0
1
—
—
$227.90
205
$0.03
-0.001
247.8%
6
108
Call · $205
In the money
Last $227.90
Breakeven $432.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $205
Last $0.03
Breakeven $204.97
Implied vol 247.8%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.056
Vega 0.003
Open interest 108
Model this put
0
1
—
—
$240.05
210
$0.20
-0.01
319.5%
60
86
Call · $210
In the money
Last $240.05
Breakeven $450.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $210
Last $0.20
Breakeven $209.80
Implied vol 319.5%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.465
Vega 0.017
Open interest 86
Model this put
0
2
—
—
$218.01
215
$0.01
-0.001
226%
2
104
Call · $215
In the money
Last $218.01
Breakeven $433.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $215
Last $0.01
Breakeven $214.99
Implied vol 226%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.037
Vega 0.003
Open interest 104
Model this put
0
—
—
—
—
220
$0.06
-0.001
222.8%
90
95
Call · $220
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $220
Last $0.06
Breakeven $219.94
Implied vol 222.8%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.046
Vega 0.003
Open interest 95
Model this put
1
1
—
—
$220.10
225
$0.22
-0.017
319.7%
17
27
Call · $225
In the money
Last $220.10
Breakeven $445.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $225
Last $0.22
Breakeven $224.78
Implied vol 319.7%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.733
Vega 0.018
Open interest 27
Model this put
0
1
—
—
$200.55
230
$0.21
-0.002
221.8%
6
16
Call · $230
In the money
Last $200.55
Breakeven $430.55
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $230
Last $0.21
Breakeven $229.79
Implied vol 221.8%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.079
Vega 0.003
Open interest 16
Model this put
0
2
—
—
$217.40
235
$0.05
-0.017
300.3%
60
61
Call · $235
In the money
Last $217.40
Breakeven $452.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $235
Last $0.05
Breakeven $234.95
Implied vol 300.3%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.712
Vega 0.018
Open interest 61
Model this put
0
1
—
—
$202.10
240
$0.04
-0.002
208.8%
3
81
Call · $240
In the money
Last $202.10
Breakeven $442.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $240
Last $0.04
Breakeven $239.96
Implied vol 208.8%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.079
Vega 0.003
Open interest 81
Model this put
0
3
—
—
$202.90
245
$0.16
-0.006
231.5%
86
88
Call · $245
In the money
Last $202.90
Breakeven $447.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $245
Last $0.16
Breakeven $244.84
Implied vol 231.5%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.226
Vega 0.008
Open interest 88
Model this put
13
1
—
—
$187.82
250
$0.03
-0.005
214%
101
659
Call · $250
In the money
Last $187.82
Breakeven $437.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 13
Model this call
Put · $250
Last $0.03
Breakeven $249.97
Implied vol 214%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.162
Vega 0.008
Open interest 659
Model this put
1
2
—
—
$192.30
255
$0.04
-0.001
175%
38
197
Call · $255
In the money
Last $192.30
Breakeven $447.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $255
Last $0.04
Breakeven $254.96
Implied vol 175%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.035
Vega 0.003
Open interest 197
Model this put
19
9
—
—
$175.51
260
$1.09
-0.012
231.6%
4
274
Call · $260
In the money
Last $175.51
Breakeven $435.51
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 19
Model this call
Put · $260
Last $1.09
Breakeven $258.91
Implied vol 231.6%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.399
Vega 0.019
Open interest 274
Model this put
21
23
—
—
$188.50
265
$0.04
-0.001
161.9%
87
125
Call · $265
In the money
Last $188.50
Breakeven $453.50
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 21
Model this call
Put · $265
Last $0.04
Breakeven $264.96
Implied vol 161.9%
Delta -0.001 ≈0% ITM
Gamma 0
Theta -0.03
Vega 0.003
Open interest 125
Model this put
34
6
—
—
$179.00
270
$0.16
-0.004
180%
1
392
Call · $270
In the money
Last $179.00
Breakeven $449.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 34
Model this call
Put · $270
Last $0.16
Breakeven $269.84
Implied vol 180%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.111
Vega 0.008
Open interest 392
Model this put
23
1
—
—
$133.00
275
$0.11
-0.005
180.3%
170
332
Call · $275
In the money
Last $133.00
Breakeven $408.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 23
Model this call
Put · $275
Last $0.11
Breakeven $274.89
Implied vol 180.3%
Delta -0.005 ≈1% ITM
Gamma 0
Theta -0.151
Vega 0.008
Open interest 332
Model this put
31
2
—
—
$156.17
280
$0.12
-0.003
164.3%
14
145
Call · $280
In the money
Last $156.17
Breakeven $436.17
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 31
Model this call
Put · $280
Last $0.12
Breakeven $279.88
Implied vol 164.3%
Delta -0.003 ≈0% ITM
Gamma 0
Theta -0.087
Vega 0.009
Open interest 145
Model this put
0
—
—
—
—
282.5
$1.18
-0.016
205.3%
5
5
Call · $282.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $282.5
Last $1.18
Breakeven $281.32
Implied vol 205.3%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.456
Vega 0.02
Open interest 5
Model this put
4
2
—
—
$108.25
285
$0.20
-0.006
169.9%
394
547
Call · $285
In the money
Last $108.25
Breakeven $393.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $285
Last $0.20
Breakeven $284.80
Implied vol 169.9%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.161
Vega 0.009
Open interest 547
Model this put
0
—
—
—
—
287.5
$0.21
-0.004
158.3%
10
240
