24
20
—
—
$304.00
310
$0.05
-0.008
722.9%
2
338
Call · $310
In the money
Last $304.00
Breakeven $614.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 24
Model this call
Put · $310
Last $0.05
Breakeven $309.95
Implied vol 722.9%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -3.202
Vega 0.01
Open interest 338
Model this put
32
20
—
—
$299.01
315
$0.11
—
—
2
34
Call · $315
In the money
Last $299.01
Breakeven $614.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 32
Model this call
Put · $315
Last $0.11
Breakeven $314.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 34
Model this put
21
46
—
—
$294.46
320
$0.14
-0.009
696.5%
30
58
Call · $320
In the money
Last $294.46
Breakeven $614.46
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 21
Model this call
Put · $320
Last $0.14
Breakeven $319.86
Implied vol 696.5%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -3.36
Vega 0.01
Open interest 58
Model this put
35
46
—
—
$289.46
325
$0.11
—
—
3
12
Call · $325
In the money
Last $289.46
Breakeven $614.46
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 35
Model this call
Put · $325
Last $0.11
Breakeven $324.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 12
Model this put
18
8
—
—
$288.60
330
$0.10
-0.009
663.3%
3
28
Call · $330
In the money
Last $288.60
Breakeven $618.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 18
Model this call
Put · $330
Last $0.10
Breakeven $329.90
Implied vol 663.3%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -3.238
Vega 0.01
Open interest 28
Model this put
16
13
—
—
$283.64
335
$0.12
—
—
5
32
Call · $335
In the money
Last $283.64
Breakeven $618.64
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $335
Last $0.12
Breakeven $334.88
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 32
Model this put
7
15
—
—
$278.66
340
$0.11
-0.01
636.1%
5
47
Call · $340
In the money
Last $278.66
Breakeven $618.66
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $340
Last $0.11
Breakeven $339.89
Implied vol 636.1%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -3.302
Vega 0.01
Open interest 47
Model this put
2
6
—
—
$273.69
345
$0.11
-0.01
619.1%
7
25
Call · $345
In the money
Last $273.69
Breakeven $618.69
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $345
Last $0.11
Breakeven $344.89
Implied vol 619.1%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -3.194
Vega 0.01
Open interest 25
Model this put
2
2
—
—
$264.32
350
$0.07
—
—
3
13
Call · $350
In the money
Last $264.32
Breakeven $614.32
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $350
Last $0.07
Breakeven $349.93
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 13
Model this put
1
2
—
—
$259.32
355
$0.08
—
—
6
23
Call · $355
In the money
Last $259.32
Breakeven $614.32
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $355
Last $0.08
Breakeven $354.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 23
Model this put
2
4
—
—
$251.94
360
$0.12
-0.011
579.2%
2
69
Call · $360
In the money
Last $251.94
Breakeven $611.94
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $360
Last $0.12
Breakeven $359.88
Implied vol 579.2%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -3.242
Vega 0.01
Open interest 69
Model this put
0
—
—
—
—
365
$0.12
—
—
5
49
Call · $365
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $365
Last $0.12
Breakeven $364.88
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 49
Model this put
1
2
—
—
$251.45
370
$0.13
-0.011
552%
4
68
Call · $370
In the money
Last $251.45
Breakeven $621.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $370
Last $0.13
Breakeven $369.87
Implied vol 552%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -3.212
Vega 0.011
Open interest 68
Model this put
1
2
—
—
$246.45
375
$0.12
-0.012
538.6%
52
32
Call · $375
In the money
Last $246.45
Breakeven $621.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $375
Last $0.12
Breakeven $374.88
Implied vol 538.6%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -3.197
Vega 0.011
Open interest 32
Model this put
0
—
—
—
—
380
$0.11
-0.012
525.5%
31
69
Call · $380
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $380
Last $0.11
Breakeven $379.89
Implied vol 525.5%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -3.182
Vega 0.011
Open interest 69
Model this put
0
—
—
—
—
385
$0.11
—
—
2
64
Call · $385
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $385
Last $0.11
Breakeven $384.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 64
Model this put
0
—
—
—
—
390
$0.10
—
—
2
28
Call · $390
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $390
Last $0.10
Breakeven $389.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 28
Model this put
0
—
—
—
—
395
$0.12
—
—
2
25
Call · $395
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $395
Last $0.12
Breakeven $394.88
