0
—
275.9%
0.999
—
185
$0.18
—
—
2
3
Call · $185
In the money
Last —
Breakeven —
Implied vol 275.9%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.064
Vega 0.002
Open interest 0
Model this call
Put · $185
Last $0.18
Breakeven $184.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this put
0
—
266%
0.999
—
190
$0.18
—
—
1
1
Call · $190
In the money
Last —
Breakeven —
Implied vol 266%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.063
Vega 0.002
Open interest 0
Model this call
Put · $190
Last $0.18
Breakeven $189.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
0
—
256.4%
0.999
—
195
$0.18
—
—
3
5
Call · $195
In the money
Last —
Breakeven —
Implied vol 256.4%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.062
Vega 0.002
Open interest 0
Model this call
Put · $195
Last $0.18
Breakeven $194.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 5
Model this put
0
—
246.9%
0.999
—
200
$0.18
—
—
1
1
Call · $200
In the money
Last —
Breakeven —
Implied vol 246.9%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.061
Vega 0.002
Open interest 0
Model this call
Put · $200
Last $0.18
Breakeven $199.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
0
—
261.4%
0.997
—
205
$0.18
—
—
1
1
Call · $205
In the money
Last —
Breakeven —
Implied vol 261.4%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.127
Vega 0.002
Open interest 0
Model this call
Put · $205
Last $0.18
Breakeven $204.82
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this put
0
—
252.1%
0.997
—
210
—
—
—
—
0
Call · $210
In the money
Last —
Breakeven —
Implied vol 252.1%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.126
Vega 0.006
Open interest 0
Model this call
Put · $210
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
242.5%
0.997
—
215
—
—
—
—
0
Call · $215
In the money
Last —
Breakeven —
Implied vol 242.5%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.124
Vega 0.006
Open interest 0
Model this call
Put · $215
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
233.2%
0.997
—
220
—
—
—
—
0
Call · $220
In the money
Last —
Breakeven —
Implied vol 233.2%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.123
Vega 0.006
Open interest 0
Model this call
Put · $220
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
224.1%
0.997
—
225
—
—
—
—
0
Call · $225
In the money
Last —
Breakeven —
Implied vol 224.1%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.121
Vega 0.006
Open interest 0
Model this call
Put · $225
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
194.4%
0.998
—
230
—
—
—
—
0
Call · $230
In the money
Last —
Breakeven —
Implied vol 194.4%
Delta 0.998 ≈100% ITM
Gamma 0
Theta -0.054
Vega 0.002
Open interest 0
Model this call
Put · $230
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
186.2%
0.998
—
235
—
—
—
—
0
Call · $235
In the money
Last —
Breakeven —
Implied vol 186.2%