Call · $287.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $287.5
Last $0.21
Breakeven $287.29
Implied vol 158.3%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.104
Vega 0.009
Open interest 240
Model this put
1
1
—
—
$153.78
290
$0.11
-0.022
209.5%
383
282
Call · $290
In the money
Last $153.78
Breakeven $443.78
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $290
Last $0.11
Breakeven $289.89
Implied vol 209.5%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -0.62
Vega 0.02
Open interest 282
Model this put
0
—
—
—
—
292.5
$0.25
-0.007
163.9%
99
105
Call · $292.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $292.5
Last $0.25
Breakeven $292.25
Implied vol 163.9%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.179
Vega 0.009
Open interest 105
Model this put
3
2
—
—
$109.05
295
$0.08
-0.006
157.1%
258
663
Call · $295
In the money
Last $109.05
Breakeven $404.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $295
Last $0.08
Breakeven $294.92
Implied vol 157.1%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.152
Vega 0.009
Open interest 663
Model this put
21
68
—
—
$108.82
297.5
$0.23
-0.005
148%
79
82
Call · $297.5
In the money
Last $108.82
Breakeven $406.32
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 21
Model this call
Put · $297.5
Last $0.23
Breakeven $297.27
Implied vol 148%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.111
Vega 0.009
Open interest 82
Model this put
53
1
—
—
$155.00
300
$0.28
-0.01
164.4%
1k
1.1k
Call · $300
In the money
Last $155.00
Breakeven $455.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 53
Model this call
Put · $300
Last $0.28
Breakeven $299.72
Implied vol 164.4%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.244
Vega 0.021
Open interest 1.1k
Model this put
0
—
—
—
—
302.5
$0.12
-0.005
141.3%
10
81
Call · $302.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $302.5
Last $0.12
Breakeven $302.38
Implied vol 141.3%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.102
Vega 0.009
Open interest 81
Model this put
8
1
—
—
$99.70
305
$0.15
-0.006
141.8%
43
334
Call · $305
In the money
Last $99.70
Breakeven $404.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 8
Model this call
Put · $305
Last $0.15
Breakeven $304.85
Implied vol 141.8%
Delta -0.006 ≈1% ITM
Gamma 0
Theta -0.125
Vega 0.009
Open interest 334
Model this put
0
—
—
—
—
307.5
$0.25
-0.013
159.5%
2
100
Call · $307.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $307.5
Last $0.25
Breakeven $307.25
Implied vol 159.5%
Delta -0.013 ≈1% ITM
Gamma 0
Theta -0.294
Vega 0.021
Open interest 100
Model this put
1
1
—
—
$105.95
310
$0.19
-0.009
146.3%
202
1.4k
Call · $310
In the money
Last $105.95
Breakeven $415.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $310
Last $0.19
Breakeven $309.81
Implied vol 146.3%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.191
Vega 0.009
Open interest 1.4k
Model this put
2
1
—
—
$132.30
312.5
$1.72
-0.031
184.4%
2
29
Call · $312.5
In the money
Last $132.30
Breakeven $444.80
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $312.5
Last $1.72
Breakeven $310.78
Implied vol 184.4%
Delta -0.031 ≈3% ITM
Gamma 0.001
Theta -0.713
Vega 0.042
Open interest 29
Model this put
1
1
—
—
$83.95
315
$0.21
-0.008
137.6%
159
206
Call · $315
In the money
Last $83.95
Breakeven $398.95
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $315
Last $0.21
Breakeven $314.79
Implied vol 137.6%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.168
Vega 0.009
Open interest 206
Model this put
6
12
—
—
$72.40
317.5
$0.44
-0.016
151.2%
2
55
Call · $317.5
In the money
Last $72.40
Breakeven $389.90
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $317.5
Last $0.44
Breakeven $317.06
Implied vol 151.2%
Delta -0.016 ≈2% ITM
Gamma 0.001
Theta -0.338
Vega 0.021
Open interest 55
Model this put
12
25
—
—
$87.70
320
$0.32
-0.011
138.8%
155
225
Call · $320
In the money
Last $87.70
Breakeven $407.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 12
Model this call
Put · $320
Last $0.32
Breakeven $319.68
Implied vol 138.8%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.223
Vega 0.021
Open interest 225
Model this put
5
16
—
—
$68.60
322.5
$2.04
-0.012
137%
53
49
Call · $322.5
In the money
Last $68.60
Breakeven $391.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $322.5
Last $2.04
Breakeven $320.46
Implied vol 137%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.236
Vega 0.022
Open interest 49
Model this put
9
3
—
—
$118.62
325
$0.32
-0.013
135.4%
158
271
Call · $325
In the money
Last $118.62
Breakeven $443.62
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $325
Last $0.32
Breakeven $324.68
Implied vol 135.4%
Delta -0.013 ≈1% ITM
Gamma 0.001
Theta -0.252
Vega 0.022
Open interest 271
Model this put
1
1
—
—
$114.90
327.5
$0.87
-0.015
135.3%
1
13
Call · $327.5
In the money
Last $114.90
Breakeven $442.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $327.5
Last $0.87
Breakeven $326.63
Implied vol 135.3%
Delta -0.015 ≈2% ITM
Gamma 0.001
Theta -0.285
Vega 0.022
Open interest 13
Model this put
23
4
—
—
$78.30
330
$0.25
-0.015
131.2%
322
578
Call · $330
In the money
Last $78.30
Breakeven $408.30
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 23
Model this call
Put · $330
Last $0.25
Breakeven $329.75
Implied vol 131.2%
Delta -0.015 ≈1% ITM
Gamma 0.001
Theta -0.269
Vega 0.022
Open interest 578
Model this put
0
—
—
—
—
332.5
$0.86
-0.011
122.4%
53
57
Call · $332.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $332.5
Last $0.86
Breakeven $331.64
Implied vol 122.4%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.195
