Gamma 0.001 Theta -0.219 Vega 0.014 Open interest 41 Model this put
0	—	152.1%	0.978	—		$0.05	-0.023	154.5%	1	160
Call · $190 In the money Last — Breakeven — Implied vol 152.1% Delta 0.978 ≈98% ITM Gamma 0.001 Theta -0.249 Vega 0.015 Open interest 0 Model this call Put · $190 Last $0.05 Breakeven $189.95 Implied vol 154.5% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.25 Vega 0.015 Open interest 160 Model this put
0	—	143%	0.977	—		$0.05	-0.023	142.2%	2	107
Call · $195 In the money Last — Breakeven — Implied vol 143% Delta 0.977 ≈98% ITM Gamma 0.001 Theta -0.246 Vega 0.015 Open interest 0 Model this call Put · $195 Last $0.05 Breakeven $194.95 Implied vol 142.2% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.226 Vega 0.015 Open interest 107 Model this put
50	2	134%	0.976	$79.69		$0.13	-0.009	110.5%	16	153
Call · $200 In the money Last $79.69 Breakeven $279.69 Implied vol 134% Delta 0.976 ≈98% ITM Gamma 0.001 Theta -0.244 Vega 0.015 Open interest 50 Model this call Put · $200 Last $0.13 Breakeven $199.87 Implied vol 110.5% Delta -0.009 ≈1% ITM Gamma 0.001 Theta -0.08 Vega 0.006 Open interest 153 Model this put
0	—	125.1%	0.974	—		$0.30	-0.02	116.8%	4	16
Call · $205 In the money Last — Breakeven — Implied vol 125.1% Delta 0.974 ≈97% ITM Gamma 0.001 Theta -0.24 Vega 0.031 Open interest 0 Model this call Put · $205 Last $0.30 Breakeven $204.70 Implied vol 116.8% Delta -0.02 ≈2% ITM Gamma 0.001 Theta -0.168 Vega 0.015 Open interest 16 Model this put
0	—	122%	0.971	—		—	-0.041	133.3%	—	0
Call · $207.5 In the money Last — Breakeven — Implied vol 122% Delta 0.971 ≈97% ITM Gamma 0.002 Theta -0.253 Vega 0.031 Open interest 0 Model this call Put · $207.5 Last — Breakeven — Implied vol 133.3% Delta -0.041 ≈4% ITM Gamma 0.002 Theta -0.348 Vega 0.031 Open interest 0 Model this put
4	5	117.3%	0.97	$67.17		$0.12	-0.01	95.6%	17	4.9k
Call · $210 In the money Last $67.17 Breakeven $277.17 Implied vol 117.3% Delta 0.97 ≈97% ITM Gamma 0.002 Theta -0.25 Vega 0.031 Open interest 4 Model this call Put · $210 Last $0.12 Breakeven $209.88 Implied vol 95.6% Delta -0.01 ≈1% ITM Gamma 0.001 Theta -0.079 Vega 0.015 Open interest 4.9k Model this put
0	—	112.7%	0.969	—		—	-0.072	147.5%	—	0
Call · $212.5 In the money Last — Breakeven — Implied vol 112.7% Delta 0.969 ≈97% ITM Gamma 0.002 Theta -0.247 Vega 0.031 Open interest 0 Model this call Put · $212.5 Last — Breakeven — Implied vol 147.5% Delta -0.072 ≈7% ITM Gamma 0.003 Theta -0.601 Vega 0.054 Open interest 0 Model this put
1	1	108.1%	0.968	$45.00		$0.22	-0.018	94.2%	6	134
Call · $215 In the money Last $45.00 Breakeven $260.00 Implied vol 108.1% Delta 0.968 ≈97% ITM Gamma 0.002 Theta -0.244 Vega 0.031 Open interest 1 Model this call Put · $215 Last $0.22 Breakeven $214.78 Implied vol 94.2% Delta -0.018 ≈2% ITM Gamma 0.001 Theta -0.12 Vega 0.016 Open interest 134 Model this put
