FCNCA Stock — First Citizens Bancshares Inc: Options Chain

Calls		Puts
1	1	120.5%	0.989	$1,011.60	$0.05	-0.02	139.3%	2	13
Call · $1080 In the money Last $1,011.60 Breakeven $2,091.60 Implied vol 120.5% Delta 0.989 ≈99% ITM Gamma 0 Theta -0.441 Vega 0.207 Open interest 1 Model this call Put · $1080 Last $0.05 Breakeven $1,079.95 Implied vol 139.3% Delta -0.02 ≈2% ITM Gamma 0 Theta -0.733 Vega 0.414 Open interest 13 Model this put
0	—	117.3%	0.989	—	—	-0.007	108.9%	—	0
Call · $1100 In the money Last — Breakeven — Implied vol 117.3% Delta 0.989 ≈99% ITM Gamma 0 Theta -0.437 Vega 0.209 Open interest 0 Model this call Put · $1100 Last — Breakeven — Implied vol 108.9% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.224 Vega 0.089 Open interest 0 Model this put
0	—	112.7%	0.99	—	—	-0.007	106.3%	—	0
Call · $1120 In the money Last — Breakeven — Implied vol 112.7% Delta 0.99 ≈99% ITM Gamma 0 Theta -0.404 Vega 0.211 Open interest 0 Model this call Put · $1120 Last — Breakeven — Implied vol 106.3% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.223 Vega 0.09 Open interest 0 Model this put
0	—	109.8%	0.99	—	$10.84	-0.007	103.8%	1	1
Call · $1140 In the money Last — Breakeven — Implied vol 109.8% Delta 0.99 ≈99% ITM Gamma 0 Theta -0.404 Vega 0.213 Open interest 0 Model this call Put · $1140 Last $10.84 Breakeven $1,129.16 Implied vol 103.8% Delta -0.007 ≈1% ITM Gamma 0 Theta -0.223 Vega 0.091 Open interest 1 Model this put
0	—	107.3%	0.989	—	—	-0.008	102.4%	—	0
Call · $1160 In the money Last — Breakeven — Implied vol 107.3% Delta 0.989 ≈99% ITM Gamma 0 Theta -0.409 Vega 0.215 Open interest 0 Model this call Put · $1160 Last — Breakeven — Implied vol 102.4% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.235 Vega 0.092 Open interest 0 Model this put
0	—	106.6%	0.987	—	—	-0.008	98.8%	—	0
Call · $1180 In the money Last — Breakeven — Implied vol 106.6% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.451 Vega 0.217 Open interest 0 Model this call Put · $1180 Last — Breakeven — Implied vol 98.8% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.222 Vega 0.093 Open interest 0 Model this put
0	—	101.2%	0.989	—	—	-0.008	97.5%	—	0
Call · $1200 In the money Last — Breakeven — Implied vol 101.2% Delta 0.989 ≈99% ITM Gamma 0 Theta -0.395 Vega 0.218 Open interest 0 Model this call Put · $1200 Last — Breakeven — Implied vol 97.5% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.234 Vega 0.094 Open interest 0 Model this put
1	1	98.5%	0.989	$827.50	$7.54	-0.009	96.2%	1	2
Call · $1220 In the money Last $827.50 Breakeven $2,047.50 Implied vol 98.5% Delta 0.989 ≈99% ITM Gamma 0 Theta -0.395 Vega 0.22 Open interest 1 Model this call Put · $1220 Last $7.54 Breakeven $1,212.46 Implied vol 96.2% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.253 Vega 0.22 Open interest 2 Model this put
0	—	99.1%	0.986	—	—	-0.008	91.7%	—	0
Call · $1240 In the money Last — Breakeven — Implied vol 99.1% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.461 Vega 0.222 Open interest 0 Model this call Put · $1240 Last — Breakeven — Implied vol 91.7% Delta -0.008 ≈1% ITM Gamma 0 Theta -0.221 Vega 0.095 Open interest 0 Model this put
0	—	96.7%	0.986	—	$2.00	-0.009	90.2%	1	1
Call · $1260 In the money Last — Breakeven — Implied vol 96.7% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.466 Vega 0.224 Open interest 0 Model this call Put · $1260 Last $2.00 Breakeven $1,258.00 Implied vol 90.2% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.232 Vega 0.224 Open interest 1 Model this put
0	2	94.4%	0.985	$828.00	—	-0.009	87.2%	—	0
Call · $1280 In the money Last $828.00 Breakeven $2,108.00 Implied vol 94.4% Delta 0.985 ≈99% ITM Gamma 0 Theta -0.47 Vega 0.226 Open interest 0 Model this call Put · $1280 Last — Breakeven — Implied vol 87.2% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.22 Vega 0.097 Open interest 0 Model this put
0	—	92.1%	0.985	—	$23.73	-0.009	85.3%	2	2
Call · $1300 In the money Last — Breakeven — Implied vol 92.1% Delta 0.985 ≈98% ITM Gamma 0 Theta -0.475 Vega 0.227 Open interest 0 Model this call Put · $1300 Last $23.73 Breakeven $1,276.27 Implied vol 85.3% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.228 Vega 0.227 Open interest 2 Model this put
0	2	89.5%	0.984	$790.00	—	-0.01	83.4%	—	0
Call · $1320 In the money Last $790.00 Breakeven $2,110.00 Implied vol 89.5% Delta 0.984 ≈98% ITM Gamma 0 Theta -0.47 Vega 0.229 Open interest 0 Model this call Put · $1320 Last — Breakeven — Implied vol 83.4% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.236 Vega 0.229 Open interest 0 Model this put
1	1	87.3%	0.984	$753.20	$10.80	-0.009	80.2%	1	1
Call · $1340 In the money Last $753.20 Breakeven $2,093.20 Implied vol 87.3% Delta 0.984 ≈98% ITM Gamma 0 Theta -0.475 Vega 0.231 Open interest 1 Model this call Put · $1340 Last $10.80 Breakeven $1,329.20 Implied vol 80.2% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.216 Vega 0.23 Open interest 1 Model this put
0	—	81%	0.987	—	$32.20	-0.01	78.7%	1	0
Call · $1360 In the money Last — Breakeven — Implied vol 81% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.39 Vega 0.232 Open interest 0 Model this call Put · $1360 Last $32.20 Breakeven $1,327.80 Implied vol 78.7% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.233 Vega 0.232 Open interest 0 Model this put
0	2	78.7%	0.987	$734.00	—	-0.01	75.6%	—	0
Call · $1380 In the money Last $734.00 Breakeven $2,114.00 Implied vol 78.7% Delta 0.987 ≈99% ITM Gamma 0 Theta -0.39 Vega 0.234 Open interest 0 Model this call Put · $1380 Last — Breakeven — Implied vol 75.6% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.213 Vega 0.234 Open interest 0 Model this put
0	—	76.4%	0.986	—	$9.00	-0.01	73.7%	1	1
Call · $1400 In the money Last — Breakeven — Implied vol 76.4% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.39 Vega 0.235 Open interest 0 Model this call Put · $1400 Last $9.00 Breakeven $1,391.00 Implied vol 73.7% Delta -0.01 ≈1% ITM Gamma 0 Theta -0.221 Vega 0.235 Open interest 1 Model this put
0	—	74.1%	0.986	—	$19.30	-0.012	72.4%	1	1
Call · $1420 In the money Last — Breakeven — Implied vol 74.1% Delta 0.986 ≈99% ITM Gamma 0 Theta -0.39 Vega 0.237 Open interest 0 Model this call Put · $1420 Last $19.30 Breakeven $1,400.70 Implied vol 72.4% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.238 Vega 0.237 Open interest 1 Model this put
0	—	72.1%	0.985	—	—	-0.013	71%	—	0
Call · $1440 In the money Last — Breakeven — Implied vol 72.1% Delta 0.985 ≈99% ITM Gamma 0 Theta -0.395 Vega 0.239 Open interest 0 Model this call Put · $1440 Last — Breakeven — Implied vol 71% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.255 Vega 0.239 Open interest 0 Model this put
2	1	69.9%	0.985	$639.10	—	-0.011	67.2%	—	0
Call · $1460 In the money Last $639.10 Breakeven $2,099.10 Implied vol 69.9% Delta 0.985 ≈98% ITM Gamma 0 Theta -0.395 Vega 0.24 Open interest 2 Model this call Put · $1460 Last — Breakeven — Implied vol 67.2% Delta -0.011 ≈1% ITM Gamma 0 Theta -0.216 Vega 0.24 Open interest 0 Model this put
1	1	71.9%	0.98	$619.30	—	-0.012	65%	—	0
Call · $1480 In the money Last $619.30 Breakeven $2,099.30 Implied vol 71.9% Delta 0.98 ≈98% ITM Gamma 0 Theta -0.49 Vega 0.242 Open interest 1 Model this call Put · $1480 Last — Breakeven — Implied vol 65% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.214 Vega 0.241 Open interest 0 Model this put
0	2	69.9%	0.979	$624.00	$14.30	-0.012	62.5%	4	8
Call · $1500 In the money Last $624.00 Breakeven $2,124.00 Implied vol 69.9% Delta 0.979 ≈98% ITM Gamma 0 Theta -0.494 Vega 0.244 Open interest 0 Model this call Put · $1500 Last $14.30 Breakeven $1,485.70 Implied vol 62.5% Delta -0.012 ≈1% ITM Gamma 0 Theta -0.203 Vega 0.243 Open interest 8 Model this put
0	2	68.2%	0.978	$606.00	—	-0.013	61.3%	—	0
Call · $1520 In the money Last $606.00 Breakeven $2,126.00 Implied vol 68.2% Delta 0.978 ≈98% ITM Gamma 0 Theta -0.504 Vega 0.246 Open interest 0 Model this call Put · $1520 Last — Breakeven — Implied vol 61.3% Delta -0.013 ≈1% ITM Gamma 0 Theta -0.22 Vega 0.244 Open interest 0 Model this put