Vega 0.022
Open interest 57
Model this put
2
2
—
—
$80.65
335
$0.69
-0.011
119.1%
55
192
Call · $335
In the money
Last $80.65
Breakeven $415.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $335
Last $0.69
Breakeven $334.31
Implied vol 119.1%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.188
Vega 0.022
Open interest 192
Model this put
0
—
—
—
—
337.5
$0.34
-0.022
132.2%
34
34
Call · $337.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $337.5
Last $0.34
Breakeven $337.16
Implied vol 132.2%
Delta -0.022 ≈2% ITM
Gamma 0.001
Theta -0.385
Vega 0.022
Open interest 34
Model this put
16
3
—
—
$98.82
340
$0.49
-0.015
118.2%
140
532
Call · $340
In the money
Last $98.82
Breakeven $438.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $340
Last $0.49
Breakeven $339.51
Implied vol 118.2%
Delta -0.015 ≈2% ITM
Gamma 0.001
Theta -0.245
Vega 0.022
Open interest 532
Model this put
0
—
—
—
—
342.5
$0.35
-0.038
141.5%
10
38
Call · $342.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $342.5
Last $0.35
Breakeven $342.15
Implied vol 141.5%
Delta -0.038 ≈4% ITM
Gamma 0.001
Theta -0.634
Vega 0.044
Open interest 38
Model this put
5
2
—
—
$97.72
345
$0.75
-0.025
125.2%
82
276
Call · $345
In the money
Last $97.72
Breakeven $442.72
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $345
Last $0.75
Breakeven $344.25
Implied vol 125.2%
Delta -0.025 ≈2% ITM
Gamma 0.001
Theta -0.401
Vega 0.022
Open interest 276
Model this put
0
—
—
—
—
347.5
$0.98
-0.042
138.2%
12
61
Call · $347.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $347.5
Last $0.98
Breakeven $346.52
Implied vol 138.2%
Delta -0.042 ≈4% ITM
Gamma 0.001
Theta -0.685
Vega 0.045
Open interest 61
Model this put
16
8
—
—
$85.92
350
$0.85
-0.032
124.5%
353
799
Call · $350
In the money
Last $85.92
Breakeven $435.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 16
Model this call
Put · $350
Last $0.85
Breakeven $349.15
Implied vol 124.5%
Delta -0.032 ≈3% ITM
Gamma 0.001
Theta -0.486
Vega 0.045
Open interest 799
Model this put
1
1
—
—
$88.48
352.5
$0.67
-0.048
135.5%
20
30
Call · $352.5
In the money
Last $88.48
Breakeven $440.98
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $352.5
Last $0.67
Breakeven $351.83
Implied vol 135.5%
Delta -0.048 ≈5% ITM
Gamma 0.001
Theta -0.746
Vega 0.045
Open interest 30
Model this put
7
1
—
—
$53.65
355
$1.00
-0.035
119.5%
1.5k
1.5k
Call · $355
In the money
Last $53.65
Breakeven $408.65
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 7
Model this call
Put · $355
Last $1.00
Breakeven $354.00
Implied vol 119.5%
Delta -0.035 ≈3% ITM
Gamma 0.001
Theta -0.502
Vega 0.045
Open interest 1.5k
Model this put
2
1
—
—
$93.74
357.5
$1.24
-0.044
123.3%
38
94
Call · $357.5
In the money
Last $93.74
Breakeven $451.24
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $357.5
Last $1.24
Breakeven $356.26
Implied vol 123.3%
Delta -0.044 ≈4% ITM
Gamma 0.002
Theta -0.629
Vega 0.045
Open interest 94
Model this put
21
1
—
—
$82.04
360
$1.33
-0.047
122.1%
152
457
Call · $360
In the money
Last $82.04
Breakeven $442.04
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 21
Model this call
Put · $360
Last $1.33
Breakeven $358.67
Implied vol 122.1%
Delta -0.047 ≈5% ITM
Gamma 0.002
Theta -0.66
Vega 0.046
Open interest 457
Model this put
1
1
—
—
$41.85
362.5
$1.60
-0.051
121.5%
17
60
Call · $362.5
In the money
Last $41.85
Breakeven $404.35
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $362.5
Last $1.60
Breakeven $360.90
Implied vol 121.5%
Delta -0.051 ≈5% ITM
Gamma 0.002
Theta -0.705
Vega 0.046
Open interest 60
Model this put
9
5
—
—
$76.20
365
$1.80
-0.057
122.3%
92
384
Call · $365
In the money
Last $76.20
Breakeven $441.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 9
Model this call
Put · $365
Last $1.80
Breakeven $363.20
Implied vol 122.3%
Delta -0.057 ≈6% ITM
Gamma 0.002
Theta -0.774
Vega 0.046
Open interest 384
Model this put
1
1
—
—
$64.50
367.5
$1.91
-0.063
122.3%
11
106
Call · $367.5
In the money
Last $64.50
Breakeven $432.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $367.5
Last $1.91
Breakeven $365.59
Implied vol 122.3%
Delta -0.063 ≈6% ITM
Gamma 0.002
Theta -0.837
Vega 0.079
Open interest 106
Model this put
10
7
—
—
$80.04
370
$1.95
-0.067
120.5%
326
502
Call · $370
In the money
Last $80.04
Breakeven $450.04
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 10
Model this call
Put · $370
Last $1.95
Breakeven $368.05
Implied vol 120.5%
Delta -0.067 ≈7% ITM
Gamma 0.002
Theta -0.867
Vega 0.08
Open interest 502
Model this put
1
1
—
—
$42.56
372.5
$2.55
-0.075
120.3%
33
97
Call · $372.5
In the money
Last $42.56
Breakeven $415.06
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $372.5
Last $2.55
Breakeven $369.95
Implied vol 120.3%
Delta -0.075 ≈7% ITM
Gamma 0.002
Theta -0.935
Vega 0.08
Open interest 97
Model this put
41
1
—
—
$72.21
375
$2.43
-0.081
119%
101
529
Call · $375
In the money
Last $72.21
Breakeven $447.21
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 41
Model this call
Put · $375
Last $2.43
Breakeven $372.57
Implied vol 119%
Delta -0.081 ≈8% ITM
Gamma 0.003
Theta -0.979
Vega 0.08
Open interest 529
Model this put
1
3
—
—
$25.79
377.5
$2.60
-0.088
118.6%
20
73
Call · $377.5
In the money
Last $25.79
Breakeven $403.29
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $377.5
Last $2.60
Breakeven $374.90
Implied vol 118.6%
Delta -0.088 ≈9% ITM
Gamma 0.003
Theta -1.041
Vega 0.081
Open interest 73
Model this put
25
1
—
—
$63.58
380
$3.00
-0.096
118.6%
321
631
Call · $380
In the money
Last $63.58
Breakeven $443.58