0	—	103.6%	0.967	—		$1.35	-0.046	113.2%	34	17
Call · $217.5 In the money Last — Breakeven — Implied vol 103.6% Delta 0.967 ≈97% ITM Gamma 0.002 Theta -0.241 Vega 0.031 Open interest 0 Model this call Put · $217.5 Last $1.35 Breakeven $216.15 Implied vol 113.2% Delta -0.046 ≈5% ITM Gamma 0.002 Theta -0.32 Vega 0.031 Open interest 17 Model this put
2	1	99.1%	0.966	$55.05		$0.15	-0.014	81.8%	43	1.5k
Call · $220 In the money Last $55.05 Breakeven $275.05 Implied vol 99.1% Delta 0.966 ≈97% ITM Gamma 0.002 Theta -0.238 Vega 0.032 Open interest 2 Model this call Put · $220 Last $0.15 Breakeven $219.85 Implied vol 81.8% Delta -0.014 ≈1% ITM Gamma 0.001 Theta -0.086 Vega 0.016 Open interest 1.5k Model this put
0	—	94.7%	0.965	—		$2.00	-0.033	93.2%	10	5
Call · $222.5 In the money Last — Breakeven — Implied vol 94.7% Delta 0.965 ≈96% ITM Gamma 0.002 Theta -0.235 Vega 0.032 Open interest 0 Model this call Put · $222.5 Last $2.00 Breakeven $220.50 Implied vol 93.2% Delta -0.033 ≈3% ITM Gamma 0.002 Theta -0.203 Vega 0.032 Open interest 5 Model this put
6	1	90.3%	0.963	$48.65		$0.18	-0.021	79%	2	174
Call · $225 In the money Last $48.65 Breakeven $273.65 Implied vol 90.3% Delta 0.963 ≈96% ITM Gamma 0.003 Theta -0.232 Vega 0.032 Open interest 6 Model this call Put · $225 Last $0.18 Breakeven $224.82 Implied vol 79% Delta -0.021 ≈2% ITM Gamma 0.002 Theta -0.117 Vega 0.016 Open interest 174 Model this put
1	1	86%	0.962	$33.00		$0.18	-0.025	78.4%	13	15
Call · $227.5 In the money Last $33.00 Breakeven $260.50 Implied vol 86% Delta 0.962 ≈96% ITM Gamma 0.003 Theta -0.229 Vega 0.032 Open interest 1 Model this call Put · $227.5 Last $0.18 Breakeven $227.32 Implied vol 78.4% Delta -0.025 ≈3% ITM Gamma 0.002 Theta -0.138 Vega 0.016 Open interest 15 Model this put
19	3	83.3%	0.957	$46.29		$0.15	-0.023	71.6%	28	160
Call · $230 In the money Last $46.29 Breakeven $276.29 Implied vol 83.3% Delta 0.957 ≈96% ITM Gamma 0.003 Theta -0.242 Vega 0.032 Open interest 19 Model this call Put · $230 Last $0.15 Breakeven $229.85 Implied vol 71.6% Delta -0.023 ≈2% ITM Gamma 0.002 Theta -0.115 Vega 0.016 Open interest 160 Model this put
0	—	79%	0.955	—		$0.40	-0.038	75.5%	2	17
Call · $232.5 In the money Last — Breakeven — Implied vol 79% Delta 0.955 ≈96% ITM Gamma 0.003 Theta -0.239 Vega 0.032 Open interest 0 Model this call Put · $232.5 Last $0.40 Breakeven $232.10 Implied vol 75.5% Delta -0.038 ≈4% ITM Gamma 0.003 Theta -0.183 Vega 0.032 Open interest 17 Model this put
31	3	74.8%	0.953	$43.20		$0.20	-0.027	65.9%	21	207
Call · $235 In the money Last $43.20 Breakeven $278.20 Implied vol 74.8% Delta 0.953 ≈95% ITM Gamma 0.004 Theta -0.235 Vega 0.033 Open interest 31 Model this call Put · $235 Last $0.20 Breakeven $234.80 Implied vol 65.9% Delta -0.027 ≈3% ITM Gamma 0.003 Theta -0.124 Vega 0.016 Open interest 207 Model this put