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 25
Model this put
0
—
—
—
—
400
$0.05
-0.016
492.8%
121
121
Call · $400
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $400
Last $0.05
Breakeven $399.95
Implied vol 492.8%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -3.868
Vega 0.011
Open interest 121
Model this put
0
—
—
—
—
405
$0.11
—
—
56
56
Call · $405
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $405
Last $0.11
Breakeven $404.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 56
Model this put
0
—
—
—
—
410
$0.10
—
—
50
50
Call · $410
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $410
Last $0.10
Breakeven $409.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 50
Model this put
0
—
—
—
—
415
$0.10
—
—
48
48
Call · $415
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $415
Last $0.10
Breakeven $414.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 48
Model this put
1
2
—
—
$192.06
420
$0.10
-0.036
526.4%
32
32
Call · $420
In the money
Last $192.06
Breakeven $612.06
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $420
Last $0.10
Breakeven $419.90
Implied vol 526.4%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -8.132
Vega 0.022
Open interest 32
Model this put
1
2
—
—
$187.08
425
$0.10
—
—
1
30
Call · $425
In the money
Last $187.08
Breakeven $612.08
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $425
Last $0.10
Breakeven $424.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 30
Model this put
0
—
—
—
—
430
$0.12
-0.039
501.2%
1
11
Call · $430
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $430
Last $0.12
Breakeven $429.88
Implied vol 501.2%
Delta -0.039 ≈4% ITM
Gamma 0.001
Theta -8.175
Vega 0.023
Open interest 11
Model this put
0
—
—
—
—
435
$0.14
-0.06
566%
1
8
Call · $435
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $435
Last $0.14
Breakeven $434.86
Implied vol 566%
Delta -0.06 ≈6% ITM
Gamma 0.001
Theta -13.282
Vega 0.039
Open interest 8
Model this put
0
—
—
—
—
440
$0.10
-0.021
403.9%
1
10
Call · $440
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $440
Last $0.10
Breakeven $439.90
Implied vol 403.9%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -4.024
Vega 0.012
Open interest 10
Model this put
0
—
—
—
—
445
$0.12
-0.037
446.2%
2
15
Call · $445
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $445
Last $0.12
Breakeven $444.88
Implied vol 446.2%
Delta -0.037 ≈4% ITM
Gamma 0.001
Theta -7.076
Vega 0.023
Open interest 15
Model this put
0
—
—
—
—
450
$0.05
-0.021
374.9%
25
522
Call · $450
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $450
Last $0.05
Breakeven $449.95
Implied vol 374.9%
Delta -0.021 ≈2% ITM
Gamma 0.001
Theta -3.712
Vega 0.012
Open interest 522
Model this put
0
—
—
—
—
455
$0.09
-0.046
441.9%
5
5
Call · $455
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $455
Last $0.09
Breakeven $454.91
Implied vol 441.9%
Delta -0.046 ≈5% ITM
Gamma 0.001
Theta -8.35
Vega 0.023
Open interest 5
Model this put
0
—
—
—
—
460
$0.08
-0.026
367.7%
5
71
Call · $460
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $460
Last $0.08
Breakeven $459.92
Implied vol 367.7%
Delta -0.026 ≈3% ITM
Gamma 0.001
Theta -4.331
Vega 0.024
Open interest 71
Model this put
0
—
—
—
—
465
$0.12
-0.022
337.9%
4
4
Call · $465
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $465
Last $0.12
Breakeven $464.88
Implied vol 337.9%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -3.478
Vega 0.012
Open interest 4
Model this put
0
—
—
—
—
470
$0.98
-0.029
346.4%
6
3
Call · $470
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $470
Last $0.98
Breakeven $469.02
Implied vol 346.4%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -4.441
Vega 0.024
Open interest 3
Model this put
1
1
—
—
$147.60
475
$0.05
-0.051
389.7%
104
109
Call · $475
In the money
Last $147.60
Breakeven $622.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $475
Last $0.05
Breakeven $474.95
Implied vol 389.7%
Delta -0.051 ≈5% ITM
Gamma 0.001
Theta -8.022
Vega 0.024
Open interest 109
Model this put
0
—
—
—
—
480
$0.55
-0.033
327.8%
4
10
Call · $480
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $480
Last $0.55
Breakeven $479.45
Implied vol 327.8%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -4.687
Vega 0.024
Open interest 10
Model this put
0
—
—
—
—
485
—
-0.017
269.2%
—
0
Call · $485
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $485
Last —
Breakeven —
Implied vol 269.2%
Delta -0.017 ≈2% ITM
Gamma 0.001
Theta -2.199
Vega 0.012
Open interest 0
Model this put
1
2
—
—
$111.40
490
$2.18
-0.028
291%
3
7
Call · $490
In the money
Last $111.40
Breakeven $601.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $490
Last $2.18
Breakeven $487.82
Implied vol 291%
Delta -0.028 ≈3% ITM
Gamma 0.001
Theta -3.699
Vega 0.024
Open interest 7
Model this put
0
—
—
—
—
495
$0.35
-0.057
339.8%
1
