CW Stock — Curtiss Wright Corp: Options Chain

Calls		Puts
0	—	0.2%	1	—	—	—	—	—	0
Call · $300 In the money Last — Breakeven — Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta -0.027 Vega 0 Open interest 0 Model this call Put · $300 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	129.2%	0.997	—	$1.10	—	—	2	2
Call · $310 In the money Last — Breakeven — Implied vol 129.2% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.074 Vega 0.028 Open interest 0 Model this call Put · $310 Last $1.10 Breakeven $308.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
1	1	112.9%	0.998	$344.60	$0.41	—	—	1	2
Call · $320 In the money Last $344.60 Breakeven $664.60 Implied vol 112.9% Delta 0.998 ≈100% ITM Gamma 0 Theta -0.049 Vega 0.01 Open interest 1 Model this call Put · $320 Last $0.41 Breakeven $319.59 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
1	1	120.3%	0.997	$432.00	$0.55	—	—	2	3
Call · $330 In the money Last $432.00 Breakeven $762.00 Implied vol 120.3% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.075 Vega 0.029 Open interest 1 Model this call Put · $330 Last $0.55 Breakeven $329.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	120.4%	0.995	—	$0.65	—	—	2	6
Call · $340 In the money Last — Breakeven — Implied vol 120.4% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.091 Vega 0.029 Open interest 0 Model this call Put · $340 Last $0.65 Breakeven $339.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this put
1	1	112%	0.996	$347.00	$0.35	-0.028	166.7%	1	6
Call · $350 In the money Last $347.00 Breakeven $697.00 Implied vol 112% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.076 Vega 0.03 Open interest 1 Model this call Put · $350 Last $0.35 Breakeven $349.65 Implied vol 166.7% Delta -0.028 ≈3% ITM Gamma 0 Theta -0.399 Vega 0.138 Open interest 6 Model this put
0	—	108.8%	0.996	—	$0.20	-0.008	123.6%	1	1
Call · $360 In the money Last — Breakeven — Implied vol 108.8% Delta 0.996 ≈100% ITM Gamma 0 Theta -0.079 Vega 0.03 Open interest 0 Model this call Put · $360 Last $0.20 Breakeven $359.80 Implied vol 123.6% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.105 Vega 0.07 Open interest 1 Model this put
0	—	107.4%	0.995	—	—	-0.009	119.3%	—	0
Call · $370 In the money Last — Breakeven — Implied vol 107.4% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.089 Vega 0.031 Open interest 0 Model this call Put · $370 Last — Breakeven — Implied vol 119.3% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.105 Vega 0.071 Open interest 0 Model this put
0	—	94.7%	0.998	—	$1.35	-0.009	115.1%	2	2
Call · $380 In the money Last — Breakeven — Implied vol 94.7% Delta 0.998 ≈100% ITM Gamma 0 Theta -0.061 Vega 0.011 Open interest 0 Model this call Put · $380 Last $1.35 Breakeven $378.65 Implied vol 115.1% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.104 Vega 0.072 Open interest 2 Model this put
1	1	98.2%	0.995	$342.00	$4.00	-0.011	114.4%	1	1
Call · $390 In the money Last $342.00 Breakeven $732.00 Implied vol 98.2% Delta 0.995 ≈100% ITM Gamma 0 Theta -0.084 Vega 0.031 Open interest 1 Model this call Put · $390 Last $4.00 Breakeven $386.00 Implied vol 114.4% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.127 Vega 0.073 Open interest 1 Model this put
0	—	98.6%	0.994	—	—	-0.012	110.3%	—	0
Call · $400 In the money Last — Breakeven — Implied vol 98.6% Delta 0.994 ≈99% ITM Gamma 0 Theta -0.1 Vega 0.032 Open interest 0 Model this call Put · $400 Last — Breakeven — Implied vol 110.3% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.126 Vega 0.074 Open interest 0 Model this put
0	—	94.2%	0.994	—	—	-0.011	104.4%	—	0
Call · $410 In the money Last — Breakeven — Implied vol 94.2% Delta 0.994 ≈99% ITM Gamma 0 Theta -0.097 Vega 0.032 Open interest 0 Model this call Put · $410 Last — Breakeven — Implied vol 104.4% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.111 Vega 0.075 Open interest 0 Model this put
0	—	88.5%	0.995	—	—	-0.013	102.5%	—	0
Call · $420 In the money Last — Breakeven — Implied vol 88.5% Delta 0.995 ≈99% ITM Gamma 0 Theta -0.089 Vega 0.032 Open interest 0 Model this call Put · $420 Last — Breakeven — Implied vol 102.5% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.125 Vega 0.076 Open interest 0 Model this put
1	1	79.8%	0.997	$282.20	—	-0.011	95.5%	—	0
Call · $430 In the money Last $282.20 Breakeven $712.20 Implied vol 79.8% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.067 Vega 0.033 Open interest 1 Model this call Put · $430 Last — Breakeven — Implied vol 95.5% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.1 Vega 0.077 Open interest 0 Model this put
0	—	83.4%	0.994	—	—	-0.014	95.1%	—	0
Call · $440 In the money Last — Breakeven — Implied vol 83.4% Delta 0.994 ≈99% ITM Gamma 0 Theta -0.096 Vega 0.033 Open interest 0 Model this call Put · $440 Last — Breakeven — Implied vol 95.1% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.123 Vega 0.078 Open interest 0 Model this put
1	1	82.4%	0.992	$234.50	—	-0.019	98.2%	—	0
Call · $450 In the money Last $234.50 Breakeven $684.50 Implied vol 82.4% Delta 0.992 ≈99% ITM Gamma 0 Theta -0.106 Vega 0.034 Open interest 1 Model this call Put · $450 Last — Breakeven — Implied vol 98.2% Delta -0.019 ≈2% ITM Gamma 0 Theta -0.172 Vega 0.079 Open interest 0 Model this put
1	1	78.5%	0.992	$252.20	—	-0.044	117.1%	—	0
Call · $460 In the money Last $252.20 Breakeven $712.20 Implied vol 78.5% Delta 0.992 ≈99% ITM Gamma 0 Theta -0.103 Vega 0.034 Open interest 1 Model this call Put · $460 Last — Breakeven — Implied vol 117.1% Delta -0.044 ≈4% ITM Gamma 0 Theta -0.408 Vega 0.16 Open interest 0 Model this put
2	1	77.6%	0.991	$238.50	—	-0.046	113.5%	—	0
Call · $470 In the money Last $238.50 Breakeven $708.50 Implied vol 77.6% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.113 Vega 0.034 Open interest 2 Model this call Put · $470 Last — Breakeven — Implied vol 113.5% Delta -0.046 ≈5% ITM Gamma 0 Theta -0.411 Vega 0.162 Open interest 0 Model this put
0	—	73.8%	0.991	—	—	-0.013	78.2%	—	0