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 25
Model this call
Put · $380
Last $3.00
Breakeven $377.00
Implied vol 118.6%
Delta -0.096 ≈10% ITM
Gamma 0.003
Theta -1.114
Vega 0.081
Open interest 631
Model this put
4
1
—
—
$61.42
382.5
$3.30
-0.104
118.7%
375
331
Call · $382.5
In the money
Last $61.42
Breakeven $443.92
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $382.5
Last $3.30
Breakeven $379.20
Implied vol 118.7%
Delta -0.104 ≈10% ITM
Gamma 0.003
Theta -1.189
Vega 0.081
Open interest 331
Model this put
93
7
—
—
$64.14
385
$3.65
-0.116
120.9%
117
300
Call · $385
In the money
Last $64.14
Breakeven $449.14
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 93
Model this call
Put · $385
Last $3.65
Breakeven $381.35
Implied vol 120.9%
Delta -0.116 ≈12% ITM
Gamma 0.003
Theta -1.313
Vega 0.081
Open interest 300
Model this put
265
2
—
—
$63.20
387.5
$4.50
-0.123
119.7%
107
139
Call · $387.5
In the money
Last $63.20
Breakeven $450.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 265
Model this call
Put · $387.5
Last $4.50
Breakeven $383.00
Implied vol 119.7%
Delta -0.123 ≈12% ITM
Gamma 0.003
Theta -1.359
Vega 0.123
Open interest 139
Model this put
92
7
—
—
$54.03
390
$4.44
-0.134
119.1%
287
700
Call · $390
In the money
Last $54.03
Breakeven $444.03
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 92
Model this call
Put · $390
Last $4.44
Breakeven $385.56
Implied vol 119.1%
Delta -0.134 ≈13% ITM
Gamma 0.004
Theta -1.422
Vega 0.123
Open interest 700
Model this put
56
1
—
—
$56.35
392.5
$5.20
-0.145
118.9%
20
32
Call · $392.5
In the money
Last $56.35
Breakeven $448.85
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 56
Model this call
Put · $392.5
Last $5.20
Breakeven $387.30
Implied vol 118.9%
Delta -0.145 ≈15% ITM
Gamma 0.004
Theta -1.495
Vega 0.123
Open interest 32
Model this put
472
13
—
—
$45.78
395
$5.56
-0.157
118.6%
82
245
Call · $395
In the money
Last $45.78
Breakeven $440.78
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 472
Model this call
Put · $395
Last $5.56
Breakeven $389.44
Implied vol 118.6%
Delta -0.157 ≈16% ITM
Gamma 0.004
Theta -1.563
Vega 0.124
Open interest 245
Model this put
85
2
—
—
$43.72
397.5
$6.15
-0.166
117%
454
466
Call · $397.5
In the money
Last $43.72
Breakeven $441.22
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 85
Model this call
Put · $397.5
Last $6.15
Breakeven $391.35
Implied vol 117%
Delta -0.166 ≈17% ITM
Gamma 0.004
Theta -1.6
Vega 0.124
Open interest 466
Model this put
233
45
—
—
$43.67
400
$6.25
-0.181
118.8%
467
480
Call · $400
In the money
Last $43.67
Breakeven $443.67
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 233
Model this call
Put · $400
Last $6.25
Breakeven $393.75
Implied vol 118.8%
Delta -0.181 ≈18% ITM
Gamma 0.004
Theta -1.725
Vega 0.125
Open interest 480
Model this put
12
1
—
—
$39.90
402.5
$7.35
-0.193
119.3%
109
69
Call · $402.5
In the money
Last $39.90
Breakeven $442.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 12
Model this call
Put · $402.5
Last $7.35
Breakeven $395.15
Implied vol 119.3%
Delta -0.193 ≈19% ITM
Gamma 0.005
Theta -1.813
Vega 0.125
Open interest 69
Model this put
178
7
—
—
$38.00
405
$7.40
-0.207
120.5%
156
188
Call · $405
In the money
Last $38.00
Breakeven $443.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 178
Model this call
Put · $405
Last $7.40
Breakeven $397.60
Implied vol 120.5%
Delta -0.207 ≈21% ITM
Gamma 0.005
Theta -1.922
Vega 0.125
Open interest 188
Model this put
5
1
—
—
$38.65
407.5
$8.70
-0.219
119.7%
40
65
Call · $407.5
In the money
Last $38.65
Breakeven $446.15
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this call
Put · $407.5
Last $8.70
Breakeven $398.80
Implied vol 119.7%
Delta -0.219 ≈22% ITM
Gamma 0.005
Theta -1.967
Vega 0.164
Open interest 65
Model this put
96
21
—
—
$34.89
410
$8.57
-0.234
119.2%
229
279
Call · $410
In the money
Last $34.89
Breakeven $444.89
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 96
Model this call
Put · $410
Last $8.57
Breakeven $401.43
Implied vol 119.2%
Delta -0.234 ≈23% ITM
Gamma 0.005
Theta -2.017
Vega 0.165
Open interest 279
Model this put
17
7
—
—
$41.51
412.5
$10.71
-0.248
119.1%
7
17
Call · $412.5
In the money
Last $41.51
Breakeven $454.01
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 17
Model this call
Put · $412.5
Last $10.71
Breakeven $401.79
Implied vol 119.1%
Delta -0.248 ≈25% ITM
Gamma 0.005
Theta -2.077
Vega 0.166
Open interest 17
Model this put
95
8
40.3%
0.956
$33.15
415
$10.55
-0.264
119.2%
323
609
Call · $415
In the money
Last $33.15
Breakeven $448.15
Implied vol 40.3%
Delta 0.956 ≈96% ITM
Gamma 0.005
Theta -0.237
Vega 0.049
Open interest 95
Model this call
Put · $415
Last $10.55
Breakeven $404.45
Implied vol 119.2%
Delta -0.264 ≈26% ITM
Gamma 0.006
Theta -2.14
Vega 0.166
Open interest 609
Model this put
26
1
49.1%
0.902
$38.10
417.5
$12.00
-0.279
119.7%
34
55
Call · $417.5
In the money
Last $38.10
Breakeven $455.60
Implied vol 49.1%
Delta 0.902 ≈90% ITM
Gamma 0.007
Theta -0.497
Vega 0.084
Open interest 26
Model this call
Put · $417.5
Last $12.00
Breakeven $405.50
Implied vol 119.7%
Delta -0.279 ≈28% ITM
Gamma 0.006
Theta -2.215
Vega 0.167
Open interest 55
Model this put
231
44
52.8%
0.868
$27.70
420
$12.90
-0.294
119.5%
148
506
Call · $420
In the money
Last $27.70
Breakeven $447.70
Implied vol 52.8%
Delta 0.868 ≈87% ITM
Gamma 0.008
Theta -0.657
Vega 0.127
Open interest 231
Model this call
Put · $420
Last $12.90
Breakeven $407.10
Implied vol 119.5%
Delta -0.294 ≈29% ITM
Gamma 0.006
Theta -2.271
Vega 0.167
Open interest 506
Model this put
92
98
