0
10
—
—
$383.15
540
$0.01
-0.002
188.7%
4
756
Call · $540
In the money
Last $383.15
Breakeven $923.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $540
Last $0.01
Breakeven $539.99
Implied vol 188.7%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.122
Vega 0.006
Open interest 756
Model this put
0
—
—
—
—
550
$0.01
0
160.1%
2
410
Call · $550
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $550
Last $0.01
Breakeven $549.99
Implied vol 160.1%
Delta 0 ≈0% ITM
Gamma 0
Theta -0.029
Vega 0.002
Open interest 410
Model this put
1
2
—
—
$374.41
560
$0.01
0
152.4%
3
608
Call · $560
In the money
Last $374.41
Breakeven $934.41
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $560
Last $0.01
Breakeven $559.99
Implied vol 152.4%
Delta 0 ≈0% ITM
Gamma 0
Theta -0.022
Vega 0.002
Open interest 608
Model this put
0
—
—
—
—
570
$0.01
-0.001
158%
36
583
Call · $570
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $570
Last $0.01
Breakeven $569.99
Implied vol 158%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.048
Vega 0.002
Open interest 583
Model this put
0
1
—
—
$344.80
580
$0.01
-0.002
164.1%
16
1.1k
Call · $580
In the money
Last $344.80
Breakeven $924.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $580
Last $0.01
Breakeven $579.99
Implied vol 164.1%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.106
Vega 0.006
Open interest 1.1k
Model this put
0
—
—
—
—
590
$0.01
-0.002
159.5%
66
682
Call · $590
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $590
Last $0.01
Breakeven $589.99
Implied vol 159.5%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.11
Vega 0.006
Open interest 682
Model this put
0
80
—
—
$323.90
600
$0.02
-0.002
152%
2
1.5k
Call · $600
In the money
Last $323.90
Breakeven $923.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $600
Last $0.02
Breakeven $599.98
Implied vol 152%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.095
Vega 0.006
Open interest 1.5k
Model this put
0
—
—
—
—
610
$0.01
-0.001
143%
417
610
Call · $610
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $610
Last $0.01
Breakeven $609.99
Implied vol 143%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.069
Vega 0.006
Open interest 610
Model this put
0
—
—
—
—
620
$0.01
-0.002
142.6%
115
927
Call · $620
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $620
Last $0.01
Breakeven $619.99
Implied vol 142.6%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.099
Vega 0.007
Open interest 927
Model this put
0
—
—
—
—
630
$0.02
0
119.8%
40
1.7k
Call · $630
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $630
Last $0.02
Breakeven $629.98
Implied vol 119.8%
Delta 0 ≈0% ITM
Gamma 0
Theta -0.022
Vega 0.002
Open interest 1.7k
Model this put
0
80
—
—
$283.90
640
$0.03
-0.001
126%
10
1.4k
Call · $640
In the money
Last $283.90
Breakeven $923.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $640
Last $0.03
Breakeven $639.97
Implied vol 126%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.052
Vega 0.007
Open interest 1.4k
Model this put
0
65
—
—
$273.90
650
$0.01
-0.001
123.5%
234
795
Call · $650
In the money
Last $273.90
Breakeven $923.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $650
Last $0.01
Breakeven $649.99
Implied vol 123.5%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.067
Vega 0.007
Open interest 795
Model this put
0
—
—
—
—
660
$0.01
-0.003
129.9%
254
878
Call · $660
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $660
Last $0.01
Breakeven $659.99
Implied vol 129.9%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.144
Vega 0.007
Open interest 878
Model this put
0
295
—
—
$253.50
670
$0.01
-0.003
121.6%
369
933
Call · $670
In the money
Last $253.50
Breakeven $923.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $670
Last $0.01
Breakeven $669.99
Implied vol 121.6%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.118
Vega 0.007
Open interest 933
Model this put
0
190
—
—
$243.95
680
$0.01
-0.005
125%
175
1k
Call · $680
In the money
Last $243.95
Breakeven $923.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $680
Last $0.01
Breakeven $679.99
Implied vol 125%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.204
Vega 0.019
Open interest 1k
Model this put
0
—
—
—
—
690
$0.01
-0.003
113.9%
89
458
Call · $690
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $690
Last $0.01
Breakeven $689.99
Implied vol 113.9%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.127
Vega 0.007
Open interest 458
Model this put
0
—
—
—
—
700
$0.03
-0.003
110.8%
36
607
Call · $700
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $700
Last $0.03
Breakeven $699.97
Implied vol 110.8%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.137
Vega 0.019
Open interest 607
Model this put
0
—
—
—
—
710
$0.02
-0.001
86.8%
32
452
Call · $710
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $710
Last $0.02
Breakeven $709.98
Implied vol 86.8%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.021
Vega 0.002
Open interest 452
Model this put
0
2
—
—
$230.08
720
$0.02
-0.005
103.2%
193
365
Call · $720