Call · $480 In the money Last — Breakeven — Implied vol 73.8% Delta 0.991 ≈99% ITM Gamma 0 Theta -0.11 Vega 0.035 Open interest 0 Model this call Put · $480 Last — Breakeven — Implied vol 78.2% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.096 Vega 0.081 Open interest 0 Model this put
1	1	54.9%	0.999	$227.80	—	-0.014	75.5%	—	0
Call · $490 In the money Last $227.80 Breakeven $717.80 Implied vol 54.9% Delta 0.999 ≈100% ITM Gamma 0 Theta -0.055 Vega 0.013 Open interest 1 Model this call Put · $490 Last — Breakeven — Implied vol 75.5% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.1 Vega 0.082 Open interest 0 Model this put
2	1	69.6%	0.988	$219.00	$3.10	-0.014	71.7%	1	6
Call · $500 In the money Last $219.00 Breakeven $719.00 Implied vol 69.6% Delta 0.988 ≈99% ITM Gamma 0 Theta -0.125 Vega 0.083 Open interest 2 Model this call Put · $500 Last $3.10 Breakeven $496.90 Implied vol 71.7% Delta -0.014 ≈1% ITM Gamma 0 Theta -0.095 Vega 0.083 Open interest 6 Model this put
0	—	66.8%	0.988	—	—	-0.015	68.6%	—	0
Call · $510 In the money Last — Breakeven — Implied vol 66.8% Delta 0.988 ≈99% ITM Gamma 0 Theta -0.127 Vega 0.083 Open interest 0 Model this call Put · $510 Last — Breakeven — Implied vol 68.6% Delta -0.015 ≈1% ITM Gamma 0 Theta -0.094 Vega 0.084 Open interest 0 Model this put
0	—	63.4%	0.987	—	—	-0.019	69.1%	—	0
Call · $520 In the money Last — Breakeven — Implied vol 63.4% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.125 Vega 0.084 Open interest 0 Model this call Put · $520 Last — Breakeven — Implied vol 69.1% Delta -0.019 ≈2% ITM Gamma 0 Theta -0.122 Vega 0.085 Open interest 0 Model this put
1	2	63.6%	0.983	$149.00	$5.10	-0.017	63.8%	1	2
Call · $530 In the money Last $149.00 Breakeven $679.00 Implied vol 63.6% Delta 0.983 ≈98% ITM Gamma 0 Theta -0.151 Vega 0.085 Open interest 1 Model this call Put · $530 Last $5.10 Breakeven $524.90 Implied vol 63.8% Delta -0.017 ≈2% ITM Gamma 0 Theta -0.102 Vega 0.085 Open interest 2 Model this put
0	—	61.6%	0.981	—	$1.80	-0.021	62.6%	1	1
Call · $540 In the money Last — Breakeven — Implied vol 61.6% Delta 0.981 ≈98% ITM Gamma 0 Theta -0.158 Vega 0.086 Open interest 0 Model this call Put · $540 Last $1.80 Breakeven $538.20 Implied vol 62.6% Delta -0.021 ≈2% ITM Gamma 0 Theta -0.115 Vega 0.086 Open interest 1 Model this put
0	—	60.7%	0.977	—	—	-0.024	62%	—	0
Call · $550 In the money Last — Breakeven — Implied vol 60.7% Delta 0.977 ≈98% ITM Gamma 0 Theta -0.174 Vega 0.087 Open interest 0 Model this call Put · $550 Last — Breakeven — Implied vol 62% Delta -0.024 ≈2% ITM Gamma 0 Theta -0.133 Vega 0.089 Open interest 0 Model this put
0	—	53.5%	0.982	—	—	-0.047	68.6%	—	0
Call · $560 In the money Last — Breakeven — Implied vol 53.5% Delta 0.982 ≈98% ITM Gamma 0 Theta -0.139 Vega 0.087 Open interest 0 Model this call Put · $560 Last — Breakeven — Implied vol 68.6% Delta -0.047 ≈5% ITM Gamma 0.001 Theta -0.25 Vega 0.176 Open interest 0 Model this put
0	—	53.8%	0.977	—	$8.77	-0.035	59%	8	8
Call · $570 In the money Last — Breakeven — Implied vol 53.8% Delta 0.977 ≈98% ITM Gamma 0.001 Theta -0.165 Vega 0.088 Open interest 0 Model this call Put · $570 Last $8.77 Breakeven $561.23 Implied vol 59% Delta -0.035 ≈4% ITM Gamma 0.001 Theta -0.17 Vega 0.177 Open interest 8 Model this put
0	—	53.7%	0.969	—	$34.00	-0.042	57.8%	6	1
Call · $580 In the money Last — Breakeven — Implied vol 53.7% Delta 0.969 ≈97% ITM Gamma 0.001 Theta -0.195 Vega 0.178 Open interest 0 Model this call Put · $580 Last $34.00 Breakeven $546.00 Implied vol 57.8% Delta -0.042 ≈4% ITM Gamma 0.001 Theta -0.192 Vega 0.179 Open interest 1 Model this put
1	1	55.7%	0.953	$169.00	$5.25	-0.076	66.1%	1	5
Call · $590 In the money Last $169.00 Breakeven $759.00 Implied vol 55.7% Delta 0.953 ≈95% ITM Gamma 0.001 Theta -0.258 Vega 0.18 Open interest 1 Model this call Put · $590 Last $5.25 Breakeven $584.75 Implied vol 66.1% Delta -0.076 ≈8% ITM Gamma 0.001 Theta -0.349 Vega 0.314 Open interest 5 Model this put
0	—	54.4%	0.946	—	$5.00	-0.071	59.8%	1	2
Call · $600 In the money Last — Breakeven — Implied vol 54.4% Delta 0.946 ≈95% ITM Gamma 0.001 Theta -0.278 Vega 0.182 Open interest 0 Model this call Put · $600 Last $5.00 Breakeven $595.00 Implied vol 59.8% Delta -0.071 ≈7% ITM Gamma 0.001 Theta -0.301 Vega 0.316 Open interest 2 Model this put
0	—	54.1%	0.933	—	$7.10	-0.08	57.7%	1	1
Call · $610 In the money Last — Breakeven — Implied vol 54.1% Delta 0.933 ≈93% ITM Gamma 0.001 Theta -0.318 Vega 0.318 Open interest 0 Model this call Put · $610 Last $7.10 Breakeven $602.90 Implied vol 57.7% Delta -0.08 ≈8% ITM Gamma 0.001 Theta -0.316 Vega 0.318 Open interest 1 Model this put
0	—	53.1%	0.92	—	$5.65	-0.067	49.8%	1	2
Call · $620 In the money Last — Breakeven — Implied vol 53.1% Delta 0.92 ≈92% ITM Gamma 0.001 Theta -0.351 Vega 0.32 Open interest 0 Model this call Put · $620 Last $5.65 Breakeven $614.35 Implied vol 49.8% Delta -0.067 ≈7% ITM Gamma 0.001 Theta -0.241 Vega 0.32 Open interest 2 Model this put
0	—	50.9%	0.91	—	$5.63	-0.096	52.6%	1	3
Call · $630 In the money Last — Breakeven — Implied vol 50.9% Delta 0.91 ≈91% ITM Gamma 0.002 Theta -0.363 Vega 0.323 Open interest 0 Model this call Put · $630 Last $5.63 Breakeven $624.37 Implied vol 52.6% Delta -0.096 ≈10% ITM Gamma 0.002 Theta -0.332 Vega 0.324 Open interest 3 Model this put
1	1	51.9%	0.889	$119.60	$7.12	-0.113	52.5%	11	15
Call · $640 In the money Last $119.60 Breakeven $759.60 Implied vol 51.9% Delta 0.889 ≈89% ITM Gamma 0.002 Theta -0.428 Vega 0.327 Open interest 1 Model this call Put · $640 Last $7.12 Breakeven $632.88 Implied vol 52.5% Delta -0.113 ≈11% ITM Gamma 0.002 Theta -0.377 Vega 0.33 Open interest 15 Model this put
0	—	49.7%	0.875	—	$8.50	-0.132	51.2%	1	7
Call · $650 In the money Last — Breakeven — Implied vol 49.7% Delta 0.875 ≈88% ITM Gamma 0.002 Theta -0.441 Vega 0.494 Open interest 0 Model this call Put · $650 Last $8.50 Breakeven $641.50 Implied vol 51.2% Delta -0.132 ≈13% ITM Gamma 0.002 Theta -0.406 Vega 0.495 Open interest 7 Model this put
2	1	48.2%	0.855	$96.04	$8.94	-0.155	50.3%	1	9
