0
—
—
—
—
700
$0.80
-0.015
77.6%
1
11
Call · $700
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $700
Last $0.80
Breakeven $699.20
Implied vol 77.6%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.163
Vega 0.112
Open interest 11
Model this put
0
—
—
—
—
710
$2.10
-0.015
74.8%
1
2
Call · $710
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $710
Last $2.10
Breakeven $707.90
Implied vol 74.8%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.157
Vega 0.112
Open interest 2
Model this put
4
2
—
—
$310.00
720
$2.35
-0.026
81.9%
1
1
Call · $720
In the money
Last $310.00
Breakeven $1,030.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 4
Model this call
Put · $720
Last $2.35
Breakeven $717.65
Implied vol 81.9%
Delta -0.026 ≈3% ITM
Gamma 0
Theta -0.274
Vega 0.227
Open interest 1
Model this put
0
—
—
—
—
730
$4.70
-0.027
79.4%
1
1
Call · $730
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $730
Last $4.70
Breakeven $725.30
Implied vol 79.4%
Delta -0.027 ≈3% ITM
Gamma 0
Theta -0.275
Vega 0.228
Open interest 1
Model this put
2
2
—
—
$341.00
740
$2.95
-0.02
70.5%
1
2
Call · $740
In the money
Last $341.00
Breakeven $1,081.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $740
Last $2.95
Breakeven $737.05
Implied vol 70.5%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.186
Vega 0.115
Open interest 2
Model this put
2
2
—
—
$331.00
750
$1.85
-0.02
68.5%
1
35
Call · $750
In the money
Last $331.00
Breakeven $1,081.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $750
Last $1.85
Breakeven $748.15
Implied vol 68.5%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -0.188
Vega 0.115
Open interest 35
Model this put
0
—
—
—
—
760
$1.66
-0.022
67.1%
1
23
Call · $760
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $760
Last $1.66
Breakeven $758.34
Implied vol 67.1%
Delta -0.022 ≈2% ITM
Gamma 0
Theta -0.198
Vega 0.116
Open interest 23
Model this put
0
—
—
—
—
770
—
-0.03
69.2%
—
0
Call · $770
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $770
Last —
Breakeven —
Implied vol 69.2%
Delta -0.03 ≈3% ITM
Gamma 0
Theta -0.265
Vega 0.234
Open interest 0
Model this put
0
—
—
—
—
780
$5.10
-0.024
63.4%
1
1
Call · $780
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $780
Last $5.10
Breakeven $774.90
Implied vol 63.4%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -0.204
Vega 0.118
Open interest 1
Model this put
0
—
—
—
—
790
$10.10
-0.024
60.2%
1
1
Call · $790
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $790
Last $10.10
Breakeven $779.90
Implied vol 60.2%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -0.19
Vega 0.119
Open interest 1
Model this put
1
1
—
—
$264.00
800
$2.40
-0.025
58.5%
1
257
Call · $800
In the money
Last $264.00
Breakeven $1,064.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $800
Last $2.40
Breakeven $797.60
Implied vol 58.5%
Delta -0.025 ≈3% ITM
Gamma 0
Theta -0.194
Vega 0.123
Open interest 257
Model this put
0
—
—
—
—
810
$5.50
-0.035
59.5%
2
52
Call · $810
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $810
Last $5.50
Breakeven $804.50
Implied vol 59.5%
Delta -0.035 ≈3% ITM
Gamma 0
Theta -0.254
Vega 0.24
Open interest 52
Model this put
0
—
—
—
—
820
—
-0.028
54.3%
—
0
Call · $820
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $820
Last —
Breakeven —
Implied vol 54.3%
Delta -0.028 ≈3% ITM
Gamma 0
Theta -0.197
Vega 0.241
Open interest 0
Model this put
1
1
—
—
$239.70
830
—
-0.037
54.8%
—
0
Call · $830
In the money
Last $239.70
Breakeven $1,069.70
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $830
Last —
Breakeven —
Implied vol 54.8%
Delta -0.037 ≈4% ITM
Gamma 0.001
Theta -0.248
Vega 0.243