0	—	72.2%	0.947	—		$0.20	-0.055	73.4%	19	5
Call · $237.5 In the money Last — Breakeven — Implied vol 72.2% Delta 0.947 ≈95% ITM Gamma 0.004 Theta -0.248 Vega 0.033 Open interest 0 Model this call Put · $237.5 Last $0.20 Breakeven $237.30 Implied vol 73.4% Delta -0.055 ≈5% ITM Gamma 0.004 Theta -0.242 Vega 0.033 Open interest 5 Model this put
39	1	68.1%	0.945	$37.50		$0.50	-0.07	74.1%	9	465
Call · $240 In the money Last $37.50 Breakeven $277.50 Implied vol 68.1% Delta 0.945 ≈94% ITM Gamma 0.005 Theta -0.245 Vega 0.033 Open interest 39 Model this call Put · $240 Last $0.50 Breakeven $239.50 Implied vol 74.1% Delta -0.07 ≈7% ITM Gamma 0.005 Theta -0.296 Vega 0.057 Open interest 465 Model this put
0	—	67.4%	0.932	—		$1.13	-0.055	62.3%	1	17
Call · $242.5 In the money Last — Breakeven — Implied vol 67.4% Delta 0.932 ≈93% ITM Gamma 0.006 Theta -0.282 Vega 0.057 Open interest 0 Model this call Put · $242.5 Last $1.13 Breakeven $241.37 Implied vol 62.3% Delta -0.055 ≈5% ITM Gamma 0.005 Theta -0.204 Vega 0.033 Open interest 17 Model this put
196	1	65.3%	0.919	$29.75		$0.58	-0.06	59.1%	36	110
Call · $245 In the money Last $29.75 Breakeven $274.75 Implied vol 65.3% Delta 0.919 ≈92% ITM Gamma 0.007 Theta -0.308 Vega 0.058 Open interest 196 Model this call Put · $245 Last $0.58 Breakeven $244.42 Implied vol 59.1% Delta -0.06 ≈6% ITM Gamma 0.006 Theta -0.209 Vega 0.033 Open interest 110 Model this put
139	1	65.9%	0.897	$12.55		$0.57	-0.101	65.3%	60	14
Call · $247.5 In the money Last $12.55 Breakeven $260.05 Implied vol 65.9% Delta 0.897 ≈90% ITM Gamma 0.008 Theta -0.368 Vega 0.058 Open interest 139 Model this call Put · $247.5 Last $0.57 Breakeven $246.93 Implied vol 65.3% Delta -0.101 ≈10% ITM Gamma 0.008 Theta -0.341 Vega 0.058 Open interest 14 Model this put
85	1	62.1%	0.888	$28.50		$0.80	-0.074	51.7%	256	206
Call · $250 In the money Last $28.50 Breakeven $278.50 Implied vol 62.1% Delta 0.888 ≈89% ITM Gamma 0.009 Theta -0.372 Vega 0.058 Open interest 85 Model this call Put · $250 Last $0.80 Breakeven $249.20 Implied vol 51.7% Delta -0.074 ≈7% ITM Gamma 0.008 Theta -0.214 Vega 0.058 Open interest 206 Model this put
99	2	59.6%	0.872	$21.80		$0.84	-0.104	52.8%	26	16
Call · $252.5 In the money Last $21.80 Breakeven $274.30 Implied vol 59.6% Delta 0.872 ≈87% ITM Gamma 0.01 Theta -0.392 Vega 0.088 Open interest 99 Model this call Put · $252.5 Last $0.84 Breakeven $251.66 Implied vol 52.8% Delta -0.104 ≈10% ITM Gamma 0.01 Theta -0.281 Vega 0.058 Open interest 16 Model this put
33	4	53.1%	0.868	$20.65		$1.20	-0.126	52%	17	134