Call · $660 In the money Last $96.04 Breakeven $756.04 Implied vol 48.2% Delta 0.855 ≈85% ITM Gamma 0.002 Theta -0.468 Vega 0.498 Open interest 2 Model this call Put · $660 Last $8.94 Breakeven $651.06 Implied vol 50.3% Delta -0.155 ≈16% ITM Gamma 0.002 Theta -0.442 Vega 0.499 Open interest 9 Model this put
0	—	48.9%	0.824	—	$11.94	-0.18	49.9%	1	2
Call · $670 In the money Last — Breakeven — Implied vol 48.9% Delta 0.824 ≈82% ITM Gamma 0.003 Theta -0.53 Vega 0.504 Open interest 0 Model this call Put · $670 Last $11.94 Breakeven $658.06 Implied vol 49.9% Delta -0.18 ≈18% ITM Gamma 0.003 Theta -0.484 Vega 0.504 Open interest 2 Model this put
3	3	44.9%	0.812	$66.70	—	-0.204	49%	—	0
Call · $680 In the money Last $66.70 Breakeven $746.70 Implied vol 44.9% Delta 0.812 ≈81% ITM Gamma 0.003 Theta -0.511 Vega 0.507 Open interest 3 Model this call Put · $680 Last — Breakeven — Implied vol 49% Delta -0.204 ≈20% ITM Gamma 0.003 Theta -0.519 Vega 0.537 Open interest 0 Model this put
5	1	46.3%	0.773	$95.50	$15.97	-0.237	48.5%	1	4
Call · $690 In the money Last $95.50 Breakeven $785.50 Implied vol 46.3% Delta 0.773 ≈77% ITM Gamma 0.003 Theta -0.579 Vega 0.67 Open interest 5 Model this call Put · $690 Last $15.97 Breakeven $674.03 Implied vol 48.5% Delta -0.237 ≈24% ITM Gamma 0.003 Theta -0.551 Vega 0.671 Open interest 4 Model this put
6	1	45.6%	0.738	$93.30	$18.07	-0.269	47.3%	5	13
Call · $700 In the money Last $93.30 Breakeven $793.30 Implied vol 45.6% Delta 0.738 ≈74% ITM Gamma 0.004 Theta -0.608 Vega 0.677 Open interest 6 Model this call Put · $700 Last $18.07 Breakeven $681.93 Implied vol 47.3% Delta -0.269 ≈27% ITM Gamma 0.003 Theta -0.572 Vega 0.677 Open interest 13 Model this put
6	4	45.3%	0.701	$61.80	$22.62	-0.305	47%	4	5
Call · $710 In the money Last $61.80 Breakeven $771.80 Implied vol 45.3% Delta 0.701 ≈70% ITM Gamma 0.004 Theta -0.644 Vega 0.683 Open interest 6 Model this call Put · $710 Last $22.62 Breakeven $687.38 Implied vol 47% Delta -0.305 ≈30% ITM Gamma 0.004 Theta -0.606 Vega 0.684 Open interest 5 Model this put
12	4	44.9%	0.663	$54.30	$26.51	-0.341	45.7%	3	6
Call · $720 In the money Last $54.30 Breakeven $774.30 Implied vol 44.9% Delta 0.663 ≈66% ITM Gamma 0.004 Theta -0.671 Vega 0.788 Open interest 12 Model this call Put · $720 Last $26.51 Breakeven $693.49 Implied vol 45.7% Delta -0.341 ≈34% ITM Gamma 0.004 Theta -0.616 Vega 0.788 Open interest 6 Model this put
28	1	42.9%	0.623	$34.70	$26.78	-0.381	44.2%	1	400
Call · $730 In the money Last $34.70 Breakeven $764.70 Implied vol 42.9% Delta 0.623 ≈62% ITM Gamma 0.004 Theta -0.658 Vega 0.795 Open interest 28 Model this call Put · $730 Last $26.78 Breakeven $703.22 Implied vol 44.2% Delta -0.381 ≈38% ITM Gamma 0.004 Theta -0.611 Vega 0.795 Open interest 400 Model this put
10	1	42.3%	0.578	$32.60	$31.37	-0.425	44.2%	10	4
Call · $740 In the money Last $32.60 Breakeven $772.60 Implied vol 42.3% Delta 0.578 ≈58% ITM Gamma 0.005 Theta -0.665 Vega 0.802 Open interest 10 Model this call Put · $740 Last $31.37 Breakeven $708.63 Implied vol 44.2% Delta -0.425 ≈42% ITM Gamma 0.004 Theta -0.628 Vega 0.803 Open interest 4 Model this put
56	1	42.2%	0.533	$33.90	$35.92	-0.469	44.7%	10	4
Call · $750 In the money Last $33.90 Breakeven $783.90 Implied vol 42.2% Delta 0.533 ≈53% ITM Gamma 0.005 Theta -0.681 Vega 0.81 Open interest 56 Model this call Put · $750 Last $35.92 Breakeven $714.08 Implied vol 44.7% Delta -0.469 ≈47% ITM Gamma 0.004 Theta -0.652 Vega 0.81 Open interest 4 Model this put
Underlying $750.19
1	1	41.8%	0.487	$32.00	$46.15	-0.514	43.1%	1	2
Call · $760 Last $32.00 Breakeven $792.00 Implied vol 41.8% Delta 0.487 ≈49% ITM Gamma 0.005 Theta -0.664 Vega 0.817 Open interest 1 Model this call Put · $760 In the money Last $46.15 Breakeven $713.85 Implied vol 43.1% Delta -0.514 ≈51% ITM Gamma 0.005 Theta -0.617 Vega 0.817 Open interest 2 Model this put
13	2	41.5%	0.441	$17.95	$68.00	-0.56	42.6%	56	56
Call · $770 Last $17.95 Breakeven $787.95 Implied vol 41.5% Delta 0.441 ≈44% ITM Gamma 0.005 Theta -0.65 Vega 0.825 Open interest 13 Model this call Put · $770 In the money Last $68.00 Breakeven $702.00 Implied vol 42.6% Delta -0.56 ≈56% ITM Gamma 0.005 Theta -0.598 Vega 0.824 Open interest 56 Model this put
52	1	41.6%	0.395	$17.40	—	-0.601	43.6%	—	0
Call · $780 Last $17.40 Breakeven $797.40 Implied vol 41.6% Delta 0.395 ≈40% ITM Gamma 0.005 Theta -0.641 Vega 0.833 Open interest 52 Model this call Put · $780 In the money Last — Breakeven — Implied vol 43.6% Delta -0.601 ≈60% ITM Gamma 0.004 Theta -0.604 Vega 0.827 Open interest 0 Model this put
354	3	40.8%	0.351	$12.18	—	-0.65	41.6%	—	0
Call · $790 Last $12.18 Breakeven $802.18 Implied vol 40.8% Delta 0.351 ≈35% ITM Gamma 0.004 Theta -0.598 Vega 0.735 Open interest 354 Model this call Put · $790 In the money Last — Breakeven — Implied vol 41.6% Delta -0.65 ≈65% ITM Gamma 0.004 Theta -0.544 Vega 0.733 Open interest 0 Model this put
16	1	39.5%	0.303	$9.50	—	-0.694	40.9%	—	0
Call · $800 Last $9.50 Breakeven $809.50 Implied vol 39.5% Delta 0.303 ≈30% ITM Gamma 0.004 Theta -0.542 Vega 0.743 Open interest 16 Model this call Put · $800 In the money Last — Breakeven — Implied vol 40.9% Delta -0.694 ≈69% ITM Gamma 0.004 Theta -0.498 Vega 0.737 Open interest 0 Model this put
43	43	40.2%	0.266	$14.50	—	-0.738	40.5%	—	0
Call · $810 Last $14.50 Breakeven $824.50 Implied vol 40.2% Delta 0.266 ≈27% ITM Gamma 0.004 Theta -0.521 Vega 0.749 Open interest 43 Model this call Put · $810 In the money Last — Breakeven — Implied vol 40.5% Delta -0.738 ≈74% ITM Gamma 0.004 Theta -0.457 Vega 0.732 Open interest 0 Model this put
3	1	38.5%	0.221	$22.50	$136.50	-0.769	41.2%	1	1
Call · $820 Last $22.50 Breakeven $842.50 Implied vol 38.5% Delta 0.221 ≈22% ITM Gamma 0.004 Theta -0.448 Vega 0.579 Open interest 3 Model this call Put · $820 In the money Last $136.50 Breakeven $683.50 Implied vol 41.2% Delta -0.769 ≈77% ITM Gamma 0.004 Theta -0.432 Vega 0.571 Open interest 1 Model this put
4	1	37.8%	0.184	$9.25	—	-0.81	39.7%	—	0
