0
—
0.1%
1
—
460
—
-0.091
92.6%
—
0
Call · $460
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.046
Vega -0.001
Open interest 0
Model this call
Put · $460
Last —
Breakeven —
Implied vol 92.6%
Delta -0.091 ≈9% ITM
Gamma 0.002
Theta -0.598
Vega 0.18
Open interest 0
Model this put
0
—
0.1%
1
—
470
—
-0.098
86.3%
—
0
Call · $470
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.047
Vega -0.001
Open interest 0
Model this call
Put · $470
Last —
Breakeven —
Implied vol 86.3%
Delta -0.098 ≈10% ITM
Gamma 0.002
Theta -0.586
Vega 0.182
Open interest 0
Model this put
0
—
0.1%
1
—
480
$7.00
-0.105
80%
1
1
Call · $480
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.048
Vega -0.001
Open interest 0
Model this call
Put · $480
Last $7.00
Breakeven $473.00
Implied vol 80%
Delta -0.105 ≈10% ITM
Gamma 0.002
Theta -0.574
Vega 0.184
Open interest 1
Model this put
0
—
35.3%
0.992
—
490
—
-0.113
73.9%
—
0
Call · $490
In the money
Last —
Breakeven —
Implied vol 35.3%
Delta 0.992 ≈99% ITM
Gamma 0.001
Theta -0.078
Vega 0.022
Open interest 0
Model this call
Put · $490
Last —
Breakeven —
Implied vol 73.9%
Delta -0.113 ≈11% ITM
Gamma 0.002
Theta -0.562
Vega 0.187
Open interest 0
Model this put
0
—
51.3%
0.932
—
500
$5.00
-0.122
67.4%
1
2
Call · $500
In the money
Last —
Breakeven —
Implied vol 51.3%
Delta 0.932 ≈93% ITM
Gamma 0.002
Theta -0.315
Vega 0.187
Open interest 0
Model this call
Put · $500
Last $5.00
Breakeven $495.00
Implied vol 67.4%
Delta -0.122 ≈12% ITM
Gamma 0.003
Theta -0.541
Vega 0.282
Open interest 2
Model this put
0
—
46.1%
0.922
—
510
$6.00
-0.133
60.5%
1
0
Call · $510
In the money
Last —
Breakeven —
Implied vol 46.1%
Delta 0.922 ≈92% ITM
Gamma 0.003
Theta -0.311
Vega 0.188
Open interest 0
Model this call
Put · $510
Last $6.00
Breakeven $504.00
Implied vol 60.5%
Delta -0.133 ≈13% ITM
Gamma 0.003
Theta -0.512
Vega 0.285
Open interest 0
Model this put
0
—
40.5%
0.914
—
520
$15.00
-0.147
53.8%
18
18
Call · $520
In the money
Last —
Breakeven —
Implied vol 40.5%
Delta 0.914 ≈91% ITM
Gamma 0.003
Theta -0.298
Vega 0.19
Open interest 0
Model this call
Put · $520
Last $15.00
Breakeven $505.00
Implied vol 53.8%
Delta -0.147 ≈15% ITM
Gamma 0.004
Theta -0.483
Vega 0.287
Open interest 18
Model this put
0
—
42.4%
0.861
—
530
$20.00
-0.164
47.2%
1
2
Call · $530
In the money
Last —
Breakeven —
Implied vol 42.4%
Delta 0.861 ≈86% ITM
Gamma 0.005
Theta -0.417
Vega 0.289
Open interest 0
Model this call
Put · $530
Last $20.00
Breakeven $510.00
Implied vol 47.2%
Delta -0.164 ≈16% ITM
Gamma 0.005
Theta -0.453
Vega 0.29
Open interest 2
Model this put
0
—
40.4%
0.816
—
540
$16.58
-0.205
44.8%
1
1
Call · $540
In the money
Last —
Breakeven —
Implied vol 40.4%
Delta 0.816 ≈82% ITM
Gamma 0.006
Theta -0.47
Vega 0.292
Open interest 0
Model this call
Put · $540
Last $16.58
Breakeven $523.42
Implied vol 44.8%
Delta -0.205 ≈20% ITM
Gamma 0.006
Theta -0.5
Vega 0.294
Open interest 1
Model this put
0
—
40.1%
0.751
—
550
—
-0.264
43.2%
—
0
Call · $550
In the money
Last —
Breakeven —
Implied vol 40.1%
Delta 0.751 ≈75% ITM
Gamma 0.007
Theta -0.545
Vega 0.387
Open interest 0
Model this call
Put · $550
Last —
Breakeven —
Implied vol 43.2%
Delta -0.264 ≈26% ITM
Gamma 0.007
Theta -0.546
Vega 0.388
Open interest 0
Model this put