Call · $255 In the money Last $20.65 Breakeven $275.65 Implied vol 53.1% Delta 0.868 ≈87% ITM Gamma 0.012 Theta -0.358 Vega 0.088 Open interest 33 Model this call Put · $255 Last $1.20 Breakeven $253.80 Implied vol 52% Delta -0.126 ≈13% ITM Gamma 0.012 Theta -0.322 Vega 0.088 Open interest 134 Model this put
26	2	56.8%	0.816	$19.93		$1.38	-0.142	47.5%	11	87
Call · $257.5 In the money Last $19.93 Breakeven $277.43 Implied vol 56.8% Delta 0.816 ≈82% ITM Gamma 0.014 Theta -0.466 Vega 0.089 Open interest 26 Model this call Put · $257.5 Last $1.38 Breakeven $256.12 Implied vol 47.5% Delta -0.142 ≈14% ITM Gamma 0.014 Theta -0.315 Vega 0.089 Open interest 87 Model this put
141	9	55.5%	0.787	$15.59		$2.05	-0.214	55.7%	49	40
Call · $260 In the money Last $15.59 Breakeven $275.59 Implied vol 55.5% Delta 0.787 ≈79% ITM Gamma 0.015 Theta -0.503 Vega 0.089 Open interest 141 Model this call Put · $260 Last $2.05 Breakeven $257.95 Implied vol 55.7% Delta -0.214 ≈21% ITM Gamma 0.015 Theta -0.486 Vega 0.09 Open interest 40 Model this put
38	4	53.9%	0.748	$14.55		$1.68	-0.228	48.2%	9	27
Call · $262.5 In the money Last $14.55 Breakeven $277.05 Implied vol 53.9% Delta 0.748 ≈75% ITM Gamma 0.017 Theta -0.528 Vega 0.117 Open interest 38 Model this call Put · $262.5 Last $1.68 Breakeven $260.82 Implied vol 48.2% Delta -0.228 ≈23% ITM Gamma 0.018 Theta -0.433 Vega 0.117 Open interest 27 Model this put
156	78	54.7%	0.699	$12.33		$3.35	-0.289	50.5%	27	98
Call · $265 In the money Last $12.33 Breakeven $277.33 Implied vol 54.7% Delta 0.699 ≈70% ITM Gamma 0.018 Theta -0.583 Vega 0.118 Open interest 156 Model this call Put · $265 Last $3.35 Breakeven $261.65 Implied vol 50.5% Delta -0.289 ≈29% ITM Gamma 0.02 Theta -0.507 Vega 0.118 Open interest 98 Model this put
23	28	54.7%	0.652	$10.78		$4.70	-0.344	52.6%	52	11
Call · $267.5 In the money Last $10.78 Breakeven $278.28 Implied vol 54.7% Delta 0.652 ≈65% ITM Gamma 0.02 Theta -0.623 Vega 0.136 Open interest 23 Model this call Put · $267.5 Last $4.70 Breakeven $262.80 Implied vol 52.6% Delta -0.344 ≈34% ITM Gamma 0.021 Theta -0.578 Vega 0.136 Open interest 11 Model this put
444	365	53.6%	0.601	$9.45		$5.12	-0.395	50.9%	24	43
Call · $270 In the money Last $9.45 Breakeven $279.45 Implied vol 53.6% Delta 0.601 ≈60% ITM Gamma 0.021 Theta -0.628 Vega 0.137 Open interest 444 Model this call Put · $270 Last $5.12 Breakeven $264.88 Implied vol 50.9% Delta -0.395 ≈40% ITM Gamma 0.022 Theta -0.574 Vega 0.137 Open interest 43 Model this put
170	33	47.4%	0.551	$7.85		$6.24	-0.45	49.4%	44	23
Call · $272.5 In the money Last $7.85 Breakeven $280.35 Implied vol 47.4% Delta 0.551 ≈55% ITM Gamma 0.024 Theta -0.573 Vega 0.137 Open interest 170 Model this call Put · $272.5 Last $6.24 Breakeven $266.26 Implied vol 49.4% Delta -0.45 ≈45% ITM Gamma 0.023 Theta -0.575 Vega 0.137 Open interest 23 Model this put