Call · $830 Last $9.25 Breakeven $839.25 Implied vol 37.8% Delta 0.184 ≈18% ITM Gamma 0.003 Theta -0.392 Vega 0.585 Open interest 4 Model this call Put · $830 In the money Last — Breakeven — Implied vol 39.7% Delta -0.81 ≈81% ITM Gamma 0.004 Theta -0.359 Vega 0.569 Open interest 0 Model this put
52	1	40.3%	0.17	$5.00	$75.15	-0.843	39.7%	6	26
Call · $840 Last $5.00 Breakeven $845.00 Implied vol 40.3% Delta 0.17 ≈17% ITM Gamma 0.003 Theta -0.398 Vega 0.588 Open interest 52 Model this call Put · $840 In the money Last $75.15 Breakeven $764.85 Implied vol 39.7% Delta -0.843 ≈84% ITM Gamma 0.003 Theta -0.317 Vega 0.563 Open interest 26 Model this put
2	1	36.6%	0.12	$2.85	$82.00	-0.864	40.6%	9	74
Call · $850 Last $2.85 Breakeven $852.85 Implied vol 36.6% Delta 0.12 ≈12% ITM Gamma 0.003 Theta -0.284 Vega 0.398 Open interest 2 Model this call Put · $850 In the money Last $82.00 Breakeven $768.00 Implied vol 40.6% Delta -0.864 ≈86% ITM Gamma 0.003 Theta -0.292 Vega 0.381 Open interest 74 Model this put
6	2	39.1%	0.115	$3.20	$89.25	-0.898	38.8%	3	13
Call · $860 Last $3.20 Breakeven $863.20 Implied vol 39.1% Delta 0.115 ≈12% ITM Gamma 0.002 Theta -0.294 Vega 0.399 Open interest 6 Model this call Put · $860 In the money Last $89.25 Breakeven $770.75 Implied vol 38.8% Delta -0.898 ≈90% ITM Gamma 0.003 Theta -0.218 Vega 0.37 Open interest 13 Model this put
0	—	43.1%	0.119	—	—	-0.935	37%	—	0
Call · $870 Last — Breakeven — Implied vol 43.1% Delta 0.119 ≈12% ITM Gamma 0.002 Theta -0.332 Vega 0.4 Open interest 0 Model this call Put · $870 In the money Last — Breakeven — Implied vol 37% Delta -0.935 ≈93% ITM Gamma 0.002 Theta -0.143 Vega 0.207 Open interest 0 Model this put
14	1	38.8%	0.074	$6.18	$191.40	-0.96	35.2%	1	3
Call · $880 Last $6.18 Breakeven $886.18 Implied vol 38.8% Delta 0.074 ≈7% ITM Gamma 0.002 Theta -0.212 Vega 0.235 Open interest 14 Model this call Put · $880 In the money Last $191.40 Breakeven $688.60 Implied vol 35.2% Delta -0.96 ≈96% ITM Gamma 0.002 Theta -0.084 Vega 0.181 Open interest 3 Model this put
0	—	38.4%	0.06	—	—	-0.956	38%	—	0
Call · $890 Last — Breakeven — Implied vol 38.4% Delta 0.06 ≈6% ITM Gamma 0.002 Theta -0.176 Vega 0.237 Open interest 0 Model this call Put · $890 In the money Last — Breakeven — Implied vol 38% Delta -0.956 ≈96% ITM Gamma 0.002 Theta -0.098 Vega 0.181 Open interest 0 Model this put
13	1	38.5%	0.048	$3.00	$215.50	-0.946	42.3%	1	0
Call · $900 Last $3.00 Breakeven $903.00 Implied vol 38.5% Delta 0.048 ≈5% ITM Gamma 0.001 Theta -0.147 Vega 0.239 Open interest 13 Model this call Put · $900 In the money Last $215.50 Breakeven $684.50 Implied vol 42.3% Delta -0.946 ≈95% ITM Gamma 0.002 Theta -0.138 Vega 0.21 Open interest 0 Model this put
0	—	38.8%	0.037	—	—	—	—	—	0
Call · $910 Last — Breakeven — Implied vol 38.8% Delta 0.037 ≈4% ITM Gamma 0.001 Theta -0.122 Vega 0.241 Open interest 0 Model this call Put · $910 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	3	48.5%	0.071	$10.60	$181.10	—	—	1	0
Call · $920 Last $10.60 Breakeven $930.60 Implied vol 48.5% Delta 0.071 ≈7% ITM Gamma 0.001 Theta -0.254 Vega 0.239 Open interest 3 Model this call Put · $920 In the money Last $181.10 Breakeven $738.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	50.7%	0.07	—	—	—	—	—	0
Call · $930 Last — Breakeven — Implied vol 50.7% Delta 0.07 ≈7% ITM Gamma 0.001 Theta -0.262 Vega 0.24 Open interest 0 Model this call Put · $930 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	1	43.8%	0.033	$0.55	$199.30	—	—	1	0
Call · $940 Last $0.55 Breakeven $940.55 Implied vol 43.8% Delta 0.033 ≈3% ITM Gamma 0.001 Theta -0.125 Vega 0.122 Open interest 2 Model this call Put · $940 In the money Last $199.30 Breakeven $740.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	44.9%	0.031	$4.20	—	—	—	—	0
Call · $950 Last $4.20 Breakeven $954.20 Implied vol 44.9% Delta 0.031 ≈3% ITM Gamma 0.001 Theta -0.121 Vega 0.123 Open interest 1 Model this call Put · $950 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	44.1%	0.024	—	$218.00	—	—	1	0
Call · $960 Last — Breakeven — Implied vol 44.1% Delta 0.024 ≈2% ITM Gamma 0.001 Theta -0.094 Vega 0.124 Open interest 0 Model this call Put · $960 In the money Last $218.00 Breakeven $742.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	45.6%	0.023	—	$222.60	—	—	1	0
Call · $970 Last — Breakeven — Implied vol 45.6% Delta 0.023 ≈2% ITM Gamma 0.001 Theta -0.095 Vega 0.124 Open interest 0 Model this call Put · $970 In the money Last $222.60 Breakeven $747.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	47.2%	0.022	—	$275.50	—	—	1	0
Call · $980 Last — Breakeven — Implied vol 47.2% Delta 0.022 ≈2% ITM Gamma 0.001 Theta -0.096 Vega 0.125 Open interest 0 Model this call Put · $980 In the money Last $275.50 Breakeven $704.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	48.7%	0.022	—	—	—	—	—	0
Call · $990 Last — Breakeven — Implied vol 48.7% Delta 0.022 ≈2% ITM Gamma 0.001 Theta -0.096 Vega 0.125 Open interest 0 Model this call Put · $990 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	50.2%	0.021	$7.40	$302.80	—	—	1	0
Call · $1000 Last $7.40 Breakeven $1,007.40 Implied vol 50.2% Delta 0.021 ≈2% ITM Gamma 0 Theta -0.097 Vega 0.126 Open interest 1 Model this call Put · $1000 In the money Last $302.80 Breakeven $697.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	55.6%	0.026	$6.10	$318.90	—	—	1	0
Call · $1020 Last $6.10 Breakeven $1,026.10 Implied vol 55.6% Delta 0.026 ≈3% ITM Gamma 0.001 Theta -0.127 Vega 0.126 Open interest 1 Model this call Put · $1020 In the money Last $318.90 Breakeven $701.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	1	56.5%	0.02	$1.10	—	—	—	—	0
Call · $1040 Last $1.10 Breakeven $1,041.10 Implied vol 56.5% Delta 0.02 ≈2% ITM Gamma 0 Theta -0.105 Vega 0.127 Open interest 0 Model this call Put · $1040 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	59.4%	0.02	$0.90	—	—	—	—	0
Call · $1060 Last $0.90 Breakeven $1,060.90 Implied vol 59.4% Delta 0.02 ≈2% ITM Gamma 0 Theta -0.107 Vega 0.128 Open interest 1 Model this call Put · $1060 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $300 In the money