Open interest 0
Model this put
0
—
—
—
—
840
$2.75
-0.041
53.5%
10
1
Call · $840
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $840
Last $2.75
Breakeven $837.25
Implied vol 53.5%
Delta -0.041 ≈4% ITM
Gamma 0.001
Theta -0.263
Vega 0.245
Open interest 1
Model this put
0
—
—
—
—
850
$3.11
-0.051
54.1%
6
11
Call · $850
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $850
Last $3.11
Breakeven $846.89
Implied vol 54.1%
Delta -0.051 ≈5% ITM
Gamma 0.001
Theta -0.314
Vega 0.246
Open interest 11
Model this put
48
48
—
—
$167.20
860
$8.20
-0.065
55.8%
2
2
Call · $860
In the money
Last $167.20
Breakeven $1,027.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 48
Model this call
Put · $860
Last $8.20
Breakeven $851.80
Implied vol 55.8%
Delta -0.065 ≈6% ITM
Gamma 0.001
Theta -0.395
Vega 0.428
Open interest 2
Model this put
0
—
—
—
—
870
$9.60
-0.072
54.2%
2
3
Call · $870
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $870
Last $9.60
Breakeven $860.40
Implied vol 54.2%
Delta -0.072 ≈7% ITM
Gamma 0.001
Theta -0.412
Vega 0.431
Open interest 3
Model this put
0
1
—
—
$159.11
880
$4.50
-0.079
52.8%
1
5
Call · $880
In the money
Last $159.11
Breakeven $1,039.11
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $880
Last $4.50
Breakeven $875.50
Implied vol 52.8%
Delta -0.079 ≈8% ITM
Gamma 0.001
Theta -0.432
Vega 0.434
Open interest 5
Model this put
0
—
—
—
—
890
$6.05
-0.089
51.9%
11
17
Call · $890
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $890
Last $6.05
Breakeven $883.95
Implied vol 51.9%
Delta -0.089 ≈9% ITM
Gamma 0.001
Theta -0.464
Vega 0.436
Open interest 17
Model this put
1
1
—
—
$173.45
900
$6.62
-0.095
49.7%
17
71
Call · $900
In the money
Last $173.45
Breakeven $1,073.45
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $900
Last $6.62
Breakeven $893.38
Implied vol 49.7%
Delta -0.095 ≈9% ITM
Gamma 0.001
Theta -0.465
Vega 0.439
Open interest 71
Model this put
50
49
0.1%
0.999
$170.30
910
$7.41
-0.108
49.5%
2
24
Call · $910
In the money
Last $170.30
Breakeven $1,080.30
Implied vol 0.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.037
Vega 0.001
Open interest 50
Model this call
Put · $910
Last $7.41
Breakeven $902.59
Implied vol 49.5%
Delta -0.108 ≈11% ITM
Gamma 0.001
Theta -0.513
Vega 0.441
Open interest 24
Model this put
0
—
26.2%
0.981
—
920
$7.69
-0.126
50%
2
102
Call · $920
In the money
Last —
Breakeven —
Implied vol 26.2%
Delta 0.981 ≈98% ITM
Gamma 0.001
Theta -0.102
Vega 0.125
Open interest 0
Model this call
Put · $920
Last $7.69
Breakeven $912.31
Implied vol 50%
Delta -0.126 ≈13% ITM
Gamma 0.002
Theta -0.58
Vega 0.666
Open interest 102
Model this put
1
1
31.2%
0.948
$106.69
930
$15.90
-0.149
50.7%
2
95
Call · $930
In the money
Last $106.69
Breakeven $1,036.69
Implied vol 31.2%
Delta 0.948 ≈95% ITM
Gamma 0.001
Theta -0.22
Vega 0.255
Open interest 1
Model this call
Put · $930
Last $15.90
Breakeven $914.10
Implied vol 50.7%
Delta -0.149 ≈15% ITM
Gamma 0.002
Theta -0.654
Vega 0.671
Open interest 95
Model this put
0
—
31.9%
0.928
—
940
$10.65
-0.155
47.4%
10
105
Call · $940
In the money
Last —
Breakeven —
Implied vol 31.9%
Delta 0.928 ≈93% ITM
Gamma 0.002
Theta -0.278
Vega 0.445
Open interest 0
Model this call
Put · $940
Last $10.65
Breakeven $929.35
Implied vol 47.4%
Delta -0.155 ≈16% ITM
Gamma 0.002
Theta -0.627
Vega 0.674
Open interest 105
Model this put
13
12
33.6%
0.897
$99.30
950
$14.00
-0.175
47%
2
106
Call · $950
In the money
Last $99.30
Breakeven $1,049.30
Implied vol 33.6%
Delta 0.897 ≈90% ITM
Gamma 0.002
Theta -0.371
Vega 0.449
Open interest 13
Model this call
Put · $950
Last $14.00
Breakeven $936.00
Implied vol 47%