In the money
Last $230.08
Breakeven $950.08
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $720
Last $0.02
Breakeven $719.98
Implied vol 103.2%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.166
Vega 0.019
Open interest 365
Model this put
0
2
—
—
$225.08
725
$0.01
-0.003
94.2%
87
706
Call · $725
In the money
Last $225.08
Breakeven $950.08
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $725
Last $0.01
Breakeven $724.99
Implied vol 94.2%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.095
Vega 0.007
Open interest 706
Model this put
0
—
—
—
—
730
$0.01
-0.001
79.1%
316
478
Call · $730
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $730
Last $0.01
Breakeven $729.99
Implied vol 79.1%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.021
Vega 0.002
Open interest 478
Model this put
0
—
—
—
—
735
$0.03
-0.009
104.5%
171
389
Call · $735
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $735
Last $0.03
Breakeven $734.97
Implied vol 104.5%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.296
Vega 0.02
Open interest 389
Model this put
0
65
—
—
$183.85
740
$0.02
-0.003
90%
85
497
Call · $740
In the money
Last $183.85
Breakeven $923.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $740
Last $0.02
Breakeven $739.98
Implied vol 90%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.11
Vega 0.007
Open interest 497
Model this put
0
80
—
—
$178.95
745
$0.01
-0.012
104.5%
70
311
Call · $745
In the money
Last $178.95
Breakeven $923.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $745
Last $0.01
Breakeven $744.99
Implied vol 104.5%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.388
Vega 0.046
Open interest 311
Model this put
3
3
—
—
$198.13
750
$0.01
-0.002
79.6%
26
1.8k
Call · $750
In the money
Last $198.13
Breakeven $948.13
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $750
Last $0.01
Breakeven $749.99
Implied vol 79.6%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.064
Vega 0.007
Open interest 1.8k
Model this put
0
15
—
—
$162.10
760
$0.02
-0.004
82%
287
287
Call · $760
In the money
Last $162.10
Breakeven $922.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $760
Last $0.02
Breakeven $759.98
Implied vol 82%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.12
Vega 0.02
Open interest 287
Model this put
0
—
—
—
—
770
$0.02
-0.002
70.8%
91
378
Call · $770
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $770
Last $0.02
Breakeven $769.98
Implied vol 70.8%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.058
Vega 0.007
Open interest 378
Model this put
0
210
—
—
$143.95
780
$0.02
-0.002
66.2%
109
312
Call · $780
In the money
Last $143.95
Breakeven $923.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $780
Last $0.02
Breakeven $779.98
Implied vol 66.2%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.052
Vega 0.007
Open interest 312
Model this put
0
—
—
—
—
785
$0.09
-0.001
59.1%
75
423
Call · $785
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $785
Last $0.09
Breakeven $784.91
Implied vol 59.1%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.02
Vega 0.002
Open interest 423
Model this put
0
10
—
—
$133.90
790
$0.03
-0.001
58.9%
218
117
Call · $790
In the money
Last $133.90
Breakeven $923.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $790
Last $0.03
Breakeven $789.97
Implied vol 58.9%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.026
Vega 0.007
Open interest 117
Model this put
0
—
—
—
—
795
$0.02
-0.006
67.3%
101
114
Call · $795
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $795
Last $0.02
Breakeven $794.98
Implied vol 67.3%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.127
Vega 0.02
Open interest 114
Model this put
0
—
—
—
—
800
$0.03
-0.008
68.9%
222
778
Call · $800
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $800
Last $0.03
Breakeven $799.97
Implied vol 68.9%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.186
Vega 0.02
Open interest 778
Model this put
0
—
—
—
—
805
$0.11
-0.005
62.3%
171
244
Call · $805
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $805
Last $0.11
Breakeven $804.89
Implied vol 62.3%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.113
Vega 0.02
Open interest 244
Model this put
0
150
—
—
$113.50
810
$0.14
-0.003
56%
7
126
Call · $810
In the money
Last $113.50
Breakeven $923.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $810
Last $0.14
Breakeven $809.86
Implied vol 56%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.061
Vega 0.007
Open interest 126
Model this put
0
—
—
—
—
815
$0.10
-0.002
50.1%
400
84
Call · $815
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $815
Last $0.10
Breakeven $814.90
Implied vol 50.1%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.031
Vega 0.007
Open interest 84
Model this put
3
80
—
—
$103.50
820
$0.03
-0.005
55.3%
39
244
Call · $820
In the money
Last $103.50
Breakeven $923.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $820
Last $0.03
Breakeven $819.97
Implied vol 55.3%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.099
Vega 0.021
Open interest 244