Last: —
Breakeven: —
Implied vol: 0.2%
Delta: 1 ≈100% ITM
Gamma: 0
Theta: -0.027
Vega: 0
Open interest: 0

Model this call

Put · $300

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

Model this put

Call · $310 In the money

Last: —
Breakeven: —
Implied vol: 129.2%
Delta: 0.997 ≈100% ITM
Gamma: 0
Theta: -0.074
Vega: 0.028
Open interest: 0

Model this call

Put · $310

Last: $1.10
Breakeven: $308.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $320 In the money

Last: $344.60
Breakeven: $664.60
Implied vol: 112.9%
Delta: 0.998 ≈100% ITM
Gamma: 0
Theta: -0.049
Vega: 0.01
Open interest: 1

Model this call

Put · $320

Last: $0.41
Breakeven: $319.59
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $330 In the money

Last: $432.00
Breakeven: $762.00
Implied vol: 120.3%
Delta: 0.997 ≈100% ITM
Gamma: 0
Theta: -0.075
Vega: 0.029
Open interest: 1

Model this call

Put · $330

Last: $0.55
Breakeven: $329.45
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $340 In the money

Last: —
Breakeven: —
Implied vol: 120.4%
Delta: 0.995 ≈100% ITM
Gamma: 0
Theta: -0.091
Vega: 0.029
Open interest: 0

Model this call

Put · $340

Last: $0.65
Breakeven: $339.35
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this put

Call · $350 In the money

Last: $347.00
Breakeven: $697.00
Implied vol: 112%
Delta: 0.996 ≈100% ITM
Gamma: 0
Theta: -0.076
Vega: 0.03
Open interest: 1

Model this call

Put · $350

Last: $0.35
Breakeven: $349.65
Implied vol: 166.7%
Delta: -0.028 ≈3% ITM
Gamma: 0
Theta: -0.399
Vega: 0.138
Open interest: 6

Model this put

Call · $360 In the money

Last: —
Breakeven: —
Implied vol: 108.8%
Delta: 0.996 ≈100% ITM
Gamma: 0
Theta: -0.079
Vega: 0.03
Open interest: 0

Model this call

Put · $360

Last: $0.20
Breakeven: $359.80
Implied vol: 123.6%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.105
Vega: 0.07
Open interest: 1

Model this put

Call · $370 In the money

Last: —
Breakeven: —
Implied vol: 107.4%
Delta: 0.995 ≈100% ITM
Gamma: 0
Theta: -0.089
Vega: 0.031
Open interest: 0

Model this call

Put · $370

Last: —
Breakeven: —
Implied vol: 119.3%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.105
Vega: 0.071
Open interest: 0

Model this put

Call · $380 In the money

Last: —
Breakeven: —
Implied vol: 94.7%
Delta: 0.998 ≈100% ITM
Gamma: 0
Theta: -0.061
Vega: 0.011
Open interest: 0

Model this call

Put · $380

Last: $1.35
Breakeven: $378.65
Implied vol: 115.1%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.104
Vega: 0.072
Open interest: 2

Model this put

Call · $390 In the money

Last: $342.00
Breakeven: $732.00
Implied vol: 98.2%
Delta: 0.995 ≈100% ITM
Gamma: 0
Theta: -0.084
Vega: 0.031
Open interest: 1

Model this call

Put · $390

Last: $4.00
Breakeven: $386.00
Implied vol: 114.4%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.127
Vega: 0.073
Open interest: 1

Model this put

Call · $400 In the money

Last: —
Breakeven: —
Implied vol: 98.6%
Delta: 0.994 ≈99% ITM
Gamma: 0
Theta: -0.1
Vega: 0.032
Open interest: 0

Model this call

Put · $400

Last: —
Breakeven: —
Implied vol: 110.3%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.126
Vega: 0.074
Open interest: 0

Model this put

Call · $410 In the money

Last: —
Breakeven: —
Implied vol: 94.2%
Delta: 0.994 ≈99% ITM
Gamma: 0
Theta: -0.097
Vega: 0.032
Open interest: 0

Model this call

Put · $410

Last: —
Breakeven: —
Implied vol: 104.4%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.111
Vega: 0.075
Open interest: 0

Model this put

Call · $420 In the money

Last: —
Breakeven: —
Implied vol: 88.5%
Delta: 0.995 ≈99% ITM
Gamma: 0
Theta: -0.089
Vega: 0.032
Open interest: 0

Model this call

Put · $420

Last: —
Breakeven: —
Implied vol: 102.5%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.125
Vega: 0.076
Open interest: 0

Model this put

Call · $430 In the money

Last: $282.20
Breakeven: $712.20
Implied vol: 79.8%
Delta: 0.997 ≈100% ITM
Gamma: 0
Theta: -0.067
Vega: 0.033
Open interest: 1

Model this call

Put · $430

Last: —
Breakeven: —
Implied vol: 95.5%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.1
Vega: 0.077
Open interest: 0

Model this put

Call · $440 In the money

Last: —
Breakeven: —
Implied vol: 83.4%
Delta: 0.994 ≈99% ITM
Gamma: 0
Theta: -0.096
Vega: 0.033
Open interest: 0

Model this call

Put · $440

Last: —
Breakeven: —
Implied vol: 95.1%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.123
Vega: 0.078
Open interest: 0

Model this put

Call · $450 In the money

Last: $234.50
Breakeven: $684.50
Implied vol: 82.4%
Delta: 0.992 ≈99% ITM
Gamma: 0
Theta: -0.106
Vega: 0.034
Open interest: 1

Model this call

Put · $450

Last: —
Breakeven: —
Implied vol: 98.2%
Delta: -0.019 ≈2% ITM
Gamma: 0
Theta: -0.172
Vega: 0.079
Open interest: 0

Model this put

Call · $460 In the money

Last: $252.20
Breakeven: $712.20
Implied vol: 78.5%
Delta: 0.992 ≈99% ITM
Gamma: 0
Theta: -0.103
Vega: 0.034
Open interest: 1

Model this call

Put · $460

Last: —
Breakeven: —
Implied vol: 117.1%
Delta: -0.044 ≈4% ITM
Gamma: 0
Theta: -0.408
Vega: 0.16
Open interest: 0

Model this put

Call · $470 In the money

Last: $238.50
Breakeven: $708.50
Implied vol: 77.6%
Delta: 0.991 ≈99% ITM
Gamma: 0
Theta: -0.113
Vega: 0.034
Open interest: 2

Model this call

Put · $470

Last: —
Breakeven: —
Implied vol: 113.5%
Delta: -0.046 ≈5% ITM
Gamma: 0
Theta: -0.411
Vega: 0.162
Open interest: 0

Model this put

Call · $480 In the money

Last: —
Breakeven: —
Implied vol: 73.8%
Delta: 0.991 ≈99% ITM
Gamma: 0
Theta: -0.11
Vega: 0.035
Open interest: 0

Model this call

Put · $480

Last: —
Breakeven: —
Implied vol: 78.2%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.096
Vega: 0.081
Open interest: 0