Delta 0.998 ≈100% ITM
Gamma 0
Theta -0.052
Vega 0.002
Open interest 0
Model this call
Put · $235
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
178.1%
0.998
—
240
—
—
—
—
0
Call · $240
In the money
Last —
Breakeven —
Implied vol 178.1%
Delta 0.998 ≈100% ITM
Gamma 0
Theta -0.05
Vega 0.002
Open interest 0
Model this call
Put · $240
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
170.2%
0.998
—
245
—
—
—
—
0
Call · $245
In the money
Last —
Breakeven —
Implied vol 170.2%
Delta 0.998 ≈100% ITM
Gamma 0
Theta -0.049
Vega 0.002
Open interest 0
Model this call
Put · $245
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
204.8%
0.991
—
250
—
—
—
—
0
Call · $250
In the money
Last —
Breakeven —
Implied vol 204.8%
Delta 0.991 ≈99% ITM
Gamma 0
Theta -0.268
Vega 0.006
Open interest 0
Model this call
Put · $250
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
188.7%
0.993
—
255
—
—
—
—
0
Call · $255
In the money
Last —
Breakeven —
Implied vol 188.7%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.213
Vega 0.006
Open interest 0
Model this call
Put · $255
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
188.3%
0.991
—
260
—
—
—
—
0
Call · $260
In the money
Last —
Breakeven —
Implied vol 188.3%
Delta 0.991 ≈99% ITM
Gamma 0
Theta -0.263
Vega 0.007
Open interest 0
Model this call
Put · $260
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
165.2%
0.994
—
265
—
—
—
—
0
Call · $265
In the money
Last —
Breakeven —
Implied vol 165.2%
Delta 0.994 ≈99% ITM
Gamma 0
Theta -0.157
Vega 0.007
Open interest 0
Model this call
Put · $265
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
175.9%
0.988
—
270
—
-0.054
259.3%
—
0
Call · $270
In the money
Last —
Breakeven —
Implied vol 175.9%
Delta 0.988 ≈99% ITM
Gamma 0
Theta -0.299
Vega 0.016
Open interest 0
Model this call
Put · $270
Last —
Breakeven —
Implied vol 259.3%
Delta -0.054 ≈5% ITM
Gamma 0.001
Theta -1.614
Vega 0.053
Open interest 0
Model this put
0
—
164.3%
0.99
—
275
—
—
—
—
0
Call · $275
In the money
Last —
Breakeven —
Implied vol 164.3%
Delta 0.99 ≈99% ITM
Gamma 0
Theta -0.255
Vega 0.016
Open interest 0
Model this call
Put · $275
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this put
0
—
135.1%
0.996
—
280
—
-0.057
235.7%
—
0
Call · $280
In the money
Last —
Breakeven —
Implied vol 135.1%
Delta 0.996 ≈100% ITM
Gamma 0
Theta -0.098
Vega 0.007
Open interest 0
Model this call
Put · $280
Last —
Breakeven —
Implied vol 235.7%
Delta -0.057 ≈6% ITM
Gamma 0.001
Theta -1.54
Vega 0.054
Open interest 0
Model this put
0
—
151.1%
0.987
—
285
—
-0.029
180.3%
—
0
Call · $285
In the money
Last —
Breakeven —
Implied vol 151.1%
Delta 0.987 ≈99% ITM
Gamma 0.001
Theta -0.287
Vega 0.016
Open interest 0
Model this call
Put · $285
Last —
Breakeven —
Implied vol 180.3%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.673
Vega 0.032
Open interest 0