57.7%
0.822
$26.40
422.5
$13.20
-0.31
120.7%
102
101
Call · $422.5
In the money
Last $26.40
Breakeven $448.90
Implied vol 57.7%
Delta 0.822 ≈82% ITM
Gamma 0.009
Theta -0.857
Vega 0.128
Open interest 92
Model this call
Put · $422.5
Last $13.20
Breakeven $409.30
Implied vol 120.7%
Delta -0.31 ≈31% ITM
Gamma 0.006
Theta -2.364
Vega 0.168
Open interest 101
Model this put
189
45
62.8%
0.783
$25.70
425
$14.30
-0.325
121.3%
178
158
Call · $425
In the money
Last $25.70
Breakeven $450.70
Implied vol 62.8%
Delta 0.783 ≈78% ITM
Gamma 0.01
Theta -1.063
Vega 0.128
Open interest 189
Model this call
Put · $425
Last $14.30
Breakeven $410.70
Implied vol 121.3%
Delta -0.325 ≈33% ITM
Gamma 0.006
Theta -2.438
Vega 0.168
Open interest 158
Model this put
36
4
63.7%
0.752
$23.85
427.5
$16.42
-0.341
121%
83
67
Call · $427.5
In the money
Last $23.85
Breakeven $451.35
Implied vol 63.7%
Delta 0.752 ≈75% ITM
Gamma 0.01
Theta -1.141
Vega 0.168
Open interest 36
Model this call
Put · $427.5
Last $16.42
Breakeven $411.08
Implied vol 121%
Delta -0.341 ≈34% ITM
Gamma 0.006
Theta -2.47
Vega 0.193
Open interest 67
Model this put
454
68
66.9%
0.716
$23.20
430
$16.00
-0.358
120.8%
182
214
Call · $430
In the money
Last $23.20
Breakeven $453.20
Implied vol 66.9%
Delta 0.716 ≈72% ITM
Gamma 0.01
Theta -1.277
Vega 0.169
Open interest 454
Model this call
Put · $430
Last $16.00
Breakeven $414.00
Implied vol 120.8%
Delta -0.358 ≈36% ITM
Gamma 0.006
Theta -2.494
Vega 0.193
Open interest 214
Model this put
59
42
68%
0.687
$22.20
432.5
$18.95
-0.375
121.8%
38
47
Call · $432.5
In the money
Last $22.20
Breakeven $454.70
Implied vol 68%
Delta 0.687 ≈69% ITM
Gamma 0.011
Theta -1.362
Vega 0.17
Open interest 59
Model this call
Put · $432.5
Last $18.95
Breakeven $413.55
Implied vol 121.8%
Delta -0.375 ≈37% ITM
Gamma 0.006
Theta -2.543
Vega 0.194
Open interest 47
Model this put
280
181
69.6%
0.659
$20.43
435
$18.72
-0.391
120.6%
165
226
Call · $435
In the money
Last $20.43
Breakeven $455.43
Implied vol 69.6%
Delta 0.659 ≈66% ITM
Gamma 0.011
Theta -1.457
Vega 0.195
Open interest 280
Model this call
Put · $435
Last $18.72
Breakeven $416.28
Implied vol 120.6%
Delta -0.391 ≈39% ITM
Gamma 0.006
Theta -2.545
Vega 0.194
Open interest 226
Model this put
Underlying $437.20
104
65
70.2%
0.629
$18.95
437.5
$20.97
-0.407
121.2%
59
61
Call · $437.5
Last $18.95
Breakeven $456.45
Implied vol 70.2%
Delta 0.629 ≈63% ITM
Gamma 0.011
Theta -1.495
Vega 0.195
Open interest 104
Model this call
Put · $437.5
In the money
Last $20.97
Breakeven $416.53
Implied vol 121.2%
Delta -0.407 ≈41% ITM
Gamma 0.006
Theta -2.586
Vega 0.195
Open interest 61
Model this put
429
537
72.9%
0.598
$17.90
440
$22.65
-0.424
121.9%
107
208
Call · $440
Last $17.90
Breakeven $457.90
Implied vol 72.9%
Delta 0.598 ≈60% ITM
Gamma 0.011
Theta -1.578
Vega 0.196
Open interest 429
Model this call
Put · $440
In the money
Last $22.65
Breakeven $417.35
Implied vol 121.9%
Delta -0.424 ≈42% ITM
Gamma 0.006
Theta -2.629
Vega 0.196
Open interest 208
Model this put
71
60
72.4%
0.571
$15.63
442.5
$23.05
-0.44
123%
64
56
Call · $442.5
Last $15.63
Breakeven $458.13
Implied vol 72.4%
Delta 0.571 ≈57% ITM
Gamma 0.011
Theta -1.594
Vega 0.196
Open interest 71
Model this call
Put · $442.5
In the money
Last $23.05
Breakeven $419.45
Implied vol 123%
Delta -0.44 ≈44% ITM
Gamma 0.007
Theta -2.681
Vega 0.196
Open interest 56
Model this put
254
259
76.9%
0.543
$16.10
445
$24.27
-0.456
124.4%
78
70
Call · $445
Last $16.10
Breakeven $461.10
Implied vol 76.9%
Delta 0.543 ≈54% ITM
Gamma 0.01
Theta -1.717
Vega 0.197
Open interest 254
Model this call
Put · $445
In the money
Last $24.27
Breakeven $420.73
Implied vol 124.4%
Delta -0.456 ≈46% ITM
Gamma 0.007
Theta -2.739
Vega 0.197
Open interest 70
Model this put
289
329
76.1%
0.517
$15.07
447.5
$27.25
-0.472
127.2%
53
59
Call · $447.5
Last $15.07
Breakeven $462.57
Implied vol 76.1%
Delta 0.517 ≈52% ITM
Gamma 0.011
Theta -1.722
Vega 0.198
Open interest 289
Model this call
Put · $447.5
In the money
Last $27.25
Breakeven $420.25
Implied vol 127.2%
Delta -0.472 ≈47% ITM
Gamma 0.006
Theta -2.829
Vega 0.197
Open interest 59
Model this put
603
422
75.7%
0.491
$13.96
450
$27.02
-0.488
125.4%
140
182
Call · $450
Last $13.96
Breakeven $463.96
Implied vol 75.7%
Delta 0.491 ≈49% ITM
Gamma 0.011
Theta -1.698
Vega 0.198
Open interest 603
Model this call
Put · $450
In the money
Last $27.02
Breakeven $422.98
Implied vol 125.4%
Delta -0.488 ≈49% ITM
Gamma 0.006
Theta -2.774
Vega 0.198
Open interest 182
Model this put
290
60
77.3%
0.467
$12.50
452.5
$26.91
-0.503
125.5%
8
15
Call · $452.5
Last $12.50
Breakeven $465.00
Implied vol 77.3%
Delta 0.467 ≈47% ITM
Gamma 0.01
Theta -1.717
Vega 0.199
Open interest 290
Model this call
Put · $452.5
In the money
Last $26.91
Breakeven $425.59
Implied vol 125.5%
Delta -0.503 ≈50% ITM
Gamma 0.006
Theta -2.764
Vega 0.198
Open interest 15
Model this put
221
94
78.2%
0.442
$10.74
455
$31.13
-0.518
127.6%
1
38
Call · $455
Last $10.74
Breakeven $465.74
Implied vol 78.2%
Delta 0.442 ≈44% ITM
Gamma 0.01
Theta -1.721
Vega 0.199
Open interest 221
Model this call
Put · $455
In the money
Last $31.13
Breakeven $423.87
Implied vol 127.6%
Delta -0.518 ≈52% ITM
Gamma 0.006
Theta -2.799
Vega 0.199
Open interest 38
Model this put
565
412
78.6%
0.418
$11.00
457.5
$26.70
-0.533
127%
7
14
Call · $457.5
Last $11.00
Breakeven $468.50
Implied vol 78.6%
Delta 0.418 ≈42% ITM
Gamma 0.01
Theta -1.714
Vega 0.2
Open interest 565
Model this call
Put · $457.5
In the money
Last $26.70
Breakeven $430.80
Implied vol 127%
Delta -0.533 ≈53% ITM
Gamma 0.006
Theta -2.773
Vega 0.2