Delta -0.175 ≈17% ITM
Gamma 0.002
Theta -0.672
Vega 0.678
Open interest 106
Model this put
6
6
34.9%
0.867
$80.10
960
$12.01
-0.203
48.7%
3
40
Call · $960
In the money
Last $80.10
Breakeven $1,040.10
Implied vol 34.9%
Delta 0.867 ≈87% ITM
Gamma 0.002
Theta -0.456
Vega 0.678
Open interest 6
Model this call
Put · $960
Last $12.01
Breakeven $947.99
Implied vol 48.7%
Delta -0.203 ≈20% ITM
Gamma 0.002
Theta -0.774
Vega 0.685
Open interest 40
Model this put
0
—
35%
0.837
—
970
$10.50
-0.226
48.2%
325
1.3k
Call · $970
In the money
Last —
Breakeven —
Implied vol 35%
Delta 0.837 ≈84% ITM
Gamma 0.003
Theta -0.515
Vega 0.683
Open interest 0
Model this call
Put · $970
Last $10.50
Breakeven $959.50
Implied vol 48.2%
Delta -0.226 ≈23% ITM
Gamma 0.002
Theta -0.807
Vega 0.898
Open interest 1.3k
Model this put
4
4
36%
0.804
$67.80
980
$14.46
-0.249
47.1%
10
48
Call · $980
In the money
Last $67.80
Breakeven $1,047.80
Implied vol 36%
Delta 0.804 ≈80% ITM
Gamma 0.003
Theta -0.596
Vega 0.688
Open interest 4
Model this call
Put · $980
Last $14.46
Breakeven $965.54
Implied vol 47.1%
Delta -0.249 ≈25% ITM
Gamma 0.002
Theta -0.827
Vega 0.903
Open interest 48
Model this put
1
1
36.5%
0.77
$61.00
990
$15.00
-0.272
45.9%
2
16
Call · $990
In the money
Last $61.00
Breakeven $1,051.00
Implied vol 36.5%
Delta 0.77 ≈77% ITM
Gamma 0.003
Theta -0.658
Vega 0.906
Open interest 1
Model this call
Put · $990
Last $15.00
Breakeven $975.00
Implied vol 45.9%
Delta -0.272 ≈27% ITM
Gamma 0.003
Theta -0.843
Vega 0.908
Open interest 16
Model this put
38
1
36.1%
0.737
$116.50
1000
$17.60
-0.302
46.5%
167
3.2k
Call · $1000
In the money
Last $116.50
Breakeven $1,116.50
Implied vol 36.1%
Delta 0.737 ≈74% ITM
Gamma 0.003
Theta -0.691
Vega 0.911
Open interest 38
Model this call
Put · $1000
Last $17.60
Breakeven $982.40
Implied vol 46.5%
Delta -0.302 ≈30% ITM
Gamma 0.003
Theta -0.901
Vega 0.914
Open interest 3.2k
Model this put
28
1
37.6%
0.695
$64.70
1010
$19.67
-0.331
46.8%
2
106
Call · $1010
In the money
Last $64.70
Breakeven $1,074.70
Implied vol 37.6%
Delta 0.695 ≈70% ITM
Gamma 0.003
Theta -0.772
Vega 0.917
Open interest 28
Model this call
Put · $1010
Last $19.67
Breakeven $990.33
Implied vol 46.8%
Delta -0.331 ≈33% ITM
Gamma 0.003
Theta -0.953
Vega 1.05
Open interest 106
Model this put
102
3
37.4%
0.661
$59.00
1020
$21.50
-0.362
46.7%
7
57
Call · $1020
In the money
Last $59.00
Breakeven $1,079.00
Implied vol 37.4%
Delta 0.661 ≈66% ITM
Gamma 0.004
Theta -0.809
Vega 1.055
Open interest 102
Model this call
Put · $1020
Last $21.50
Breakeven $998.50
Implied vol 46.7%
Delta -0.362 ≈36% ITM
Gamma 0.003
Theta -0.969
Vega 1.056
Open interest 57
Model this put
50
3
38.1%
0.621
$52.70
1030
$23.80
-0.393
46.8%
9
100
Call · $1030
In the money
Last $52.70
Breakeven $1,082.70
Implied vol 38.1%
Delta 0.621 ≈62% ITM
Gamma 0.004
Theta -0.842
Vega 1.061
Open interest 50
Model this call
Put · $1030
Last $23.80
Breakeven $1,006.20
Implied vol 46.8%
Delta -0.393 ≈39% ITM
Gamma 0.003
Theta -0.991
Vega 1.062
Open interest 100
Model this put
18
1
37.4%
0.583
$46.50
1040
$28.70
-0.425
46.8%
8
72
Call · $1040
In the money
Last $46.50
Breakeven $1,086.50
Implied vol 37.4%
Delta 0.583 ≈58% ITM
Gamma 0.004
Theta -0.846
Vega 1.068
Open interest 18
Model this call
Put · $1040
Last $28.70
Breakeven $1,011.30
Implied vol 46.8%
Delta -0.425 ≈42% ITM
Gamma 0.003
Theta -1.01
Vega 1.068
Open interest 72
Model this put
Underlying $1,046.79
86
1
38.1%
0.544
$81.90
1050
$48.15
-0.456
47.4%
2
20
Call · $1050
Last $81.90
Breakeven $1,131.90
Implied vol 38.1%
Delta 0.544 ≈54% ITM
Gamma 0.004
Theta -0.88
Vega 1.074
Open interest 86
Model this call
Put · $1050
In the money