1	1	66.1%	0.977	$571.70	$22.38	-0.015	60.1%	25	25
Call · $1540 In the money Last $571.70 Breakeven $2,111.70 Implied vol 66.1% Delta 0.977 ≈98% ITM Gamma 0 Theta -0.504 Vega 0.247 Open interest 1 Model this call Put · $1540 Last $22.38 Breakeven $1,517.62 Implied vol 60.1% Delta -0.015 ≈1% ITM Gamma 0 Theta -0.238 Vega 0.246 Open interest 25 Model this put
1	1	64.2%	0.976	$518.50	$51.60	-0.017	59.2%	1	6
Call · $1560 In the money Last $518.50 Breakeven $2,078.50 Implied vol 64.2% Delta 0.976 ≈98% ITM Gamma 0 Theta -0.508 Vega 0.249 Open interest 1 Model this call Put · $1560 Last $51.60 Breakeven $1,508.40 Implied vol 59.2% Delta -0.017 ≈2% ITM Gamma 0 Theta -0.265 Vega 0.248 Open interest 6 Model this put
0	—	62.4%	0.976	—	$4.92	-0.019	58%	1	1
Call · $1580 In the money Last — Breakeven — Implied vol 62.4% Delta 0.976 ≈98% ITM Gamma 0 Theta -0.513 Vega 0.25 Open interest 0 Model this call Put · $1580 Last $4.92 Breakeven $1,575.08 Implied vol 58% Delta -0.019 ≈2% ITM Gamma 0 Theta -0.282 Vega 0.249 Open interest 1 Model this put
0	—	60.4%	0.975	—	$39.60	-0.021	57.3%	10	10
Call · $1600 In the money Last — Breakeven — Implied vol 60.4% Delta 0.975 ≈97% ITM Gamma 0 Theta -0.516 Vega 0.503 Open interest 0 Model this call Put · $1600 Last $39.60 Breakeven $1,560.40 Implied vol 57.3% Delta -0.021 ≈2% ITM Gamma 0 Theta -0.309 Vega 0.251 Open interest 10 Model this put
0	—	58.7%	0.972	—	—	-0.023	56.5%	—	0
Call · $1620 In the money Last — Breakeven — Implied vol 58.7% Delta 0.972 ≈97% ITM Gamma 0 Theta -0.533 Vega 0.506 Open interest 0 Model this call Put · $1620 Last — Breakeven — Implied vol 56.5% Delta -0.023 ≈2% ITM Gamma 0 Theta -0.336 Vega 0.253 Open interest 0 Model this put
0	—	54.8%	0.975	—	—	-0.031	57.4%	—	0
Call · $1640 In the money Last — Breakeven — Implied vol 54.8% Delta 0.975 ≈98% ITM Gamma 0 Theta -0.475 Vega 0.254 Open interest 0 Model this call Put · $1640 Last — Breakeven — Implied vol 57.4% Delta -0.031 ≈3% ITM Gamma 0 Theta -0.429 Vega 0.51 Open interest 0 Model this put
0	—	53%	0.974	—	—	-0.032	55.3%	—	0
Call · $1660 In the money Last — Breakeven — Implied vol 53% Delta 0.974 ≈97% ITM Gamma 0 Theta -0.478 Vega 0.511 Open interest 0 Model this call Put · $1660 Last — Breakeven — Implied vol 55.3% Delta -0.032 ≈3% ITM Gamma 0 Theta -0.424 Vega 0.512 Open interest 0 Model this put
0	—	52.2%	0.969	—	$10.28	-0.033	53.1%	1	2
Call · $1680 In the money Last — Breakeven — Implied vol 52.2% Delta 0.969 ≈97% ITM Gamma 0 Theta -0.523 Vega 0.515 Open interest 0 Model this call Put · $1680 Last $10.28 Breakeven $1,669.72 Implied vol 53.1% Delta -0.033 ≈3% ITM Gamma 0 Theta -0.419 Vega 0.515 Open interest 2 Model this put
0	—	50.2%	0.968	—	$0.05	-0.009	39.1%	1	50
Call · $1700 In the money Last — Breakeven — Implied vol 50.2% Delta 0.968 ≈97% ITM Gamma 0 Theta -0.527 Vega 0.517 Open interest 0 Model this call Put · $1700 Last $0.05 Breakeven $1,699.95 Implied vol 39.1% Delta -0.009 ≈1% ITM Gamma 0 Theta -0.101 Vega 0.109 Open interest 50 Model this put
0	—	50.2%	0.96	—	$41.27	-0.019	42%	2	8
Call · $1720 In the money Last — Breakeven — Implied vol 50.2% Delta 0.96 ≈96% ITM Gamma 0 Theta -0.6 Vega 0.521 Open interest 0 Model this call Put · $1720 Last $41.27 Breakeven $1,678.73 Implied vol 42% Delta -0.019 ≈2% ITM Gamma 0 Theta -0.204 Vega 0.258 Open interest 8 Model this put
0	—	48.4%	0.958	—	$9.00	-0.022	41.4%	2	4
Call · $1740 In the money Last — Breakeven — Implied vol 48.4% Delta 0.958 ≈96% ITM Gamma 0 Theta -0.608 Vega 0.524 Open interest 0 Model this call Put · $1740 Last $9.00 Breakeven $1,731.00 Implied vol 41.4% Delta -0.022 ≈2% ITM Gamma 0 Theta -0.231 Vega 0.259 Open interest 4 Model this put
0	—	46.6%	0.955	—	$6.37	-0.025	40.7%	1	2
Call · $1760 In the money Last — Breakeven — Implied vol 46.6% Delta 0.955 ≈96% ITM Gamma 0 Theta -0.615 Vega 0.527 Open interest 0 Model this call Put · $1760 Last $6.37 Breakeven $1,753.63 Implied vol 40.7% Delta -0.025 ≈3% ITM Gamma 0 Theta -0.258 Vega 0.263 Open interest 2 Model this put
0	—	44.8%	0.953	—	$10.50	-0.029	39.5%	7	7
Call · $1780 In the money Last — Breakeven — Implied vol 44.8% Delta 0.953 ≈95% ITM Gamma 0 Theta -0.618 Vega 0.529 Open interest 0 Model this call Put · $1780 Last $10.50 Breakeven $1,769.50 Implied vol 39.5% Delta -0.029 ≈3% ITM Gamma 0 Theta -0.276 Vega 0.525 Open interest 7 Model this put
0	—	43.2%	0.949	—	$2.30	-0.066	47.5%	10	8
Call · $1800 In the money Last — Breakeven — Implied vol 43.2% Delta 0.949 ≈95% ITM Gamma 0 Theta -0.632 Vega 0.532 Open interest 0 Model this call Put · $1800 Last $2.30 Breakeven $1,797.70 Implied vol 47.5% Delta -0.066 ≈7% ITM Gamma 0 Theta -0.656 Vega 0.924 Open interest 8 Model this put
0	—	41.7%	0.945	—	$13.30	-0.024	33.6%	1	15
Call · $1820 In the money Last — Breakeven — Implied vol 41.7% Delta 0.945 ≈95% ITM Gamma 0 Theta -0.647 Vega 0.535 Open interest 0 Model this call Put · $1820 Last $13.30 Breakeven $1,806.70 Implied vol 33.6% Delta -0.024 ≈2% ITM Gamma 0 Theta -0.206 Vega 0.264 Open interest 15 Model this put
2	1	38.9%	0.946	$330.20	$16.56	-0.059	40.3%	1	2
Call · $1840 In the money Last $330.20 Breakeven $2,170.20 Implied vol 38.9% Delta 0.946 ≈95% ITM Gamma 0 Theta -0.612 Vega 0.537 Open interest 2 Model this call Put · $1840 Last $16.56 Breakeven $1,823.44 Implied vol 40.3% Delta -0.059 ≈6% ITM Gamma 0.001 Theta -0.511 Vega 0.929 Open interest 2 Model this put
9	4	39%	0.932	$276.00	$18.38	-0.033	31.3%	1	2
Call · $1860 In the money Last $276.00 Breakeven $2,136.00 Implied vol 39% Delta 0.932 ≈93% ITM Gamma 0.001 Theta -0.699 Vega 0.934 Open interest 9 Model this call Put · $1860 Last $18.38 Breakeven $1,841.62 Implied vol 31.3% Delta -0.033 ≈3% ITM Gamma 0 Theta -0.243 Vega 0.532 Open interest 2 Model this put
1	1	36.6%	0.93	$130.30	$18.55	-0.089	40%	1	1
Call · $1880 In the money Last $130.30 Breakeven $2,010.30 Implied vol 36.6% Delta 0.93 ≈93% ITM Gamma 0.001 Theta -0.68 Vega 0.938 Open interest 1 Model this call Put · $1880 Last $18.55 Breakeven $1,861.45 Implied vol 40% Delta -0.089 ≈9% ITM Gamma 0.001 Theta -0.683 Vega 0.943 Open interest 1 Model this put
0	—	34.7%	0.924	—	$20.00	-0.082	35.8%	1	17
Call · $1900 In the money Last — Breakeven — Implied vol 34.7% Delta 0.924 ≈92% ITM Gamma 0.001 Theta -0.686 Vega 0.942 Open interest 0 Model this call Put · $1900 Last $20.00 Breakeven $1,880.00 Implied vol 35.8% Delta -0.082 ≈8% ITM Gamma 0.001 Theta -0.576 Vega 0.944 Open interest 17 Model this put
1	1	34.3%	0.909	$207.65	—	-0.093	34.6%	—	0
Call · $1920 In the money Last $207.65 Breakeven $2,127.65 Implied vol 34.3% Delta 0.909 ≈91% ITM Gamma 0.001 Theta -0.756 Vega 0.949 Open interest 1 Model this call Put · $1920 Last — Breakeven — Implied vol 34.6% Delta -0.093 ≈9% ITM Gamma 0.001 Theta -0.61 Vega 0.95 Open interest 0 Model this put
0	—	33.1%	0.897	—	—	-0.096	31.9%	—	0
Call · $1940 In the money Last — Breakeven — Implied vol 33.1% Delta 0.897 ≈90% ITM Gamma 0.001 Theta -0.791 Vega 0.955 Open interest 0 Model this call Put · $1940 Last — Breakeven — Implied vol 31.9% Delta -0.096 ≈10% ITM Gamma 0.001 Theta -0.572 Vega 0.953 Open interest 0 Model this put
0	—	33.2%	0.888	—	$23.46	-0.103	31.6%	4	6
Call · $1950 In the money Last — Breakeven — Implied vol 33.2% Delta 0.888 ≈89% ITM Gamma 0.001 Theta -0.841 Vega 0.959 Open interest 0 Model this call Put · $1950 Last $23.46 Breakeven $1,926.54 Implied vol 31.6% Delta -0.103 ≈10% ITM Gamma 0.001 Theta -0.601 Vega 0.957 Open interest 6 Model this put
1	2	33.2%	0.877	$219.10	$254.03	-0.104	30%	1	1
Call · $1960 In the money Last $219.10 Breakeven $2,179.10 Implied vol 33.2% Delta 0.877 ≈88% ITM Gamma 0.001 Theta -0.887 Vega 1.444 Open interest 1 Model this call Put · $1960 Last $254.03 Breakeven $1,705.97 Implied vol 30% Delta -0.104 ≈10% ITM Gamma 0.001 Theta -0.573 Vega 0.958 Open interest 1 Model this put
0	—	32.2%	0.871	—	$49.28	-0.111	29.6%	10	10