Open interest 14
Model this put
580
328
79.2%
0.394
$10.36
460
$31.91
-0.548
128%
70
63
Call · $460
Last $10.36
Breakeven $470.36
Implied vol 79.2%
Delta 0.394 ≈39% ITM
Gamma 0.01
Theta -1.713
Vega 0.201
Open interest 580
Model this call
Put · $460
In the money
Last $31.91
Breakeven $428.09
Implied vol 128%
Delta -0.548 ≈55% ITM
Gamma 0.006
Theta -2.782
Vega 0.2
Open interest 63
Model this put
71
96
79.7%
0.371
$8.97
462.5
$29.00
-0.561
130.3%
2
7
Call · $462.5
Last $8.97
Breakeven $471.47
Implied vol 79.7%
Delta 0.371 ≈37% ITM
Gamma 0.01
Theta -1.702
Vega 0.176
Open interest 71
Model this call
Put · $462.5
In the money
Last $29.00
Breakeven $433.50
Implied vol 130.3%
Delta -0.561 ≈56% ITM
Gamma 0.006
Theta -2.821
Vega 0.201
Open interest 7
Model this put
148
138
79.6%
0.349
$8.30
465
$32.89
-0.574
131.7%
16
73
Call · $465
Last $8.30
Breakeven $473.30
Implied vol 79.6%
Delta 0.349 ≈35% ITM
Gamma 0.009
Theta -1.653
Vega 0.177
Open interest 148
Model this call
Put · $465
In the money
Last $32.89
Breakeven $432.11
Implied vol 131.7%
Delta -0.574 ≈57% ITM
Gamma 0.006
Theta -2.839
Vega 0.201
Open interest 73
Model this put
40
69
80.9%
0.331
$10.46
467.5
—
-0.587
133.8%
—
0
Call · $467.5
Last $10.46
Breakeven $477.96
Implied vol 80.9%
Delta 0.331 ≈33% ITM
Gamma 0.009
Theta -1.636
Vega 0.177
Open interest 40
Model this call
Put · $467.5
In the money
Last —
Breakeven —
Implied vol 133.8%
Delta -0.587 ≈59% ITM
Gamma 0.006
Theta -2.874
Vega 0.202
Open interest 0
Model this put
344
320
82%
0.313
$7.05
470
$31.86
-0.599
135.5%
2
67
Call · $470
Last $7.05
Breakeven $477.05
Implied vol 82%
Delta 0.313 ≈31% ITM
Gamma 0.009
Theta -1.615
Vega 0.178
Open interest 344
Model this call
Put · $470
In the money
Last $31.86
Breakeven $438.14
Implied vol 135.5%
Delta -0.599 ≈60% ITM
Gamma 0.006
Theta -2.901
Vega 0.202
Open interest 67
Model this put
50
25
82.1%
0.293
$6.48
472.5
$39.65
-0.612
136.6%
2
1
Call · $472.5
Last $6.48
Breakeven $478.98
Implied vol 82.1%
Delta 0.293 ≈29% ITM
Gamma 0.008
Theta -1.57
Vega 0.178
Open interest 50
Model this call
Put · $472.5
In the money
Last $39.65
Breakeven $432.85
Implied vol 136.6%
Delta -0.612 ≈61% ITM
Gamma 0.006
Theta -2.914
Vega 0.202
Open interest 1
Model this put
723
111
81.9%
0.272
$6.22
475
$45.90
-0.623
137.8%
10
13
Call · $475
Last $6.22
Breakeven $481.22
Implied vol 81.9%
Delta 0.272 ≈27% ITM
Gamma 0.008
Theta -1.517
Vega 0.179
Open interest 723
Model this call
Put · $475
In the money
Last $45.90
Breakeven $429.10
Implied vol 137.8%
Delta -0.623 ≈62% ITM
Gamma 0.006
Theta -2.905
Vega 0.178
Open interest 13
Model this put
35
19
82.6%
0.253
$5.57
477.5
—
-0.634
139.3%
—
0
Call · $477.5
Last $5.57
Breakeven $483.07
Implied vol 82.6%
Delta 0.253 ≈25% ITM
Gamma 0.008
Theta -1.485
Vega 0.179
Open interest 35
Model this call
Put · $477.5
In the money
Last —
Breakeven —
Implied vol 139.3%
Delta -0.634 ≈63% ITM
Gamma 0.006
Theta -2.898
Vega 0.178
Open interest 0
Model this put
235
194
83.4%
0.238
$5.25
480
$49.95
-0.645
139.9%
11
18
Call · $480
Last $5.25
Breakeven $485.25
Implied vol 83.4%
Delta 0.238 ≈24% ITM
Gamma 0.008
Theta -1.452
Vega 0.137
Open interest 235
Model this call
Put · $480
In the money
Last $49.95
Breakeven $430.05
Implied vol 139.9%
Delta -0.645 ≈64% ITM
Gamma 0.005
Theta -2.871
Vega 0.179
Open interest 18
Model this put
81
93
83.2%
0.222
$4.60
482.5
$52.30
-0.655
141%
10
10
Call · $482.5
Last $4.60
Breakeven $487.10
Implied vol 83.2%
Delta 0.222 ≈22% ITM
Gamma 0.007
Theta -1.384
Vega 0.138
Open interest 81
Model this call
Put · $482.5
In the money
Last $52.30
Breakeven $430.20
Implied vol 141%
Delta -0.655 ≈65% ITM
Gamma 0.005
Theta -2.853
Vega 0.179
Open interest 10
Model this put
118
107
82.7%
0.205
$4.45
485
$53.28
-0.664
142.6%
1
3
Call · $485
Last $4.45
Breakeven $489.45
Implied vol 82.7%
Delta 0.205 ≈21% ITM
Gamma 0.007
Theta -1.306
Vega 0.138
Open interest 118
Model this call
Put · $485
In the money
Last $53.28
Breakeven $431.72
Implied vol 142.6%
Delta -0.664 ≈66% ITM
Gamma 0.005
Theta -2.85
Vega 0.18
Open interest 3
Model this put
113
37
83%
0.191
$4.15
487.5
—
-0.675
143%
—
0
Call · $487.5
Last $4.15
Breakeven $491.65
Implied vol 83%
Delta 0.191 ≈19% ITM
Gamma 0.007
Theta -1.253
Vega 0.139
Open interest 113
Model this call
Put · $487.5
In the money
Last —
Breakeven —
Implied vol 143%
Delta -0.675 ≈68% ITM
Gamma 0.005
Theta -2.815
Vega 0.18
Open interest 0
Model this put
230
48
83.8%
0.178
$3.50
490
$78.40
-0.684
145%
2
1
Call · $490
Last $3.50
Breakeven $493.50
Implied vol 83.8%
Delta 0.178 ≈18% ITM
Gamma 0.006
Theta -1.21
Vega 0.139
Open interest 230
Model this call
Put · $490
In the money
Last $78.40
Breakeven $411.60
Implied vol 145%
Delta -0.684 ≈68% ITM
Gamma 0.005
Theta -2.823
Vega 0.181
Open interest 1
Model this put
155
115
84.1%
0.164
$3.45
492.5
$58.10
-0.692
146.9%
1
1
Call · $492.5
Last $3.45
Breakeven $495.95
Implied vol 84.1%
Delta 0.164 ≈16% ITM
Gamma 0.006
Theta -1.157
Vega 0.139
Open interest 155
Model this call
Put · $492.5
In the money
Last $58.10
Breakeven $434.40
Implied vol 146.9%
Delta -0.692 ≈69% ITM
Gamma 0.005
Theta -2.828
Vega 0.181
Open interest 1
Model this put
186
8
85.8%
0.155
$4.00
495
$82.50
-0.7
148.9%
3
3
Call · $495
Last $4.00
Breakeven $499.00
Implied vol 85.8%
Delta 0.155 ≈16% ITM
Gamma 0.006
Theta -1.142
Vega 0.14
Open interest 186
Model this call
Put · $495
In the money
Last $82.50
Breakeven $412.50
Implied vol 148.9%
Delta -0.7 ≈70% ITM
Gamma 0.005
Theta -2.835
Vega 0.182
Open interest 3
Model this put
56
43
86.4%
0.143
$3.43
497.5
—
-0.707
151.3%
—
0
Call · $497.5
Last $3.43