37
Call · $495
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $495
Last $0.35
Breakeven $494.65
Implied vol 339.8%
Delta -0.057 ≈6% ITM
Gamma 0.001
Theta -7.693
Vega 0.024
Open interest 37
Model this put
1
1
—
—
$128.69
500
$0.05
-0.06
329.9%
31
31
Call · $500
In the money
Last $128.69
Breakeven $628.69
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $500
Last $0.05
Breakeven $499.95
Implied vol 329.9%
Delta -0.06 ≈6% ITM
Gamma 0.001
Theta -7.793
Vega 0.042
Open interest 31
Model this put
1
2
—
—
$81.80
505
$1.13
-0.029
252.9%
26
15
Call · $505
In the money
Last $81.80
Breakeven $586.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $505
Last $1.13
Breakeven $503.87
Implied vol 252.9%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -3.28
Vega 0.025
Open interest 15
Model this put
2
2
—
—
$100.40
510
$0.05
-0.03
241.8%
25
26
Call · $510
In the money
Last $100.40
Breakeven $610.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $510
Last $0.05
Breakeven $509.95
Implied vol 241.8%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -3.231
Vega 0.025
Open interest 26
Model this put
0
—
—
—
—
515
$0.10
-0.015
196.3%
2
245
Call · $515
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $515
Last $0.10
Breakeven $514.90
Implied vol 196.3%
Delta -0.015 ≈2% ITM
Gamma 0.001
Theta -1.448
Vega 0.012
Open interest 245
Model this put
1
2
—
—
$67.40
520
$0.05
-0.02
194.8%
14
18
Call · $520
In the money
Last $67.40
Breakeven $587.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $520
Last $0.05
Breakeven $519.95
Implied vol 194.8%
Delta -0.02 ≈2% ITM
Gamma 0.001
Theta -1.806
Vega 0.013
Open interest 18
Model this put
0
—
—
—
—
525
$0.05
-0.01
163%
3
15
Call · $525
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $525
Last $0.05
Breakeven $524.95
Implied vol 163%
Delta -0.01 ≈1% ITM
Gamma 0.001
Theta -0.825
Vega 0.005
Open interest 15
Model this put
25
50
—
—
$58.30
530
$0.35
-0.036
198.5%
1
8
Call · $530
In the money
Last $58.30
Breakeven $588.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 25
Model this call
Put · $530
Last $0.35
Breakeven $529.65
Implied vol 198.5%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -3.036
Vega 0.025
Open interest 8
Model this put
1
2
—
—
$66.90
535
$0.05
-0.028
176.8%
4
61
Call · $535
In the money
Last $66.90
Breakeven $601.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $535
Last $0.05
Breakeven $534.95
Implied vol 176.8%
Delta -0.028 ≈3% ITM
Gamma 0.001
Theta -2.226
Vega 0.013
Open interest 61
Model this put
0
—
—
—
—
537.5
—
-0.039
182.7%
—
0
Call · $537.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $537.5
Last —
Breakeven —
Implied vol 182.7%
Delta -0.039 ≈4% ITM
Gamma 0.002
Theta -2.963
Vega 0.026
Open interest 0
Model this put
2
2
—
—
$72.10
540
$0.21
-0.041
179.4%
3
22
Call · $540
In the money
Last $72.10
Breakeven $612.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $540
Last $0.21
Breakeven $539.79
Implied vol 179.4%
Delta -0.041 ≈4% ITM
Gamma 0.002
Theta -3.076
Vega 0.026
Open interest 22
Model this put
0
—
—
—
—
542.5
$0.05
-0.117
261.2%
4
5
Call · $542.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $542.5
Last $0.05
Breakeven $542.45
Implied vol 261.2%
Delta -0.117 ≈12% ITM
Gamma 0.003
Theta -10.137
Vega 0.044
Open interest 5
Model this put
0
2
—
—
$58.60
545
$0.21
-0.015
133.4%
28
175
Call · $545
In the money
Last $58.60
Breakeven $603.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $545
Last $0.21
Breakeven $544.79
Implied vol 133.4%
Delta -0.015 ≈2% ITM
Gamma 0.001
Theta -0.978
Vega 0.013
Open interest 175
Model this put
0
—
—
—
—
547.5
$0.05
-0.045
163.9%
2
2
Call · $547.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $547.5
Last $0.05
Breakeven $547.45
Implied vol 163.9%
Delta -0.045 ≈4% ITM
Gamma 0.002
Theta -3.002
Vega 0.026
Open interest 2
Model this put
6
3
—
—
$65.13
550
$1.10
-0.062
177.1%
1
109
Call · $550
In the money
Last $65.13
Breakeven $615.13
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $550
Last $1.10
Breakeven $548.90
Implied vol 177.1%
Delta -0.062 ≈6% ITM
Gamma 0.003
Theta -4.28
Vega 0.026
Open interest 109
Model this put
0
—
—
—
—
552.5
$1.03
-0.048
153.6%
4
44
Call · $552.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $552.5
Last $1.03
Breakeven $551.47
Implied vol 153.6%
Delta -0.048 ≈5% ITM
Gamma 0.002
Theta -2.953
Vega 0.026
Open interest 44
Model this put
0
1
—
—
$55.99
555
$0.05
-0.019
117.7%
29
75
Call · $555
In the money
Last $55.99
Breakeven $610.99
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $555
Last $0.05
Breakeven $554.95
Implied vol 117.7%
Delta -0.019 ≈2% ITM
Gamma 0.001
Theta -1.039
Vega 0.013
Open interest 75
Model this put
0
2
—
—
$58.75
557.5
$2.00
-0.055
148.3%
14
45
Call · $557.5
In the money
Last $58.75
Breakeven $616.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $557.5