Last $48.15
Breakeven $1,001.85
Implied vol 47.4%
Delta -0.456 ≈46% ITM
Gamma 0.003
Theta -1.043
Vega 1.074
Open interest 20
Model this put
77
1
37.8%
0.506
$75.50
1060
$34.60
-0.486
47.5%
5
46
Call · $1060
Last $75.50
Breakeven $1,135.50
Implied vol 37.8%
Delta 0.506 ≈51% ITM
Gamma 0.004
Theta -0.878
Vega 1.081
Open interest 77
Model this call
Put · $1060
In the money
Last $34.60
Breakeven $1,025.40
Implied vol 47.5%
Delta -0.486 ≈49% ITM
Gamma 0.003
Theta -1.052
Vega 1.08
Open interest 46
Model this put
22
2
37.4%
0.467
$35.26
1070
$49.70
-0.517
46.9%
5
9
Call · $1070
Last $35.26
Breakeven $1,105.26
Implied vol 37.4%
Delta 0.467 ≈47% ITM
Gamma 0.004
Theta -0.858
Vega 1.087
Open interest 22
Model this call
Put · $1070
In the money
Last $49.70
Breakeven $1,020.30
Implied vol 46.9%
Delta -0.517 ≈52% ITM
Gamma 0.003
Theta -1.027
Vega 1.086
Open interest 9
Model this put
27
28
37.7%
0.43
$52.80
1080
$56.90
-0.548
46.8%
1
6
Call · $1080
Last $52.80
Breakeven $1,132.80
Implied vol 37.7%
Delta 0.43 ≈43% ITM
Gamma 0.004
Theta -0.852
Vega 1.093
Open interest 27
Model this call
Put · $1080
In the money
Last $56.90
Breakeven $1,023.10
Implied vol 46.8%
Delta -0.548 ≈55% ITM
Gamma 0.003
Theta -1.013
Vega 1.092
Open interest 6
Model this put
135
1
37.5%
0.391
$46.50
1090
$64.40
-0.578
47%
18
17
Call · $1090
Last $46.50
Breakeven $1,136.50
Implied vol 37.5%
Delta 0.391 ≈39% ITM
Gamma 0.004
Theta -0.836
Vega 1.1
Open interest 135
Model this call
Put · $1090
In the money
Last $64.40
Breakeven $1,025.60
Implied vol 47%
Delta -0.578 ≈58% ITM
Gamma 0.003
Theta -1.006
Vega 1.097
Open interest 17
Model this put
38
8
37.4%
0.356
$49.08
1100
$71.00
-0.605
48.1%
11
12
Call · $1100
Last $49.08
Breakeven $1,149.08
Implied vol 37.4%
Delta 0.356 ≈36% ITM
Gamma 0.004
Theta -0.806
Vega 0.968
Open interest 38
Model this call
Put · $1100
In the money
Last $71.00
Breakeven $1,029.00
Implied vol 48.1%
Delta -0.605 ≈61% ITM
Gamma 0.003
Theta -1.019
Vega 1.101
Open interest 12
Model this put
26
2
37.2%
0.322
$41.90
1110
$78.40
-0.634
47.8%
10
9
Call · $1110
Last $41.90
Breakeven $1,151.90
Implied vol 37.2%
Delta 0.322 ≈32% ITM
Gamma 0.004
Theta -0.765
Vega 0.973
Open interest 26
Model this call
Put · $1110
In the money
Last $78.40
Breakeven $1,031.60
Implied vol 47.8%
Delta -0.634 ≈63% ITM
Gamma 0.003
Theta -0.986
Vega 0.97
Open interest 9
Model this put
57
5
36.8%
0.286
$21.00
1120
$59.50
-0.658
48.1%
2
4
Call · $1120
Last $21.00
Breakeven $1,141.00
Implied vol 36.8%
Delta 0.286 ≈29% ITM
Gamma 0.003
Theta -0.718
Vega 0.979
Open interest 57
Model this call
Put · $1120
In the money
Last $59.50
Breakeven $1,060.50
Implied vol 48.1%
Delta -0.658 ≈66% ITM
Gamma 0.003
Theta -0.96
Vega 0.975
Open interest 4
Model this put
105
38
36.4%
0.249
$16.40
1130
$60.80
-0.686
47.7%
1
1
Call · $1130
Last $16.40
Breakeven $1,146.40
Implied vol 36.4%
Delta 0.249 ≈25% ITM
Gamma 0.003
Theta -0.671
Vega 0.985
Open interest 105
Model this call
Put · $1130
In the money
Last $60.80
Breakeven $1,069.20
Implied vol 47.7%
Delta -0.686 ≈69% ITM
Gamma 0.003
Theta -0.913
Vega 0.979
Open interest 1
Model this put
7
1
36.7%
0.225
$13.80
1140
—
-0.706
48.8%
—
0
Call · $1140
Last $13.80
Breakeven $1,153.80
Implied vol 36.7%
Delta 0.225 ≈22% ITM
Gamma 0.003
Theta -0.633
Vega 0.757
Open interest 7
Model this call
Put · $1140
In the money
Last —
Breakeven —
Implied vol 48.8%
Delta -0.706 ≈71% ITM
Gamma 0.003
Theta -0.908
Vega 0.983
Open interest 0
Model this put
27
8
36.8%
0.2
$12.50
1150
—
-0.729
49.2%
—
0
Call · $1150
Last $12.50
Breakeven $1,162.50
Implied vol 36.8%
Delta 0.2 ≈20% ITM
Gamma 0.003
Theta -0.588
Vega 0.761
Open interest 27
