0
—
71.4%
0.983
—
230
$0.85
-0.03
82.7%
1
1
Call · $230
In the money
Last —
Breakeven —
Implied vol 71.4%
Delta 0.983 ≈98% ITM
Gamma 0.001
Theta -0.062
Vega 0.038
Open interest 0
Model this call
Put · $230
Last $0.85
Breakeven $229.15
Implied vol 82.7%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.096
Vega 0.075
Open interest 1
Model this put
0
—
70.4%
0.975
—
240
—
-0.027
71.6%
—
0
Call · $240
In the money
Last —
Breakeven —
Implied vol 70.4%
Delta 0.975 ≈98% ITM
Gamma 0.001
Theta -0.084
Vega 0.038
Open interest 0
Model this call
Put · $240
Last —
Breakeven —
Implied vol 71.6%
Delta -0.027 ≈3% ITM
Gamma 0.001
Theta -0.076
Vega 0.077
Open interest 0
Model this put
0
1
65.2%
0.968
$86.40
250
$1.55
-0.049
74.3%
1
1
Call · $250
In the money
Last $86.40
Breakeven $336.40
Implied vol 65.2%
Delta 0.968 ≈97% ITM
Gamma 0.001
Theta -0.095
Vega 0.078
Open interest 0
Model this call
Put · $250
Last $1.55
Breakeven $248.45
Implied vol 74.3%
Delta -0.049 ≈5% ITM
Gamma 0.002
Theta -0.13
Vega 0.079
Open interest 1
Model this put
0
—
64.5%
0.95
—
260
—
-0.062
69.8%
—
0
Call · $260
In the money
Last —
Breakeven —
Implied vol 64.5%
Delta 0.95 ≈95% ITM
Gamma 0.002
Theta -0.131
Vega 0.08
Open interest 0
Model this call
Put · $260
Last —
Breakeven —
Implied vol 69.8%
Delta -0.062 ≈6% ITM
Gamma 0.002
Theta -0.147
Vega 0.139
Open interest 0
Model this put
0
—
60.8%
0.933
—
270
$2.26
-0.066
60.7%
83
85
Call · $270
In the money
Last —
Breakeven —
Implied vol 60.8%
Delta 0.933 ≈93% ITM
Gamma 0.002
Theta -0.152
Vega 0.141
Open interest 0
Model this call
Put · $270
Last $2.26
Breakeven $267.74
Implied vol 60.7%
Delta -0.066 ≈7% ITM
Gamma 0.002
Theta -0.134
Vega 0.141
Open interest 85
Model this put
0
—
58%
0.907
—
280
$6.42
-0.093
58.3%
1
1
Call · $280
In the money
Last —
Breakeven —
Implied vol 58%
Delta 0.907 ≈91% ITM
Gamma 0.003
Theta -0.182
Vega 0.144
Open interest 0
Model this call
Put · $280
Last $6.42
Breakeven $273.58
Implied vol 58.3%
Delta -0.093 ≈9% ITM
Gamma 0.003
Theta -0.166
Vega 0.144
Open interest 1
Model this put
0
—
55.8%
0.874
—
290
$4.00
-0.122
54.8%
7
68
Call · $290
In the money
Last —
Breakeven —
Implied vol 55.8%
Delta 0.874 ≈87% ITM
Gamma 0.004
Theta -0.217
Vega 0.22
Open interest 0
Model this call
Put · $290
Last $4.00
Breakeven $286.00
Implied vol 54.8%
Delta -0.122 ≈12% ITM
Gamma 0.004
Theta -0.191
Vega 0.22
Open interest 68
Model this put
4
2
50.9%
0.837
$51.90
300
$4.30
-0.168
52.3%
3
3
Call · $300
In the money
Last $51.90
Breakeven $351.90
Implied vol 50.9%
Delta 0.837 ≈84% ITM
Gamma 0.005
Theta -0.233
Vega 0.224
Open interest 4
Model this call
Put · $300
Last $4.30
Breakeven $295.70
Implied vol 52.3%
Delta -0.168 ≈17% ITM
Gamma 0.005
Theta -0.224
Vega 0.224
Open interest 3
Model this put
0
—
49.2%
0.78
—
310
$6.00
-0.222
49.7%
1
1
Call · $310
In the money
Last —
Breakeven —
Implied vol 49.2%
Delta 0.78 ≈78% ITM
Gamma 0.007
Theta -0.27
Vega 0.299
Open interest 0
Model this call
Put · $310
Last $6.00
Breakeven $304.00
Implied vol 49.7%
Delta -0.222 ≈22% ITM
Gamma 0.007
Theta -0.253
Vega 0.299
Open interest 1
Model this put
0
—
46.5%
0.709
—
320
$7.60
-0.291
46.6%
7
83
Call · $320
In the money
Last —
Breakeven —
Implied vol 46.5%
Delta 0.709 ≈71% ITM
Gamma 0.008
Theta -0.292
Vega 0.305
Open interest 0
Model this call
Put · $320
Last $7.60