Model this put
0
—
—
—
—
825
$0.05
-0.005
52.2%
84
163
Call · $825
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $825
Last $0.05
Breakeven $824.95
Implied vol 52.2%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.082
Vega 0.021
Open interest 163
Model this put
0
—
—
—
—
830
$0.05
-0.004
49.2%
53
108
Call · $830
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $830
Last $0.05
Breakeven $829.95
Implied vol 49.2%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.066
Vega 0.021
Open interest 108
Model this put
0
2
—
—
$109.55
835
$0.05
-0.004
47.6%
267
213
Call · $835
In the money
Last $109.55
Breakeven $944.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $835
Last $0.05
Breakeven $834.95
Implied vol 47.6%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.073
Vega 0.021
Open interest 213
Model this put
0
2
—
—
$89.70
840
$0.05
-0.004
44.8%
71
262
Call · $840
In the money
Last $89.70
Breakeven $929.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $840
Last $0.05
Breakeven $839.95
Implied vol 44.8%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.06
Vega 0.021
Open interest 262
Model this put
0
1
—
—
$82.62
845
$0.19
-0.036
62.7%
17
289
Call · $845
In the money
Last $82.62
Breakeven $927.62
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $845
Last $0.19
Breakeven $844.81
Implied vol 62.7%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -0.598
Vega 0.098
Open interest 289
Model this put
0
8
—
—
$78.70
850
$0.10
-0.006
42.2%
222
307
Call · $850
In the money
Last $78.70
Breakeven $928.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $850
Last $0.10
Breakeven $849.90
Implied vol 42.2%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.083
Vega 0.021
Open interest 307
Model this put
0
1
—
—
$99.00
855
$0.05
-0.005
39.8%
16
45
Call · $855
In the money
Last $99.00
Breakeven $954.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $855
Last $0.05
Breakeven $854.95
Implied vol 39.8%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.074
Vega 0.021
Open interest 45
Model this put
0
—
—
—
—
860
$0.08
-0.006
37.8%
156
149
Call · $860
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $860
Last $0.08
Breakeven $859.92
Implied vol 37.8%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.073
Vega 0.021
Open interest 149
Model this put
1
1
—
—
$74.00
865
$0.09
-0.018
42.5%
39
114
Call · $865
In the money
Last $74.00
Breakeven $939.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $865
Last $0.09
Breakeven $864.91
Implied vol 42.5%
Delta -0.018 ≈2% ITM
Gamma 0.001
Theta -0.219
Vega 0.049
Open interest 114
Model this put
16
10
—
—
$75.72
870
$0.11
-0.013
38.3%
84
195
Call · $870
In the money
Last $75.72
Breakeven $945.72
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $870
Last $0.11
Breakeven $869.89
Implied vol 38.3%
Delta -0.013 ≈1% ITM
Gamma 0.001
Theta -0.156
Vega 0.049
Open interest 195
Model this put
22
6
—
—
$50.50
875
$0.28
-0.009
33.3%
62
239
Call · $875
In the money
Last $50.50
Breakeven $925.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 22
Model this call
Put · $875
Last $0.28
Breakeven $874.72
Implied vol 33.3%
Delta -0.009 ≈1% ITM
Gamma 0.001
Theta -0.095
Vega 0.021
Open interest 239
Model this put
7
3
—
—
$68.36
880
$0.13
-0.011
32.7%
90
560
Call · $880
In the money
Last $68.36
Breakeven $948.36
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $880
Last $0.13
Breakeven $879.87
Implied vol 32.7%
Delta -0.011 ≈1% ITM
Gamma 0.001
Theta -0.118
Vega 0.049
Open interest 560
Model this put
1
1
—
—
$75.48
885
$0.21
-0.02
32.9%
48
152
Call · $885
In the money
Last $75.48
Breakeven $960.48
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $885
Last $0.21
Breakeven $884.79
Implied vol 32.9%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -0.188
Vega 0.05
Open interest 152
Model this put
6
1
—
—
$34.13
890
$0.22
-0.017
29.5%
67
385
Call · $890
In the money
Last $34.13
Breakeven $924.13
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $890
Last $0.22
Breakeven $889.78
Implied vol 29.5%
Delta -0.017 ≈2% ITM
Gamma 0.001
Theta -0.149
Vega 0.05
Open interest 385
Model this put
1
1
—
—
$40.60
895
$0.31
-0.025
29.4%
23
262
Call · $895
In the money
Last $40.60
Breakeven $935.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $895
Last $0.31
Breakeven $894.69
Implied vol 29.4%
Delta -0.025 ≈3% ITM
Gamma 0.002
Theta -0.207
Vega 0.05
Open interest 262
Model this put
70
21
—
—
$50.00
900
$0.40
-0.033
28.5%
194
478
Call · $900
In the money
Last $50.00
Breakeven $950.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 70
Model this call
Put · $900
Last $0.40
Breakeven $899.60
Implied vol 28.5%
Delta -0.033 ≈3% ITM
Gamma 0.003
Theta -0.251
Vega 0.1
Open interest 478
Model this put
10
3
—
—
$21.90
905
$0.65
-0.044
27.3%
88
252
Call · $905
In the money
Last $21.90
Breakeven $926.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this call
Put · $905
Last $0.65
Breakeven $904.35
Implied vol 27.3%
Delta -0.044 ≈4% ITM
Gamma 0.003
Theta -0.301
Vega 0.101
Open interest 252
Model this put
187
16