Underlying $274.39
216	34	52.2%	0.494	$6.53		$7.74	-0.508	50.2%	36	78
Call · $275 Last $6.53 Breakeven $281.53 Implied vol 52.2% Delta 0.494 ≈49% ITM Gamma 0.022 Theta -0.636 Vega 0.138 Open interest 216 Model this call Put · $275 In the money Last $7.74 Breakeven $267.26 Implied vol 50.2% Delta -0.508 ≈51% ITM Gamma 0.023 Theta -0.59 Vega 0.138 Open interest 78 Model this put
53	26	50%	0.437	$5.80		$9.08	-0.565	49.5%	21	1
Call · $277.5 Last $5.80 Breakeven $283.30 Implied vol 50% Delta 0.437 ≈44% ITM Gamma 0.023 Theta -0.595 Vega 0.139 Open interest 53 Model this call Put · $277.5 In the money Last $9.08 Breakeven $268.42 Implied vol 49.5% Delta -0.565 ≈57% ITM Gamma 0.023 Theta -0.567 Vega 0.139 Open interest 1 Model this put
176	105	53.2%	0.389	$4.83		$10.40	-0.621	49.8%	58	10
Call · $280 Last $4.83 Breakeven $284.83 Implied vol 53.2% Delta 0.389 ≈39% ITM Gamma 0.021 Theta -0.621 Vega 0.14 Open interest 176 Model this call Put · $280 In the money Last $10.40 Breakeven $269.60 Implied vol 49.8% Delta -0.621 ≈62% ITM Gamma 0.022 Theta -0.558 Vega 0.139 Open interest 10 Model this put
20	23	51.8%	0.336	$3.66		$9.75	-0.678	48.3%	10	0
Call · $282.5 Last $3.66 Breakeven $286.16 Implied vol 51.8% Delta 0.336 ≈34% ITM Gamma 0.02 Theta -0.571 Vega 0.123 Open interest 20 Model this call Put · $282.5 In the money Last $9.75 Breakeven $272.75 Implied vol 48.3% Delta -0.678 ≈68% ITM Gamma 0.022 Theta -0.502 Vega 0.123 Open interest 0 Model this put
235	60	50%	0.281	$2.75		$10.85	-0.726	48.8%	1	1
Call · $285 Last $2.75 Breakeven $287.75 Implied vol 50% Delta 0.281 ≈28% ITM Gamma 0.02 Theta -0.508 Vega 0.124 Open interest 235 Model this call Put · $285 In the money Last $10.85 Breakeven $274.15 Implied vol 48.8% Delta -0.726 ≈73% ITM Gamma 0.02 Theta -0.469 Vega 0.123 Open interest 1 Model this put
4	23	52.7%	0.246	$2.32		—	-0.777	47.9%	—	0
Call · $287.5 Last $2.32 Breakeven $289.82 Implied vol 52.7% Delta 0.246 ≈25% ITM Gamma 0.018 Theta -0.506 Vega 0.124 Open interest 4 Model this call Put · $287.5 In the money Last — Breakeven — Implied vol 47.9% Delta -0.777 ≈78% ITM Gamma 0.018 Theta -0.413 Vega 0.095 Open interest 0 Model this put
331	35	54.1%	0.216	$1.90		$13.50	-0.819	47.2%	5	17
Call · $290 Last $1.90 Breakeven $291.90 Implied vol 54.1% Delta 0.216 ≈22% ITM Gamma 0.016 Theta -0.479 Vega 0.095 Open interest 331 Model this call Put · $290 In the money Last $13.50 Breakeven $276.50 Implied vol 47.2% Delta -0.819 ≈82% ITM Gamma 0.016 Theta -0.353 Vega 0.095 Open interest 17 Model this put
13	25	52.1%	0.172	$1.60		—	-0.844	49.7%	—	0
Call · $292.5 Last $1.60 Breakeven $294.10 Implied vol 52.1% Delta 0.172 ≈17% ITM Gamma 0.014 Theta -0.398 Vega 0.096 Open interest 13 Model this call Put · $292.5 In the money Last — Breakeven — Implied vol 49.7% Delta -0.844 ≈84% ITM Gamma 0.014 Theta -0.339 Vega 0.095 Open interest 0 Model this put