Call · $1970 In the money Last — Breakeven — Implied vol 32.2% Delta 0.871 ≈87% ITM Gamma 0.001 Theta -0.886 Vega 1.447 Open interest 0 Model this call Put · $1970 Last $49.28 Breakeven $1,920.72 Implied vol 29.6% Delta -0.111 ≈11% ITM Gamma 0.001 Theta -0.597 Vega 0.963 Open interest 10 Model this put
2	4	31.2%	0.864	$203.59	$33.60	-0.121	29.4%	10	6
Call · $1980 In the money Last $203.59 Breakeven $2,183.59 Implied vol 31.2% Delta 0.864 ≈86% ITM Gamma 0.001 Theta -0.884 Vega 1.45 Open interest 2 Model this call Put · $1980 Last $33.60 Breakeven $1,946.40 Implied vol 29.4% Delta -0.121 ≈12% ITM Gamma 0.001 Theta -0.631 Vega 1.446 Open interest 6 Model this put
0	—	30.6%	0.854	—	—	-0.128	28.5%	—	0
Call · $1990 In the money Last — Breakeven — Implied vol 30.6% Delta 0.854 ≈85% ITM Gamma 0.001 Theta -0.902 Vega 1.455 Open interest 0 Model this call Put · $1990 Last — Breakeven — Implied vol 28.5% Delta -0.128 ≈13% ITM Gamma 0.001 Theta -0.632 Vega 1.449 Open interest 0 Model this put
3	2	29.6%	0.847	$188.13	$50.21	-0.141	28.1%	4	23
Call · $2000 In the money Last $188.13 Breakeven $2,188.13 Implied vol 29.6% Delta 0.847 ≈85% ITM Gamma 0.001 Theta -0.903 Vega 1.459 Open interest 3 Model this call Put · $2000 Last $50.21 Breakeven $1,949.79 Implied vol 28.1% Delta -0.141 ≈14% ITM Gamma 0.001 Theta -0.658 Vega 1.455 Open interest 23 Model this put
3	8	29.2%	0.835	$142.42	$52.81	-0.156	28%	50	50
Call · $2010 In the money Last $142.42 Breakeven $2,152.42 Implied vol 29.2% Delta 0.835 ≈83% ITM Gamma 0.001 Theta -0.93 Vega 1.464 Open interest 3 Model this call Put · $2010 Last $52.81 Breakeven $1,957.19 Implied vol 28% Delta -0.156 ≈16% ITM Gamma 0.001 Theta -0.701 Vega 1.461 Open interest 50 Model this put
3	2	29.3%	0.819	$172.85	$10.90	-0.169	27.6%	4	54
Call · $2020 In the money Last $172.85 Breakeven $2,192.85 Implied vol 29.3% Delta 0.819 ≈82% ITM Gamma 0.002 Theta -0.979 Vega 1.47 Open interest 3 Model this call Put · $2020 Last $10.90 Breakeven $2,009.10 Implied vol 27.6% Delta -0.169 ≈17% ITM Gamma 0.002 Theta -0.729 Vega 1.467 Open interest 54 Model this put
0	—	29.3%	0.803	—	—	-0.184	27.4%	—	0
Call · $2030 In the money Last — Breakeven — Implied vol 29.3% Delta 0.803 ≈80% ITM Gamma 0.002 Theta -1.032 Vega 1.477 Open interest 0 Model this call Put · $2030 Last — Breakeven — Implied vol 27.4% Delta -0.184 ≈18% ITM Gamma 0.002 Theta -0.765 Vega 1.474 Open interest 0 Model this put
4	2	28.4%	0.793	$158.33	$111.89	-0.196	26.8%	6	3
Call · $2040 In the money Last $158.33 Breakeven $2,198.33 Implied vol 28.4% Delta 0.793 ≈79% ITM Gamma 0.002 Theta -1.031 Vega 1.481 Open interest 4 Model this call Put · $2040 Last $111.89 Breakeven $1,928.11 Implied vol 26.8% Delta -0.196 ≈20% ITM Gamma 0.002 Theta -0.78 Vega 1.482 Open interest 3 Model this put
11	3	27.9%	0.778	$84.65	$16.64	-0.215	26.8%	2	3
Call · $2050 In the money Last $84.65 Breakeven $2,134.65 Implied vol 27.9% Delta 0.778 ≈78% ITM Gamma 0.002 Theta -1.045 Vega 1.944 Open interest 11 Model this call Put · $2050 Last $16.64 Breakeven $2,033.36 Implied vol 26.8% Delta -0.215 ≈21% ITM Gamma 0.002 Theta -0.828 Vega 1.941 Open interest 3 Model this put
8	14	27.9%	0.756	$84.87	$78.35	-0.235	26.6%	11	5
Call · $2060 In the money Last $84.87 Breakeven $2,144.87 Implied vol 27.9% Delta 0.756 ≈76% ITM Gamma 0.002 Theta -1.084 Vega 1.952 Open interest 8 Model this call Put · $2060 Last $78.35 Breakeven $1,981.65 Implied vol 26.6% Delta -0.235 ≈23% ITM Gamma 0.002 Theta -0.853 Vega 1.95 Open interest 5 Model this put
0	—	27.3%	0.739	—	—	-0.252	26%	—	0
Call · $2070 In the money Last — Breakeven — Implied vol 27.3% Delta 0.739 ≈74% ITM Gamma 0.002 Theta -1.095 Vega 1.96 Open interest 0 Model this call Put · $2070 Last — Breakeven — Implied vol 26% Delta -0.252 ≈25% ITM Gamma 0.002 Theta -0.861 Vega 1.957 Open interest 0 Model this put
14	2	26.8%	0.721	$130.50	$97.03	-0.273	25.7%	2	1
Call · $2080 In the money Last $130.50 Breakeven $2,210.50 Implied vol 26.8% Delta 0.721 ≈72% ITM Gamma 0.002 Theta -1.109 Vega 1.967 Open interest 14 Model this call Put · $2080 Last $97.03 Breakeven $1,982.97 Implied vol 25.7% Delta -0.273 ≈27% ITM Gamma 0.002 Theta -0.884 Vega 1.966 Open interest 1 Model this put
0	25	26.7%	0.699	$146.50	$82.50	-0.298	26.1%	2	0
Call · $2090 In the money Last $146.50 Breakeven $2,236.50 Implied vol 26.7% Delta 0.699 ≈70% ITM Gamma 0.002 Theta -1.141 Vega 1.976 Open interest 0 Model this call Put · $2090 Last $82.50 Breakeven $2,007.50 Implied vol 26.1% Delta -0.298 ≈30% ITM Gamma 0.002 Theta -0.938 Vega 1.977 Open interest 0 Model this put
22	3	26.9%	0.677	$73.90	$23.00	-0.321	26.1%	2	11
Call · $2100 In the money Last $73.90 Breakeven $2,173.90 Implied vol 26.9% Delta 0.677 ≈68% ITM Gamma 0.002 Theta -1.183 Vega 1.985 Open interest 22 Model this call Put · $2100 Last $23.00 Breakeven $2,077.00 Implied vol 26.1% Delta -0.321 ≈32% ITM Gamma 0.002 Theta -0.974 Vega 1.991 Open interest 11 Model this put
0	—	26.5%	0.655	—	$83.25	-0.344	25.9%	38	15
Call · $2110 In the money Last — Breakeven — Implied vol 26.5% Delta 0.655 ≈65% ITM Gamma 0.002 Theta -1.189 Vega 2.278 Open interest 0 Model this call Put · $2110 Last $83.25 Breakeven $2,026.75 Implied vol 25.9% Delta -0.344 ≈34% ITM Gamma 0.002 Theta -0.992 Vega 2.278 Open interest 15 Model this put
53	14	26.4%	0.63	$89.80	$87.30	-0.37	25.8%	2	50
Call · $2120 In the money Last $89.80 Breakeven $2,209.80 Implied vol 26.4% Delta 0.63 ≈63% ITM Gamma 0.002 Theta -1.199 Vega 2.288 Open interest 53 Model this call Put · $2120 Last $87.30 Breakeven $2,032.70 Implied vol 25.8% Delta -0.37 ≈37% ITM Gamma 0.003 Theta -1 Vega 2.288 Open interest 50 Model this put
32	1	26.6%	0.604	$108.00	$93.30	-0.395	25.5%	12	12
Call · $2130 In the money Last $108.00 Breakeven $2,238.00 Implied vol 26.6% Delta 0.604 ≈60% ITM Gamma 0.002 Theta -1.223 Vega 2.299 Open interest 32 Model this call Put · $2130 Last $93.30 Breakeven $2,036.70 Implied vol 25.5% Delta -0.395 ≈40% ITM Gamma 0.003 Theta -1.002 Vega 2.298 Open interest 12 Model this put
6	6	26.1%	0.58	$90.40	$77.94	-0.421	25%	12	6
Call · $2140 In the money Last $90.40 Breakeven $2,230.40 Implied vol 26.1% Delta 0.58 ≈58% ITM Gamma 0.003 Theta -1.218 Vega 2.309 Open interest 6 Model this call Put · $2140 Last $77.94 Breakeven $2,062.06 Implied vol 25% Delta -0.421 ≈42% ITM Gamma 0.003 Theta -0.994 Vega 2.308 Open interest 6 Model this put
4	1	26.4%	0.554	$52.90	—	-0.448	25.3%	—	0
Call · $2150 In the money Last $52.90 Breakeven $2,202.90 Implied vol 26.4% Delta 0.554 ≈55% ITM Gamma 0.003 Theta -1.245 Vega 2.319 Open interest 4 Model this call Put · $2150 Last — Breakeven — Implied vol 25.3% Delta -0.448 ≈45% ITM Gamma 0.003 Theta -1.025 Vega 2.319 Open interest 0 Model this put
9	1	26.3%	0.529	$68.00	$89.55	-0.475	25.7%	6	4
Call · $2160 In the money Last $68.00 Breakeven $2,228.00 Implied vol 26.3% Delta 0.529 ≈53% ITM Gamma 0.003 Theta -1.254 Vega 2.329 Open interest 9 Model this call Put · $2160 Last $89.55 Breakeven $2,070.45 Implied vol 25.7% Delta -0.475 ≈47% ITM Gamma 0.003 Theta -1.053 Vega 2.329 Open interest 4 Model this put
Underlying $2,160.65
0	—	26.2%	0.503	—	$61.49	-0.502	24.8%	2	4
Call · $2170 Last — Breakeven — Implied vol 26.2% Delta 0.503 ≈50% ITM Gamma 0.003 Theta -1.239 Vega 2.34 Open interest 0 Model this call Put · $2170 In the money Last $61.49 Breakeven $2,108.51 Implied vol 24.8% Delta -0.502 ≈50% ITM Gamma 0.003 Theta -1.005 Vega 2.339 Open interest 4 Model this put
0	2	25.5%	0.476	$80.85	$88.05	-0.529	25%	2	1
Call · $2180 Last $80.85 Breakeven $2,260.85 Implied vol 25.5% Delta 0.476 ≈48% ITM Gamma 0.003 Theta -1.196 Vega 2.351 Open interest 0 Model this call Put · $2180 In the money Last $88.05 Breakeven $2,091.95 Implied vol 25% Delta -0.529 ≈53% ITM Gamma 0.003 Theta -0.999 Vega 2.348 Open interest 1 Model this put
3	1	26.3%	0.453	$39.60	—	-0.557	24.6%	—	0