Breakeven $500.93
Implied vol 86.4%
Delta 0.143 ≈14% ITM
Gamma 0.005
Theta -1.097
Vega 0.093
Open interest 56
Model this call
Put · $497.5
In the money
Last —
Breakeven —
Implied vol 151.3%
Delta -0.707 ≈71% ITM
Gamma 0.005
Theta -2.854
Vega 0.182
Open interest 0
Model this put
1.6k
342
85.8%
0.132
$2.66
500
$59.30
-0.715
152.6%
6
31
Call · $500
Last $2.66
Breakeven $502.66
Implied vol 85.8%
Delta 0.132 ≈13% ITM
Gamma 0.005
Theta -1.023
Vega 0.094
Open interest 1.6k
Model this call
Put · $500
In the money
Last $59.30
Breakeven $440.70
Implied vol 152.6%
Delta -0.715 ≈72% ITM
Gamma 0.005
Theta -2.844
Vega 0.182
Open interest 31
Model this put
58
12
85.3%
0.121
$2.34
502.5
—
-0.72
156.1%
—
0
Call · $502.5
Last $2.34
Breakeven $504.84
Implied vol 85.3%
Delta 0.121 ≈12% ITM
Gamma 0.005
Theta -0.95
Vega 0.094
Open interest 58
Model this call
Put · $502.5
In the money
Last —
Breakeven —
Implied vol 156.1%
Delta -0.72 ≈72% ITM
Gamma 0.004
Theta -2.891
Vega 0.183
Open interest 0
Model this put
110
70
85.7%
0.112
$2.07
505
$121.20
-0.726
158.2%
5
4
Call · $505
Last $2.07
Breakeven $507.07
Implied vol 85.7%
Delta 0.112 ≈11% ITM
Gamma 0.004
Theta -0.902
Vega 0.094
Open interest 110
Model this call
Put · $505
In the money
Last $121.20
Breakeven $383.80
Implied vol 158.2%
Delta -0.726 ≈73% ITM
Gamma 0.004
Theta -2.902
Vega 0.183
Open interest 4
Model this put
172
124
86.2%
0.104
$1.80
507.5
$107.04
-0.731
161.6%
3
3
Call · $507.5
Last $1.80
Breakeven $509.30
Implied vol 86.2%
Delta 0.104 ≈10% ITM
Gamma 0.004
Theta -0.859
Vega 0.094
Open interest 172
Model this call
Put · $507.5
In the money
Last $107.04
Breakeven $400.46
Implied vol 161.6%
Delta -0.731 ≈73% ITM
Gamma 0.004
Theta -2.949
Vega 0.184
Open interest 3
Model this put
445
532
86.1%
0.094
$1.77
510
$75.87
-0.742
160.9%
8
12
Call · $510
Last $1.77
Breakeven $511.77
Implied vol 86.1%
Delta 0.094 ≈9% ITM
Gamma 0.004
Theta -0.797
Vega 0.095
Open interest 445
Model this call
Put · $510
In the money
Last $75.87
Breakeven $434.13
Implied vol 160.9%
Delta -0.742 ≈74% ITM
Gamma 0.004
Theta -2.888
Vega 0.18
Open interest 12
Model this put
14
14
86.7%
0.086
$2.68
512.5
—
-0.744
164.9%
—
0
Call · $512.5
Last $2.68
Breakeven $515.18
Implied vol 86.7%
Delta 0.086 ≈9% ITM
Gamma 0.004
Theta -0.755
Vega 0.095
Open interest 14
Model this call
Put · $512.5
In the money
Last —
Breakeven —
Implied vol 164.9%
Delta -0.744 ≈74% ITM
Gamma 0.004
Theta -2.946
Vega 0.141
Open interest 0
Model this put
60
31
87.6%
0.08
$1.32
515
—
-0.749
166.8%
—
0
Call · $515
Last $1.32
Breakeven $516.32
Implied vol 87.6%
Delta 0.08 ≈8% ITM
Gamma 0.003
Theta -0.724
Vega 0.095
Open interest 60
Model this call
Put · $515
In the money
Last —
Breakeven —
Implied vol 166.8%
Delta -0.749 ≈75% ITM
Gamma 0.004
Theta -2.944
Vega 0.142
Open interest 0
Model this put
40
29
88%
0.073
$1.47
517.5
—
-0.752
169.4%
—
0
Call · $517.5
Last $1.47
Breakeven $518.97
Implied vol 88%
Delta 0.073 ≈7% ITM
Gamma 0.003
Theta -0.681
Vega 0.055
Open interest 40
Model this call
Put · $517.5
In the money
Last —
Breakeven —
Implied vol 169.4%
Delta -0.752 ≈75% ITM
Gamma 0.004
Theta -2.962
Vega 0.142
Open interest 0
Model this put
164
89
87.6%
0.067
$1.23
520
$86.57
-0.757
171%
2
2
Call · $520
Last $1.23
Breakeven $521.23
Implied vol 87.6%
Delta 0.067 ≈7% ITM
Gamma 0.003
Theta -0.631
Vega 0.055
Open interest 164
Model this call
Put · $520
In the money
Last $86.57
Breakeven $433.43
Implied vol 171%
Delta -0.757 ≈76% ITM
Gamma 0.004
Theta -2.95
Vega 0.142
Open interest 2
Model this put
24
12
87%
0.06
$1.03
522.5
$129.78
-0.761
172.7%
1
1
Call · $522.5
Last $1.03
Breakeven $523.53
Implied vol 87%
Delta 0.06 ≈6% ITM
Gamma 0.003
Theta -0.572
Vega 0.055
Open interest 24
Model this call
Put · $522.5
In the money
Last $129.78
Breakeven $392.72
Implied vol 172.7%
Delta -0.761 ≈76% ITM
Gamma 0.004
Theta -2.943
Vega 0.143
Open interest 1
Model this put
130
78
87.1%
0.055
$0.92
525
$87.00
-0.765
174.9%
1
2
Call · $525
Last $0.92
Breakeven $525.92
Implied vol 87.1%
Delta 0.055 ≈5% ITM
Gamma 0.003
Theta -0.533
Vega 0.056
Open interest 130
Model this call
Put · $525
In the money
Last $87.00
Breakeven $438.00
Implied vol 174.9%
Delta -0.765 ≈77% ITM
Gamma 0.004
Theta -2.951
Vega 0.143
Open interest 2
Model this put
7
1
92%
0.06
$0.89
527.5
$132.20
-0.768
177.3%
1
1
Call · $527.5
Last $0.89
Breakeven $528.39
Implied vol 92%
Delta 0.06 ≈6% ITM
Gamma 0.003
Theta -0.603
Vega 0.056
Open interest 7
Model this call
Put · $527.5
In the money
Last $132.20
Breakeven $395.30
Implied vol 177.3%
Delta -0.768 ≈77% ITM
Gamma 0.003
Theta -2.964
Vega 0.143
Open interest 1
Model this put
178
76
90.5%
0.052
$0.88
530
$93.00
-0.772
179.5%
3
3
Call · $530
Last $0.88
Breakeven $530.88
Implied vol 90.5%
Delta 0.052 ≈5% ITM
Gamma 0.002
Theta -0.525
Vega 0.056
Open interest 178
Model this call
Put · $530
In the money
Last $93.00
Breakeven $437.00
Implied vol 179.5%
Delta -0.772 ≈77% ITM
Gamma 0.003
Theta -2.972
Vega 0.144
Open interest 3
Model this put
15
3
86.5%
0.037
$0.81
532.5
—
-0.776
181.2%
—
0
Call · $532.5
Last $0.81
Breakeven $533.31
Implied vol 86.5%
Delta 0.037 ≈4% ITM
Gamma 0.002
Theta -0.39
Vega 0.056
Open interest 15
Model this call
Put · $532.5
In the money
Last —
Breakeven —
Implied vol 181.2%
Delta -0.776 ≈78% ITM
Gamma 0.003
Theta -2.965
Vega 0.144
Open interest 0
Model this put
341
56
87.8%
0.035
$1.08
535
—
-0.778
183.9%
—
0
Call · $535
Last $1.08
Breakeven $536.08
Implied vol 87.8%
Delta 0.035 ≈3% ITM
Gamma 0.002
Theta -0.377
Vega 0.056
Open interest 341
Model this call
Put · $535
In the money
Last —
Breakeven —