Breakeven $312.40
Implied vol 46.6%
Delta -0.291 ≈29% ITM
Gamma 0.008
Theta -0.271
Vega 0.305
Open interest 83
Model this put
67
36
43.1%
0.626
$21.40
330
$10.20
-0.37
40.6%
61
1
Call · $330
In the money
Last $21.40
Breakeven $351.40
Implied vol 43.1%
Delta 0.626 ≈63% ITM
Gamma 0.01
Theta -0.297
Vega 0.355
Open interest 67
Model this call
Put · $330
Last $10.20
Breakeven $319.80
Implied vol 40.6%
Delta -0.37 ≈37% ITM
Gamma 0.01
Theta -0.258
Vega 0.355
Open interest 1
Model this put
Underlying $339.63
150
9
42.1%
0.525
$15.80
340
$14.80
-0.478
39.1%
21
1
Call · $340
Last $15.80
Breakeven $355.80
Implied vol 42.1%
Delta 0.525 ≈53% ITM
Gamma 0.011
Theta -0.307
Vega 0.362
Open interest 150
Model this call
Put · $340
In the money
Last $14.80
Breakeven $325.20
Implied vol 39.1%
Delta -0.478 ≈48% ITM
Gamma 0.011
Theta -0.263
Vega 0.362
Open interest 1
Model this put
551
368
39.5%
0.416
$10.30
350
—
-0.592
38%
—
0
Call · $350
Last $10.30
Breakeven $360.30
Implied vol 39.5%
Delta 0.416 ≈42% ITM
Gamma 0.011
Theta -0.278
Vega 0.369
Open interest 551
Model this call
Put · $350
In the money
Last —
Breakeven —
Implied vol 38%
Delta -0.592 ≈59% ITM
Gamma 0.011
Theta -0.244
Vega 0.368
Open interest 0
Model this put
85
1
36.8%
0.302
$7.00
360
—
-0.694
38%
—
0
Call · $360
Last $7.00
Breakeven $367.00
Implied vol 36.8%
Delta 0.302 ≈30% ITM
Gamma 0.01
Theta -0.23
Vega 0.329
Open interest 85
Model this call
Put · $360
In the money
Last —
Breakeven —
Implied vol 38%
Delta -0.694 ≈69% ITM
Gamma 0.01
Theta -0.215
Vega 0.328
Open interest 0
Model this put
236
200
34.8%
0.199
$8.85
370
—
-0.792
36.8%
—
0
Call · $370
Last $8.85
Breakeven $378.85
Implied vol 34.8%
Delta 0.199 ≈20% ITM
Gamma 0.009
Theta -0.173
Vega 0.257
Open interest 236
Model this call
Put · $370
In the money
Last —
Breakeven —
Implied vol 36.8%
Delta -0.792 ≈79% ITM
Gamma 0.009
Theta -0.166
Vega 0.254
Open interest 0
Model this put
5
1
38.2%
0.15
$3.10
380
$39.20
-0.86
37.8%
4
4
Call · $380
Last $3.10
Breakeven $383.10
Implied vol 38.2%
Delta 0.15 ≈15% ITM
Gamma 0.007
Theta -0.16
Vega 0.261
Open interest 5
Model this call
Put · $380
In the money
Last $39.20
Breakeven $340.80
Implied vol 37.8%
Delta -0.86 ≈86% ITM
Gamma 0.007
Theta -0.131
Vega 0.171
Open interest 4
Model this put
127
1
38.4%
0.102
$2.00
390
—
-0.917
37%
—
0
Call · $390
Last $2.00
Breakeven $392.00
Implied vol 38.4%
Delta 0.102 ≈10% ITM
Gamma 0.005
Theta -0.121
Vega 0.177
Open interest 127
Model this call
Put · $390
In the money
Last —
Breakeven —
Implied vol 37%
Delta -0.917 ≈92% ITM
Gamma 0.005
Theta -0.083
Vega 0.162
Open interest 0
Model this put
92
1
43.7%
0.093
$1.20
400
—
-0.942
39%
—
0
Call · $400
Last $1.20
Breakeven $401.20
Implied vol 43.7%
Delta 0.093 ≈9% ITM
Gamma 0.004
Theta -0.128
Vega 0.179
Open interest 92
Model this call
Put · $400
In the money
Last —
Breakeven —
Implied vol 39%
Delta -0.942 ≈94% ITM
Gamma 0.004
Theta -0.064
Vega 0.094
Open interest 0
Model this put
8
8
46.6%
0.075
$9.20
410
—
-0.965
40%
—
0
Call · $410
Last $9.20
Breakeven $419.20
Implied vol 46.6%
Delta 0.075 ≈7% ITM
Gamma 0.003
Theta -0.117
Vega 0.105
Open interest 8
Model this call
Put · $410
In the money
Last —
Breakeven —
Implied vol 40%
Delta -0.965 ≈96% ITM
Gamma 0.003
Theta -0.041
Vega 0.081
Open interest 0
Model this put
10
10
43.8%
0.04
$6.50