Last $2.00
Breakeven $555.50
Implied vol 148.3%
Delta -0.055 ≈6% ITM
Gamma 0.003
Theta -3.247
Vega 0.026
Open interest 45
Model this put
2
2
—
—
$38.40
560
$0.10
-0.033
123.1%
8
76
Call · $560
In the money
Last $38.40
Breakeven $598.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $560
Last $0.10
Breakeven $559.90
Implied vol 123.1%
Delta -0.033 ≈3% ITM
Gamma 0.002
Theta -1.783
Vega 0.026
Open interest 76
Model this put
0
—
—
—
—
562.5
$0.20
-0.024
108.5%
51
47
Call · $562.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $562.5
Last $0.20
Breakeven $562.30
Implied vol 108.5%
Delta -0.024 ≈2% ITM
Gamma 0.002
Theta -1.202
Vega 0.013
Open interest 47
Model this put
1
2
—
—
$68.70
565
$0.15
-0.067
137.7%
10
137
Call · $565
In the money
Last $68.70
Breakeven $633.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $565
Last $0.15
Breakeven $564.85
Implied vol 137.7%
Delta -0.067 ≈7% ITM
Gamma 0.004
Theta -3.523
Vega 0.045
Open interest 137
Model this put
2
4
—
—
$44.30
567.5
$1.70
-0.036
107.3%
2
3
Call · $567.5
In the money
Last $44.30
Breakeven $611.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $567.5
Last $1.70
Breakeven $565.80
Implied vol 107.3%
Delta -0.036 ≈4% ITM
Gamma 0.003
Theta -1.641
Vega 0.026
Open interest 3
Model this put
4
2
—
—
$47.00
570
$0.25
-0.031
98.5%
3
130
Call · $570
In the money
Last $47.00
Breakeven $617.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $570
Last $0.25
Breakeven $569.75
Implied vol 98.5%
Delta -0.031 ≈3% ITM
Gamma 0.003
Theta -1.342
Vega 0.026
Open interest 130
Model this put
0
—
—
—
—
572.5
$3.70
-0.067
116.5%
2
2
Call · $572.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $572.5
Last $3.70
Breakeven $568.80
Implied vol 116.5%
Delta -0.067 ≈7% ITM
Gamma 0.004
Theta -2.986
Vega 0.046
Open interest 2
Model this put
125
2
—
—
$38.00
575
$0.36
-0.044
94.5%
2
13
Call · $575
In the money
Last $38.00
Breakeven $613.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 125
Model this call
Put · $575
Last $0.36
Breakeven $574.64
Implied vol 94.5%
Delta -0.044 ≈4% ITM
Gamma 0.004
Theta -1.704
Vega 0.026
Open interest 13
Model this put
1
2
—
—
$41.50
577.5
$1.55
-0.176
165.8%
6
3
Call · $577.5
In the money
Last $41.50
Breakeven $619.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $577.5
Last $1.55
Breakeven $575.95
Implied vol 165.8%
Delta -0.176 ≈18% ITM
Gamma 0.006
Theta -8.364
Vega 0.069
Open interest 3
Model this put
7
10
—
—
$34.96
580
$0.35
-0.143
134.5%
5
43
Call · $580
In the money
Last $34.96
Breakeven $614.96
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $580
Last $0.35
Breakeven $579.65
Implied vol 134.5%
Delta -0.143 ≈14% ITM
Gamma 0.006
Theta -5.953
Vega 0.069
Open interest 43
Model this put
6
10
—
—
$32.53
582.5
$2.27
-0.072
90.4%
30
11
Call · $582.5
In the money
Last $32.53
Breakeven $615.03
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $582.5
Last $2.27
Breakeven $580.23
Implied vol 90.4%
Delta -0.072 ≈7% ITM
Gamma 0.006
Theta -2.433
Vega 0.046
Open interest 11
Model this put
22
2
—
—
$28.60
585
$0.10
-0.029
64.7%
104
237
Call · $585
In the money
Last $28.60
Breakeven $613.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 22
Model this call
Put · $585
Last $0.10
Breakeven $584.90
Implied vol 64.7%
Delta -0.029 ≈3% ITM
Gamma 0.004
Theta -0.848
Vega 0.013
Open interest 237
Model this put
6
12
—
—
$34.70
587.5
$0.80
-0.22
149.6%
153
39
Call · $587.5
In the money
Last $34.70
Breakeven $622.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $587.5
Last $0.80
Breakeven $586.70
Implied vol 149.6%
Delta -0.22 ≈22% ITM
Gamma 0.008
Theta -8.794
Vega 0.091
Open interest 39
Model this put
32
2
—
—
$27.30
590
$0.32
-0.047
60%
18
26
Call · $590
In the money
Last $27.30
Breakeven $617.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 32
Model this call
Put · $590
Last $0.32
Breakeven $589.68
Implied vol 60%
Delta -0.047 ≈5% ITM
Gamma 0.006
Theta -1.146
Vega 0.027
Open interest 26
Model this put
0
2
—
—
$24.80
592.5
$0.84
-0.086
66.4%
49
29
Call · $592.5
In the money
Last $24.80
Breakeven $617.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $592.5
Last $0.84
Breakeven $591.66
Implied vol 66.4%
Delta -0.086 ≈9% ITM
Gamma 0.009
Theta -2.024
Vega 0.046
Open interest 29
Model this put
24
2
—
—
$20.50
595
$0.72
-0.066
54.4%
8
42
Call · $595
In the money
Last $20.50
Breakeven $615.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 24
Model this call
Put · $595
Last $0.72
Breakeven $594.28
Implied vol 54.4%
Delta -0.066 ≈7% ITM
Gamma 0.009
Theta -1.371
Vega 0.027
Open interest 42
Model this put
42
2
—
—
$18.30
597.5
$1.30
-0.125
62.4%
12
15
Call · $597.5
In the money
Last $18.30
Breakeven $615.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 42
Model this call
Put · $597.5
Last $1.30
Breakeven $596.20
Implied vol 62.4%
Delta -0.125 ≈12% ITM