—
—
$37.02
910
$0.80
-0.066
28%
176
713
Call · $910
In the money
Last $37.02
Breakeven $947.02
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 187
Model this call
Put · $910
Last $0.80
Breakeven $909.20
Implied vol 28%
Delta -0.066 ≈7% ITM
Gamma 0.005
Theta -0.436
Vega 0.175
Open interest 713
Model this put
1
1
—
—
$23.03
912.5
$1.05
-0.075
27.2%
21
28
Call · $912.5
In the money
Last $23.03
Breakeven $935.53
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $912.5
Last $1.05
Breakeven $911.45
Implied vol 27.2%
Delta -0.075 ≈8% ITM
Gamma 0.005
Theta -0.465
Vega 0.175
Open interest 28
Model this put
107
1
18.6%
0.975
$42.00
915
$1.17
-0.086
26.7%
81
275
Call · $915
In the money
Last $42.00
Breakeven $957.00
Implied vol 18.6%
Delta 0.975 ≈97% ITM
Gamma 0.003
Theta -0.202
Vega 0.05
Open interest 107
Model this call
Put · $915
Last $1.17
Breakeven $913.83
Implied vol 26.7%
Delta -0.086 ≈9% ITM
Gamma 0.006
Theta -0.501
Vega 0.175
Open interest 275
Model this put
39
1
—
—
$39.25
917.5
$1.83
-0.113
28%
13
19
Call · $917.5
In the money
Last $39.25
Breakeven $956.75
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 39
Model this call
Put · $917.5
Last $1.83
Breakeven $915.67
Implied vol 28%
Delta -0.113 ≈11% ITM
Gamma 0.007
Theta -0.643
Vega 0.176
Open interest 19
Model this put
147
28
19.6%
0.945
$29.67
920
$1.81
-0.122
27.1%
105
728
Call · $920
In the money
Last $29.67
Breakeven $949.67
Implied vol 19.6%
Delta 0.945 ≈94% ITM
Gamma 0.006
Theta -0.334
Vega 0.101
Open interest 147
Model this call
Put · $920
Last $1.81
Breakeven $918.19
Implied vol 27.1%
Delta -0.122 ≈12% ITM
Gamma 0.007
Theta -0.663
Vega 0.176
Open interest 728
Model this put
51
2
17.6%
0.948
$34.67
922.5
$1.58
-0.143
27.1%
15
118
Call · $922.5
In the money
Last $34.67
Breakeven $957.17
Implied vol 17.6%
Delta 0.948 ≈95% ITM
Gamma 0.006
Theta -0.296
Vega 0.101
Open interest 51
Model this call
Put · $922.5
Last $1.58
Breakeven $920.92
Implied vol 27.1%
Delta -0.143 ≈14% ITM
Gamma 0.008
Theta -0.733
Vega 0.265
Open interest 118
Model this put
122
38
23%
0.875
$25.59
925
$2.57
-0.163
26.6%
46
151
Call · $925
In the money
Last $25.59
Breakeven $950.59
Implied vol 23%
Delta 0.875 ≈88% ITM
Gamma 0.009
Theta -0.644
Vega 0.176
Open interest 122
Model this call
Put · $925
Last $2.57
Breakeven $922.43
Implied vol 26.6%
Delta -0.163 ≈16% ITM
Gamma 0.009
Theta -0.782
Vega 0.265
Open interest 151
Model this put
26
7
23.4%
0.844
$23.83
927.5
$3.04
-0.189
26.9%
20
41
Call · $927.5
In the money
Last $23.83
Breakeven $951.33
Implied vol 23.4%
Delta 0.844 ≈84% ITM
Gamma 0.01
Theta -0.738
Vega 0.265
Open interest 26
Model this call
Put · $927.5
Last $3.04
Breakeven $924.46
Implied vol 26.9%
Delta -0.189 ≈19% ITM
Gamma 0.01
Theta -0.869
Vega 0.266
Open interest 41
Model this put
276
15
22%
0.831
$24.00
930
$3.00
-0.218
27.6%
173
736
Call · $930
In the money
Last $24.00
Breakeven $954.00
Implied vol 22%
Delta 0.831 ≈83% ITM
Gamma 0.011
Theta -0.734
Vega 0.266
Open interest 276
Model this call
Put · $930
Last $3.00
Breakeven $927.00
Implied vol 27.6%
Delta -0.218 ≈22% ITM
Gamma 0.011
Theta -0.987
Vega 0.268
Open interest 736
Model this put
47
3
23.5%
0.788
$20.50
932.5
$4.50
-0.241
26.8%
16
35
Call · $932.5
In the money
Last $20.50
Breakeven $953.00
Implied vol 23.5%
Delta 0.788 ≈79% ITM
Gamma 0.012
Theta -0.894
Vega 0.267
Open interest 47
Model this call
Put · $932.5
Last $4.50
Breakeven $928.00
Implied vol 26.8%
Delta -0.241 ≈24% ITM
Gamma 0.011
Theta -1.002
Vega 0.35
Open interest 35
Model this put
302
178
22.8%
0.763
$17.67
935
$5.00
-0.269
26.3%
81
81
Call · $935
In the money
Last $17.67
Breakeven $952.67
Implied vol 22.8%
Delta 0.763 ≈76% ITM
Gamma 0.013
Theta -0.917
Vega 0.35
Open interest 302
Model this call
Put · $935
Last $5.00
Breakeven $930.00
Implied vol 26.3%
Delta -0.269 ≈27% ITM
Gamma 0.012
Theta -1.031
Vega 0.351
Open interest 81
Model this put
47
13
21.3%
0.739
$14.05
937.5
$5.92
-0.295
25.4%
34
18
Call · $937.5
In the money
Last $14.05
Breakeven $951.55
Implied vol 21.3%
Delta 0.739 ≈74% ITM
Gamma 0.015
Theta -0.897
Vega 0.35
Open interest 47
Model this call
Put · $937.5
Last $5.92
Breakeven $931.58
Implied vol 25.4%
Delta -0.295 ≈29% ITM
Gamma 0.013
Theta -1.042
Vega 0.351
Open interest 18
Model this put
745
146
22.5%
0.691
$15.47
940
$5.70
-0.328
25.4%
110
145
Call · $940
In the money
Last $15.47
Breakeven $955.47
Implied vol 22.5%
Delta 0.691 ≈69% ITM
Gamma 0.015
Theta -1.015
Vega 0.352
Open interest 745
Model this call
Put · $940
Last $5.70
Breakeven $934.30
Implied vol 25.4%
Delta -0.328 ≈33% ITM
Gamma 0.014
Theta -1.102
Vega 0.352
Open interest 145
Model this put
308
273
24.6%
0.602
$12.40
945
$7.64
-0.402
25.4%
25
104
Call · $945
In the money
Last $12.40
Breakeven $957.40
Implied vol 24.6%
Delta 0.602 ≈60% ITM
Gamma 0.015
Theta -1.196
Vega 0.404
Open interest 308
Model this call
Put · $945
Last $7.64
Breakeven $937.36
Implied vol 25.4%
Delta -0.402 ≈40% ITM
Gamma 0.015
Theta -1.165
Vega 0.405
Open interest 104
Model this put
Underlying $949.91
525
348
24.7%
0.524
$10.60
950