Implied vol 183.9%
Delta -0.778 ≈78% ITM
Gamma 0.003
Theta -2.988
Vega 0.144
Open interest 0
Model this put
18
11
93.2%
0.042
$0.96
537.5
$97.00
-0.782
185.7%
2
1
Call · $537.5
Last $0.96
Breakeven $538.46
Implied vol 93.2%
Delta 0.042 ≈4% ITM
Gamma 0.002
Theta -0.46
Vega 0.056
Open interest 18
Model this call
Put · $537.5
In the money
Last $97.00
Breakeven $440.50
Implied vol 185.7%
Delta -0.782 ≈78% ITM
Gamma 0.003
Theta -2.986
Vega 0.144
Open interest 1
Model this put
912
226
92.8%
0.036
$0.56
540
$102.62
-0.785
188%
3
8
Call · $540
Last $0.56
Breakeven $540.56
Implied vol 92.8%
Delta 0.036 ≈4% ITM
Gamma 0.002
Theta -0.409
Vega 0.056
Open interest 912
Model this call
Put · $540
In the money
Last $102.62
Breakeven $437.38
Implied vol 188%
Delta -0.785 ≈78% ITM
Gamma 0.003
Theta -2.999
Vega 0.145
Open interest 8
Model this put
422
164
86.6%
0.017
$0.37
550
$125.20
-0.795
197.6%
1
0
Call · $550
Last $0.37
Breakeven $550.37
Implied vol 86.6%
Delta 0.017 ≈2% ITM
Gamma 0.001
Theta -0.201
Vega 0.029
Open interest 422
Model this call
Put · $550
In the money
Last $125.20
Breakeven $424.80
Implied vol 197.6%
Delta -0.795 ≈79% ITM
Gamma 0.003
Theta -3.062
Vega 0.146
Open interest 0
Model this put
430
105
92.3%
0.015
$0.37
560
$125.55
-0.803
207.4%
1
3
Call · $560
Last $0.37
Breakeven $560.37
Implied vol 92.3%
Delta 0.015 ≈1% ITM
Gamma 0.001
Theta -0.189
Vega 0.029
Open interest 430
Model this call
Put · $560
In the money
Last $125.55
Breakeven $434.45
Implied vol 207.4%
Delta -0.803 ≈80% ITM
Gamma 0.003
Theta -3.134
Vega 0.147
Open interest 3
Model this put
285
278
100.2%
0.016
$0.25
570
$129.25
-0.812
216.3%
1
2
Call · $570
Last $0.25
Breakeven $570.25
Implied vol 100.2%
Delta 0.016 ≈2% ITM
Gamma 0.001
Theta -0.217
Vega 0.029
Open interest 285
Model this call
Put · $570
In the money
Last $129.25
Breakeven $440.75
Implied vol 216.3%
Delta -0.812 ≈81% ITM
Gamma 0.003
Theta -3.187
Vega 0.148
Open interest 2
Model this put
67
9
97.9%
0.009
$0.14
580
$135.40
-0.816
227.2%
2
0
Call · $580
Last $0.14
Breakeven $580.14
Implied vol 97.9%
Delta 0.009 ≈1% ITM
Gamma 0.001
Theta -0.135
Vega 0.013
Open interest 67
Model this call
Put · $580
In the money
Last $135.40
Breakeven $444.60
Implied vol 227.2%
Delta -0.816 ≈82% ITM
Gamma 0.002
Theta -3.304
Vega 0.15
Open interest 0
Model this put
88
117
118.4%
0.02
$0.22
590
$144.80
-0.822
236.9%
1
0
Call · $590
Last $0.22
Breakeven $590.22
Implied vol 118.4%
Delta 0.02 ≈2% ITM
Gamma 0.001
Theta -0.317
Vega 0.029
Open interest 88
Model this call
Put · $590
In the money
Last $144.80
Breakeven $445.20
Implied vol 236.9%
Delta -0.822 ≈82% ITM
Gamma 0.002
Theta -3.391
Vega 0.151
Open interest 0
Model this put
743
568
95.8%
0.003
$0.06
600
$152.74
-0.827
246.7%
16
0
Call · $600
Last $0.06
Breakeven $600.06
Implied vol 95.8%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.049
Vega 0.005
Open interest 743
Model this call
Put · $600
In the money
Last $152.74
Breakeven $447.26
Implied vol 246.7%
Delta -0.827 ≈83% ITM
Gamma 0.002
Theta -3.483
Vega 0.152
Open interest 0
Model this put
235
5
114.2%
0.008
$0.05
610
—
-0.831
256.3%
—
0
Call · $610
Last $0.05
Breakeven $610.05
Implied vol 114.2%
Delta 0.008 ≈1% ITM
Gamma 0
Theta -0.139
Vega 0.013
Open interest 235
Model this call
Put · $610
In the money
Last —
Breakeven —
Implied vol 256.3%
Delta -0.831 ≈83% ITM
Gamma 0.002
Theta -3.574
Vega 0.152
Open interest 0
Model this put
187
100
134.5%
0.016
$0.07
620
$221.00
-0.835
264.5%
1
0
Call · $620
Last $0.07
Breakeven $620.07
Implied vol 134.5%
Delta 0.016 ≈2% ITM
Gamma 0.001
Theta -0.295
Vega 0.03
Open interest 187
Model this call
Put · $620
In the money
Last $221.00
Breakeven $399.00
Implied vol 264.5%
Delta -0.835 ≈84% ITM
Gamma 0.002
Theta -3.63
Vega 0.103
Open interest 0
Model this put
163
82
112%
0.003
$0.08
630
$200.60
-0.839
271.7%
2
0
Call · $630
Last $0.08
Breakeven $630.08
Implied vol 112%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.059
Vega 0.005
Open interest 163
Model this call
Put · $630
In the money
Last $200.60
Breakeven $429.40
Implied vol 271.7%
Delta -0.839 ≈84% ITM
Gamma 0.002
Theta -3.661
Vega 0.104
Open interest 0
Model this put
7
3
169.7%
0.034
$0.03
640
$234.82
-0.841
280%
1
0
Call · $640
Last $0.03
Breakeven $640.03
Implied vol 169.7%
Delta 0.034 ≈3% ITM
Gamma 0.001
Theta -0.712
Vega 0.031
Open interest 7
Model this call
Put · $640
In the money
Last $234.82
Breakeven $405.18
Implied vol 280%
Delta -0.841 ≈84% ITM
Gamma 0.002
Theta -3.728
Vega 0.104
Open interest 0
Model this put
28
14
116.9%
0.002
$0.05
650
$252.30
-0.844
287.2%
1
0
Call · $650
Last $0.05
Breakeven $650.05
Implied vol 116.9%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.041
Vega 0.005
Open interest 28
Model this call
Put · $650
In the money
Last $252.30
Breakeven $397.70
Implied vol 287.2%
Delta -0.844 ≈84% ITM
Gamma 0.002
Theta -3.766
Vega 0.105
Open interest 0
Model this put
0
—
180.3%
0.032
—
660
$213.95
-0.847
294.8%
2
0
Call · $660
Last —
Breakeven —
Implied vol 180.3%
Delta 0.032 ≈3% ITM
Gamma 0.001
Theta -0.713
Vega 0.031
Open interest 0
Model this call
Put · $660
In the money
Last $213.95
Breakeven $446.05
Implied vol 294.8%
Delta -0.847 ≈85% ITM
Gamma 0.002
Theta -3.818
Vega 0.106
Open interest 0
Model this put
82
2
124.6%
0.002
$0.03
670
—
-0.85
301.6%
—
0
Call · $670
Last $0.03
Breakeven $670.03
Implied vol 124.6%
Delta 0.002 ≈0% ITM
Gamma 0
Theta -0.037
Vega 0.005
Open interest 82
Model this call
Put · $670
In the money
Last —
Breakeven —
Implied vol 301.6%
Delta -0.85 ≈85% ITM
Gamma 0.002
Theta -3.848
Vega 0.107
Open interest 0
Model this put