Gamma 0.013
Theta -2.525
Vega 0.047
Open interest 15
Model this put
35
1
—
—
$15.39
600
$1.00
-0.128
54.8%
39
22
Call · $600
In the money
Last $15.39
Breakeven $615.39
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 35
Model this call
Put · $600
Last $1.00
Breakeven $599.00
Implied vol 54.8%
Delta -0.128 ≈13% ITM
Gamma 0.015
Theta -2.265
Vega 0.047
Open interest 22
Model this put
20
2
—
—
$16.10
602.5
$1.55
-0.156
51.2%
58
79
Call · $602.5
In the money
Last $16.10
Breakeven $618.60
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 20
Model this call
Put · $602.5
Last $1.55
Breakeven $600.95
Implied vol 51.2%
Delta -0.156 ≈16% ITM
Gamma 0.018
Theta -2.39
Vega 0.07
Open interest 79
Model this put
13
8
—
—
$11.90
605
$1.96
-0.197
49.3%
1
9
Call · $605
In the money
Last $11.90
Breakeven $616.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 13
Model this call
Put · $605
Last $1.96
Breakeven $603.04
Implied vol 49.3%
Delta -0.197 ≈20% ITM
Gamma 0.021
Theta -2.671
Vega 0.07
Open interest 9
Model this put
7
3
31.4%
0.849
$10.37
607.5
$2.92
-0.268
52.8%
1
3
Call · $607.5
In the money
Last $10.37
Breakeven $617.87
Implied vol 31.4%
Delta 0.849 ≈85% ITM
Gamma 0.028
Theta -1.473
Vega 0.07
Open interest 7
Model this call
Put · $607.5
Last $2.92
Breakeven $604.58
Implied vol 52.8%
Delta -0.268 ≈27% ITM
Gamma 0.023
Theta -3.393
Vega 0.092
Open interest 3
Model this put
230
1
25%
0.819
$8.08
610
$4.50
-0.357
64.7%
1
55
Call · $610
In the money
Last $8.08
Breakeven $618.08
Implied vol 25%
Delta 0.819 ≈82% ITM
Gamma 0.04
Theta -1.316
Vega 0.07
Open interest 230
Model this call
Put · $610
Last $4.50
Breakeven $605.50
Implied vol 64.7%
Delta -0.357 ≈36% ITM
Gamma 0.022
Theta -4.766
Vega 0.105
Open interest 55
Model this put
11
4
35.7%
0.649
$5.34
612.5
$4.40
-0.408
59.9%
7
6
Call · $612.5
In the money
Last $5.34
Breakeven $617.84
Implied vol 35.7%
Delta 0.649 ≈65% ITM
Gamma 0.04
Theta -2.659
Vega 0.092
Open interest 11
Model this call
Put · $612.5
Last $4.40
Breakeven $608.10
Implied vol 59.9%
Delta -0.408 ≈41% ITM
Gamma 0.024
Theta -4.532
Vega 0.106
Open interest 6
Model this put
Underlying $614.84
161
21
37.4%
0.544
$4.05
615
$7.65
-0.472
69.3%
2
20
Call · $615
Last $4.05
Breakeven $619.05
Implied vol 37.4%
Delta 0.544 ≈54% ITM
Gamma 0.04
Theta -2.931
Vega 0.106
Open interest 161
Model this call
Put · $615
In the money
Last $7.65
Breakeven $607.35
Implied vol 69.3%
Delta -0.472 ≈47% ITM
Gamma 0.022
Theta -5.419
Vega 0.106
Open interest 20
Model this put
12
46
44.3%
0.455
$4.25
617.5
$14.16
-0.528
64.1%
2
3
Call · $617.5
Last $4.25
Breakeven $621.75
Implied vol 44.3%
Delta 0.455 ≈45% ITM
Gamma 0.034
Theta -3.457
Vega 0.106
Open interest 12
Model this call
Put · $617.5
In the money
Last $14.16
Breakeven $603.34
Implied vol 64.1%
Delta -0.528 ≈53% ITM
Gamma 0.023
Theta -4.99
Vega 0.106
Open interest 3
Model this put
116
18
56.4%
0.401
$2.15
620
$9.55
-0.582
67%
1
9
Call · $620
Last $2.15
Breakeven $622.15
Implied vol 56.4%
Delta 0.401 ≈40% ITM
Gamma 0.026
Theta -4.29
Vega 0.106
Open interest 116
Model this call
Put · $620
In the money
Last $9.55
Breakeven $610.45
Implied vol 67%
Delta -0.582 ≈58% ITM
Gamma 0.022
Theta -5.094
Vega 0.106
Open interest 9
Model this put
29
1
50%
0.32
$5.00
622.5
$17.24
-0.632
68.9%
1
1
Call · $622.5
Last $5.00
Breakeven $627.50
Implied vol 50%
Delta 0.32 ≈32% ITM
Gamma 0.027
Theta -3.516
Vega 0.093
Open interest 29
Model this call
Put · $622.5
In the money
Last $17.24
Breakeven $605.26
Implied vol 68.9%
Delta -0.632 ≈63% ITM
Gamma 0.021
Theta -5.123
Vega 0.107
Open interest 1
Model this put
52
19
45.7%
0.233
$1.99
625
$13.65
-0.68
69%
2
18
Call · $625
Last $1.99
Breakeven $626.99
Implied vol 45.7%
Delta 0.233 ≈23% ITM
Gamma 0.026
Theta -2.788
Vega 0.094
Open interest 52
Model this call
Put · $625
In the money
Last $13.65
Breakeven $611.35
Implied vol 69%
Delta -0.68 ≈68% ITM
Gamma 0.02
Theta -4.81
Vega 0.094
Open interest 18
Model this put
2
91
45%
0.176
$1.57
627.5
—
-0.722
70.2%
—
0
Call · $627.5
Last $1.57
Breakeven $629.07
Implied vol 45%
Delta 0.176 ≈18% ITM
Gamma 0.022
Theta -2.275
Vega 0.072
Open interest 2
Model this call
Put · $627.5
In the money
Last —
Breakeven —
Implied vol 70.2%
Delta -0.722 ≈72% ITM
Gamma 0.018
Theta -4.579
Vega 0.094
Open interest 0
Model this put
41
110
48.1%
0.141
$0.75
630
$16.78
-0.74
78.4%
2
2
Call · $630
Last $0.75
Breakeven $630.75
Implied vol 48.1%
Delta 0.141 ≈14% ITM
Gamma 0.018
Theta -2.128
Vega 0.072
Open interest 41
Model this call
Put · $630
In the money
Last $16.78
Breakeven $613.22
Implied vol 78.4%
Delta -0.74 ≈74% ITM
Gamma 0.016
Theta -4.965
Vega 0.094
Open interest 2
Model this put
3
2
70.6%
0.199
$1.77
632.5
$39.00
-0.766
82.7%
2
1
Call · $632.5
Last $1.77
Breakeven $634.27
Implied vol 70.6%
Delta 0.199 ≈20% ITM
Gamma 0.015
Theta -3.867
Vega 0.072
Open interest 3