Model this call
Put · $1150
In the money
Last —
Breakeven —
Implied vol 49.2%
Delta -0.729 ≈73% ITM
Gamma 0.003
Theta -0.882
Vega 0.984
Open interest 0
Model this put
41
3
35.2%
0.162
$13.30
1160
—
-0.746
50.6%
—
0
Call · $1160
Last $13.30
Breakeven $1,173.30
Implied vol 35.2%
Delta 0.162 ≈16% ITM
Gamma 0.003
Theta -0.495
Vega 0.766
Open interest 41
Model this call
Put · $1160
In the money
Last —
Breakeven —
Implied vol 50.6%
Delta -0.746 ≈75% ITM
Gamma 0.002
Theta -0.885
Vega 0.971
Open interest 0
Model this put
68
15
37.5%
0.155
$18.63
1170
—
-0.761
51.5%
—
0
Call · $1170
Last $18.63
Breakeven $1,188.63
Implied vol 37.5%
Delta 0.155 ≈15% ITM
Gamma 0.002
Theta -0.513
Vega 0.769
Open interest 68
Model this call
Put · $1170
In the money
Last —
Breakeven —
Implied vol 51.5%
Delta -0.761 ≈76% ITM
Gamma 0.002
Theta -0.865
Vega 0.763
Open interest 0
Model this put
20
1
38.9%
0.143
$7.69
1180
—
-0.773
52.6%
—
0
Call · $1180
Last $7.69
Breakeven $1,187.69
Implied vol 38.9%
Delta 0.143 ≈14% ITM
Gamma 0.002
Theta -0.508
Vega 0.515
Open interest 20
Model this call
Put · $1180
In the money
Last —
Breakeven —
Implied vol 52.6%
Delta -0.773 ≈77% ITM
Gamma 0.002
Theta -0.852
Vega 0.765
Open interest 0
Model this put
61
1
37.8%
0.121
$6.10
1190
$100.08
-0.79
52.9%
1
0
Call · $1190
Last $6.10
Breakeven $1,196.10
Implied vol 37.8%
Delta 0.121 ≈12% ITM
Gamma 0.002
Theta -0.433
Vega 0.518
Open interest 61
Model this call
Put · $1190
In the money
Last $100.08
Breakeven $1,089.92
Implied vol 52.9%
Delta -0.79 ≈79% ITM
Gamma 0.002
Theta -0.814
Vega 0.768
Open interest 0
Model this put
60
2
39.7%
0.117
$4.17
1200
$115.08
-0.794
55.3%
1
1
Call · $1200
Last $4.17
Breakeven $1,204.17
Implied vol 39.7%
Delta 0.117 ≈12% ITM
Gamma 0.002
Theta -0.443
Vega 0.52
Open interest 60
Model this call
Put · $1200
In the money
Last $115.08
Breakeven $1,084.92
Implied vol 55.3%
Delta -0.794 ≈79% ITM
Gamma 0.002
Theta -0.839
Vega 0.771
Open interest 1
Model this put
5
2
40.3%
0.106
$3.30
1210
—
-0.808
56%
—
0
Call · $1210
Last $3.30
Breakeven $1,213.30
Implied vol 40.3%
Delta 0.106 ≈11% ITM
Gamma 0.002
Theta -0.417
Vega 0.522
Open interest 5
Model this call
Put · $1210
In the money
Last —
Breakeven —
Implied vol 56%
Delta -0.808 ≈81% ITM
Gamma 0.002
Theta -0.813
Vega 0.773
Open interest 0
Model this put
51
1
41%
0.095
$11.35
1220
—
-0.821
56.6%
—
0
Call · $1220
Last $11.35
Breakeven $1,231.35
Implied vol 41%
Delta 0.095 ≈9% ITM
Gamma 0.002
Theta -0.392
Vega 0.525
Open interest 51
Model this call
Put · $1220
In the money
Last —
Breakeven —
Implied vol 56.6%
Delta -0.821 ≈82% ITM
Gamma 0.002
Theta -0.787
Vega 0.774
Open interest 0
Model this put
3
1
42.9%
0.093
$5.40
1230
—
-0.827
58.4%
—
0
Call · $1230
Last $5.40
Breakeven $1,235.40
Implied vol 42.9%
Delta 0.093 ≈9% ITM
Gamma 0.001
Theta -0.405
Vega 0.527
Open interest 3
Model this call
Put · $1230
In the money
Last —
Breakeven —
Implied vol 58.4%
Delta -0.827 ≈83% ITM
Gamma 0.002
Theta -0.796
Vega 0.777
Open interest 0
Model this put
3
1
43.8%
0.085
$3.50
1240
—
-0.839
59.1%
—
0
Call · $1240
Last $3.50
Breakeven $1,243.50
Implied vol 43.8%
Delta 0.085 ≈8% ITM
Gamma 0.001
Theta -0.387
Vega 0.529
Open interest 3
Model this call
Put · $1240
In the money
Last —
Breakeven —
Implied vol 59.1%
Delta -0.839 ≈84% ITM
Gamma 0.002
Theta -0.772
Vega 0.774
Open interest 0
Model this put
15
12
36.5%
0.039
$5.50
1250
$159.30
-0.838
62.1%
42
42
Call · $1250
Last $5.50
Breakeven $1,255.50
Implied vol 36.5%
Delta 0.039 ≈4% ITM
Gamma 0.001
Theta -0.174
Vega 0.31
Open interest 15
Model this call
Put · $1250
In the money
Last $159.30
Breakeven $1,090.70
Implied vol 62.1%
Delta -0.838 ≈84% ITM