Model this put

Call · $490 In the money

Last: $227.80
Breakeven: $717.80
Implied vol: 54.9%
Delta: 0.999 ≈100% ITM
Gamma: 0
Theta: -0.055
Vega: 0.013
Open interest: 1

Model this call

Put · $490

Last: —
Breakeven: —
Implied vol: 75.5%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.1
Vega: 0.082
Open interest: 0

Model this put

Call · $500 In the money

Last: $219.00
Breakeven: $719.00
Implied vol: 69.6%
Delta: 0.988 ≈99% ITM
Gamma: 0
Theta: -0.125
Vega: 0.083
Open interest: 2

Model this call

Put · $500

Last: $3.10
Breakeven: $496.90
Implied vol: 71.7%
Delta: -0.014 ≈1% ITM
Gamma: 0
Theta: -0.095
Vega: 0.083
Open interest: 6

Model this put

Call · $510 In the money

Last: —
Breakeven: —
Implied vol: 66.8%
Delta: 0.988 ≈99% ITM
Gamma: 0
Theta: -0.127
Vega: 0.083
Open interest: 0

Model this call

Put · $510

Last: —
Breakeven: —
Implied vol: 68.6%
Delta: -0.015 ≈1% ITM
Gamma: 0
Theta: -0.094
Vega: 0.084
Open interest: 0

Model this put

Call · $520 In the money

Last: —
Breakeven: —
Implied vol: 63.4%
Delta: 0.987 ≈99% ITM
Gamma: 0
Theta: -0.125
Vega: 0.084
Open interest: 0

Model this call

Put · $520

Last: —
Breakeven: —
Implied vol: 69.1%
Delta: -0.019 ≈2% ITM
Gamma: 0
Theta: -0.122
Vega: 0.085
Open interest: 0

Model this put

Call · $530 In the money

Last: $149.00
Breakeven: $679.00
Implied vol: 63.6%
Delta: 0.983 ≈98% ITM
Gamma: 0
Theta: -0.151
Vega: 0.085
Open interest: 1

Model this call

Put · $530

Last: $5.10
Breakeven: $524.90
Implied vol: 63.8%
Delta: -0.017 ≈2% ITM
Gamma: 0
Theta: -0.102
Vega: 0.085
Open interest: 2

Model this put

Call · $540 In the money

Last: —
Breakeven: —
Implied vol: 61.6%
Delta: 0.981 ≈98% ITM
Gamma: 0
Theta: -0.158
Vega: 0.086
Open interest: 0

Model this call

Put · $540

Last: $1.80
Breakeven: $538.20
Implied vol: 62.6%
Delta: -0.021 ≈2% ITM
Gamma: 0
Theta: -0.115
Vega: 0.086
Open interest: 1

Model this put

Call · $550 In the money

Last: —
Breakeven: —
Implied vol: 60.7%
Delta: 0.977 ≈98% ITM
Gamma: 0
Theta: -0.174
Vega: 0.087
Open interest: 0

Model this call

Put · $550

Last: —
Breakeven: —
Implied vol: 62%
Delta: -0.024 ≈2% ITM
Gamma: 0
Theta: -0.133
Vega: 0.089
Open interest: 0

Model this put

Call · $560 In the money

Last: —
Breakeven: —
Implied vol: 53.5%
Delta: 0.982 ≈98% ITM
Gamma: 0
Theta: -0.139
Vega: 0.087
Open interest: 0

Model this call

Put · $560

Last: —
Breakeven: —
Implied vol: 68.6%
Delta: -0.047 ≈5% ITM
Gamma: 0.001
Theta: -0.25
Vega: 0.176
Open interest: 0

Model this put

Call · $570 In the money

Last: —
Breakeven: —
Implied vol: 53.8%
Delta: 0.977 ≈98% ITM
Gamma: 0.001
Theta: -0.165
Vega: 0.088
Open interest: 0

Model this call

Put · $570

Last: $8.77
Breakeven: $561.23
Implied vol: 59%
Delta: -0.035 ≈4% ITM
Gamma: 0.001
Theta: -0.17
Vega: 0.177
Open interest: 8

Model this put

Call · $580 In the money

Last: —
Breakeven: —
Implied vol: 53.7%
Delta: 0.969 ≈97% ITM
Gamma: 0.001
Theta: -0.195
Vega: 0.178
Open interest: 0

Model this call

Put · $580

Last: $34.00
Breakeven: $546.00
Implied vol: 57.8%
Delta: -0.042 ≈4% ITM
Gamma: 0.001
Theta: -0.192
Vega: 0.179
Open interest: 1

Model this put

Call · $590 In the money

Last: $169.00
Breakeven: $759.00
Implied vol: 55.7%
Delta: 0.953 ≈95% ITM
Gamma: 0.001
Theta: -0.258
Vega: 0.18
Open interest: 1

Model this call

Put · $590

Last: $5.25
Breakeven: $584.75
Implied vol: 66.1%
Delta: -0.076 ≈8% ITM
Gamma: 0.001
Theta: -0.349
Vega: 0.314
Open interest: 5

Model this put

Call · $600 In the money

Last: —
Breakeven: —
Implied vol: 54.4%
Delta: 0.946 ≈95% ITM
Gamma: 0.001
Theta: -0.278
Vega: 0.182
Open interest: 0

Model this call

Put · $600

Last: $5.00
Breakeven: $595.00
Implied vol: 59.8%
Delta: -0.071 ≈7% ITM
Gamma: 0.001
Theta: -0.301
Vega: 0.316
Open interest: 2

Model this put

Call · $610 In the money

Last: —
Breakeven: —
Implied vol: 54.1%
Delta: 0.933 ≈93% ITM
Gamma: 0.001
Theta: -0.318
Vega: 0.318
Open interest: 0

Model this call

Put · $610

Last: $7.10
Breakeven: $602.90
Implied vol: 57.7%
Delta: -0.08 ≈8% ITM
Gamma: 0.001
Theta: -0.316
Vega: 0.318
Open interest: 1

Model this put

Call · $620 In the money

Last: —
Breakeven: —
Implied vol: 53.1%
Delta: 0.92 ≈92% ITM
Gamma: 0.001
Theta: -0.351
Vega: 0.32
Open interest: 0

Model this call

Put · $620

Last: $5.65
Breakeven: $614.35
Implied vol: 49.8%
Delta: -0.067 ≈7% ITM
Gamma: 0.001
Theta: -0.241
Vega: 0.32
Open interest: 2

Model this put

Call · $630 In the money

Last: —
Breakeven: —
Implied vol: 50.9%
Delta: 0.91 ≈91% ITM
Gamma: 0.002
Theta: -0.363
Vega: 0.323
Open interest: 0

Model this call

Put · $630

Last: $5.63
Breakeven: $624.37
Implied vol: 52.6%
Delta: -0.096 ≈10% ITM
Gamma: 0.002
Theta: -0.332
Vega: 0.324
Open interest: 3

Model this put

Call · $640 In the money

Last: $119.60
Breakeven: $759.60
Implied vol: 51.9%
Delta: 0.889 ≈89% ITM
Gamma: 0.002
Theta: -0.428
Vega: 0.327
Open interest: 1

Model this call

Put · $640

Last: $7.12
Breakeven: $632.88
Implied vol: 52.5%
Delta: -0.113 ≈11% ITM
Gamma: 0.002
Theta: -0.377
Vega: 0.33
Open interest: 15

Model this put

Call · $650 In the money

Last: —
Breakeven: —
Implied vol: 49.7%
Delta: 0.875 ≈88% ITM
Gamma: 0.002
Theta: -0.441
Vega: 0.494
Open interest: 0

Model this call

Put · $650

Last: $8.50
Breakeven: $641.50
Implied vol: 51.2%
Delta: -0.132 ≈13% ITM
Gamma: 0.002
Theta: -0.406
Vega: 0.495
Open interest: 7