77	14	56.9%	0.163	$1.86		$30.88	-0.866	51.6%	1	1
Call · $295 Last $1.86 Breakeven $296.86 Implied vol 56.9% Delta 0.163 ≈16% ITM Gamma 0.013 Theta -0.421 Vega 0.096 Open interest 77 Model this call Put · $295 In the money Last $30.88 Breakeven $264.12 Implied vol 51.6% Delta -0.866 ≈87% ITM Gamma 0.012 Theta -0.319 Vega 0.064 Open interest 1 Model this put
25	4	56.8%	0.134	$0.91		—	-0.898	49.9%	—	0
Call · $297.5 Last $0.91 Breakeven $298.41 Implied vol 56.8% Delta 0.134 ≈13% ITM Gamma 0.011 Theta -0.37 Vega 0.065 Open interest 25 Model this call Put · $297.5 In the money Last — Breakeven — Implied vol 49.9% Delta -0.898 ≈90% ITM Gamma 0.011 Theta -0.246 Vega 0.064 Open interest 0 Model this put
902	82	55.8%	0.108	$0.83		$25.10	-0.934	47.5%	10	9
Call · $300 Last $0.83 Breakeven $300.83 Implied vol 55.8% Delta 0.108 ≈11% ITM Gamma 0.01 Theta -0.309 Vega 0.065 Open interest 902 Model this call Put · $300 In the money Last $25.10 Breakeven $274.90 Implied vol 47.5% Delta -0.934 ≈93% ITM Gamma 0.008 Theta -0.167 Vega 0.037 Open interest 9 Model this put
2	2	65.6%	0.126	$1.00		—	-0.948	47.9%	—	0
Call · $302.5 Last $1.00 Breakeven $303.50 Implied vol 65.6% Delta 0.126 ≈13% ITM Gamma 0.009 Theta -0.408 Vega 0.065 Open interest 2 Model this call Put · $302.5 In the money Last — Breakeven — Implied vol 47.9% Delta -0.948 ≈95% ITM Gamma 0.007 Theta -0.137 Vega 0.036 Open interest 0 Model this put
43	26	52.5%	0.058	$0.41		—	-0.983	41.3%	—	0
Call · $305 Last $0.41 Breakeven $305.41 Implied vol 52.5% Delta 0.058 ≈6% ITM Gamma 0.006 Theta -0.181 Vega 0.038 Open interest 43 Model this call Put · $305 In the money Last — Breakeven — Implied vol 41.3% Delta -0.983 ≈98% ITM Gamma 0.004 Theta -0.041 Vega 0.016 Open interest 0 Model this put
20	20	66.3%	0.092	$0.60		—	—	—	—	0
Call · $307.5 Last $0.60 Breakeven $308.10 Implied vol 66.3% Delta 0.092 ≈9% ITM Gamma 0.007 Theta -0.326 Vega 0.066 Open interest 20 Model this call Put · $307.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
84	8	54.7%	0.039	$0.35		—	—	—	—	0
Call · $310 Last $0.35 Breakeven $310.35 Implied vol 54.7% Delta 0.039 ≈4% ITM Gamma 0.004 Theta -0.138 Vega 0.038 Open interest 84 Model this call Put · $310 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
77	1	58.8%	0.032	$0.57		$45.58	—	—	1	0
Call · $315 Last $0.57 Breakeven $315.57 Implied vol 58.8% Delta 0.032 ≈3% ITM Gamma 0.004 Theta -0.125 Vega 0.019 Open interest 77 Model this call Put · $315 In the money Last $45.58 Breakeven $269.42 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
25	5	104.1%	0.133	$0.20		—	—	—	—	0