Gamma 0.001
Theta -0.815
Vega 0.776
Open interest 42
Model this put
14
10
44.4%
0.068
$4.54
1260
—
-0.846
63.2%
—
0
Call · $1260
Last $4.54
Breakeven $1,264.54
Implied vol 44.4%
Delta 0.068 ≈7% ITM
Gamma 0.001
Theta -0.331
Vega 0.309
Open interest 14
Model this call
Put · $1260
In the money
Last —
Breakeven —
Implied vol 63.2%
Delta -0.846 ≈85% ITM
Gamma 0.001
Theta -0.805
Vega 0.768
Open interest 0
Model this put
4
1
46.9%
0.07
$3.10
1270
—
-0.847
65.6%
—
0
Call · $1270
Last $3.10
Breakeven $1,273.10
Implied vol 46.9%
Delta 0.07 ≈7% ITM
Gamma 0.001
Theta -0.359
Vega 0.31
Open interest 4
Model this call
Put · $1270
In the money
Last —
Breakeven —
Implied vol 65.6%
Delta -0.847 ≈85% ITM
Gamma 0.001
Theta -0.833
Vega 0.758
Open interest 0
Model this put
6
1
47.3%
0.064
$3.70
1280
—
-0.851
67.1%
—
0
Call · $1280
Last $3.70
Breakeven $1,283.70
Implied vol 47.3%
Delta 0.064 ≈6% ITM
Gamma 0.001
Theta -0.337
Vega 0.311
Open interest 6
Model this call
Put · $1280
In the money
Last —
Breakeven —
Implied vol 67.1%
Delta -0.851 ≈85% ITM
Gamma 0.001
Theta -0.836
Vega 0.53
Open interest 0
Model this put
1
2
47.1%
0.056
$6.30
1290
$267.00
-0.858
67.7%
1
0
Call · $1290
Last $6.30
Breakeven $1,296.30
Implied vol 47.1%
Delta 0.056 ≈6% ITM
Gamma 0.001
Theta -0.301
Vega 0.312
Open interest 1
Model this call
Put · $1290
In the money
Last $267.00
Breakeven $1,023.00
Implied vol 67.7%
Delta -0.858 ≈86% ITM
Gamma 0.001
Theta -0.81
Vega 0.532
Open interest 0
Model this put
23
42
44.5%
0.038
$1.20
1300
—
-0.864
68.4%
—
0
Call · $1300
Last $1.20
Breakeven $1,301.20
Implied vol 44.5%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.207
Vega 0.315
Open interest 23
Model this call
Put · $1300
In the money
Last —
Breakeven —
Implied vol 68.4%
Delta -0.864 ≈86% ITM
Gamma 0.001
Theta -0.79
Vega 0.532
Open interest 0
Model this put
5
1
48%
0.046
$3.30
1310
—
-0.867
69.8%
—
0
Call · $1310
Last $3.30
Breakeven $1,313.30
Implied vol 48%
Delta 0.046 ≈5% ITM
Gamma 0.001
Theta -0.26
Vega 0.315
Open interest 5
Model this call
Put · $1310
In the money
Last —
Breakeven —
Implied vol 69.8%
Delta -0.867 ≈87% ITM
Gamma 0.001
Theta -0.792
Vega 0.534
Open interest 0
Model this put
2
1
49.7%
0.046
$2.85
1320
—
-0.876
69.8%
—
0
Call · $1320
Last $2.85
Breakeven $1,322.85
Implied vol 49.7%
Delta 0.046 ≈5% ITM
Gamma 0.001
Theta -0.271
Vega 0.316
Open interest 2
Model this call
Put · $1320
In the money
Last —
Breakeven —
Implied vol 69.8%
Delta -0.876 ≈88% ITM
Gamma 0.001
Theta -0.752
Vega 0.534
Open interest 0
Model this put
0
—
55.5%
0.062
—
1330
—
-0.877
71.7%
—
0
Call · $1330
Last —
Breakeven —
Implied vol 55.5%
Delta 0.062 ≈6% ITM
Gamma 0.001
Theta -0.382
Vega 0.316
Open interest 0
Model this call
Put · $1330
In the money
Last —
Breakeven —
Implied vol 71.7%
Delta -0.877 ≈88% ITM
Gamma 0.001
Theta -0.768
Vega 0.536
Open interest 0
Model this put
3
3
43.6%
0.019
$3.20
1340
—
-0.879
73.3%
—
0
Call · $1340
Last $3.20
Breakeven $1,343.20
Implied vol 43.6%
Delta 0.019 ≈2% ITM
Gamma 0
Theta -0.111
Vega 0.16
Open interest 3
Model this call
Put · $1340
In the money
Last —
Breakeven —
Implied vol 73.3%
Delta -0.879 ≈88% ITM
Gamma 0.001
Theta -0.775
Vega 0.538
Open interest 0
Model this put
8
8
53.5%
0.042
$0.48
1350
$282.00
-0.879
75.4%
1
0
Call · $1350
Last $0.48
Breakeven $1,350.48
Implied vol 53.5%
Delta 0.042 ≈4% ITM
Gamma 0.001
Theta -0.271
Vega 0.319
Open interest 8
Model this call
Put · $1350
In the money
Last $282.00
Breakeven $1,068.00
Implied vol 75.4%
Delta -0.879 ≈88% ITM
Gamma 0.001
Theta -0.796
Vega 0.54
Open interest 0
Model this put
5
1
45.9%
0.018
$3.40
1360
—
-0.882
76.6%
—
0
Call · $1360