0
—
40.2%
0.676
—
560
$20.00
-0.334
43.2%
1
3
Call · $560
In the money
Last —
Breakeven —
Implied vol 40.2%
Delta 0.676 ≈68% ITM
Gamma 0.008
Theta -0.617
Vega 0.392
Open interest 0
Model this call
Put · $560
Last $20.00
Breakeven $540.00
Implied vol 43.2%
Delta -0.334 ≈33% ITM
Gamma 0.007
Theta -0.616
Vega 0.405
Open interest 3
Model this put
2
3
39.8%
0.593
$33.00
570
—
-0.412
42.4%
—
0
Call · $570
In the money
Last $33.00
Breakeven $603.00
Implied vol 39.8%
Delta 0.593 ≈59% ITM
Gamma 0.008
Theta -0.645
Vega 0.454
Open interest 2
Model this call
Put · $570
Last —
Breakeven —
Implied vol 42.4%
Delta -0.412 ≈41% ITM
Gamma 0.008
Theta -0.632
Vega 0.454
Open interest 0
Model this put
Underlying $578.17
6
6
39.9%
0.508
$17.00
580
—
-0.494
41.3%
—
0
Call · $580
Last $17.00
Breakeven $597.00
Implied vol 39.9%
Delta 0.508 ≈51% ITM
Gamma 0.009
Theta -0.667
Vega 0.46
Open interest 6
Model this call
Put · $580
In the money
Last —
Breakeven —
Implied vol 41.3%
Delta -0.494 ≈49% ITM
Gamma 0.009
Theta -0.636
Vega 0.46
Open interest 0
Model this put
3
3
38.2%
0.418
$8.90
590
—
-0.576
41.4%
—
0
Call · $590
Last $8.90
Breakeven $598.90
Implied vol 38.2%
Delta 0.418 ≈42% ITM
Gamma 0.009
Theta -0.617
Vega 0.466
Open interest 3
Model this call
Put · $590
In the money
Last —
Breakeven —
Implied vol 41.4%
Delta -0.576 ≈58% ITM
Gamma 0.008
Theta -0.615
Vega 0.465
Open interest 0
Model this put
1
1
38.6%
0.337
$14.00
600
—
-0.653
41.6%
—
0
Call · $600
Last $14.00
Breakeven $614.00
Implied vol 38.6%
Delta 0.337 ≈34% ITM
Gamma 0.008
Theta -0.58
Vega 0.413
Open interest 1
Model this call
Put · $600
In the money
Last —
Breakeven —
Implied vol 41.6%
Delta -0.653 ≈65% ITM
Gamma 0.008
Theta -0.58
Vega 0.412
Open interest 0
Model this put
2
1
39.1%
0.264
$5.00
610
—
-0.727
41.2%
—
0
Call · $610
Last $5.00
Breakeven $615.00
Implied vol 39.1%
Delta 0.264 ≈26% ITM
Gamma 0.007
Theta -0.526
Vega 0.418
Open interest 2
Model this call
Put · $610
In the money
Last —
Breakeven —
Implied vol 41.2%
Delta -0.727 ≈73% ITM
Gamma 0.007
Theta -0.51
Vega 0.414
Open interest 0
Model this put
4
1
39.5%
0.206
$17.33
620
—
-0.786
41.7%
—
0
Call · $620
Last $17.33
Breakeven $637.33
Implied vol 39.5%
Delta 0.206 ≈21% ITM
Gamma 0.006
Theta -0.459
Vega 0.323
Open interest 4
Model this call
Put · $620
In the money
Last —
Breakeven —
Implied vol 41.7%
Delta -0.786 ≈79% ITM
Gamma 0.006
Theta -0.447
Vega 0.32
Open interest 0
Model this put
6
1
47.1%
0.199
$2.00
630
—
-0.844
41.1%
—
0
Call · $630
Last $2.00
Breakeven $632.00
Implied vol 47.1%
Delta 0.199 ≈20% ITM
Gamma 0.005
Theta -0.532
Vega 0.325
Open interest 6
Model this call
Put · $630
In the money
Last —
Breakeven —
Implied vol 41.1%
Delta -0.844 ≈84% ITM
Gamma 0.005
Theta -0.355
Vega 0.317
Open interest 0
Model this put
0
—
49.9%
0.17
—
640
—
-0.882
41.8%
—
0
Call · $640
Last —
Breakeven —
Implied vol 49.9%
Delta 0.17 ≈17% ITM
Gamma 0.004
Theta -0.511
Vega 0.328
Open interest 0
Model this call
Put · $640
In the money
Last —
Breakeven —
Implied vol 41.8%
Delta -0.882 ≈88% ITM
Gamma 0.004
Theta -0.291
Vega 0.214
Open interest 0
Model this put
1
1
54.8%
0.157
$35.45
650
—
-0.894
45.7%
—
0
Call · $650
Last $35.45
Breakeven $685.45
Implied vol 54.8%
Delta 0.157 ≈16% ITM
Gamma 0.004