Model this put
0
—
128.1%
0.993
—
290
—
-0.032
172.8%
—
0
Call · $290
In the money
Last —
Breakeven —
Implied vol 128.1%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.146
Vega 0.007
Open interest 0
Model this call
Put · $290
Last —
Breakeven —
Implied vol 172.8%
Delta -0.032 ≈3% ITM
Gamma 0.001
Theta -0.692
Vega 0.032
Open interest 0
Model this put
0
—
113.8%
0.995
—
295
—
-0.033
163.8%
—
0
Call · $295
In the money
Last —
Breakeven —
Implied vol 113.8%
Delta 0.995 ≈100% ITM
Gamma 0
Theta -0.092
Vega 0.007
Open interest 0
Model this call
Put · $295
Last —
Breakeven —
Implied vol 163.8%
Delta -0.033 ≈3% ITM
Gamma 0.001
Theta -0.682
Vega 0.032
Open interest 0
Model this put
0
—
114.1%
0.992
—
300
—
-0.061
185.7%
—
0
Call · $300
In the money
Last —
Breakeven —
Implied vol 114.1%
Delta 0.992 ≈99% ITM
Gamma 0
Theta -0.142
Vega 0.007
Open interest 0
Model this call
Put · $300
Last —
Breakeven —
Implied vol 185.7%
Delta -0.061 ≈6% ITM
Gamma 0.002
Theta -1.267
Vega 0.056
Open interest 0
Model this put
0
—
107.3%
0.992
—
305
—
-0.035
144.8%
—
0
Call · $305
In the money
Last —
Breakeven —
Implied vol 107.3%
Delta 0.992 ≈99% ITM
Gamma 0.001
Theta -0.139
Vega 0.007
Open interest 0
Model this call
Put · $305
Last —
Breakeven —
Implied vol 144.8%
Delta -0.035 ≈4% ITM
Gamma 0.001
Theta -0.632
Vega 0.033
Open interest 0
Model this put
0
—
78.1%
0.999
—
310
—
-0.037
135.5%
—
0
Call · $310
In the money
Last —
Breakeven —
Implied vol 78.1%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.023
Vega 0.001
Open interest 0
Model this call
Put · $310
Last —
Breakeven —
Implied vol 135.5%
Delta -0.037 ≈4% ITM
Gamma 0.002
Theta -0.607
Vega 0.033
Open interest 0
Model this put
0
—
71%
0.999
—
315
—
-0.04
127.9%
—
0
Call · $315
In the money
Last —
Breakeven —
Implied vol 71%
Delta 0.999 ≈100% ITM
Gamma 0
Theta -0.021
Vega 0.001
Open interest 0
Model this call
Put · $315
Last —
Breakeven —
Implied vol 127.9%
Delta -0.04 ≈4% ITM
Gamma 0.002
Theta -0.612
Vega 0.034
Open interest 0
Model this put
0
—
87.6%
0.991
—
320
—
-0.028
109.3%
—
0
Call · $320
In the money
Last —
Breakeven —
Implied vol 87.6%
Delta 0.991 ≈99% ITM
Gamma 0.001
Theta -0.133
Vega 0.007
Open interest 0
Model this call
Put · $320
Last —
Breakeven —
Implied vol 109.3%
Delta -0.028 ≈3% ITM
Gamma 0.002
Theta -0.398
Vega 0.034
Open interest 0
Model this put
1
1
—
—
$44.40
325
$3.18
-0.045
111.6%
2
2
Call · $325
In the money
Last $44.40
Breakeven $369.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $325
Last $3.18
Breakeven $321.82
Implied vol 111.6%
Delta -0.045 ≈4% ITM
Gamma 0.002
Theta -0.591
Vega 0.034
Open interest 2
Model this put
0
—
75%
0.989
—
330
$2.31
-0.05
105.1%
13
13
Call · $330
In the money
Last —
Breakeven —
Implied vol 75%
Delta 0.989 ≈99% ITM
Gamma 0.001
Theta -0.129
Vega 0.007
Open interest 0
Model this call
Put · $330
Last $2.31
Breakeven $327.69