Last $3.40
Breakeven $1,363.40
Implied vol 45.9%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.113
Vega 0.161
Open interest 5
Model this call
Put · $1360
In the money
Last —
Breakeven —
Implied vol 76.6%
Delta -0.882 ≈88% ITM
Gamma 0.001
Theta -0.792
Vega 0.541
Open interest 0
Model this put
1
1
47.1%
0.017
$3.10
1370
$302.00
-0.885
77.9%
1
0
Call · $1370
Last $3.10
Breakeven $1,373.10
Implied vol 47.1%
Delta 0.017 ≈2% ITM
Gamma 0
Theta -0.114
Vega 0.162
Open interest 1
Model this call
Put · $1370
In the money
Last $302.00
Breakeven $1,068.00
Implied vol 77.9%
Delta -0.885 ≈88% ITM
Gamma 0.001
Theta -0.794
Vega 0.543
Open interest 0
Model this put
3
1
57.1%
0.038
$2.80
1380
$312.00
-0.887
79.4%
1
0
Call · $1380
Last $2.80
Breakeven $1,382.80
Implied vol 57.1%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.268
Vega 0.322
Open interest 3
Model this call
Put · $1380
In the money
Last $312.00
Breakeven $1,068.00
Implied vol 79.4%
Delta -0.887 ≈89% ITM
Gamma 0.001
Theta -0.798
Vega 0.545
Open interest 0
Model this put
1
1
49.4%
0.017
$3.30
1390
$322.00
-0.889
80.8%
1
0
Call · $1390
Last $3.30
Breakeven $1,393.30
Implied vol 49.4%
Delta 0.017 ≈2% ITM
Gamma 0
Theta -0.116
Vega 0.163
Open interest 1
Model this call
Put · $1390
In the money
Last $322.00
Breakeven $1,068.00
Implied vol 80.8%
Delta -0.889 ≈89% ITM
Gamma 0.001
Theta -0.803
Vega 0.546
Open interest 0
Model this put
10
22
52.9%
0.022
$0.70
1400
—
-0.89
82.3%
—
0
Call · $1400
Last $0.70
Breakeven $1,400.70
Implied vol 52.9%
Delta 0.022 ≈2% ITM
Gamma 0
Theta -0.156
Vega 0.163
Open interest 10
Model this call
Put · $1400
In the money
Last —
Breakeven —
Implied vol 82.3%
Delta -0.89 ≈89% ITM
Gamma 0.001
Theta -0.807
Vega 0.548
Open interest 0
Model this put
0
—
52.6%
0.018
—
1410
—
-0.89
84.3%
—
0
Call · $1410
Last —
Breakeven —
Implied vol 52.6%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.133
Vega 0.164
Open interest 0
Model this call
Put · $1410
In the money
Last —
Breakeven —
Implied vol 84.3%
Delta -0.89 ≈89% ITM
Gamma 0.001
Theta -0.831
Vega 0.549
Open interest 0
Model this put
0
—
53.4%
0.017
—
1420
—
-0.894
85.2%
—
0
Call · $1420
Last —
Breakeven —
Implied vol 53.4%
Delta 0.017 ≈2% ITM
Gamma 0
Theta -0.129
Vega 0.164
Open interest 0
Model this call
Put · $1420
In the money
Last —
Breakeven —
Implied vol 85.2%
Delta -0.894 ≈89% ITM
Gamma 0.001
Theta -0.818
Vega 0.55
Open interest 0
Model this put
0
—
54.2%
0.016
—
1430
—
-0.895
86.7%
—
0
Call · $1430
Last —
Breakeven —
Implied vol 54.2%
Delta 0.016 ≈2% ITM
Gamma 0
Theta -0.125
Vega 0.165
Open interest 0
Model this call
Put · $1430
In the money
Last —
Breakeven —
Implied vol 86.7%
Delta -0.895 ≈89% ITM
Gamma 0.001
Theta -0.826
Vega 0.551
Open interest 0
Model this put
0
—
55.1%
0.015
—
1440
—
-0.897
88%
—
0
Call · $1440
Last —
Breakeven —
Implied vol 55.1%
Delta 0.015 ≈2% ITM
Gamma 0
Theta -0.12
Vega 0.165
Open interest 0
Model this call
Put · $1440
In the money
Last —
Breakeven —
Implied vol 88%
Delta -0.897 ≈90% ITM
Gamma 0.001
Theta -0.827
Vega 0.551
Open interest 0
Model this put
0
—
56.2%
0.015
—
1450
—
-0.896
90%
—
0
Call · $1450
Last —
Breakeven —
Implied vol 56.2%
Delta 0.015 ≈2% ITM
Gamma 0
Theta -0.121
Vega 0.166
Open interest 0
Model this call
Put · $1450
In the money
Last —
Breakeven —
Implied vol 90%
Delta -0.896 ≈90% ITM
Gamma 0.001
Theta -0.851
Vega 0.553
Open interest 0
Model this put
0
—
57.3%
0.015
—
1460
—
-0.898
91.4%
—
0
Call · $1460
Last —
Breakeven —
Implied vol 57.3%
Delta 0.015 ≈1% ITM
Gamma 0
Theta -0.122
Vega 0.166
Open interest 0
Model this call
Put · $1460
In the money
Last —
Breakeven —
Implied vol 91.4%
Delta -0.898 ≈90% ITM