Call · $2190 Last $39.60 Breakeven $2,229.60 Implied vol 26.3% Delta 0.453 ≈45% ITM Gamma 0.003 Theta -1.217 Vega 2.36 Open interest 3 Model this call Put · $2190 In the money Last — Breakeven — Implied vol 24.6% Delta -0.557 ≈56% ITM Gamma 0.003 Theta -0.969 Vega 2.359 Open interest 0 Model this put
93	8	26.4%	0.427	$70.44	$78.00	-0.585	24.7%	1	8
Call · $2200 Last $70.44 Breakeven $2,270.44 Implied vol 26.4% Delta 0.427 ≈43% ITM Gamma 0.003 Theta -1.206 Vega 2.37 Open interest 93 Model this call Put · $2200 In the money Last $78.00 Breakeven $2,122.00 Implied vol 24.7% Delta -0.585 ≈58% ITM Gamma 0.003 Theta -0.96 Vega 2.363 Open interest 8 Model this put
2	2	25.9%	0.4	$69.00	—	-0.612	24.8%	—	0
Call · $2210 Last $69.00 Breakeven $2,279.00 Implied vol 25.9% Delta 0.4 ≈40% ITM Gamma 0.003 Theta -1.173 Vega 2.382 Open interest 2 Model this call Put · $2210 In the money Last — Breakeven — Implied vol 24.8% Delta -0.612 ≈61% ITM Gamma 0.003 Theta -0.952 Vega 2.352 Open interest 0 Model this put
24	25	25.9%	0.375	$124.00	$153.40	-0.639	24.6%	7	7
Call · $2220 Last $124.00 Breakeven $2,344.00 Implied vol 25.9% Delta 0.375 ≈37% ITM Gamma 0.003 Theta -1.155 Vega 2.093 Open interest 24 Model this call Put · $2220 In the money Last $153.40 Breakeven $2,066.60 Implied vol 24.6% Delta -0.639 ≈64% ITM Gamma 0.003 Theta -0.915 Vega 2.088 Open interest 7 Model this put
20	1	25%	0.323	$41.00	$163.20	-0.685	24.9%	4	8
Call · $2240 Last $41.00 Breakeven $2,281.00 Implied vol 25% Delta 0.323 ≈32% ITM Gamma 0.002 Theta -1.035 Vega 2.114 Open interest 20 Model this call Put · $2240 In the money Last $163.20 Breakeven $2,076.80 Implied vol 24.9% Delta -0.685 ≈68% ITM Gamma 0.003 Theta -0.857 Vega 2.096 Open interest 8 Model this put
1	1	25.5%	0.281	$30.00	$166.90	-0.739	24.3%	9	9
Call · $2260 Last $30.00 Breakeven $2,290.00 Implied vol 25.5% Delta 0.281 ≈28% ITM Gamma 0.002 Theta -0.991 Vega 2.131 Open interest 1 Model this call Put · $2260 In the money Last $166.90 Breakeven $2,093.10 Implied vol 24.3% Delta -0.739 ≈74% ITM Gamma 0.002 Theta -0.759 Vega 2.074 Open interest 9 Model this put
1	1	25.1%	0.236	$180.20	—	-0.782	24.2%	—	0
Call · $2280 Last $180.20 Breakeven $2,460.20 Implied vol 25.1% Delta 0.236 ≈24% ITM Gamma 0.002 Theta -0.893 Vega 1.645 Open interest 1 Model this call Put · $2280 In the money Last — Breakeven — Implied vol 24.2% Delta -0.782 ≈78% ITM Gamma 0.002 Theta -0.669 Vega 1.609 Open interest 0 Model this put
31	2	24.8%	0.196	$11.32	$349.40	-0.828	23.6%	1	1
Call · $2300 Last $11.32 Breakeven $2,311.32 Implied vol 24.8% Delta 0.196 ≈20% ITM Gamma 0.002 Theta -0.782 Vega 1.661 Open interest 31 Model this call Put · $2300 In the money Last $349.40 Breakeven $1,950.60 Implied vol 23.6% Delta -0.828 ≈83% ITM Gamma 0.002 Theta -0.546 Vega 1.581 Open interest 1 Model this put
11	1	25%	0.163	$18.00	—	-0.859	24.3%	—	0
Call · $2320 Last $18.00 Breakeven $2,338.00 Implied vol 25% Delta 0.163 ≈16% ITM Gamma 0.002 Theta -0.704 Vega 1.675 Open interest 11 Model this call Put · $2320 In the money Last — Breakeven — Implied vol 24.3% Delta -0.859 ≈86% ITM Gamma 0.002 Theta -0.49 Vega 1.489 Open interest 0 Model this put
0	—	26.3%	0.145	—	—	-0.898	23.4%	—	0
Call · $2340 Last — Breakeven — Implied vol 26.3% Delta 0.145 ≈14% ITM Gamma 0.001 Theta -0.686 Vega 1.122 Open interest 0 Model this call Put · $2340 In the money Last — Breakeven — Implied vol 23.4% Delta -0.898 ≈90% ITM Gamma 0.002 Theta -0.351 Vega 1.021 Open interest 0 Model this put
1	2	26.2%	0.121	$11.60	—	-0.933	22.8%	—	0
Call · $2360 Last $11.60 Breakeven $2,371.60 Implied vol 26.2% Delta 0.121 ≈12% ITM Gamma 0.001 Theta -0.597 Vega 1.131 Open interest 1 Model this call Put · $2360 In the money Last — Breakeven — Implied vol 22.8% Delta -0.933 ≈93% ITM Gamma 0.001 Theta -0.234 Vega 0.887 Open interest 0 Model this put
1	2	28%	0.116	$10.28	$414.10	-0.954	22.8%	1	2
Call · $2380 Last $10.28 Breakeven $2,390.28 Implied vol 28% Delta 0.116 ≈12% ITM Gamma 0.001 Theta -0.615 Vega 1.134 Open interest 1 Model this call Put · $2380 In the money Last $414.10 Breakeven $1,965.90 Implied vol 22.8% Delta -0.954 ≈95% ITM Gamma 0.001 Theta -0.17 Vega 0.512 Open interest 2 Model this put
10	10	29.6%	0.109	$13.37	—	—	—	—	0
Call · $2400 Last $13.37 Breakeven $2,413.37 Implied vol 29.6% Delta 0.109 ≈11% ITM Gamma 0.001 Theta -0.62 Vega 1.138 Open interest 10 Model this call Put · $2400 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	29.9%	0.092	—	$448.00	-0.99	22.7%	1	0
Call · $2420 Last — Breakeven — Implied vol 29.9% Delta 0.092 ≈9% ITM Gamma 0.001 Theta -0.553 Vega 1.145 Open interest 0 Model this call Put · $2420 In the money Last $448.00 Breakeven $1,972.00 Implied vol 22.7% Delta -0.99 ≈99% ITM Gamma 0.001 Theta -0.028 Vega 0.18 Open interest 0 Model this put
2	1	31.9%	0.09	$17.30	—	-0.992	23.6%	—	0
Call · $2440 Last $17.30 Breakeven $2,457.30 Implied vol 31.9% Delta 0.09 ≈9% ITM Gamma 0.001 Theta -0.581 Vega 1.147 Open interest 2 Model this call Put · $2440 In the money Last — Breakeven — Implied vol 23.6% Delta -0.992 ≈99% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
2	3	29.8%	0.062	$10.30	—	—	—	—	0
Call · $2460 Last $10.30 Breakeven $2,470.30 Implied vol 29.8% Delta 0.062 ≈6% ITM Gamma 0.001 Theta -0.409 Vega 0.672 Open interest 2 Model this call Put · $2460 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	30.8%	0.057	$102.30	$430.70	—	—	1	0
Call · $2480 Last $102.30 Breakeven $2,582.30 Implied vol 30.8% Delta 0.057 ≈6% ITM Gamma 0.001 Theta -0.393 Vega 0.675 Open interest 1 Model this call Put · $2480 In the money Last $430.70 Breakeven $2,049.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	30.1%	0.042	—	$434.00	-0.993	27.4%	2	0
Call · $2500 Last — Breakeven — Implied vol 30.1% Delta 0.042 ≈4% ITM Gamma 0.001 Theta -0.3 Vega 0.681 Open interest 0 Model this call Put · $2500 In the money Last $434.00 Breakeven $2,066.00 Implied vol 27.4% Delta -0.993 ≈99% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
0	—	29.9%	0.024	—	—	-0.994	30.5%	—	0
Call · $2550 Last — Breakeven — Implied vol 29.9% Delta 0.024 ≈2% ITM Gamma 0 Theta -0.187 Vega 0.347 Open interest 0 Model this call Put · $2550 In the money Last — Breakeven — Implied vol 30.5% Delta -0.994 ≈99% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
0	—	34.9%	0.029	—	$526.00	-0.994	33.4%	2	0
Call · $2600 Last — Breakeven — Implied vol 34.9% Delta 0.029 ≈3% ITM Gamma 0 Theta -0.257 Vega 0.346 Open interest 0 Model this call Put · $2600 In the money Last $526.00 Breakeven $2,074.00 Implied vol 33.4% Delta -0.994 ≈99% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
0	—	38.9%	0.02	—	$671.90	-0.995	39.2%	1	0
Call · $2700 Last — Breakeven — Implied vol 38.9% Delta 0.02 ≈2% ITM Gamma 0 Theta -0.209 Vega 0.352 Open interest 0 Model this call Put · $2700 In the money Last $671.90 Breakeven $2,028.10 Implied vol 39.2% Delta -0.995 ≈99% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
0	—	44.4%	0.018	—	$744.00	-0.995	44.8%	1	0
Call · $2800 Last — Breakeven — Implied vol 44.4% Delta 0.018 ≈2% ITM Gamma 0 Theta -0.217 Vega 0.357 Open interest 0 Model this call Put · $2800 In the money Last $744.00 Breakeven $2,056.00 Implied vol 44.8% Delta -0.995 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
0	—	—	—	—	$900.00	-0.996	50.2%	1	0
Call · $2900 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $2900 In the money Last $900.00 Breakeven $2,000.00 Implied vol 50.2% Delta -0.996 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
2	1	67.4%	0.044	$0.21	$1,011.70	-0.996	55.4%	2	0
Call · $3000 Last $0.21 Breakeven $3,000.21 Implied vol 67.4% Delta 0.044 ≈4% ITM Gamma 0 Theta -0.689 Vega 0.723 Open interest 2 Model this call Put · $3000 In the money Last $1,011.70 Breakeven $1,988.30 Implied vol 55.4% Delta -0.996 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
0	—	—	—	—	$1,048.90	-0.996	60.3%	1	0
Call · $3100 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $3100 In the money Last $1,048.90 Breakeven $2,051.10 Implied vol 60.3% Delta -0.996 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put