Model this put

Call · $660 In the money

Last: $96.04
Breakeven: $756.04
Implied vol: 48.2%
Delta: 0.855 ≈85% ITM
Gamma: 0.002
Theta: -0.468
Vega: 0.498
Open interest: 2

Model this call

Put · $660

Last: $8.94
Breakeven: $651.06
Implied vol: 50.3%
Delta: -0.155 ≈16% ITM
Gamma: 0.002
Theta: -0.442
Vega: 0.499
Open interest: 9

Model this put

Call · $670 In the money

Last: —
Breakeven: —
Implied vol: 48.9%
Delta: 0.824 ≈82% ITM
Gamma: 0.003
Theta: -0.53
Vega: 0.504
Open interest: 0

Model this call

Put · $670

Last: $11.94
Breakeven: $658.06
Implied vol: 49.9%
Delta: -0.18 ≈18% ITM
Gamma: 0.003
Theta: -0.484
Vega: 0.504
Open interest: 2

Model this put

Call · $680 In the money

Last: $66.70
Breakeven: $746.70
Implied vol: 44.9%
Delta: 0.812 ≈81% ITM
Gamma: 0.003
Theta: -0.511
Vega: 0.507
Open interest: 3

Model this call

Put · $680

Last: —
Breakeven: —
Implied vol: 49%
Delta: -0.204 ≈20% ITM
Gamma: 0.003
Theta: -0.519
Vega: 0.537
Open interest: 0

Model this put

Call · $690 In the money

Last: $95.50
Breakeven: $785.50
Implied vol: 46.3%
Delta: 0.773 ≈77% ITM
Gamma: 0.003
Theta: -0.579
Vega: 0.67
Open interest: 5

Model this call

Put · $690

Last: $15.97
Breakeven: $674.03
Implied vol: 48.5%
Delta: -0.237 ≈24% ITM
Gamma: 0.003
Theta: -0.551
Vega: 0.671
Open interest: 4

Model this put

Call · $700 In the money

Last: $93.30
Breakeven: $793.30
Implied vol: 45.6%
Delta: 0.738 ≈74% ITM
Gamma: 0.004
Theta: -0.608
Vega: 0.677
Open interest: 6

Model this call

Put · $700

Last: $18.07
Breakeven: $681.93
Implied vol: 47.3%
Delta: -0.269 ≈27% ITM
Gamma: 0.003
Theta: -0.572
Vega: 0.677
Open interest: 13

Model this put

Call · $710 In the money

Last: $61.80
Breakeven: $771.80
Implied vol: 45.3%
Delta: 0.701 ≈70% ITM
Gamma: 0.004
Theta: -0.644
Vega: 0.683
Open interest: 6

Model this call

Put · $710

Last: $22.62
Breakeven: $687.38
Implied vol: 47%
Delta: -0.305 ≈30% ITM
Gamma: 0.004
Theta: -0.606
Vega: 0.684
Open interest: 5

Model this put

Call · $720 In the money

Last: $54.30
Breakeven: $774.30
Implied vol: 44.9%
Delta: 0.663 ≈66% ITM
Gamma: 0.004
Theta: -0.671
Vega: 0.788
Open interest: 12

Model this call

Put · $720

Last: $26.51
Breakeven: $693.49
Implied vol: 45.7%
Delta: -0.341 ≈34% ITM
Gamma: 0.004
Theta: -0.616
Vega: 0.788
Open interest: 6

Model this put

Call · $730 In the money

Last: $34.70
Breakeven: $764.70
Implied vol: 42.9%
Delta: 0.623 ≈62% ITM
Gamma: 0.004
Theta: -0.658
Vega: 0.795
Open interest: 28

Model this call

Put · $730

Last: $26.78
Breakeven: $703.22
Implied vol: 44.2%
Delta: -0.381 ≈38% ITM
Gamma: 0.004
Theta: -0.611
Vega: 0.795
Open interest: 400

Model this put

Call · $740 In the money

Last: $32.60
Breakeven: $772.60
Implied vol: 42.3%
Delta: 0.578 ≈58% ITM
Gamma: 0.005
Theta: -0.665
Vega: 0.802
Open interest: 10

Model this call

Put · $740

Last: $31.37
Breakeven: $708.63
Implied vol: 44.2%
Delta: -0.425 ≈42% ITM
Gamma: 0.004
Theta: -0.628
Vega: 0.803
Open interest: 4

Model this put

Call · $750 In the money

Last: $33.90
Breakeven: $783.90
Implied vol: 42.2%
Delta: 0.533 ≈53% ITM
Gamma: 0.005
Theta: -0.681
Vega: 0.81
Open interest: 56

Model this call

Put · $750

Last: $35.92
Breakeven: $714.08
Implied vol: 44.7%
Delta: -0.469 ≈47% ITM
Gamma: 0.004
Theta: -0.652
Vega: 0.81
Open interest: 4

Model this put

Call · $760

Last: $32.00
Breakeven: $792.00
Implied vol: 41.8%
Delta: 0.487 ≈49% ITM
Gamma: 0.005
Theta: -0.664
Vega: 0.817
Open interest: 1

Model this call

Put · $760 In the money

Last: $46.15
Breakeven: $713.85
Implied vol: 43.1%
Delta: -0.514 ≈51% ITM
Gamma: 0.005
Theta: -0.617
Vega: 0.817
Open interest: 2

Model this put

Call · $770

Last: $17.95
Breakeven: $787.95
Implied vol: 41.5%
Delta: 0.441 ≈44% ITM
Gamma: 0.005
Theta: -0.65
Vega: 0.825
Open interest: 13

Model this call

Put · $770 In the money

Last: $68.00
Breakeven: $702.00
Implied vol: 42.6%
Delta: -0.56 ≈56% ITM
Gamma: 0.005
Theta: -0.598
Vega: 0.824
Open interest: 56

Model this put

Call · $780

Last: $17.40
Breakeven: $797.40
Implied vol: 41.6%
Delta: 0.395 ≈40% ITM
Gamma: 0.005
Theta: -0.641
Vega: 0.833
Open interest: 52

Model this call

Put · $780 In the money

Last: —
Breakeven: —
Implied vol: 43.6%
Delta: -0.601 ≈60% ITM
Gamma: 0.004
Theta: -0.604
Vega: 0.827
Open interest: 0

Model this put

Call · $790

Last: $12.18
Breakeven: $802.18
Implied vol: 40.8%
Delta: 0.351 ≈35% ITM
Gamma: 0.004
Theta: -0.598
Vega: 0.735
Open interest: 354

Model this call

Put · $790 In the money

Last: —
Breakeven: —
Implied vol: 41.6%
Delta: -0.65 ≈65% ITM
Gamma: 0.004
Theta: -0.544
Vega: 0.733
Open interest: 0

Model this put

Call · $800

Last: $9.50
Breakeven: $809.50
Implied vol: 39.5%
Delta: 0.303 ≈30% ITM
Gamma: 0.004
Theta: -0.542
Vega: 0.743
Open interest: 16

Model this call

Put · $800 In the money

Last: —
Breakeven: —
Implied vol: 40.9%
Delta: -0.694 ≈69% ITM
Gamma: 0.004
Theta: -0.498
Vega: 0.737
Open interest: 0

Model this put

Call · $810

Last: $14.50
Breakeven: $824.50
Implied vol: 40.2%
Delta: 0.266 ≈27% ITM
Gamma: 0.004
Theta: -0.521
Vega: 0.749
Open interest: 43

Model this call

Put · $810 In the money

Last: —
Breakeven: —
Implied vol: 40.5%
Delta: -0.738 ≈74% ITM
Gamma: 0.004
Theta: -0.457
Vega: 0.732
Open interest: 0