Theta -0.535
Vega 0.33
Open interest 1
Model this call
Put · $650
In the money
Last —
Breakeven —
Implied vol 45.7%
Delta -0.894 ≈89% ITM
Gamma 0.004
Theta -0.294
Vega 0.214
Open interest 0
Model this put
0
—
59.8%
0.147
—
660
—
-0.921
46.6%
—
0
Call · $660
Last —
Breakeven —
Implied vol 59.8%
Delta 0.147 ≈15% ITM
Gamma 0.003
Theta -0.563
Vega 0.222
Open interest 0
Model this call
Put · $660
In the money
Last —
Breakeven —
Implied vol 46.6%
Delta -0.921 ≈92% ITM
Gamma 0.003
Theta -0.239
Vega 0.207
Open interest 0
Model this put
0
—
64%
0.139
—
670
—
-0.923
51.3%
—
0
Call · $670
Last —
Breakeven —
Implied vol 64%
Delta 0.139 ≈14% ITM
Gamma 0.003
Theta -0.575
Vega 0.223
Open interest 0
Model this call
Put · $670
In the money
Last —
Breakeven —
Implied vol 51.3%
Delta -0.923 ≈92% ITM
Gamma 0.003
Theta -0.259
Vega 0.208
Open interest 0
Model this put
0
—
68.1%
0.133
—
680
$134.00
-0.939
52.2%
1
0
Call · $680
Last —
Breakeven —
Implied vol 68.1%
Delta 0.133 ≈13% ITM
Gamma 0.003
Theta -0.59
Vega 0.225
Open interest 0
Model this call
Put · $680
In the money
Last $134.00
Breakeven $546.00
Implied vol 52.2%
Delta -0.939 ≈94% ITM
Gamma 0.002
Theta -0.216
Vega 0.124
Open interest 0
Model this put
0
—
72%
0.126
—
690
$144.00
-0.958
51.5%
1
0
Call · $690
Last —
Breakeven —
Implied vol 72%
Delta 0.126 ≈13% ITM
Gamma 0.002
Theta -0.599
Vega 0.226
Open interest 0
Model this call
Put · $690
In the money
Last $144.00
Breakeven $546.00
Implied vol 51.5%
Delta -0.958 ≈96% ITM
Gamma 0.002
Theta -0.151
Vega 0.115
Open interest 0
Model this put
0
—
76%
0.121
—
700
$154.00
-0.942
59.9%
1
0
Call · $700
Last —
Breakeven —
Implied vol 76%
Delta 0.121 ≈12% ITM
Gamma 0.002
Theta -0.614
Vega 0.228
Open interest 0
Model this call
Put · $700
In the money
Last $154.00
Breakeven $546.00
Implied vol 59.9%
Delta -0.942 ≈94% ITM
Gamma 0.002
Theta -0.238
Vega 0.125
Open interest 0
Model this put
0
—
79.8%
0.116
—
710
$164.00
-0.947
62.5%
1
0
Call · $710
Last —
Breakeven —
Implied vol 79.8%
Delta 0.116 ≈12% ITM
Gamma 0.002
Theta -0.624
Vega 0.229
Open interest 0
Model this call
Put · $710
In the money
Last $164.00
Breakeven $546.00
Implied vol 62.5%
Delta -0.947 ≈95% ITM
Gamma 0.002
Theta -0.229
Vega 0.125
Open interest 0
Model this put
0
—
83.6%
0.112
—
720
$174.00
-0.95
65.8%
1
0
Call · $720
Last —
Breakeven —
Implied vol 83.6%
Delta 0.112 ≈11% ITM
Gamma 0.002
Theta -0.636
Vega 0.23
Open interest 0
Model this call
Put · $720
In the money
Last $174.00
Breakeven $546.00
Implied vol 65.8%
Delta -0.95 ≈95% ITM
Gamma 0.002
Theta -0.233
Vega 0.125
Open interest 0
Model this put
1
1
87.4%
0.108
$1.11
730
—
-0.951
69%
—
0
Call · $730
Last $1.11
Breakeven $731.11
Implied vol 87.4%
Delta 0.108 ≈11% ITM
Gamma 0.002
Theta -0.648
Vega 0.232
Open interest 1
Model this call
Put · $730
In the money
Last —
Breakeven —
Implied vol 69%
Delta -0.951 ≈95% ITM
Gamma 0.001
Theta -0.237
Vega 0.125
Open interest 0
Model this put
0
—
91.1%
0.105
—
740
—
-0.953
72.3%
—
0
Call · $740
Last —
Breakeven —
Implied vol 91.1%
Delta 0.105 ≈10% ITM
Gamma 0.002
Theta -0.66
Vega 0.233
Open interest 0
Model this call
Put · $740
In the money
Last —
Breakeven —
Implied vol 72.3%
Delta -0.953 ≈95% ITM
Gamma 0.001
Theta -0.241
Vega 0.124
Open interest 0
Model this put