Call · $1080 In the money

Last: $1,011.60
Breakeven: $2,091.60
Implied vol: 120.5%
Delta: 0.989 ≈99% ITM
Gamma: 0
Theta: -0.441
Vega: 0.207
Open interest: 1

Model this call

Put · $1080

Last: $0.05
Breakeven: $1,079.95
Implied vol: 139.3%
Delta: -0.02 ≈2% ITM
Gamma: 0
Theta: -0.733
Vega: 0.414
Open interest: 13

Model this put

Call · $1100 In the money

Last: —
Breakeven: —
Implied vol: 117.3%
Delta: 0.989 ≈99% ITM
Gamma: 0
Theta: -0.437
Vega: 0.209
Open interest: 0

Model this call

Put · $1100

Last: —
Breakeven: —
Implied vol: 108.9%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.224
Vega: 0.089
Open interest: 0

Model this put

Call · $1120 In the money

Last: —
Breakeven: —
Implied vol: 112.7%
Delta: 0.99 ≈99% ITM
Gamma: 0
Theta: -0.404
Vega: 0.211
Open interest: 0

Model this call

Put · $1120

Last: —
Breakeven: —
Implied vol: 106.3%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.223
Vega: 0.09
Open interest: 0

Model this put

Call · $1140 In the money

Last: —
Breakeven: —
Implied vol: 109.8%
Delta: 0.99 ≈99% ITM
Gamma: 0
Theta: -0.404
Vega: 0.213
Open interest: 0

Model this call

Put · $1140

Last: $10.84
Breakeven: $1,129.16
Implied vol: 103.8%
Delta: -0.007 ≈1% ITM
Gamma: 0
Theta: -0.223
Vega: 0.091
Open interest: 1

Model this put

Call · $1160 In the money

Last: —
Breakeven: —
Implied vol: 107.3%
Delta: 0.989 ≈99% ITM
Gamma: 0
Theta: -0.409
Vega: 0.215
Open interest: 0

Model this call

Put · $1160

Last: —
Breakeven: —
Implied vol: 102.4%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.235
Vega: 0.092
Open interest: 0

Model this put

Call · $1180 In the money

Last: —
Breakeven: —
Implied vol: 106.6%
Delta: 0.987 ≈99% ITM
Gamma: 0
Theta: -0.451
Vega: 0.217
Open interest: 0

Model this call

Put · $1180

Last: —
Breakeven: —
Implied vol: 98.8%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.222
Vega: 0.093
Open interest: 0

Model this put

Call · $1200 In the money

Last: —
Breakeven: —
Implied vol: 101.2%
Delta: 0.989 ≈99% ITM
Gamma: 0
Theta: -0.395
Vega: 0.218
Open interest: 0

Model this call

Put · $1200

Last: —
Breakeven: —
Implied vol: 97.5%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.234
Vega: 0.094
Open interest: 0

Model this put

Call · $1220 In the money

Last: $827.50
Breakeven: $2,047.50
Implied vol: 98.5%
Delta: 0.989 ≈99% ITM
Gamma: 0
Theta: -0.395
Vega: 0.22
Open interest: 1

Model this call

Put · $1220

Last: $7.54
Breakeven: $1,212.46
Implied vol: 96.2%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.253
Vega: 0.22
Open interest: 2

Model this put

Call · $1240 In the money

Last: —
Breakeven: —
Implied vol: 99.1%
Delta: 0.986 ≈99% ITM
Gamma: 0
Theta: -0.461
Vega: 0.222
Open interest: 0

Model this call

Put · $1240

Last: —
Breakeven: —
Implied vol: 91.7%
Delta: -0.008 ≈1% ITM
Gamma: 0
Theta: -0.221
Vega: 0.095
Open interest: 0

Model this put

Call · $1260 In the money

Last: —
Breakeven: —
Implied vol: 96.7%
Delta: 0.986 ≈99% ITM
Gamma: 0
Theta: -0.466
Vega: 0.224
Open interest: 0

Model this call

Put · $1260

Last: $2.00
Breakeven: $1,258.00
Implied vol: 90.2%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.232
Vega: 0.224
Open interest: 1

Model this put

Call · $1280 In the money

Last: $828.00
Breakeven: $2,108.00
Implied vol: 94.4%
Delta: 0.985 ≈99% ITM
Gamma: 0
Theta: -0.47
Vega: 0.226
Open interest: 0

Model this call

Put · $1280

Last: —
Breakeven: —
Implied vol: 87.2%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.22
Vega: 0.097
Open interest: 0

Model this put

Call · $1300 In the money

Last: —
Breakeven: —
Implied vol: 92.1%
Delta: 0.985 ≈98% ITM
Gamma: 0
Theta: -0.475
Vega: 0.227
Open interest: 0

Model this call

Put · $1300

Last: $23.73
Breakeven: $1,276.27
Implied vol: 85.3%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.228
Vega: 0.227
Open interest: 2

Model this put

Call · $1320 In the money

Last: $790.00
Breakeven: $2,110.00
Implied vol: 89.5%
Delta: 0.984 ≈98% ITM
Gamma: 0
Theta: -0.47
Vega: 0.229
Open interest: 0

Model this call

Put · $1320

Last: —
Breakeven: —
Implied vol: 83.4%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.236
Vega: 0.229
Open interest: 0

Model this put

Call · $1340 In the money

Last: $753.20
Breakeven: $2,093.20
Implied vol: 87.3%
Delta: 0.984 ≈98% ITM
Gamma: 0
Theta: -0.475
Vega: 0.231
Open interest: 1

Model this call

Put · $1340

Last: $10.80
Breakeven: $1,329.20
Implied vol: 80.2%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.216
Vega: 0.23
Open interest: 1

Model this put

Call · $1360 In the money

Last: —
Breakeven: —
Implied vol: 81%
Delta: 0.987 ≈99% ITM
Gamma: 0
Theta: -0.39
Vega: 0.232
Open interest: 0

Model this call

Put · $1360

Last: $32.20
Breakeven: $1,327.80
Implied vol: 78.7%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.233
Vega: 0.232
Open interest: 0

Model this put

Call · $1380 In the money

Last: $734.00
Breakeven: $2,114.00
Implied vol: 78.7%
Delta: 0.987 ≈99% ITM
Gamma: 0
Theta: -0.39
Vega: 0.234
Open interest: 0

Model this call

Put · $1380

Last: —
Breakeven: —
Implied vol: 75.6%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.213
Vega: 0.234
Open interest: 0

Model this put

Call · $1400 In the money

Last: —
Breakeven: —
Implied vol: 76.4%
Delta: 0.986 ≈99% ITM
Gamma: 0
Theta: -0.39
Vega: 0.235
Open interest: 0

Model this call

Put · $1400

Last: $9.00
Breakeven: $1,391.00
Implied vol: 73.7%
Delta: -0.01 ≈1% ITM
Gamma: 0
Theta: -0.221
Vega: 0.235
Open interest: 1

Model this put

Call · $1420 In the money

Last: —
Breakeven: —
Implied vol: 74.1%
Delta: 0.986 ≈99% ITM
Gamma: 0
Theta: -0.39
Vega: 0.237
Open interest: 0

Model this call

Put · $1420

Last: $19.30
Breakeven: $1,400.70
Implied vol: 72.4%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.238
Vega: 0.237
Open interest: 1

Model this put

Call · $1440 In the money

Last: —
Breakeven: —
Implied vol: 72.1%
Delta: 0.985 ≈99% ITM
Gamma: 0
Theta: -0.395
Vega: 0.239
Open interest: 0

Model this call

Put · $1440

Last: —
Breakeven: —
Implied vol: 71%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.255
Vega: 0.239
Open interest: 0

Model this put

Call · $1460 In the money

Last: $639.10
Breakeven: $2,099.10
Implied vol: 69.9%
Delta: 0.985 ≈98% ITM
Gamma: 0
Theta: -0.395
Vega: 0.24
Open interest: 2

Model this call

Put · $1460

Last: —
Breakeven: —
Implied vol: 67.2%
Delta: -0.011 ≈1% ITM
Gamma: 0
Theta: -0.216
Vega: 0.24
Open interest: 0

Model this put

Call · $1480 In the money

Last: $619.30
Breakeven: $2,099.30
Implied vol: 71.9%
Delta: 0.98 ≈98% ITM
Gamma: 0
Theta: -0.49
Vega: 0.242
Open interest: 1

Model this call

Put · $1480

Last: —
Breakeven: —
Implied vol: 65%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.214
Vega: 0.241
Open interest: 0

Model this put

Call · $1500 In the money

Last: $624.00
Breakeven: $2,124.00
Implied vol: 69.9%
Delta: 0.979 ≈98% ITM
Gamma: 0
Theta: -0.494
Vega: 0.244
Open interest: 0

Model this call

Put · $1500

Last: $14.30
Breakeven: $1,485.70
Implied vol: 62.5%
Delta: -0.012 ≈1% ITM
Gamma: 0
Theta: -0.203
Vega: 0.243
Open interest: 8

Model this put

Call · $1520 In the money

Last: $606.00
Breakeven: $2,126.00
Implied vol: 68.2%
Delta: 0.978 ≈98% ITM
Gamma: 0
Theta: -0.504
Vega: 0.246
Open interest: 0

Model this call

Put · $1520

Last: —
Breakeven: —
Implied vol: 61.3%
Delta: -0.013 ≈1% ITM
Gamma: 0
Theta: -0.22
Vega: 0.244
Open interest: 0

Model this put

Call · $1540 In the money

Last: $571.70
Breakeven: $2,111.70
Implied vol: 66.1%
Delta: 0.977 ≈98% ITM
Gamma: 0
Theta: -0.504
Vega: 0.247
Open interest: 1

Model this call

Put · $1540

Last: $22.38
Breakeven: $1,517.62
Implied vol: 60.1%
Delta: -0.015 ≈1% ITM
Gamma: 0
Theta: -0.238
Vega: 0.246
Open interest: 25