Model this call
Put · $632.5
In the money
Last $39.00
Breakeven $593.50
Implied vol 82.7%
Delta -0.766 ≈77% ITM
Gamma 0.014
Theta -5.004
Vega 0.072
Open interest 1
Model this put
219
21
68.4%
0.156
$0.79
635
$52.60
-0.813
77.1%
2
3
Call · $635
Last $0.79
Breakeven $635.79
Implied vol 68.4%
Delta 0.156 ≈16% ITM
Gamma 0.013
Theta -3.216
Vega 0.072
Open interest 219
Model this call
Put · $635
In the money
Last $52.60
Breakeven $582.40
Implied vol 77.1%
Delta -0.813 ≈81% ITM
Gamma 0.013
Theta -4.017
Vega 0.072
Open interest 3
Model this put
45
16
69.6%
0.129
$1.19
637.5
$21.20
-0.83
81.1%
2
3
Call · $637.5
Last $1.19
Breakeven $638.69
Implied vol 69.6%
Delta 0.129 ≈13% ITM
Gamma 0.011
Theta -2.901
Vega 0.048
Open interest 45
Model this call
Put · $637.5
In the money
Last $21.20
Breakeven $616.30
Implied vol 81.1%
Delta -0.83 ≈83% ITM
Gamma 0.012
Theta -3.971
Vega 0.072
Open interest 3
Model this put
106
3
65.4%
0.091
$0.55
640
$46.10
-0.849
84.4%
32
17
Call · $640
Last $0.55
Breakeven $640.55
Implied vol 65.4%
Delta 0.091 ≈9% ITM
Gamma 0.009
Theta -2.092
Vega 0.048
Open interest 106
Model this call
Put · $640
In the money
Last $46.10
Breakeven $593.90
Implied vol 84.4%
Delta -0.849 ≈85% ITM
Gamma 0.011
Theta -3.859
Vega 0.072
Open interest 17
Model this put
16
34
72.5%
0.093
$0.71
642.5
—
-0.85
92.6%
—
0
Call · $642.5
Last $0.71
Breakeven $643.21
Implied vol 72.5%
Delta 0.093 ≈9% ITM
Gamma 0.009
Theta -2.352
Vega 0.048
Open interest 16
Model this call
Put · $642.5
In the money
Last —
Breakeven —
Implied vol 92.6%
Delta -0.85 ≈85% ITM
Gamma 0.01
Theta -4.217
Vega 0.072
Open interest 0
Model this put
26
23
76.5%
0.085
$1.30
645
$33.80
-0.814
115.2%
2
10
Call · $645
Last $1.30
Breakeven $646.30
Implied vol 76.5%
Delta 0.085 ≈8% ITM
Gamma 0.008
Theta -2.32
Vega 0.048
Open interest 26
Model this call
Put · $645
In the money
Last $33.80
Breakeven $611.20
Implied vol 115.2%
Delta -0.814 ≈81% ITM
Gamma 0.009
Theta -5.989
Vega 0.073
Open interest 10
Model this put
9
20
81.5%
0.081
$1.12
647.5
$46.20
-0.873
99.5%
2
1
Call · $647.5
Last $1.12
Breakeven $648.62
Implied vol 81.5%
Delta 0.081 ≈8% ITM
Gamma 0.007
Theta -2.386
Vega 0.049
Open interest 9
Model this call
Put · $647.5
In the money
Last $46.20
Breakeven $601.30
Implied vol 99.5%
Delta -0.873 ≈87% ITM
Gamma 0.008
Theta -4.043
Vega 0.049
Open interest 1
Model this put
49
4
65.8%
0.029
$0.94
650
$37.70
-0.841
120.9%
21
34
Call · $650
Last $0.94
Breakeven $650.94
Implied vol 65.8%
Delta 0.029 ≈3% ITM
Gamma 0.004
Theta -0.859
Vega 0.014
Open interest 49
Model this call
Put · $650
In the money
Last $37.70
Breakeven $612.30
Implied vol 120.9%
Delta -0.841 ≈84% ITM
Gamma 0.008
Theta -5.696
Vega 0.073
Open interest 34
Model this put
3
14
126.2%
0.152
$1.52
652.5
—
-0.852
124.9%
—
0
Call · $652.5
Last $1.52
Breakeven $654.02
Implied vol 126.2%
Delta 0.152 ≈15% ITM
Gamma 0.007
Theta -5.826
Vega 0.073
Open interest 3
Model this call
Put · $652.5
In the money
Last —
Breakeven —
Implied vol 124.9%
Delta -0.852 ≈85% ITM
Gamma 0.007
Theta -5.651
Vega 0.073
Open interest 0
Model this put
250
2
155.4%
0.191
$1.07
655
$45.30
-0.874
121.5%
2
0
Call · $655
Last $1.07
Breakeven $656.07
Implied vol 155.4%
Delta 0.191 ≈19% ITM
Gamma 0.007
Theta -8.271
Vega 0.073
Open interest 250
Model this call
Put · $655
In the money
Last $45.30
Breakeven $609.70
Implied vol 121.5%
Delta -0.874 ≈87% ITM
Gamma 0.006
Theta -4.92
Vega 0.049
Open interest 0
Model this put
0
—
103.5%
0.073
—
657.5
—
-0.88
125.4%
—
0
Call · $657.5
Last —
Breakeven —
Implied vol 103.5%
Delta 0.073 ≈7% ITM
Gamma 0.005
Theta -2.843
Vega 0.049
Open interest 0
Model this call
Put · $657.5
In the money
Last —
Breakeven —
Implied vol 125.4%
Delta -0.88 ≈88% ITM
Gamma 0.006
Theta -4.889
Vega 0.049
Open interest 0
Model this put
41
5
104.8%
0.066
$0.15
660
$46.00
-0.857
146.7%
2
0
Call · $660
Last $0.15
Breakeven $660.15
Implied vol 104.8%
Delta 0.066 ≈7% ITM
Gamma 0.005
Theta -2.628
Vega 0.028
Open interest 41
Model this call
Put · $660
In the money
Last $46.00
Breakeven $614.00
Implied vol 146.7%
Delta -0.857 ≈86% ITM
Gamma 0.006
Theta -6.524
Vega 0.073
Open interest 0
Model this put
15
12
95.7%
0.041
$0.25
662.5
$60.60
-0.904
126%
2
1
Call · $662.5
Last $0.25
Breakeven $662.75
Implied vol 95.7%
Delta 0.041 ≈4% ITM
Gamma 0.003
Theta -1.624
Vega 0.028
Open interest 15
Model this call
Put · $662.5
In the money
Last $60.60
Breakeven $601.90
Implied vol 126%
Delta -0.904 ≈90% ITM
Gamma 0.005
Theta -4.145
Vega 0.049
Open interest 1
Model this put
31
1
113%
0.061
$1.68
665
$50.40
-0.889
141%
6
1
Call · $665
Last $1.68
Breakeven $666.68
Implied vol 113%
Delta 0.061 ≈6% ITM
Gamma 0.004
Theta -2.677
Vega 0.028
Open interest 31
Model this call
Put · $665
In the money
Last $50.40
Breakeven $614.60
Implied vol 141%
Delta -0.889 ≈89% ITM
Gamma 0.005
Theta -5.182
Vega 0.049