$9.69
-0.478
25.7%
37
84
Call · $950
Last $10.60
Breakeven $960.60
Implied vol 24.7%
Delta 0.524 ≈52% ITM
Gamma 0.016
Theta -1.247
Vega 0.407
Open interest 525
Model this call
Put · $950
In the money
Last $9.69
Breakeven $940.31
Implied vol 25.7%
Delta -0.478 ≈48% ITM
Gamma 0.015
Theta -1.223
Vega 0.407
Open interest 84
Model this put
532
193
24%
0.444
$7.10
955
$13.14
-0.551
26.4%
6
79
Call · $955
Last $7.10
Breakeven $962.10
Implied vol 24%
Delta 0.444 ≈44% ITM
Gamma 0.016
Theta -1.185
Vega 0.409
Open interest 532
Model this call
Put · $955
In the money
Last $13.14
Breakeven $941.86
Implied vol 26.4%
Delta -0.551 ≈55% ITM
Gamma 0.015
Theta -1.231
Vega 0.408
Open interest 79
Model this put
287
183
24.7%
0.369
$6.00
960
$13.92
-0.617
27.7%
11
41
Call · $960
Last $6.00
Breakeven $966.00
Implied vol 24.7%
Delta 0.369 ≈37% ITM
Gamma 0.015
Theta -1.176
Vega 0.411
Open interest 287
Model this call
Put · $960
In the money
Last $13.92
Breakeven $946.08
Implied vol 27.7%
Delta -0.617 ≈62% ITM
Gamma 0.014
Theta -1.253
Vega 0.409
Open interest 41
Model this put
289
150
24%
0.294
$4.57
965
$19.12
-0.686
27%
4
34
Call · $965
Last $4.57
Breakeven $969.57
Implied vol 24%
Delta 0.294 ≈29% ITM
Gamma 0.014
Theta -1.025
Vega 0.361
Open interest 289
Model this call
Put · $965
In the money
Last $19.12
Breakeven $945.88
Implied vol 27%
Delta -0.686 ≈69% ITM
Gamma 0.013
Theta -1.117
Vega 0.36
Open interest 34
Model this put
738
210
24.6%
0.232
$3.50
970
$22.00
-0.743
27.6%
1
67
Call · $970
Last $3.50
Breakeven $973.50
Implied vol 24.6%
Delta 0.232 ≈23% ITM
Gamma 0.012
Theta -0.939
Vega 0.278
Open interest 738
Model this call
Put · $970
In the money
Last $22.00
Breakeven $948.00
Implied vol 27.6%
Delta -0.743 ≈74% ITM
Gamma 0.012
Theta -1.038
Vega 0.36
Open interest 67
Model this put
434
259
24.1%
0.174
$2.33
975
$31.61
-0.769
31%
2
26
Call · $975
Last $2.33
Breakeven $977.33
Implied vol 24.1%
Delta 0.174 ≈17% ITM
Gamma 0.01
Theta -0.762
Vega 0.279
Open interest 434
Model this call
Put · $975
In the money
Last $31.61
Breakeven $943.39
Implied vol 31%
Delta -0.769 ≈77% ITM
Gamma 0.01
Theta -1.109
Vega 0.277
Open interest 26
Model this put
384
253
24.2%
0.128
$1.80
980
$45.89
-0.81
31%
2
57
Call · $980
Last $1.80
Breakeven $981.80
Implied vol 24.2%
Delta 0.128 ≈13% ITM
Gamma 0.009
Theta -0.627
Vega 0.187
Open interest 384
Model this call
Put · $980
In the money
Last $45.89
Breakeven $934.11
Implied vol 31%
Delta -0.81 ≈81% ITM
Gamma 0.009
Theta -0.969
Vega 0.278
Open interest 57
Model this put
96
128
24.9%
0.1
$1.27
985
$64.53
-0.839
32.4%
25
15
Call · $985
Last $1.27
Breakeven $986.27
Implied vol 24.9%
Delta 0.1 ≈10% ITM
Gamma 0.007
Theta -0.535
Vega 0.188
Open interest 96
Model this call
Put · $985
In the money
Last $64.53
Breakeven $920.47
Implied vol 32.4%
Delta -0.839 ≈84% ITM
Gamma 0.008
Theta -0.91
Vega 0.277
Open interest 15
Model this put
383
197
25.7%
0.074
$0.84
990
$43.35
-0.856
34.9%
10
35
Call · $990
Last $0.84
Breakeven $990.84
Implied vol 25.7%
Delta 0.074 ≈7% ITM
Gamma 0.005
Theta -0.446
Vega 0.189
Open interest 383
Model this call
Put · $990
In the money
Last $43.35
Breakeven $946.65
Implied vol 34.9%
Delta -0.856 ≈86% ITM
Gamma 0.007
Theta -0.916
Vega 0.274
Open interest 35
Model this put
37
55
24.8%
0.047
$0.50
995
$53.78
-0.894
33.3%
5
11
Call · $995
Last $0.50
Breakeven $995.50
Implied vol 24.8%
Delta 0.047 ≈5% ITM
Gamma 0.004
Theta -0.297
Vega 0.11
Open interest 37
Model this call
Put · $995
In the money
Last $53.78
Breakeven $941.22
Implied vol 33.3%
Delta -0.894 ≈89% ITM
Gamma 0.006
Theta -0.688
Vega 0.185
Open interest 11
Model this put
523
329
27%
0.044
$0.53
1000
$81.50
-0.892
37.3%
3
0
Call · $1000
Last $0.53
Breakeven $1,000.53
Implied vol 27%
Delta 0.044 ≈4% ITM
Gamma 0.003
Theta -0.305
Vega 0.11
Open interest 523
Model this call
Put · $1000
In the money
Last $81.50
Breakeven $918.50
Implied vol 37.3%
Delta -0.892 ≈89% ITM
Gamma 0.005
Theta -0.788
Vega 0.186
Open interest 0
Model this put
200
30
26.4%
0.027
$0.40
1005
$69.73
-0.922
36.2%
5
5
Call · $1005
Last $0.40
Breakeven $1,005.40
Implied vol 26.4%
Delta 0.027 ≈3% ITM
Gamma 0.002
Theta -0.199
Vega 0.055
Open interest 200
Model this call
Put · $1005
In the money
Last $69.73
Breakeven $935.27
Implied vol 36.2%
Delta -0.922 ≈92% ITM
Gamma 0.004
Theta -0.593
Vega 0.183
Open interest 5
Model this put
266
51
27.4%
0.021
$0.32
1010
$75.55
-0.918
40.1%
6
1
Call · $1010
Last $0.32
Breakeven $1,010.32
Implied vol 27.4%
Delta 0.021 ≈2% ITM
Gamma 0.002
Theta -0.168
Vega 0.055
Open interest 266
Model this call
Put · $1010
In the money
Last $75.55
Breakeven $934.45
Implied vol 40.1%
Delta -0.918 ≈92% ITM
Gamma 0.004
Theta -0.686
Vega 0.184
Open interest 1
Model this put
169
175
29.9%
0.022
$0.17
1015
$49.18
-0.925
42.2%
1
0
Call · $1015
Last $0.17
Breakeven $1,015.17
Implied vol 29.9%
Delta 0.022 ≈2% ITM
Gamma 0.002
Theta -0.192
Vega 0.055
Open interest 169
Model this call
Put · $1015
In the money
Last $49.18
Breakeven $965.82
Implied vol 42.2%
Delta -0.925 ≈92% ITM
Gamma 0.003
Theta -0.682
Vega 0.182