Model this put

Call · $1560 In the money

Last: $518.50
Breakeven: $2,078.50
Implied vol: 64.2%
Delta: 0.976 ≈98% ITM
Gamma: 0
Theta: -0.508
Vega: 0.249
Open interest: 1

Model this call

Put · $1560

Last: $51.60
Breakeven: $1,508.40
Implied vol: 59.2%
Delta: -0.017 ≈2% ITM
Gamma: 0
Theta: -0.265
Vega: 0.248
Open interest: 6

Model this put

Call · $1580 In the money

Last: —
Breakeven: —
Implied vol: 62.4%
Delta: 0.976 ≈98% ITM
Gamma: 0
Theta: -0.513
Vega: 0.25
Open interest: 0

Model this call

Put · $1580

Last: $4.92
Breakeven: $1,575.08
Implied vol: 58%
Delta: -0.019 ≈2% ITM
Gamma: 0
Theta: -0.282
Vega: 0.249
Open interest: 1

Model this put

Call · $1600 In the money

Last: —
Breakeven: —
Implied vol: 60.4%
Delta: 0.975 ≈97% ITM
Gamma: 0
Theta: -0.516
Vega: 0.503
Open interest: 0

Model this call

Put · $1600

Last: $39.60
Breakeven: $1,560.40
Implied vol: 57.3%
Delta: -0.021 ≈2% ITM
Gamma: 0
Theta: -0.309
Vega: 0.251
Open interest: 10

Model this put

Call · $1620 In the money

Last: —
Breakeven: —
Implied vol: 58.7%
Delta: 0.972 ≈97% ITM
Gamma: 0
Theta: -0.533
Vega: 0.506
Open interest: 0

Model this call

Put · $1620

Last: —
Breakeven: —
Implied vol: 56.5%
Delta: -0.023 ≈2% ITM
Gamma: 0
Theta: -0.336
Vega: 0.253
Open interest: 0

Model this put

Call · $1640 In the money

Last: —
Breakeven: —
Implied vol: 54.8%
Delta: 0.975 ≈98% ITM
Gamma: 0
Theta: -0.475
Vega: 0.254
Open interest: 0

Model this call

Put · $1640

Last: —
Breakeven: —
Implied vol: 57.4%
Delta: -0.031 ≈3% ITM
Gamma: 0
Theta: -0.429
Vega: 0.51
Open interest: 0

Model this put

Call · $1660 In the money

Last: —
Breakeven: —
Implied vol: 53%
Delta: 0.974 ≈97% ITM
Gamma: 0
Theta: -0.478
Vega: 0.511
Open interest: 0

Model this call

Put · $1660

Last: —
Breakeven: —
Implied vol: 55.3%
Delta: -0.032 ≈3% ITM
Gamma: 0
Theta: -0.424
Vega: 0.512
Open interest: 0

Model this put

Call · $1680 In the money

Last: —
Breakeven: —
Implied vol: 52.2%
Delta: 0.969 ≈97% ITM
Gamma: 0
Theta: -0.523
Vega: 0.515
Open interest: 0

Model this call

Put · $1680

Last: $10.28
Breakeven: $1,669.72
Implied vol: 53.1%
Delta: -0.033 ≈3% ITM
Gamma: 0
Theta: -0.419
Vega: 0.515
Open interest: 2

Model this put

Call · $1700 In the money

Last: —
Breakeven: —
Implied vol: 50.2%
Delta: 0.968 ≈97% ITM
Gamma: 0
Theta: -0.527
Vega: 0.517
Open interest: 0

Model this call

Put · $1700

Last: $0.05
Breakeven: $1,699.95
Implied vol: 39.1%
Delta: -0.009 ≈1% ITM
Gamma: 0
Theta: -0.101
Vega: 0.109
Open interest: 50

Model this put

Call · $1720 In the money

Last: —
Breakeven: —
Implied vol: 50.2%
Delta: 0.96 ≈96% ITM
Gamma: 0
Theta: -0.6
Vega: 0.521
Open interest: 0

Model this call

Put · $1720

Last: $41.27
Breakeven: $1,678.73
Implied vol: 42%
Delta: -0.019 ≈2% ITM
Gamma: 0
Theta: -0.204
Vega: 0.258
Open interest: 8

Model this put

Call · $1740 In the money

Last: —
Breakeven: —
Implied vol: 48.4%
Delta: 0.958 ≈96% ITM
Gamma: 0
Theta: -0.608
Vega: 0.524
Open interest: 0

Model this call

Put · $1740

Last: $9.00
Breakeven: $1,731.00
Implied vol: 41.4%
Delta: -0.022 ≈2% ITM
Gamma: 0
Theta: -0.231
Vega: 0.259
Open interest: 4

Model this put

Call · $1760 In the money

Last: —
Breakeven: —
Implied vol: 46.6%
Delta: 0.955 ≈96% ITM
Gamma: 0
Theta: -0.615
Vega: 0.527
Open interest: 0

Model this call

Put · $1760

Last: $6.37
Breakeven: $1,753.63
Implied vol: 40.7%
Delta: -0.025 ≈3% ITM
Gamma: 0
Theta: -0.258
Vega: 0.263
Open interest: 2

Model this put

Call · $1780 In the money

Last: —
Breakeven: —
Implied vol: 44.8%
Delta: 0.953 ≈95% ITM
Gamma: 0
Theta: -0.618
Vega: 0.529
Open interest: 0

Model this call

Put · $1780

Last: $10.50
Breakeven: $1,769.50
Implied vol: 39.5%
Delta: -0.029 ≈3% ITM
Gamma: 0
Theta: -0.276
Vega: 0.525
Open interest: 7

Model this put

Call · $1800 In the money

Last: —
Breakeven: —
Implied vol: 43.2%
Delta: 0.949 ≈95% ITM
Gamma: 0
Theta: -0.632
Vega: 0.532
Open interest: 0

Model this call

Put · $1800

Last: $2.30
Breakeven: $1,797.70
Implied vol: 47.5%
Delta: -0.066 ≈7% ITM
Gamma: 0
Theta: -0.656
Vega: 0.924
Open interest: 8

Model this put

Call · $1820 In the money

Last: —
Breakeven: —
Implied vol: 41.7%
Delta: 0.945 ≈95% ITM
Gamma: 0
Theta: -0.647
Vega: 0.535
Open interest: 0

Model this call

Put · $1820

Last: $13.30
Breakeven: $1,806.70
Implied vol: 33.6%
Delta: -0.024 ≈2% ITM
Gamma: 0
Theta: -0.206
Vega: 0.264
Open interest: 15

Model this put

Call · $1840 In the money

Last: $330.20
Breakeven: $2,170.20
Implied vol: 38.9%
Delta: 0.946 ≈95% ITM
Gamma: 0
Theta: -0.612
Vega: 0.537
Open interest: 2

Model this call

Put · $1840

Last: $16.56
Breakeven: $1,823.44
Implied vol: 40.3%
Delta: -0.059 ≈6% ITM
Gamma: 0.001
Theta: -0.511
Vega: 0.929
Open interest: 2

Model this put

Call · $1860 In the money

Last: $276.00
Breakeven: $2,136.00
Implied vol: 39%
Delta: 0.932 ≈93% ITM
Gamma: 0.001
Theta: -0.699
Vega: 0.934
Open interest: 9

Model this call

Put · $1860

Last: $18.38
Breakeven: $1,841.62
Implied vol: 31.3%
Delta: -0.033 ≈3% ITM
Gamma: 0
Theta: -0.243
Vega: 0.532
Open interest: 2

Model this put

Call · $1880 In the money

Last: $130.30
Breakeven: $2,010.30
Implied vol: 36.6%
Delta: 0.93 ≈93% ITM
Gamma: 0.001
Theta: -0.68
Vega: 0.938
Open interest: 1

Model this call

Put · $1880

Last: $18.55
Breakeven: $1,861.45
Implied vol: 40%
Delta: -0.089 ≈9% ITM
Gamma: 0.001
Theta: -0.683
Vega: 0.943
Open interest: 1

Model this put

Call · $1900 In the money

Last: —
Breakeven: —
Implied vol: 34.7%
Delta: 0.924 ≈92% ITM
Gamma: 0.001
Theta: -0.686
Vega: 0.942
Open interest: 0

Model this call

Put · $1900

Last: $20.00
Breakeven: $1,880.00
Implied vol: 35.8%
Delta: -0.082 ≈8% ITM
Gamma: 0.001
Theta: -0.576
Vega: 0.944
Open interest: 17

Model this put

Call · $1920 In the money

Last: $207.65
Breakeven: $2,127.65
Implied vol: 34.3%
Delta: 0.909 ≈91% ITM
Gamma: 0.001
Theta: -0.756
Vega: 0.949
Open interest: 1

Model this call

Put · $1920

Last: —
Breakeven: —
Implied vol: 34.6%
Delta: -0.093 ≈9% ITM
Gamma: 0.001
Theta: -0.61
Vega: 0.95
Open interest: 0

Model this put

Call · $1940 In the money

Last: —
Breakeven: —
Implied vol: 33.1%
Delta: 0.897 ≈90% ITM
Gamma: 0.001
Theta: -0.791
Vega: 0.955
Open interest: 0

Model this call

Put · $1940

Last: —
Breakeven: —
Implied vol: 31.9%
Delta: -0.096 ≈10% ITM
Gamma: 0.001
Theta: -0.572
Vega: 0.953
Open interest: 0

Model this put

Call · $1950 In the money

Last: —
Breakeven: —
Implied vol: 33.2%
Delta: 0.888 ≈89% ITM
Gamma: 0.001
Theta: -0.841
Vega: 0.959
Open interest: 0

Model this call

Put · $1950

Last: $23.46
Breakeven: $1,926.54
Implied vol: 31.6%
Delta: -0.103 ≈10% ITM
Gamma: 0.001
Theta: -0.601
Vega: 0.957
Open interest: 6

Model this put

Call · $1960 In the money

Last: $219.10
Breakeven: $2,179.10
Implied vol: 33.2%
Delta: 0.877 ≈88% ITM
Gamma: 0.001
Theta: -0.887
Vega: 1.444
Open interest: 1

Model this call

Put · $1960

Last: $254.03
Breakeven: $1,705.97
Implied vol: 30%
Delta: -0.104 ≈10% ITM
Gamma: 0.001
Theta: -0.573
Vega: 0.958
Open interest: 1

Model this put

Call · $1970 In the money

Last: —
Breakeven: —
Implied vol: 32.2%
Delta: 0.871 ≈87% ITM
Gamma: 0.001
Theta: -0.886
Vega: 1.447
Open interest: 0

Model this call

Put · $1970

Last: $49.28
Breakeven: $1,920.72
Implied vol: 29.6%
Delta: -0.111 ≈11% ITM
Gamma: 0.001
Theta: -0.597
Vega: 0.963
Open interest: 10