Implied vol 105.1%
Delta -0.05 ≈5% ITM
Gamma 0.003
Theta -0.61
Vega 0.034
Open interest 13
Model this put
0
—
68.7%
0.989
—
335
$0.89
-0.051
95%
4
13
Call · $335
In the money
Last —
Breakeven —
Implied vol 68.7%
Delta 0.989 ≈99% ITM
Gamma 0.001
Theta -0.126
Vega 0.017
Open interest 0
Model this call
Put · $335
Last $0.89
Breakeven $334.11
Implied vol 95%
Delta -0.051 ≈5% ITM
Gamma 0.003
Theta -0.556
Vega 0.035
Open interest 13
Model this put
0
—
56%
0.993
—
340
$1.30
-0.111
116.7%
1
3
Call · $340
In the money
Last —
Breakeven —
Implied vol 56%
Delta 0.993 ≈99% ITM
Gamma 0.001
Theta -0.072
Vega 0.007
Open interest 0
Model this call
Put · $340
Last $1.30
Breakeven $338.70
Implied vol 116.7%
Delta -0.111 ≈11% ITM
Gamma 0.005
Theta -1.254
Vega 0.06
Open interest 3
Model this put
0
—
50%
0.992
—
345
$2.05
-0.118
106.8%
1
1
Call · $345
In the money
Last —
Breakeven —
Implied vol 50%
Delta 0.992 ≈99% ITM
Gamma 0.001
Theta -0.07
Vega 0.007
Open interest 0
Model this call
Put · $345
Last $2.05
Breakeven $342.95
Implied vol 106.8%
Delta -0.118 ≈12% ITM
Gamma 0.005
Theta -1.205
Vega 0.061
Open interest 1
Model this put
2
1
—
—
$41.10
350
$0.05
-0.13
97.5%
1
4
Call · $350
In the money
Last $41.10
Breakeven $391.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $350
Last $0.05
Breakeven $349.95
Implied vol 97.5%
Delta -0.13 ≈13% ITM
Gamma 0.006
Theta -1.169
Vega 0.092
Open interest 4
Model this put
0
—
53.5%
0.969
—
352.5
—
-0.027
51.7%
—
0
Call · $352.5
In the money
Last —
Breakeven —
Implied vol 53.5%
Delta 0.969 ≈97% ITM
Gamma 0.004
Theta -0.225
Vega 0.035
Open interest 0
Model this call
Put · $352.5
Last —
Breakeven —
Implied vol 51.7%
Delta -0.027 ≈3% ITM
Gamma 0.003
Theta -0.181
Vega 0.018
Open interest 0
Model this put
0
—
48.1%
0.972
—
355
$0.65
-0.074
63.6%
1
3
Call · $355
In the money
Last —
Breakeven —
Implied vol 48.1%
Delta 0.972 ≈97% ITM
Gamma 0.004
Theta -0.188
Vega 0.018
Open interest 0
Model this call
Put · $355
Last $0.65
Breakeven $354.35
Implied vol 63.6%
Delta -0.074 ≈7% ITM
Gamma 0.006
Theta -0.502
Vega 0.062
Open interest 3
Model this put
0
—
—
—
—
357.5
$0.10
-0.079
59.3%
8
13
Call · $357.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $357.5
Last $0.10
Breakeven $357.40
Implied vol 59.3%
Delta -0.079 ≈8% ITM
Gamma 0.007
Theta -0.488
Vega 0.062
Open interest 13
Model this put
1
1
—
—
$21.48
360
$0.10
-0.033
41.4%
1
20
Call · $360
In the money
Last $21.48
Breakeven $381.48
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $360
Last $0.10
Breakeven $359.90
Implied vol 41.4%
Delta -0.033 ≈3% ITM
Gamma 0.005
Theta -0.17
Vega 0.036
Open interest 20
Model this put
0
—
—
—
—
362.5
$0.39
-0.057
43.5%
10
10
Call · $362.5
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $362.5
Last $0.39
Breakeven $362.11
Implied vol 43.5%
Delta -0.057 ≈6% ITM
Gamma 0.007
Theta -0.281
Vega 0.036