Open interest 0
Model this put
126
108
30.2%
0.015
$0.28
1020
$76.95
-0.914
47.1%
2
0
Call · $1020
Last $0.28
Breakeven $1,020.28
Implied vol 30.2%
Delta 0.015 ≈2% ITM
Gamma 0.001
Theta -0.14
Vega 0.056
Open interest 126
Model this call
Put · $1020
In the money
Last $76.95
Breakeven $943.05
Implied vol 47.1%
Delta -0.914 ≈91% ITM
Gamma 0.003
Theta -0.84
Vega 0.186
Open interest 0
Model this put
96
13
36%
0.027
$0.16
1025
$90.00
-0.925
48.3%
2
0
Call · $1025
Last $0.16
Breakeven $1,025.16
Implied vol 36%
Delta 0.027 ≈3% ITM
Gamma 0.002
Theta -0.276
Vega 0.055
Open interest 96
Model this call
Put · $1025
In the money
Last $90.00
Breakeven $935.00
Implied vol 48.3%
Delta -0.925 ≈93% ITM
Gamma 0.003
Theta -0.779
Vega 0.183
Open interest 0
Model this put
164
50
31.8%
0.01
$0.08
1030
$115.45
-0.925
51.3%
1
0
Call · $1030
Last $0.08
Breakeven $1,030.08
Implied vol 31.8%
Delta 0.01 ≈1% ITM
Gamma 0.001
Theta -0.1
Vega 0.024
Open interest 164
Model this call
Put · $1030
In the money
Last $115.45
Breakeven $914.55
Implied vol 51.3%
Delta -0.925 ≈93% ITM
Gamma 0.003
Theta -0.832
Vega 0.183
Open interest 0
Model this put
146
39
33%
0.009
$0.22
1035
$99.45
-0.936
51.4%
2
0
Call · $1035
Last $0.22
Breakeven $1,035.22
Implied vol 33%
Delta 0.009 ≈1% ITM
Gamma 0.001
Theta -0.093
Vega 0.024
Open interest 146
Model this call
Put · $1035
In the money
Last $99.45
Breakeven $935.55
Implied vol 51.4%
Delta -0.936 ≈94% ITM
Gamma 0.002
Theta -0.732
Vega 0.109
Open interest 0
Model this put
312
112
32.5%
0.005
$0.08
1040
$92.63
-0.93
56.3%
22
0
Call · $1040
Last $0.08
Breakeven $1,040.08
Implied vol 32.5%
Delta 0.005 ≈0% ITM
Gamma 0
Theta -0.054
Vega 0.024
Open interest 312
Model this call
Put · $1040
In the money
Last $92.63
Breakeven $947.37
Implied vol 56.3%
Delta -0.93 ≈93% ITM
Gamma 0.002
Theta -0.874
Vega 0.11
Open interest 0
Model this put
140
172
34.6%
0.005
$0.05
1045
—
-0.94
55.7%
—
0
Call · $1045
Last $0.05
Breakeven $1,045.05
Implied vol 34.6%
Delta 0.005 ≈1% ITM
Gamma 0
Theta -0.063
Vega 0.024
Open interest 140
Model this call
Put · $1045
In the money
Last —
Breakeven —
Implied vol 55.7%
Delta -0.94 ≈94% ITM
Gamma 0.002
Theta -0.747
Vega 0.109
Open interest 0
Model this put
220
81
34.6%
0.004
$0.04
1050
—
-0.945
56.9%
—
0
Call · $1050
Last $0.04
Breakeven $1,050.04
Implied vol 34.6%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.045
Vega 0.009
Open interest 220
Model this call
Put · $1050
In the money
Last —
Breakeven —
Implied vol 56.9%
Delta -0.945 ≈95% ITM
Gamma 0.002
Theta -0.71
Vega 0.109
Open interest 0
Model this put
131
14
38.4%
0.006
$0.14
1055
—
-0.935
63.1%
—
0
Call · $1055
Last $0.14
Breakeven $1,055.14
Implied vol 38.4%
Delta 0.006 ≈1% ITM
Gamma 0
Theta -0.076
Vega 0.024
Open interest 131
Model this call
Put · $1055
In the money
Last —
Breakeven —
Implied vol 63.1%
Delta -0.935 ≈93% ITM
Gamma 0.002
Theta -0.92
Vega 0.11
Open interest 0
Model this put
149
75
50.9%
0.025
$0.08
1060
$111.95
-0.938
64.7%
1
0
Call · $1060
Last $0.08
Breakeven $1,060.08
Implied vol 50.9%
Delta 0.025 ≈3% ITM
Gamma 0.001
Theta -0.361
Vega 0.056
Open interest 149
Model this call
Put · $1060
In the money
Last $111.95
Breakeven $948.05
Implied vol 64.7%
Delta -0.938 ≈94% ITM
Gamma 0.002
Theta -0.906
Vega 0.11
Open interest 0
Model this put
113
24
55.9%
0.031
$0.01
1065
—
-0.937
67.9%
—
0
Call · $1065
Last $0.01
Breakeven $1,065.01
Implied vol 55.9%
Delta 0.031 ≈3% ITM
Gamma 0.001
Theta -0.473
Vega 0.056
Open interest 113
Model this call
Put · $1065
In the money
Last —
Breakeven —
Implied vol 67.9%
Delta -0.937 ≈94% ITM
Gamma 0.002
Theta -0.97
Vega 0.111
Open interest 0
Model this put
113
43
51.4%
0.017
$0.13
1070
—
-0.938
70.2%
—
0
Call · $1070
Last $0.13
Breakeven $1,070.13
Implied vol 51.4%
Delta 0.017 ≈2% ITM
Gamma 0.001
Theta -0.26
Vega 0.056
Open interest 113
Model this call
Put · $1070
In the money
Last —
Breakeven —
Implied vol 70.2%
Delta -0.938 ≈94% ITM
Gamma 0.002
Theta -0.989
Vega 0.111
Open interest 0
Model this put
139
24
45.2%
0.006
$0.08
1075
—
-0.942
71.4%
—
0
Call · $1075
Last $0.08
Breakeven $1,075.08
Implied vol 45.2%
Delta 0.006 ≈1% ITM
Gamma 0
Theta -0.087
Vega 0.024
Open interest 139
Model this call
Put · $1075
In the money
Last —
Breakeven —
Implied vol 71.4%
Delta -0.942 ≈94% ITM
Gamma 0.002
Theta -0.952
Vega 0.111
Open interest 0
Model this put
242
18
48.6%
0.008
$0.12
1080
—
-0.946
72.1%
—
0
Call · $1080
Last $0.12
Breakeven $1,080.12
Implied vol 48.6%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -0.124
Vega 0.024
Open interest 242
Model this call
Put · $1080
In the money
Last —
Breakeven —
Implied vol 72.1%
Delta -0.946 ≈95% ITM
Gamma 0.002
Theta -0.892
Vega 0.111
Open interest 0
Model this put
169
39
45.6%
0.003
$0.11
1085
—
-0.952
72.3%
—
0
Call · $1085
Last $0.11
Breakeven $1,085.11
Implied vol 45.6%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.056
Vega 0.009
Open interest 169
Model this call
Put · $1085
In the money
Last —
Breakeven —
Implied vol 72.3%
Delta -0.952 ≈95% ITM
Gamma 0.001
Theta -0.81
Vega 0.11
Open interest 0