Model this put

Call · $1980 In the money

Last: $203.59
Breakeven: $2,183.59
Implied vol: 31.2%
Delta: 0.864 ≈86% ITM
Gamma: 0.001
Theta: -0.884
Vega: 1.45
Open interest: 2

Model this call

Put · $1980

Last: $33.60
Breakeven: $1,946.40
Implied vol: 29.4%
Delta: -0.121 ≈12% ITM
Gamma: 0.001
Theta: -0.631
Vega: 1.446
Open interest: 6

Model this put

Call · $1990 In the money

Last: —
Breakeven: —
Implied vol: 30.6%
Delta: 0.854 ≈85% ITM
Gamma: 0.001
Theta: -0.902
Vega: 1.455
Open interest: 0

Model this call

Put · $1990

Last: —
Breakeven: —
Implied vol: 28.5%
Delta: -0.128 ≈13% ITM
Gamma: 0.001
Theta: -0.632
Vega: 1.449
Open interest: 0

Model this put

Call · $2000 In the money

Last: $188.13
Breakeven: $2,188.13
Implied vol: 29.6%
Delta: 0.847 ≈85% ITM
Gamma: 0.001
Theta: -0.903
Vega: 1.459
Open interest: 3

Model this call

Put · $2000

Last: $50.21
Breakeven: $1,949.79
Implied vol: 28.1%
Delta: -0.141 ≈14% ITM
Gamma: 0.001
Theta: -0.658
Vega: 1.455
Open interest: 23

Model this put

Call · $2010 In the money

Last: $142.42
Breakeven: $2,152.42
Implied vol: 29.2%
Delta: 0.835 ≈83% ITM
Gamma: 0.001
Theta: -0.93
Vega: 1.464
Open interest: 3

Model this call

Put · $2010

Last: $52.81
Breakeven: $1,957.19
Implied vol: 28%
Delta: -0.156 ≈16% ITM
Gamma: 0.001
Theta: -0.701
Vega: 1.461
Open interest: 50

Model this put

Call · $2020 In the money

Last: $172.85
Breakeven: $2,192.85
Implied vol: 29.3%
Delta: 0.819 ≈82% ITM
Gamma: 0.002
Theta: -0.979
Vega: 1.47
Open interest: 3

Model this call

Put · $2020

Last: $10.90
Breakeven: $2,009.10
Implied vol: 27.6%
Delta: -0.169 ≈17% ITM
Gamma: 0.002
Theta: -0.729
Vega: 1.467
Open interest: 54

Model this put

Call · $2030 In the money

Last: —
Breakeven: —
Implied vol: 29.3%
Delta: 0.803 ≈80% ITM
Gamma: 0.002
Theta: -1.032
Vega: 1.477
Open interest: 0

Model this call

Put · $2030

Last: —
Breakeven: —
Implied vol: 27.4%
Delta: -0.184 ≈18% ITM
Gamma: 0.002
Theta: -0.765
Vega: 1.474
Open interest: 0

Model this put

Call · $2040 In the money

Last: $158.33
Breakeven: $2,198.33
Implied vol: 28.4%
Delta: 0.793 ≈79% ITM
Gamma: 0.002
Theta: -1.031
Vega: 1.481
Open interest: 4

Model this call

Put · $2040

Last: $111.89
Breakeven: $1,928.11
Implied vol: 26.8%
Delta: -0.196 ≈20% ITM
Gamma: 0.002
Theta: -0.78
Vega: 1.482
Open interest: 3

Model this put

Call · $2050 In the money

Last: $84.65
Breakeven: $2,134.65
Implied vol: 27.9%
Delta: 0.778 ≈78% ITM
Gamma: 0.002
Theta: -1.045
Vega: 1.944
Open interest: 11

Model this call

Put · $2050

Last: $16.64
Breakeven: $2,033.36
Implied vol: 26.8%
Delta: -0.215 ≈21% ITM
Gamma: 0.002
Theta: -0.828
Vega: 1.941
Open interest: 3

Model this put

Call · $2060 In the money

Last: $84.87
Breakeven: $2,144.87
Implied vol: 27.9%
Delta: 0.756 ≈76% ITM
Gamma: 0.002
Theta: -1.084
Vega: 1.952
Open interest: 8

Model this call

Put · $2060

Last: $78.35
Breakeven: $1,981.65
Implied vol: 26.6%
Delta: -0.235 ≈23% ITM
Gamma: 0.002
Theta: -0.853
Vega: 1.95
Open interest: 5

Model this put

Call · $2070 In the money

Last: —
Breakeven: —
Implied vol: 27.3%
Delta: 0.739 ≈74% ITM
Gamma: 0.002
Theta: -1.095
Vega: 1.96
Open interest: 0

Model this call

Put · $2070

Last: —
Breakeven: —
Implied vol: 26%
Delta: -0.252 ≈25% ITM
Gamma: 0.002
Theta: -0.861
Vega: 1.957
Open interest: 0

Model this put

Call · $2080 In the money

Last: $130.50
Breakeven: $2,210.50
Implied vol: 26.8%
Delta: 0.721 ≈72% ITM
Gamma: 0.002
Theta: -1.109
Vega: 1.967
Open interest: 14

Model this call

Put · $2080

Last: $97.03
Breakeven: $1,982.97
Implied vol: 25.7%
Delta: -0.273 ≈27% ITM
Gamma: 0.002
Theta: -0.884
Vega: 1.966
Open interest: 1

Model this put

Call · $2090 In the money

Last: $146.50
Breakeven: $2,236.50
Implied vol: 26.7%
Delta: 0.699 ≈70% ITM
Gamma: 0.002
Theta: -1.141
Vega: 1.976
Open interest: 0

Model this call

Put · $2090

Last: $82.50
Breakeven: $2,007.50
Implied vol: 26.1%
Delta: -0.298 ≈30% ITM
Gamma: 0.002
Theta: -0.938
Vega: 1.977
Open interest: 0

Model this put

Call · $2100 In the money

Last: $73.90
Breakeven: $2,173.90
Implied vol: 26.9%
Delta: 0.677 ≈68% ITM
Gamma: 0.002
Theta: -1.183
Vega: 1.985
Open interest: 22

Model this call

Put · $2100

Last: $23.00
Breakeven: $2,077.00
Implied vol: 26.1%
Delta: -0.321 ≈32% ITM
Gamma: 0.002
Theta: -0.974
Vega: 1.991
Open interest: 11

Model this put

Call · $2110 In the money

Last: —
Breakeven: —
Implied vol: 26.5%
Delta: 0.655 ≈65% ITM
Gamma: 0.002
Theta: -1.189
Vega: 2.278
Open interest: 0

Model this call

Put · $2110

Last: $83.25
Breakeven: $2,026.75
Implied vol: 25.9%
Delta: -0.344 ≈34% ITM
Gamma: 0.002
Theta: -0.992
Vega: 2.278
Open interest: 15

Model this put

Call · $2120 In the money

Last: $89.80
Breakeven: $2,209.80
Implied vol: 26.4%
Delta: 0.63 ≈63% ITM
Gamma: 0.002
Theta: -1.199
Vega: 2.288
Open interest: 53

Model this call

Put · $2120

Last: $87.30
Breakeven: $2,032.70
Implied vol: 25.8%
Delta: -0.37 ≈37% ITM
Gamma: 0.003
Theta: -1
Vega: 2.288
Open interest: 50

Model this put

Call · $2130 In the money

Last: $108.00
Breakeven: $2,238.00
Implied vol: 26.6%
Delta: 0.604 ≈60% ITM
Gamma: 0.002
Theta: -1.223
Vega: 2.299
Open interest: 32

Model this call

Put · $2130

Last: $93.30
Breakeven: $2,036.70
Implied vol: 25.5%
Delta: -0.395 ≈40% ITM
Gamma: 0.003
Theta: -1.002
Vega: 2.298
Open interest: 12

Model this put

Call · $2140 In the money

Last: $90.40
Breakeven: $2,230.40
Implied vol: 26.1%
Delta: 0.58 ≈58% ITM
Gamma: 0.003
Theta: -1.218
Vega: 2.309
Open interest: 6

Model this call

Put · $2140

Last: $77.94
Breakeven: $2,062.06
Implied vol: 25%
Delta: -0.421 ≈42% ITM
Gamma: 0.003
Theta: -0.994
Vega: 2.308
Open interest: 6

Model this put

Call · $2150 In the money

Last: $52.90
Breakeven: $2,202.90
Implied vol: 26.4%
Delta: 0.554 ≈55% ITM
Gamma: 0.003
Theta: -1.245
Vega: 2.319
Open interest: 4

Model this call

Put · $2150

Last: —
Breakeven: —
Implied vol: 25.3%
Delta: -0.448 ≈45% ITM
Gamma: 0.003
Theta: -1.025
Vega: 2.319
Open interest: 0

Model this put

Call · $2160 In the money

Last: $68.00
Breakeven: $2,228.00
Implied vol: 26.3%
Delta: 0.529 ≈53% ITM
Gamma: 0.003
Theta: -1.254
Vega: 2.329
Open interest: 9

Model this call

Put · $2160

Last: $89.55
Breakeven: $2,070.45
Implied vol: 25.7%
Delta: -0.475 ≈47% ITM
Gamma: 0.003
Theta: -1.053
Vega: 2.329
Open interest: 4

Model this put

Call · $2170

Last: —
Breakeven: —
Implied vol: 26.2%
Delta: 0.503 ≈50% ITM
Gamma: 0.003
Theta: -1.239
Vega: 2.34
Open interest: 0

Model this call

Put · $2170 In the money

Last: $61.49
Breakeven: $2,108.51
Implied vol: 24.8%
Delta: -0.502 ≈50% ITM
Gamma: 0.003
Theta: -1.005
Vega: 2.339
Open interest: 4

Model this put

Call · $2180

Last: $80.85
Breakeven: $2,260.85
Implied vol: 25.5%
Delta: 0.476 ≈48% ITM
Gamma: 0.003
Theta: -1.196
Vega: 2.351
Open interest: 0

Model this call

Put · $2180 In the money

Last: $88.05
Breakeven: $2,091.95
Implied vol: 25%
Delta: -0.529 ≈53% ITM
Gamma: 0.003
Theta: -0.999
Vega: 2.348
Open interest: 1

Model this put

Call · $2190

Last: $39.60
Breakeven: $2,229.60
Implied vol: 26.3%
Delta: 0.453 ≈45% ITM
Gamma: 0.003
Theta: -1.217
Vega: 2.36
Open interest: 3

Model this call

Put · $2190 In the money

Last: —
Breakeven: —
Implied vol: 24.6%
Delta: -0.557 ≈56% ITM
Gamma: 0.003
Theta: -0.969
Vega: 2.359
Open interest: 0