Open interest 10
Model this put
0
—
38.2%
0.944
—
365
$0.45
-0.096
46.7%
1
33
Call · $365
In the money
Last —
Breakeven —
Implied vol 38.2%
Delta 0.944 ≈94% ITM
Gamma 0.008
Theta -0.256
Vega 0.036
Open interest 0
Model this call
Put · $365
Last $0.45
Breakeven $364.55
Implied vol 46.7%
Delta -0.096 ≈10% ITM
Gamma 0.01
Theta -0.446
Vega 0.062
Open interest 33
Model this put
0
—
36%
0.934
—
367.5
$0.45
-0.102
42.2%
4
32
Call · $367.5
In the money
Last —
Breakeven —
Implied vol 36%
Delta 0.934 ≈93% ITM
Gamma 0.01
Theta -0.278
Vega 0.062
Open interest 0
Model this call
Put · $367.5
Last $0.45
Breakeven $367.05
Implied vol 42.2%
Delta -0.102 ≈10% ITM
Gamma 0.012
Theta -0.422
Vega 0.063
Open interest 32
Model this put
4
5
27.1%
0.955
$9.50
370
$0.55
-0.096
35.3%
5
9
Call · $370
In the money
Last $9.50
Breakeven $379.50
Implied vol 27.1%
Delta 0.955 ≈96% ITM
Gamma 0.01
Theta -0.158
Vega 0.036
Open interest 4
Model this call
Put · $370
Last $0.55
Breakeven $369.45
Implied vol 35.3%
Delta -0.096 ≈10% ITM
Gamma 0.013
Theta -0.336
Vega 0.063
Open interest 9
Model this put
2
2
27%
0.925
$17.75
372.5
$0.66
-0.124
34%
3
3
Call · $372.5
In the money
Last $17.75
Breakeven $390.25
Implied vol 27%
Delta 0.925 ≈93% ITM
Gamma 0.014
Theta -0.23
Vega 0.063
Open interest 2
Model this call
Put · $372.5
Last $0.66
Breakeven $371.84
Implied vol 34%
Delta -0.124 ≈12% ITM
Gamma 0.017
Theta -0.394
Vega 0.063
Open interest 3
Model this put
16
16
29%
0.865
$10.24
375
$1.92
-0.175
33.9%
1
37
Call · $375
In the money
Last $10.24
Breakeven $385.24
Implied vol 29%
Delta 0.865 ≈86% ITM
Gamma 0.021
Theta -0.372
Vega 0.095
Open interest 16
Model this call
Put · $375
Last $1.92
Breakeven $373.08
Implied vol 33.9%
Delta -0.175 ≈17% ITM
Gamma 0.021
Theta -0.488
Vega 0.095
Open interest 37
Model this put
59
69
22.1%
0.869
$7.97
377.5
$2.42
-0.227
33.4%
1
22
Call · $377.5
In the money
Last $7.97
Breakeven $385.47
Implied vol 22.1%
Delta 0.869 ≈87% ITM
Gamma 0.027
Theta -0.282
Vega 0.095
Open interest 59
Model this call
Put · $377.5
Last $2.42
Breakeven $375.08
Implied vol 33.4%
Delta -0.227 ≈23% ITM
Gamma 0.025
Theta -0.571
Vega 0.125
Open interest 22
Model this put
71
1
23.1%
0.778
$3.50
380
$1.50
-0.26
27.2%
4
35
Call · $380
In the money
Last $3.50
Breakeven $383.50
Implied vol 23.1%
Delta 0.778 ≈78% ITM
Gamma 0.036
Theta -0.406
Vega 0.095
Open interest 71
Model this call
Put · $380
Last $1.50
Breakeven $378.50
Implied vol 27.2%
Delta -0.26 ≈26% ITM
Gamma 0.033
Theta -0.494
Vega 0.125
Open interest 35
Model this put
10
13
24.4%
0.667
$3.10
382.5
$3.00
-0.365
31.2%
9
18
Call · $382.5
In the money
Last $3.10
Breakeven $385.60
Implied vol 24.4%
Delta 0.667 ≈67% ITM
Gamma 0.041
Theta -0.517
Vega 0.125
Open interest 10
Model this call
Put · $382.5
Last $3.00
Breakeven $379.50
Implied vol 31.2%
Delta -0.365 ≈37% ITM
Gamma 0.034
Theta -0.662
Vega 0.143