Model this put
63
60
47%
0.003
$0.03
1090
—
-0.947
77%
—
0
Call · $1090
Last $0.03
Breakeven $1,090.03
Implied vol 47%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.057
Vega 0.009
Open interest 63
Model this call
Put · $1090
In the money
Last —
Breakeven —
Implied vol 77%
Delta -0.947 ≈95% ITM
Gamma 0.001
Theta -0.953
Vega 0.111
Open interest 0
Model this put
509
63
46.1%
0.002
$0.02
1095
—
-0.953
77%
—
0
Call · $1095
Last $0.02
Breakeven $1,095.02
Implied vol 46.1%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.036
Vega 0.009
Open interest 509
Model this call
Put · $1095
In the money
Last —
Breakeven —
Implied vol 77%
Delta -0.953 ≈95% ITM
Gamma 0.001
Theta -0.859
Vega 0.111
Open interest 0
Model this put
390
35
52%
0.004
$0.05
1100
—
-0.915
95.8%
—
0
Call · $1100
Last $0.05
Breakeven $1,100.05
Implied vol 52%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.077
Vega 0.009
Open interest 390
Model this call
Put · $1100
In the money
Last —
Breakeven —
Implied vol 95.8%
Delta -0.915 ≈91% ITM
Gamma 0.002
Theta -1.754
Vega 0.193
Open interest 0
Model this put
77
12
51.6%
0.003
$0.09
1105
—
-0.956
80.6%
—
0
Call · $1105
Last $0.09
Breakeven $1,105.09
Implied vol 51.6%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.062
Vega 0.009
Open interest 77
Model this call
Put · $1105
In the money
Last —
Breakeven —
Implied vol 80.6%
Delta -0.956 ≈96% ITM
Gamma 0.001
Theta -0.852
Vega 0.111
Open interest 0
Model this put
207
292
53%
0.003
$0.05
1110
—
-0.956
83%
—
0
Call · $1110
Last $0.05
Breakeven $1,110.05
Implied vol 53%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.062
Vega 0.009
Open interest 207
Model this call
Put · $1110
In the money
Last —
Breakeven —
Implied vol 83%
Delta -0.956 ≈96% ITM
Gamma 0.001
Theta -0.883
Vega 0.112
Open interest 0
Model this put
267
21
52.7%
0.002
$0.06
1115
$162.70
-0.958
84.6%
2
0
Call · $1115
Last $0.06
Breakeven $1,115.06
Implied vol 52.7%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.047
Vega 0.009
Open interest 267
Model this call
Put · $1115
In the money
Last $162.70
Breakeven $952.30
Implied vol 84.6%
Delta -0.958 ≈96% ITM
Gamma 0.001
Theta -0.868
Vega 0.111
Open interest 0
Model this put
210
288
52.9%
0.002
$0.10
1120
—
-0.957
87%
—
0
Call · $1120
Last $0.10
Breakeven $1,120.10
Implied vol 52.9%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.037
Vega 0.009
Open interest 210
Model this call
Put · $1120
In the money
Last —
Breakeven —
Implied vol 87%
Delta -0.957 ≈96% ITM
Gamma 0.001
Theta -0.898
Vega 0.112
Open interest 0
Model this put
246
53
55.9%
0.003
$0.02
1125
—
-0.962
87.2%
—
0
Call · $1125
Last $0.02
Breakeven $1,125.02
Implied vol 55.9%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.053
Vega 0.009
Open interest 246
Model this call
Put · $1125
In the money
Last —
Breakeven —
Implied vol 87.2%
Delta -0.962 ≈96% ITM
Gamma 0.001
Theta -0.813
Vega 0.11
Open interest 0
Model this put
203
1
58.4%
0.003
$0.11
1130
—
-0.968
86.7%
—
0
Call · $1130
Last $0.11
Breakeven $1,130.11
Implied vol 58.4%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.063
Vega 0.009
Open interest 203
Model this call
Put · $1130
In the money
Last —
Breakeven —
Implied vol 86.7%
Delta -0.968 ≈97% ITM
Gamma 0.001
Theta -0.709
Vega 0.056
Open interest 0
Model this put
198
13
63%
0.004
$0.08
1135
—
-0.961
92.2%
—
0
Call · $1135
Last $0.08
Breakeven $1,135.08
Implied vol 63%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.094
Vega 0.009
Open interest 198
Model this call
Put · $1135
In the money
Last —
Breakeven —
Implied vol 92.2%
Delta -0.961 ≈96% ITM
Gamma 0.001
Theta -0.886
Vega 0.111
Open interest 0
Model this put
311
55
54.9%
0.001
$0.01
1140
—
-0.956
96.8%
—
0
Call · $1140
Last $0.01
Breakeven $1,140.01
Implied vol 54.9%
Delta 0.001 ≈0% ITM
Gamma 0
Theta -0.021
Vega 0.003
Open interest 311
Model this call
Put · $1140
In the money
Last —
Breakeven —
Implied vol 96.8%
Delta -0.956 ≈96% ITM
Gamma 0.001
Theta -1.031
Vega 0.113
Open interest 0
Model this put
345
67
64.5%
0.004
$0.15
1145
—
-0.968
93%
—
0
Call · $1145
Last $0.15
Breakeven $1,145.15
Implied vol 64.5%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.084
Vega 0.009
Open interest 345
Model this call
Put · $1145
In the money
Last —
Breakeven —
Implied vol 93%
Delta -0.968 ≈97% ITM
Gamma 0.001
Theta -0.763
Vega 0.057
Open interest 0
Model this put
551
13
68.9%
0.005
$0.01
1150
—
-0.962
98.2%
—
0
Call · $1150
Last $0.01
Breakeven $1,150.01
Implied vol 68.9%
Delta 0.005 ≈0% ITM
Gamma 0
Theta -0.114
Vega 0.025
Open interest 551
Model this call
Put · $1150
In the money
Last —
Breakeven —
Implied vol 98.2%
Delta -0.962 ≈96% ITM
Gamma 0.001
Theta -0.92
Vega 0.111
Open interest 0
Model this put
549
3
94.1%
0.027
$0.01
1160
—
-0.96
103.8%
—
0
Call · $1160
Last $0.01
Breakeven $1,160.01
Implied vol 94.1%
Delta 0.027 ≈3% ITM
Gamma 0.001
Theta -0.719
Vega 0.058
Open interest 549
Model this call
Put · $1160
In the money
Last —
Breakeven —
Implied vol 103.8%
Delta -0.96 ≈96% ITM
Gamma 0.001
Theta -1.028
Vega 0.113
Open interest 0
Model this put
429
13