Model this put

Call · $2200

Last: $70.44
Breakeven: $2,270.44
Implied vol: 26.4%
Delta: 0.427 ≈43% ITM
Gamma: 0.003
Theta: -1.206
Vega: 2.37
Open interest: 93

Model this call

Put · $2200 In the money

Last: $78.00
Breakeven: $2,122.00
Implied vol: 24.7%
Delta: -0.585 ≈58% ITM
Gamma: 0.003
Theta: -0.96
Vega: 2.363
Open interest: 8

Model this put

Call · $2210

Last: $69.00
Breakeven: $2,279.00
Implied vol: 25.9%
Delta: 0.4 ≈40% ITM
Gamma: 0.003
Theta: -1.173
Vega: 2.382
Open interest: 2

Model this call

Put · $2210 In the money

Last: —
Breakeven: —
Implied vol: 24.8%
Delta: -0.612 ≈61% ITM
Gamma: 0.003
Theta: -0.952
Vega: 2.352
Open interest: 0

Model this put

Call · $2220

Last: $124.00
Breakeven: $2,344.00
Implied vol: 25.9%
Delta: 0.375 ≈37% ITM
Gamma: 0.003
Theta: -1.155
Vega: 2.093
Open interest: 24

Model this call

Put · $2220 In the money

Last: $153.40
Breakeven: $2,066.60
Implied vol: 24.6%
Delta: -0.639 ≈64% ITM
Gamma: 0.003
Theta: -0.915
Vega: 2.088
Open interest: 7

Model this put

Call · $2240

Last: $41.00
Breakeven: $2,281.00
Implied vol: 25%
Delta: 0.323 ≈32% ITM
Gamma: 0.002
Theta: -1.035
Vega: 2.114
Open interest: 20

Model this call

Put · $2240 In the money

Last: $163.20
Breakeven: $2,076.80
Implied vol: 24.9%
Delta: -0.685 ≈68% ITM
Gamma: 0.003
Theta: -0.857
Vega: 2.096
Open interest: 8

Model this put

Call · $2260

Last: $30.00
Breakeven: $2,290.00
Implied vol: 25.5%
Delta: 0.281 ≈28% ITM
Gamma: 0.002
Theta: -0.991
Vega: 2.131
Open interest: 1

Model this call

Put · $2260 In the money

Last: $166.90
Breakeven: $2,093.10
Implied vol: 24.3%
Delta: -0.739 ≈74% ITM
Gamma: 0.002
Theta: -0.759
Vega: 2.074
Open interest: 9

Model this put

Call · $2280

Last: $180.20
Breakeven: $2,460.20
Implied vol: 25.1%
Delta: 0.236 ≈24% ITM
Gamma: 0.002
Theta: -0.893
Vega: 1.645
Open interest: 1

Model this call

Put · $2280 In the money

Last: —
Breakeven: —
Implied vol: 24.2%
Delta: -0.782 ≈78% ITM
Gamma: 0.002
Theta: -0.669
Vega: 1.609
Open interest: 0

Model this put

Call · $2300

Last: $11.32
Breakeven: $2,311.32
Implied vol: 24.8%
Delta: 0.196 ≈20% ITM
Gamma: 0.002
Theta: -0.782
Vega: 1.661
Open interest: 31

Model this call

Put · $2300 In the money

Last: $349.40
Breakeven: $1,950.60
Implied vol: 23.6%
Delta: -0.828 ≈83% ITM
Gamma: 0.002
Theta: -0.546
Vega: 1.581
Open interest: 1

Model this put

Call · $2320

Last: $18.00
Breakeven: $2,338.00
Implied vol: 25%
Delta: 0.163 ≈16% ITM
Gamma: 0.002
Theta: -0.704
Vega: 1.675
Open interest: 11

Model this call

Put · $2320 In the money

Last: —
Breakeven: —
Implied vol: 24.3%
Delta: -0.859 ≈86% ITM
Gamma: 0.002
Theta: -0.49
Vega: 1.489
Open interest: 0

Model this put

Call · $2340

Last: —
Breakeven: —
Implied vol: 26.3%
Delta: 0.145 ≈14% ITM
Gamma: 0.001
Theta: -0.686
Vega: 1.122
Open interest: 0

Model this call

Put · $2340 In the money

Last: —
Breakeven: —
Implied vol: 23.4%
Delta: -0.898 ≈90% ITM
Gamma: 0.002
Theta: -0.351
Vega: 1.021
Open interest: 0

Model this put

Call · $2360

Last: $11.60
Breakeven: $2,371.60
Implied vol: 26.2%
Delta: 0.121 ≈12% ITM
Gamma: 0.001
Theta: -0.597
Vega: 1.131
Open interest: 1

Model this call

Put · $2360 In the money

Last: —
Breakeven: —
Implied vol: 22.8%
Delta: -0.933 ≈93% ITM
Gamma: 0.001
Theta: -0.234
Vega: 0.887
Open interest: 0

Model this put

Call · $2380

Last: $10.28
Breakeven: $2,390.28
Implied vol: 28%
Delta: 0.116 ≈12% ITM
Gamma: 0.001
Theta: -0.615
Vega: 1.134
Open interest: 1

Model this call

Put · $2380 In the money

Last: $414.10
Breakeven: $1,965.90
Implied vol: 22.8%
Delta: -0.954 ≈95% ITM
Gamma: 0.001
Theta: -0.17
Vega: 0.512
Open interest: 2

Model this put

Call · $2400

Last: $13.37
Breakeven: $2,413.37
Implied vol: 29.6%
Delta: 0.109 ≈11% ITM
Gamma: 0.001
Theta: -0.62
Vega: 1.138
Open interest: 10

Model this call

Put · $2400 In the money

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

Model this put

Call · $2420

Last: —
Breakeven: —
Implied vol: 29.9%
Delta: 0.092 ≈9% ITM
Gamma: 0.001
Theta: -0.553
Vega: 1.145
Open interest: 0

Model this call

Put · $2420 In the money

Last: $448.00
Breakeven: $1,972.00
Implied vol: 22.7%
Delta: -0.99 ≈99% ITM
Gamma: 0.001
Theta: -0.028
Vega: 0.18
Open interest: 0

Model this put

Call · $2440

Last: $17.30
Breakeven: $2,457.30
Implied vol: 31.9%
Delta: 0.09 ≈9% ITM
Gamma: 0.001
Theta: -0.581
Vega: 1.147
Open interest: 2

Model this call

Put · $2440 In the money

Last: —
Breakeven: —
Implied vol: 23.6%
Delta: -0.992 ≈99% ITM
Gamma: 0
Theta: 0
Vega: 0
Open interest: 0

Model this put

Call · $2460

Last: $10.30
Breakeven: $2,470.30
Implied vol: 29.8%
Delta: 0.062 ≈6% ITM
Gamma: 0.001
Theta: -0.409
Vega: 0.672
Open interest: 2

Model this call

Put · $2460 In the money

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

Model this put

Call · $2480

Last: $102.30
Breakeven: $2,582.30
Implied vol: 30.8%
Delta: 0.057 ≈6% ITM
Gamma: 0.001
Theta: -0.393
Vega: 0.675
Open interest: 1

Model this call

Put · $2480 In the money

Last: $430.70
Breakeven: $2,049.30
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $2500

Last: —
Breakeven: —
Implied vol: 30.1%
Delta: 0.042 ≈4% ITM
Gamma: 0.001
Theta: -0.3
Vega: 0.681
Open interest: 0

Model this call

Put · $2500 In the money

Last: $434.00
Breakeven: $2,066.00
Implied vol: 27.4%
Delta: -0.993 ≈99% ITM
Gamma: 0
Theta: 0
Vega: 0
Open interest: 0

Model this put

Call · $2550

Last: —
Breakeven: —
Implied vol: 29.9%
Delta: 0.024 ≈2% ITM
Gamma: 0
Theta: -0.187
Vega: 0.347
Open interest: 0

Model this call

Put · $2550 In the money

Last: —
Breakeven: —
Implied vol: 30.5%
Delta: -0.994 ≈99% ITM
Gamma: 0
Theta: 0
Vega: 0
Open interest: 0

Model this put

Call · $2600

Last: —
Breakeven: —
Implied vol: 34.9%
Delta: 0.029 ≈3% ITM
Gamma: 0
Theta: -0.257
Vega: 0.346
Open interest: 0

Model this call

Put · $2600 In the money

Last: $526.00
Breakeven: $2,074.00
Implied vol: 33.4%
Delta: -0.994 ≈99% ITM
Gamma: 0
Theta: 0
Vega: 0
Open interest: 0

Model this put

Call · $2700

Last: —
Breakeven: —
Implied vol: 38.9%
Delta: 0.02 ≈2% ITM
Gamma: 0
Theta: -0.209
Vega: 0.352
Open interest: 0

Model this call

Put · $2700 In the money

Last: $671.90
Breakeven: $2,028.10
Implied vol: 39.2%
Delta: -0.995 ≈99% ITM
Gamma: 0
Theta: 0
Vega: 0
Open interest: 0

Model this put

Call · $2800

Last: —
Breakeven: —
Implied vol: 44.4%
Delta: 0.018 ≈2% ITM
Gamma: 0
Theta: -0.217
Vega: 0.357
Open interest: 0

Model this call

Put · $2800 In the money

Last: $744.00
Breakeven: $2,056.00
Implied vol: 44.8%
Delta: -0.995 ≈100% ITM
Gamma: 0
Theta: 0
Vega: 0
Open interest: 0

Model this put

Call · $2900

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

Model this call

Put · $2900 In the money

Last: $900.00
Breakeven: $2,000.00
Implied vol: 50.2%
Delta: -0.996 ≈100% ITM
Gamma: 0
Theta: 0
Vega: 0
Open interest: 0

Model this put

Call · $3000

Last: $0.21
Breakeven: $3,000.21
Implied vol: 67.4%
Delta: 0.044 ≈4% ITM
Gamma: 0
Theta: -0.689
Vega: 0.723
Open interest: 2

Model this call

Put · $3000 In the money

Last: $1,011.70
Breakeven: $1,988.30
Implied vol: 55.4%
Delta: -0.996 ≈100% ITM
Gamma: 0
Theta: 0
Vega: 0
Open interest: 0

Model this put

Call · $3100

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

Model this call

Put · $3100 In the money

Last: $1,048.90
Breakeven: $2,051.10
Implied vol: 60.3%
Delta: -0.996 ≈100% ITM
Gamma: 0
Theta: 0
Vega: 0
Open interest: 0

Model this put

FCNCA · First Citizens Bancshares Inc /De/

Options Chain

Positioning

Open interest by strike · near the money

Chain