420
—
-0.975
42.8%
—
0
Call · $420
Last $6.50
Breakeven $426.50
Implied vol 43.8%
Delta 0.04 ≈4% ITM
Gamma 0.002
Theta -0.066
Vega 0.107
Open interest 10
Model this call
Put · $420
In the money
Last —
Breakeven —
Implied vol 42.8%
Delta -0.975 ≈98% ITM
Gamma 0.002
Theta -0.033
Vega 0.042
Open interest 0
Model this put
0
—
45.3%
0.03
—
430
—
-0.973
47.7%
—
0
Call · $430
Last —
Breakeven —
Implied vol 45.3%
Delta 0.03 ≈3% ITM
Gamma 0.002
Theta -0.054
Vega 0.054
Open interest 0
Model this call
Put · $430
In the money
Last —
Breakeven —
Implied vol 47.7%
Delta -0.973 ≈97% ITM
Gamma 0.002
Theta -0.04
Vega 0.043
Open interest 0
Model this put
1
1
48.8%
0.028
$1.00
440
—
-0.975
51.3%
—
0
Call · $440
Last $1.00
Breakeven $441.00
Implied vol 48.8%
Delta 0.028 ≈3% ITM
Gamma 0.001
Theta -0.055
Vega 0.055
Open interest 1
Model this call
Put · $440
In the money
Last —
Breakeven —
Implied vol 51.3%
Delta -0.975 ≈97% ITM
Gamma 0.002
Theta -0.041
Vega 0.043
Open interest 0
Model this put
0
—
51.3%
0.024
—
450
—
-0.979
53.6%
—
0
Call · $450
Last —
Breakeven —
Implied vol 51.3%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.051
Vega 0.055
Open interest 0
Model this call
Put · $450
In the money
Last —
Breakeven —
Implied vol 53.6%
Delta -0.979 ≈98% ITM
Gamma 0.002
Theta -0.036
Vega 0.043
Open interest 0
Model this put
0
—
55.5%
0.025
—
460
—
-0.977
58.2%
—
0
Call · $460
Last —
Breakeven —
Implied vol 55.5%
Delta 0.025 ≈3% ITM
Gamma 0.001
Theta -0.057
Vega 0.056
Open interest 0
Model this call
Put · $460
In the money
Last —
Breakeven —
Implied vol 58.2%
Delta -0.977 ≈98% ITM
Gamma 0.001
Theta -0.042
Vega 0.044
Open interest 0
Model this put
1
1
60.1%
0.027
$1.95
470
—
-0.978
61.6%
—
0
Call · $470
Last $1.95
Breakeven $471.95
Implied vol 60.1%
Delta 0.027 ≈3% ITM
Gamma 0.001
Theta -0.065
Vega 0.056
Open interest 1
Model this call
Put · $470
In the money
Last —
Breakeven —
Implied vol 61.6%
Delta -0.978 ≈98% ITM
Gamma 0.001
Theta -0.043
Vega 0.044
Open interest 0
Model this put
0
—
60.6%
0.02
—
480
—
-0.982
63.7%
—
0
Call · $480
Last —
Breakeven —
Implied vol 60.6%
Delta 0.02 ≈2% ITM
Gamma 0.001
Theta -0.051
Vega 0.057
Open interest 0
Model this call
Put · $480
In the money
Last —
Breakeven —
Implied vol 63.7%
Delta -0.982 ≈98% ITM
Gamma 0.001
Theta -0.037
Vega 0.04
Open interest 0
Model this put
0
—
64.2%
0.02
—
490
—
-0.982
66.9%
—
0
Call · $490
Last —
Breakeven —
Implied vol 64.2%
Delta 0.02 ≈2% ITM
Gamma 0.001
Theta -0.054
Vega 0.057
Open interest 0
Model this call
Put · $490
In the money
Last —
Breakeven —
Implied vol 66.9%
Delta -0.982 ≈98% ITM
Gamma 0.001
Theta -0.038
Vega 0.04
Open interest 0
Model this put
0
—
67.3%
0.019
—
500
—
-0.981
71.2%
—
0
Call · $500
Last —
Breakeven —
Implied vol 67.3%
Delta 0.019 ≈2% ITM
Gamma 0.001
Theta -0.055
Vega 0.058
Open interest 0
Model this call
Put · $500
In the money
Last —
Breakeven —
Implied vol 71.2%
Delta -0.981 ≈98% ITM
Gamma 0.001
Theta -0.045
Vega 0.045
Open interest 0
Model this put
0
—
70.3%
0.019
—
510
—
-0.983
73.1%
—
0
Call · $510
Last —
Breakeven —
Implied vol 70.3%
Delta 0.019 ≈2% ITM
Gamma 0.001
Theta -0.056
Vega 0.058
Open interest 0
Model this call
Put · $510
In the money
Last —
Breakeven —
Implied vol 73.1%
Delta -0.983 ≈98% ITM
Gamma 0.001
Theta -0.039
Vega 0.041
Open interest 0
Model this put