Open interest 1
Model this put
8
1
89.5%
0.02
$0.19
667.5
$52.60
-0.909
135.7%
16
5
Call · $667.5
Last $0.19
Breakeven $667.69
Implied vol 89.5%
Delta 0.02 ≈2% ITM
Gamma 0.002
Theta -0.822
Vega 0.014
Open interest 8
Model this call
Put · $667.5
In the money
Last $52.60
Breakeven $614.90
Implied vol 135.7%
Delta -0.909 ≈91% ITM
Gamma 0.005
Theta -4.275
Vega 0.049
Open interest 5
Model this put
52
20
111.6%
0.043
$0.05
670
$55.70
-0.882
158.8%
12
6
Call · $670
Last $0.05
Breakeven $670.05
Implied vol 111.6%
Delta 0.043 ≈4% ITM
Gamma 0.003
Theta -1.972
Vega 0.029
Open interest 52
Model this call
Put · $670
In the money
Last $55.70
Breakeven $614.30
Implied vol 158.8%
Delta -0.882 ≈88% ITM
Gamma 0.005
Theta -6.091
Vega 0.049
Open interest 6
Model this put
24
20
139.3%
0.075
$0.67
672.5
$58.00
-0.893
158.5%
10
5
Call · $672.5
Last $0.67
Breakeven $673.17
Implied vol 139.3%
Delta 0.075 ≈7% ITM
Gamma 0.004
Theta -3.868
Vega 0.049
Open interest 24
Model this call
Put · $672.5
In the money
Last $58.00
Breakeven $614.50
Implied vol 158.5%
Delta -0.893 ≈89% ITM
Gamma 0.004
Theta -5.671
Vega 0.049
Open interest 5
Model this put
59
1
135.5%
0.062
$0.20
675
$42.40
-0.874
178.4%
33
1
Call · $675
Last $0.20
Breakeven $675.20
Implied vol 135.5%
Delta 0.062 ≈6% ITM
Gamma 0.003
Theta -3.255
Vega 0.029
Open interest 59
Model this call
Put · $675
In the money
Last $42.40
Breakeven $632.60
Implied vol 178.4%
Delta -0.874 ≈87% ITM
Gamma 0.004
Theta -7.194
Vega 0.05
Open interest 1
Model this put
0
—
133.5%
0.053
—
677.5
$44.50
-0.901
166%
18
0
Call · $677.5
Last —
Breakeven —
Implied vol 133.5%
Delta 0.053 ≈5% ITM
Gamma 0.003
Theta -2.8
Vega 0.029
Open interest 0
Model this call
Put · $677.5
In the money
Last $44.50
Breakeven $633.00
Implied vol 166%
Delta -0.901 ≈90% ITM
Gamma 0.004
Theta -5.607
Vega 0.05
Open interest 0
Model this put
57
1
136.6%
0.051
$0.05
680
$46.90
-0.903
170.7%
12
0
Call · $680
Last $0.05
Breakeven $680.05
Implied vol 136.6%
Delta 0.051 ≈5% ITM
Gamma 0.003
Theta -2.755
Vega 0.029
Open interest 57
Model this call
Put · $680
In the money
Last $46.90
Breakeven $633.10
Implied vol 170.7%
Delta -0.903 ≈90% ITM
Gamma 0.004
Theta -5.672
Vega 0.05
Open interest 0
Model this put
2
1
141.5%
0.05
$0.21
682.5
$49.10
-0.905
175.4%
6
0
Call · $682.5
Last $0.21
Breakeven $682.71
Implied vol 141.5%
Delta 0.05 ≈5% ITM
Gamma 0.003
Theta -2.849
Vega 0.029
Open interest 2
Model this call
Put · $682.5
In the money
Last $49.10
Breakeven $633.40
Implied vol 175.4%
Delta -0.905 ≈90% ITM
Gamma 0.004
Theta -5.738
Vega 0.05
Open interest 0
Model this put
9
1
145.5%
0.049
$0.28
685
$61.80
-0.884
197.2%
2
1
Call · $685
Last $0.28
Breakeven $685.28
Implied vol 145.5%
Delta 0.049 ≈5% ITM
Gamma 0.003
Theta -2.873
Vega 0.029
Open interest 9
Model this call
Put · $685
In the money
Last $61.80
Breakeven $623.20
Implied vol 197.2%
Delta -0.884 ≈88% ITM
Gamma 0.004
Theta -7.456
Vega 0.05
Open interest 1
Model this put
9
1
157.3%
0.057
$0.18
687.5
$73.90
-0.913
181.8%
2
0
Call · $687.5
Last $0.18
Breakeven $687.68
Implied vol 157.3%
Delta 0.057 ≈6% ITM
Gamma 0.003
Theta -3.515
Vega 0.029
Open interest 9
Model this call
Put · $687.5
In the money
Last $73.90
Breakeven $613.60
Implied vol 181.8%
Delta -0.913 ≈91% ITM
Gamma 0.003
Theta -5.577
Vega 0.05
Open interest 0
Model this put
7
3
199.5%
0.103
$0.05
690
$78.90
-0.901
196.5%
2
0
Call · $690
Last $0.05
Breakeven $690.05
Implied vol 199.5%
Delta 0.103 ≈10% ITM
Gamma 0.003
Theta -6.95
Vega 0.05
Open interest 7
Model this call
Put · $690
In the money
Last $78.90
Breakeven $611.10
Implied vol 196.5%
Delta -0.901 ≈90% ITM
Gamma 0.003
Theta -6.614
Vega 0.05
Open interest 0
Model this put
2
1
162.6%
0.052
$0.27
692.5
—
-0.921
188.1%
—
0
Call · $692.5
Last $0.27
Breakeven $692.77
Implied vol 162.6%
Delta 0.052 ≈5% ITM
Gamma 0.002
Theta -3.358
Vega 0.029
Open interest 2
Model this call
Put · $692.5
In the money
Last —
Breakeven —
Implied vol 188.1%
Delta -0.921 ≈92% ITM
Gamma 0.003
Theta -5.416
Vega 0.05
Open interest 0
Model this put
12
3
154.6%
0.037
$0.60
695
$77.00
-0.905
205.7%
2
0
Call · $695
Last $0.60
Breakeven $695.60
Implied vol 154.6%
Delta 0.037 ≈4% ITM
Gamma 0.002
Theta -2.422
Vega 0.029
Open interest 12
Model this call
Put · $695
In the money
Last $77.00
Breakeven $618.00
Implied vol 205.7%
Delta -0.905 ≈90% ITM
Gamma 0.003
Theta -6.745
Vega 0.05
Open interest 0
Model this put
1
1
173.9%
0.054
$0.20
697.5
—
-0.915
203.4%
—
0
Call · $697.5
Last $0.20
Breakeven $697.70
Implied vol 173.9%
Delta 0.054 ≈5% ITM
Gamma 0.002
Theta -3.681
Vega 0.029
Open interest 1
Model this call
Put · $697.5
In the money
Last —
Breakeven —
Implied vol 203.4%
Delta -0.915 ≈92% ITM
Gamma 0.003
Theta -6.13
Vega 0.05
Open interest 0
Model this put
167
11
146.9%
0.024
$0.04
700
—
-0.892
228.8%
—
0
Call · $700
Last $0.04
Breakeven $700.04