Gamma 0.001
Theta -0.855
Vega 0.555
Open interest 0
Model this put
0
2
58.6%
0.015
$1.60
1470
—
-0.899
92.9%
—
0
Call · $1470
Last $1.60
Breakeven $1,471.60
Implied vol 58.6%
Delta 0.015 ≈2% ITM
Gamma 0
Theta -0.128
Vega 0.167
Open interest 0
Model this call
Put · $1470
In the money
Last —
Breakeven —
Implied vol 92.9%
Delta -0.899 ≈90% ITM
Gamma 0.001
Theta -0.862
Vega 0.555
Open interest 0
Model this put
0
—
59.2%
0.014
—
1480
—
-0.901
93.9%
—
0
Call · $1480
Last —
Breakeven —
Implied vol 59.2%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.123
Vega 0.072
Open interest 0
Model this call
Put · $1480
In the money
Last —
Breakeven —
Implied vol 93.9%
Delta -0.901 ≈90% ITM
Gamma 0.001
Theta -0.858
Vega 0.555
Open interest 0
Model this put
0
—
60.1%
0.014
—
1490
—
-0.902
95.3%
—
0
Call · $1490
Last —
Breakeven —
Implied vol 60.1%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.123
Vega 0.072
Open interest 0
Model this call
Put · $1490
In the money
Last —
Breakeven —
Implied vol 95.3%
Delta -0.902 ≈90% ITM
Gamma 0.001
Theta -0.862
Vega 0.557
Open interest 0
Model this put
0
—
61%
0.014
—
1500
—
-0.916
93.2%
—
0
Call · $1500
Last —
Breakeven —
Implied vol 61%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.123
Vega 0.072
Open interest 0
Model this call
Put · $1500
In the money
Last —
Breakeven —
Implied vol 93.2%
Delta -0.916 ≈92% ITM
Gamma 0.001
Theta -0.758
Vega 0.523
Open interest 0
Model this put
0
—
61.9%
0.014
—
1510
—
-0.906
97.8%
—
0
Call · $1510
Last —
Breakeven —
Implied vol 61.9%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.124
Vega 0.072
Open interest 0
Model this call
Put · $1510
In the money
Last —
Breakeven —
Implied vol 97.8%
Delta -0.906 ≈91% ITM
Gamma 0.001
Theta -0.865
Vega 0.557
Open interest 0
Model this put
0
—
62.8%
0.014
—
1520
—
-0.907
99.2%
—
0
Call · $1520
Last —
Breakeven —
Implied vol 62.8%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.124
Vega 0.073
Open interest 0
Model this call
Put · $1520
In the money
Last —
Breakeven —
Implied vol 99.2%
Delta -0.907 ≈91% ITM
Gamma 0.001
Theta -0.872
Vega 0.558
Open interest 0
Model this put
0
—
—
—
—
1530
—
-0.907
100.8%
—
0
Call · $1530
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1530
In the money
Last —
Breakeven —
Implied vol 100.8%
Delta -0.907 ≈91% ITM
Gamma 0.001
Theta -0.887
Vega 0.56
Open interest 0
Model this put
0
—
—
—
—
1540
—
-0.905
102.8%
—
0
Call · $1540
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1540
In the money
Last —
Breakeven —
Implied vol 102.8%
Delta -0.905 ≈91% ITM
Gamma 0.001
Theta -0.914
Vega 0.562
Open interest 0
Model this put
0
—
—
—
—
1550
—
-0.909
103.4%
—
0
Call · $1550
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1550
In the money
Last —
Breakeven —
Implied vol 103.4%
Delta -0.909 ≈91% ITM
Gamma 0.001
Theta -0.895
Vega 0.559
Open interest 0
Model this put
0
—
—
—
—
1560
—
-0.913
103.7%
—
0
Call · $1560
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1560
In the money
Last —
Breakeven —
Implied vol 103.7%
Delta -0.913 ≈91% ITM
Gamma 0.001
Theta -0.867
Vega 0.536
Open interest 0
Model this put
0
—
—
—
—
1570
—
-0.912
105.6%
—
0
Call · $1570
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1570
In the money
Last —
Breakeven —
Implied vol 105.6%
Delta -0.912 ≈91% ITM
Gamma 0.001
Theta -0.891
Vega 0.55
Open interest 0
Model this put
1
1
—
—
$0.05
1580
—
-0.911
107.7%
—
0
Call · $1580
Last $0.05
Breakeven $1,580.05
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $1580
In the money
Last —
Breakeven —
Implied vol 107.7%
Delta -0.911 ≈91% ITM
Gamma 0.001
Theta -0.921
Vega 0.562
Open interest 0
Model this put