Call · $320 Last $0.20 Breakeven $320.20 Implied vol 104.1% Delta 0.133 ≈13% ITM Gamma 0.006 Theta -0.671 Vega 0.067 Open interest 25 Model this call Put · $320 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
24	6	78.2%	0.047	$0.37		$68.90	—	—	2	0
Call · $325 Last $0.37 Breakeven $325.37 Implied vol 78.2% Delta 0.047 ≈5% ITM Gamma 0.004 Theta -0.228 Vega 0.039 Open interest 24 Model this call Put · $325 In the money Last $68.90 Breakeven $256.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
44	20	71.3%	0.022	$0.10		—	—	—	—	0
Call · $330 Last $0.10 Breakeven $330.10 Implied vol 71.3% Delta 0.022 ≈2% ITM Gamma 0.002 Theta -0.109 Vega 0.02 Open interest 44 Model this call Put · $330 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	1	121.6%	0.111	$0.15		—	—	—	—	0
Call · $335 Last $0.15 Breakeven $335.15 Implied vol 121.6% Delta 0.111 ≈11% ITM Gamma 0.004 Theta -0.683 Vega 0.068 Open interest 11 Model this call Put · $335 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	3	110.8%	0.07	$0.10		—	—	—	—	0
Call · $340 Last $0.10 Breakeven $340.10 Implied vol 110.8% Delta 0.07 ≈7% ITM Gamma 0.004 Theta -0.445 Vega 0.04 Open interest 3 Model this call Put · $340 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
11	1	96.9%	0.033	$2.09		—	—	—	—	0
Call · $345 Last $2.09 Breakeven $347.09 Implied vol 96.9% Delta 0.033 ≈3% ITM Gamma 0.002 Theta -0.213 Vega 0.02 Open interest 11 Model this call Put · $345 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
82	3	104%	0.034	$0.05		—	—	—	—	0
Call · $350 Last $0.05 Breakeven $350.05 Implied vol 104% Delta 0.034 ≈3% ITM Gamma 0.002 Theta -0.237 Vega 0.02 Open interest 82 Model this call Put · $350 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
238	1	106%	0.03	$0.35		—	—	—	—	0
Call · $355 Last $0.35 Breakeven $355.35 Implied vol 106% Delta 0.03 ≈3% ITM Gamma 0.002 Theta -0.217 Vega 0.02 Open interest 238 Model this call Put · $355 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
88	2	119.5%	0.04	$0.02		—	—	—	—	0
Call · $360 Last $0.02 Breakeven $360.02 Implied vol 119.5% Delta 0.04 ≈4% ITM Gamma 0.002 Theta -0.308 Vega 0.041 Open interest 88 Model this call Put · $360 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
70	30	124.6%	0.039	$0.80		—	—	—	—	0
Call · $365 Last $0.80 Breakeven $365.80 Implied vol 124.6% Delta 0.039 ≈4% ITM Gamma 0.002 Theta -0.313 Vega 0.041 Open interest 70 Model this call Put · $365 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
79	25	98.1%	0.009	$0.80		—	—	—	—	0
Call · $370 Last $0.80 Breakeven $370.80 Implied vol 98.1% Delta 0.009 ≈1% ITM Gamma 0.001 Theta -0.068 Vega 0.009 Open interest 79 Model this call Put · $370 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 64" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1868275 CUSIP 21037T109 13F (30d) 542 filings 533 filers Visit website Investor relations