Open interest 18
Model this put
28
3
19.4%
0.571
$2.76
385
$6.52
-0.451
30.6%
1
0
Call · $385
In the money
Last $2.76
Breakeven $387.76
Implied vol 19.4%
Delta 0.571 ≈57% ITM
Gamma 0.056
Theta -0.44
Vega 0.144
Open interest 28
Model this call
Put · $385
Last $6.52
Breakeven $378.48
Implied vol 30.6%
Delta -0.451 ≈45% ITM
Gamma 0.036
Theta -0.679
Vega 0.144
Open interest 0
Model this put
Underlying $386.81
86
85
20.9%
0.437
$2.30
387.5
$4.40
-0.545
28.1%
1
0
Call · $387.5
Last $2.30
Breakeven $389.80
Implied vol 20.9%
Delta 0.437 ≈44% ITM
Gamma 0.052
Theta -0.472
Vega 0.145
Open interest 86
Model this call
Put · $387.5
In the money
Last $4.40
Breakeven $383.10
Implied vol 28.1%
Delta -0.545 ≈54% ITM
Gamma 0.039
Theta -0.62
Vega 0.145
Open interest 0
Model this put
58
24
24%
0.338
$1.95
390
$8.64
-0.629
30.6%
7
14
Call · $390
Last $1.95
Breakeven $391.95
Implied vol 24%
Delta 0.338 ≈34% ITM
Gamma 0.042
Theta -0.505
Vega 0.127
Open interest 58
Model this call
Put · $390
In the money
Last $8.64
Breakeven $381.36
Implied vol 30.6%
Delta -0.629 ≈63% ITM
Gamma 0.035
Theta -0.65
Vega 0.145
Open interest 14
Model this put
73
5
23.4%
0.233
$1.10
392.5
$18.31
-0.715
29.4%
2
5
Call · $392.5
Last $1.10
Breakeven $393.60
Implied vol 23.4%
Delta 0.233 ≈23% ITM
Gamma 0.037
Theta -0.414
Vega 0.098
Open interest 73
Model this call
Put · $392.5
In the money
Last $18.31
Breakeven $374.19
Implied vol 29.4%
Delta -0.715 ≈71% ITM
Gamma 0.032
Theta -0.552
Vega 0.128
Open interest 5
Model this put
30
3
25.5%
0.178
$0.70
395
$13.00
-0.783
30.1%
1
2
Call · $395
Last $0.70
Breakeven $395.70
Implied vol 25.5%
Delta 0.178 ≈18% ITM
Gamma 0.028
Theta -0.376
Vega 0.098
Open interest 30
Model this call
Put · $395
In the money
Last $13.00
Breakeven $382.00
Implied vol 30.1%
Delta -0.783 ≈78% ITM
Gamma 0.027
Theta -0.49
Vega 0.098
Open interest 2
Model this put
54
2
28.2%
0.139
$0.52
397.5
$8.71
-0.853
29.1%
1
1
Call · $397.5
Last $0.52
Breakeven $398.02
Implied vol 28.2%
Delta 0.139 ≈14% ITM
Gamma 0.022
Theta -0.36
Vega 0.099
Open interest 54
Model this call
Put · $397.5
In the money
Last $8.71
Breakeven $388.79
Implied vol 29.1%
Delta -0.853 ≈85% ITM
Gamma 0.022
Theta -0.366
Vega 0.098
Open interest 1
Model this put
97
15
25.7%
0.072
$0.23
400
$12.70
-0.901
28.8%
2
0
Call · $400
Last $0.23
Breakeven $400.23
Implied vol 25.7%
Delta 0.072 ≈7% ITM
Gamma 0.015
Theta -0.202
Vega 0.066
Open interest 97
Model this call
Put · $400
In the money
Last $12.70
Breakeven $387.30
Implied vol 28.8%
Delta -0.901 ≈90% ITM
Gamma 0.017
Theta -0.269
Vega 0.066
Open interest 0
Model this put
5
2
35.1%
0.109
$0.44
402.5
—
-0.905
33.3%
—
0
Call · $402.5
Last $0.44
Breakeven $402.94
Implied vol 35.1%
Delta 0.109 ≈11% ITM
Gamma 0.015
Theta -0.37
Vega 0.066
Open interest 5
Model this call
Put · $402.5
In the money
Last —
Breakeven —
Implied vol 33.3%