68.8%
0.003
$0.01
1170
—
-0.965
105.8%
—
0
Call · $1170
Last $0.01
Breakeven $1,170.01
Implied vol 68.8%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.065
Vega 0.009
Open interest 429
Model this call
Put · $1170
In the money
Last —
Breakeven —
Implied vol 105.8%
Delta -0.965 ≈96% ITM
Gamma 0.001
Theta -0.949
Vega 0.111
Open interest 0
Model this put
628
168
73%
0.003
$0.01
1180
—
-0.964
110.2%
—
0
Call · $1180
Last $0.01
Breakeven $1,180.01
Implied vol 73%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.08
Vega 0.009
Open interest 628
Model this call
Put · $1180
In the money
Last —
Breakeven —
Implied vol 110.2%
Delta -0.964 ≈96% ITM
Gamma 0.001
Theta -0.999
Vega 0.112
Open interest 0
Model this put
445
13
78.8%
0.004
$0.10
1190
—
-0.964
114.4%
—
0
Call · $1190
Last $0.10
Breakeven $1,190.10
Implied vol 78.8%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.111
Vega 0.009
Open interest 445
Model this call
Put · $1190
In the money
Last —
Breakeven —
Implied vol 114.4%
Delta -0.964 ≈96% ITM
Gamma 0.001
Theta -1.037
Vega 0.112
Open interest 0
Model this put
430
10
103.1%
0.02
$0.03
1200
—
-0.965
118.3%
—
0
Call · $1200
Last $0.03
Breakeven $1,200.03
Implied vol 103.1%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -0.6
Vega 0.059
Open interest 430
Model this call
Put · $1200
In the money
Last —
Breakeven —
Implied vol 118.3%
Delta -0.965 ≈96% ITM
Gamma 0.001
Theta -1.063
Vega 0.111
Open interest 0
Model this put
1.1k
13
91%
0.007
$0.01
1210
—
-0.969
118.4%
—
0
Call · $1210
Last $0.01
Breakeven $1,210.01
Implied vol 91%
Delta 0.007 ≈1% ITM
Gamma 0
Theta -0.223
Vega 0.026
Open interest 1.1k
Model this call
Put · $1210
In the money
Last —
Breakeven —
Implied vol 118.4%
Delta -0.969 ≈97% ITM
Gamma 0.001
Theta -0.952
Vega 0.058
Open interest 0
Model this put
558
2
81.4%
0.002
$0.19
1220
—
-0.969
121.5%
—
0
Call · $1220
Last $0.19
Breakeven $1,220.19
Implied vol 81.4%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.066
Vega 0.009
Open interest 558
Model this call
Put · $1220
In the money
Last —
Breakeven —
Implied vol 121.5%
Delta -0.969 ≈97% ITM
Gamma 0.001
Theta -0.958
Vega 0.059
Open interest 0
Model this put
577
1
109.5%
0.015
$0.01
1230
—
-0.969
125.4%
—
0
Call · $1230
Last $0.01
Breakeven $1,230.01
Implied vol 109.5%
Delta 0.015 ≈2% ITM
Gamma 0
Theta -0.507
Vega 0.06
Open interest 577
Model this call
Put · $1230
In the money
Last —
Breakeven —
Implied vol 125.4%
Delta -0.969 ≈97% ITM
Gamma 0.001
Theta -0.994
Vega 0.059
Open interest 0
Model this put
874
15
94.8%
0.004
$0.05
1240
—
-0.97
128.5%
—
0
Call · $1240
Last $0.05
Breakeven $1,240.05
Implied vol 94.8%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.149
Vega 0.009
Open interest 874
Model this call
Put · $1240
In the money
Last —
Breakeven —
Implied vol 128.5%
Delta -0.97 ≈97% ITM
Gamma 0.001
Theta -0.999
Vega 0.059
Open interest 0
Model this put
620
3
88.7%
0.002
$0.01
1250
—
-0.97
132.4%
—
0
Call · $1250
Last $0.01
Breakeven $1,250.01
Implied vol 88.7%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.068
Vega 0.009
Open interest 620
Model this call
Put · $1250
In the money
Last —
Breakeven —
Implied vol 132.4%
Delta -0.97 ≈97% ITM
Gamma 0.001
Theta -1.035
Vega 0.059
Open interest 0
Model this put
1.1k
2
91.1%
0.002
$0.01
1260
—
-0.972
133.7%
—
0
Call · $1260
Last $0.01
Breakeven $1,260.01
Implied vol 91.1%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.068
Vega 0.01
Open interest 1.1k
Model this call
Put · $1260
In the money
Last —
Breakeven —
Implied vol 133.7%
Delta -0.972 ≈97% ITM
Gamma 0
Theta -0.98
Vega 0.059
Open interest 0
Model this put
275
1
118.9%
0.013
$0.01
1270
—
-0.972
137.1%
—
0
Call · $1270
Last $0.01
Breakeven $1,270.01
Implied vol 118.9%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -0.476
Vega 0.026
Open interest 275
Model this call
Put · $1270
In the money
Last —
Breakeven —
Implied vol 137.1%
Delta -0.972 ≈97% ITM
Gamma 0
Theta -1
Vega 0.059
Open interest 0
Model this put
299
20
95.8%
0.002
$0.01
1280
—
-0.971
141.7%
—
0
Call · $1280
Last $0.01
Breakeven $1,280.01
Implied vol 95.8%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.069
Vega 0.01
Open interest 299
Model this call
Put · $1280
In the money
Last —
Breakeven —
Implied vol 141.7%
Delta -0.971 ≈97% ITM
Gamma 0
Theta -1.067
Vega 0.06
Open interest 0
Model this put
266
37
98.2%
0.002
$0.18
1290
—
-0.969
148%
—
0
Call · $1290
Last $0.18
Breakeven $1,290.18
Implied vol 98.2%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.069
Vega 0.01
Open interest 266
Model this call
Put · $1290
In the money
Last —
Breakeven —
Implied vol 148%
Delta -0.969 ≈97% ITM
Gamma 0
Theta -1.194
Vega 0.06
Open interest 0
Model this put
194
2
100.5%
0.002
$0.01
1300
—
-0.972
147.2%
—
0
Call · $1300
Last $0.01
Breakeven $1,300.01
Implied vol 100.5%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.069
Vega 0.01
Open interest 194
Model this call
Put · $1300
In the money
Last —
Breakeven —
Implied vol 147.2%
Delta -0.972 ≈97% ITM
Gamma 0
Theta -1.063
Vega 0.06
Open interest 0
Model this put