Model this put

Call · $820

Last: $22.50
Breakeven: $842.50
Implied vol: 38.5%
Delta: 0.221 ≈22% ITM
Gamma: 0.004
Theta: -0.448
Vega: 0.579
Open interest: 3

Model this call

Put · $820 In the money

Last: $136.50
Breakeven: $683.50
Implied vol: 41.2%
Delta: -0.769 ≈77% ITM
Gamma: 0.004
Theta: -0.432
Vega: 0.571
Open interest: 1

Model this put

Call · $830

Last: $9.25
Breakeven: $839.25
Implied vol: 37.8%
Delta: 0.184 ≈18% ITM
Gamma: 0.003
Theta: -0.392
Vega: 0.585
Open interest: 4

Model this call

Put · $830 In the money

Last: —
Breakeven: —
Implied vol: 39.7%
Delta: -0.81 ≈81% ITM
Gamma: 0.004
Theta: -0.359
Vega: 0.569
Open interest: 0

Model this put

Call · $840

Last: $5.00
Breakeven: $845.00
Implied vol: 40.3%
Delta: 0.17 ≈17% ITM
Gamma: 0.003
Theta: -0.398
Vega: 0.588
Open interest: 52

Model this call

Put · $840 In the money

Last: $75.15
Breakeven: $764.85
Implied vol: 39.7%
Delta: -0.843 ≈84% ITM
Gamma: 0.003
Theta: -0.317
Vega: 0.563
Open interest: 26

Model this put

Call · $850

Last: $2.85
Breakeven: $852.85
Implied vol: 36.6%
Delta: 0.12 ≈12% ITM
Gamma: 0.003
Theta: -0.284
Vega: 0.398
Open interest: 2

Model this call

Put · $850 In the money

Last: $82.00
Breakeven: $768.00
Implied vol: 40.6%
Delta: -0.864 ≈86% ITM
Gamma: 0.003
Theta: -0.292
Vega: 0.381
Open interest: 74

Model this put

Call · $860

Last: $3.20
Breakeven: $863.20
Implied vol: 39.1%
Delta: 0.115 ≈12% ITM
Gamma: 0.002
Theta: -0.294
Vega: 0.399
Open interest: 6

Model this call

Put · $860 In the money

Last: $89.25
Breakeven: $770.75
Implied vol: 38.8%
Delta: -0.898 ≈90% ITM
Gamma: 0.003
Theta: -0.218
Vega: 0.37
Open interest: 13

Model this put

Call · $870

Last: —
Breakeven: —
Implied vol: 43.1%
Delta: 0.119 ≈12% ITM
Gamma: 0.002
Theta: -0.332
Vega: 0.4
Open interest: 0

Model this call

Put · $870 In the money

Last: —
Breakeven: —
Implied vol: 37%
Delta: -0.935 ≈93% ITM
Gamma: 0.002
Theta: -0.143
Vega: 0.207
Open interest: 0

Model this put

Call · $880

Last: $6.18
Breakeven: $886.18
Implied vol: 38.8%
Delta: 0.074 ≈7% ITM
Gamma: 0.002
Theta: -0.212
Vega: 0.235
Open interest: 14

Model this call

Put · $880 In the money

Last: $191.40
Breakeven: $688.60
Implied vol: 35.2%
Delta: -0.96 ≈96% ITM
Gamma: 0.002
Theta: -0.084
Vega: 0.181
Open interest: 3

Model this put

Call · $890

Last: —
Breakeven: —
Implied vol: 38.4%
Delta: 0.06 ≈6% ITM
Gamma: 0.002
Theta: -0.176
Vega: 0.237
Open interest: 0

Model this call

Put · $890 In the money

Last: —
Breakeven: —
Implied vol: 38%
Delta: -0.956 ≈96% ITM
Gamma: 0.002
Theta: -0.098
Vega: 0.181
Open interest: 0

Model this put

Call · $900

Last: $3.00
Breakeven: $903.00
Implied vol: 38.5%
Delta: 0.048 ≈5% ITM
Gamma: 0.001
Theta: -0.147
Vega: 0.239
Open interest: 13

Model this call

Put · $900 In the money

Last: $215.50
Breakeven: $684.50
Implied vol: 42.3%
Delta: -0.946 ≈95% ITM
Gamma: 0.002
Theta: -0.138
Vega: 0.21
Open interest: 0

Model this put

Call · $910

Last: —
Breakeven: —
Implied vol: 38.8%
Delta: 0.037 ≈4% ITM
Gamma: 0.001
Theta: -0.122
Vega: 0.241
Open interest: 0

Model this call

Put · $910 In the money

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

Model this put

Call · $920

Last: $10.60
Breakeven: $930.60
Implied vol: 48.5%
Delta: 0.071 ≈7% ITM
Gamma: 0.001
Theta: -0.254
Vega: 0.239
Open interest: 3

Model this call

Put · $920 In the money

Last: $181.10
Breakeven: $738.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $930

Last: —
Breakeven: —
Implied vol: 50.7%
Delta: 0.07 ≈7% ITM
Gamma: 0.001
Theta: -0.262
Vega: 0.24
Open interest: 0

Model this call

Put · $930 In the money

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

Model this put

Call · $940

Last: $0.55
Breakeven: $940.55
Implied vol: 43.8%
Delta: 0.033 ≈3% ITM
Gamma: 0.001
Theta: -0.125
Vega: 0.122
Open interest: 2

Model this call

Put · $940 In the money

Last: $199.30
Breakeven: $740.70
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $950

Last: $4.20
Breakeven: $954.20
Implied vol: 44.9%
Delta: 0.031 ≈3% ITM
Gamma: 0.001
Theta: -0.121
Vega: 0.123
Open interest: 1

Model this call

Put · $950 In the money

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

Model this put

Call · $960

Last: —
Breakeven: —
Implied vol: 44.1%
Delta: 0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.094
Vega: 0.124
Open interest: 0

Model this call

Put · $960 In the money

Last: $218.00
Breakeven: $742.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $970

Last: —
Breakeven: —
Implied vol: 45.6%
Delta: 0.023 ≈2% ITM
Gamma: 0.001
Theta: -0.095
Vega: 0.124
Open interest: 0

Model this call

Put · $970 In the money

Last: $222.60
Breakeven: $747.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $980

Last: —
Breakeven: —
Implied vol: 47.2%
Delta: 0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.096
Vega: 0.125
Open interest: 0

Model this call

Put · $980 In the money

Last: $275.50
Breakeven: $704.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $990

Last: —
Breakeven: —
Implied vol: 48.7%
Delta: 0.022 ≈2% ITM
Gamma: 0.001
Theta: -0.096
Vega: 0.125
Open interest: 0

Model this call

Put · $990 In the money

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

Model this put

Call · $1000

Last: $7.40
Breakeven: $1,007.40
Implied vol: 50.2%
Delta: 0.021 ≈2% ITM
Gamma: 0
Theta: -0.097
Vega: 0.126
Open interest: 1

Model this call

Put · $1000 In the money

Last: $302.80
Breakeven: $697.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1020

Last: $6.10
Breakeven: $1,026.10
Implied vol: 55.6%
Delta: 0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.127
Vega: 0.126
Open interest: 1

Model this call

Put · $1020 In the money

Last: $318.90
Breakeven: $701.10
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $1040

Last: $1.10
Breakeven: $1,041.10
Implied vol: 56.5%
Delta: 0.02 ≈2% ITM
Gamma: 0
Theta: -0.105
Vega: 0.127
Open interest: 0

Model this call

Put · $1040 In the money

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

Model this put

Call · $1060

Last: $0.90
Breakeven: $1,060.90
Implied vol: 59.4%
Delta: 0.02 ≈2% ITM
Gamma: 0
Theta: -0.107
Vega: 0.128
Open interest: 1

Model this call

Put · $1060 In the money

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

Model this put

CW · Curtiss Wright Corp

Options Chain

Positioning

Open interest by strike · near the money

Chain