Implied vol 146.9%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -1.582
Vega 0.015
Open interest 167
Model this call
Put · $700
In the money
Last —
Breakeven —
Implied vol 228.8%
Delta -0.892 ≈89% ITM
Gamma 0.003
Theta -8.236
Vega 0.05
Open interest 0
Model this put
12
3
176.6%
0.046
$0.13
702.5
—
-0.911
218.5%
—
0
Call · $702.5
Last $0.13
Breakeven $702.63
Implied vol 176.6%
Delta 0.046 ≈5% ITM
Gamma 0.002
Theta -3.319
Vega 0.029
Open interest 12
Model this call
Put · $702.5
In the money
Last —
Breakeven —
Implied vol 218.5%
Delta -0.911 ≈91% ITM
Gamma 0.003
Theta -6.844
Vega 0.05
Open interest 0
Model this put
27
2
143.4%
0.015
$0.10
705
—
-0.905
229%
—
0
Call · $705
Last $0.10
Breakeven $705.10
Implied vol 143.4%
Delta 0.015 ≈1% ITM
Gamma 0.001
Theta -1.037
Vega 0.015
Open interest 27
Model this call
Put · $705
In the money
Last —
Breakeven —
Implied vol 229%
Delta -0.905 ≈91% ITM
Gamma 0.003
Theta -7.492
Vega 0.051
Open interest 0
Model this put
27
1
230.1%
0.083
$0.30
710
$103.00
-0.926
223.1%
12
0
Call · $710
Last $0.30
Breakeven $710.30
Implied vol 230.1%
Delta 0.083 ≈8% ITM
Gamma 0.003
Theta -6.89
Vega 0.051
Open interest 27
Model this call
Put · $710
In the money
Last $103.00
Breakeven $607.00
Implied vol 223.1%
Delta -0.926 ≈93% ITM
Gamma 0.002
Theta -6.153
Vega 0.029
Open interest 0
Model this put
151
6
200.2%
0.038
$0.09
720
—
-0.915
254%
—
0
Call · $720
Last $0.09
Breakeven $720.09
Implied vol 200.2%
Delta 0.038 ≈4% ITM
Gamma 0.002
Theta -3.215
Vega 0.03
Open interest 151
Model this call
Put · $720
In the money
Last —
Breakeven —
Implied vol 254%
Delta -0.915 ≈92% ITM
Gamma 0.002
Theta -7.689
Vega 0.051
Open interest 0
Model this put
47
5
178.4%
0.014
$0.12
730
—
-0.913
277.5%
—
0
Call · $730
Last $0.12
Breakeven $730.12
Implied vol 178.4%
Delta 0.014 ≈1% ITM
Gamma 0.001
Theta -1.211
Vega 0.015
Open interest 47
Model this call
Put · $730
In the money
Last —
Breakeven —
Implied vol 277.5%
Delta -0.913 ≈91% ITM
Gamma 0.002
Theta -8.533
Vega 0.051
Open interest 0
Model this put
29
4
266.1%
0.062
$0.10
740
—
-0.931
276.1%
—
0
Call · $740
Last $0.10
Breakeven $740.10
Implied vol 266.1%
Delta 0.062 ≈6% ITM
Gamma 0.002
Theta -6.358
Vega 0.03
Open interest 29
Model this call
Put · $740
In the money
Last —
Breakeven —
Implied vol 276.1%
Delta -0.931 ≈93% ITM
Gamma 0.002
Theta -7.132
Vega 0.03
Open interest 0
Model this put
26
11
207.5%
0.014
$0.11
750
—
-0.921
311.1%
—
0
Call · $750
Last $0.11
Breakeven $750.11
Implied vol 207.5%
Delta 0.014 ≈1% ITM
Gamma 0.001
Theta -1.463
Vega 0.015
Open interest 26
Model this call
Put · $750
In the money
Last —
Breakeven —
Implied vol 311.1%
Delta -0.921 ≈92% ITM
Gamma 0.002
Theta -8.954
Vega 0.052
Open interest 0
Model this put
40
11
228.4%
0.018
$0.11
760
—
-0.938
303.2%
—
0
Call · $760
Last $0.11
Breakeven $760.11
Implied vol 228.4%
Delta 0.018 ≈2% ITM
Gamma 0.001
Theta -1.962
Vega 0.015
Open interest 40
Model this call
Put · $760
In the money
Last —
Breakeven —
Implied vol 303.2%
Delta -0.938 ≈94% ITM
Gamma 0.002
Theta -7.189
Vega 0.03
Open interest 0
Model this put
52
7
315.6%
0.059
$0.12
770
—
-0.932
332%
—
0
Call · $770
Last $0.12
Breakeven $770.12
Implied vol 315.6%
Delta 0.059 ≈6% ITM
Gamma 0.001
Theta -7.197
Vega 0.031
Open interest 52
Model this call
Put · $770
In the money
Last —
Breakeven —
Implied vol 332%
Delta -0.932 ≈93% ITM
Gamma 0.001
Theta -8.52
Vega 0.031
Open interest 0
Model this put
50
13
274.1%
0.026
$0.14
780
—
-0.947
323%
—
0
Call · $780
Last $0.14
Breakeven $780.14
Implied vol 274.1%
Delta 0.026 ≈3% ITM
Gamma 0.001
Theta -3.242
Vega 0.015
Open interest 50
Model this call
Put · $780
In the money
Last —
Breakeven —
Implied vol 323%
Delta -0.947 ≈95% ITM
Gamma 0.001
Theta -6.699
Vega 0.031
Open interest 0
Model this put
109
8
255.6%
0.013
$0.11
790
—
-0.934
362.7%
—
0
Call · $790
Last $0.11
Breakeven $790.11
Implied vol 255.6%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -1.643
Vega 0.007
Open interest 109
Model this call
Put · $790
In the money
Last —
Breakeven —
Implied vol 362.7%
Delta -0.934 ≈93% ITM
Gamma 0.001
Theta -8.988
Vega 0.031
Open interest 0
Model this put
124
14
251.1%
0.009
$0.14
800
—
-0.948
355.2%
—
0
Call · $800
Last $0.14
Breakeven $800.14
Implied vol 251.1%
Delta 0.009 ≈1% ITM
Gamma 0
Theta -1.158
Vega 0.007
Open interest 124
Model this call
Put · $800
In the money
Last —
Breakeven —
Implied vol 355.2%
Delta -0.948 ≈95% ITM
Gamma 0.001
Theta -7.304
Vega 0.031
Open interest 0
Model this put
57
3
257.7%
0.008
$0.26
810
—
-0.944
378.2%
—
0
Call · $810
Last $0.26
Breakeven $810.26
Implied vol 257.7%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -1.044
Vega 0.007
Open interest 57
Model this call
Put · $810
In the money
Last —
Breakeven —
Implied vol 378.2%
Delta -0.944 ≈94% ITM
Gamma 0.001
Theta -8.222
Vega 0.031
Open interest 0
Model this put