Delta -0.905 ≈90% ITM
Gamma 0.014
Theta -0.304
Vega 0.066
Open interest 0
Model this put
7
2
33.4%
0.066
$6.00
405
—
-0.918
36.2%
—
0
Call · $405
Last $6.00
Breakeven $411.00
Implied vol 33.4%
Delta 0.066 ≈7% ITM
Gamma 0.011
Theta -0.243
Vega 0.038
Open interest 7
Model this call
Put · $405
In the money
Last —
Breakeven —
Implied vol 36.2%
Delta -0.918 ≈92% ITM
Gamma 0.012
Theta -0.297
Vega 0.065
Open interest 0
Model this put
1
1
46.9%
0.117
$3.90
407.5
—
-0.979
28.5%
—
0
Call · $407.5
Last $3.90
Breakeven $411.40
Implied vol 46.9%
Delta 0.117 ≈12% ITM
Gamma 0.012
Theta -0.522
Vega 0.066
Open interest 1
Model this call
Put · $407.5
In the money
Last —
Breakeven —
Implied vol 28.5%
Delta -0.979 ≈98% ITM
Gamma 0.005
Theta -0.071
Vega 0.018
Open interest 0
Model this put
1
1
66.5%
0.179
$4.00
410
—
-0.964
35.7%
—
0
Call · $410
Last $4.00
Breakeven $414.00
Implied vol 66.5%
Delta 0.179 ≈18% ITM
Gamma 0.011
Theta -0.982
Vega 0.1
Open interest 1
Model this call
Put · $410
In the money
Last —
Breakeven —
Implied vol 35.7%
Delta -0.964 ≈96% ITM
Gamma 0.006
Theta -0.148
Vega 0.037
Open interest 0
Model this put
0
—
71.3%
0.173
—
412.5
—
-0.982
33.9%
—
0
Call · $412.5
Last —
Breakeven —
Implied vol 71.3%
Delta 0.173 ≈17% ITM
Gamma 0.01
Theta -1.029
Vega 0.1
Open interest 0
Model this call
Put · $412.5
In the money
Last —
Breakeven —
Implied vol 33.9%
Delta -0.982 ≈98% ITM
Gamma 0.004
Theta -0.074
Vega 0.018
Open interest 0
Model this put
0
—
76.1%
0.167
—
415
—
-0.994
31.9%
—
0
Call · $415
Last —
Breakeven —
Implied vol 76.1%
Delta 0.167 ≈17% ITM
Gamma 0.009
Theta -1.076
Vega 0.1
Open interest 0
Model this call
Put · $415
In the money
Last —
Breakeven —
Implied vol 31.9%
Delta -0.994 ≈99% ITM
Gamma 0.002
Theta -0.021
Vega 0.006
Open interest 0
Model this put
0
—
65.3%
0.091
—
420
—
-0.978
44.6%
—
0
Call · $420
Last —
Breakeven —
Implied vol 65.3%
Delta 0.091 ≈9% ITM
Gamma 0.007
Theta -0.601
Vega 0.067
Open interest 0
Model this call
Put · $420
In the money
Last —
Breakeven —
Implied vol 44.6%
Delta -0.978 ≈98% ITM
Gamma 0.003
Theta -0.121
Vega 0.019
Open interest 0
Model this put
0
—
73%
0.087
—
425
—
-0.98
49.8%
—
0
Call · $425
Last —
Breakeven —
Implied vol 73%
Delta 0.087 ≈9% ITM
Gamma 0.006
Theta -0.65
Vega 0.068
Open interest 0
Model this call
Put · $425
In the money
Last —
Breakeven —
Implied vol 49.8%
Delta -0.98 ≈98% ITM
Gamma 0.003
Theta -0.124
Vega 0.019
Open interest 0
Model this put
0
—
100.5%
0.137
—
430
—
-0.996
45.7%
—
0
Call · $430
Last —
Breakeven —
Implied vol 100.5%
Delta 0.137 ≈14% ITM
Gamma 0.006
Theta -1.254
Vega 0.068
Open interest 0
Model this call
Put · $430
In the money
Last —
Breakeven —
Implied vol 45.7%
Delta -0.996 ≈100% ITM
Gamma 0.001
Theta -0.023
Vega 0.006
Open interest 0
Model this put
0
—
93%
0.094
—
435
—
-0.996
50.2%
—
0
Call · $435
Last —
Breakeven —
Implied vol 93%
Delta 0.094 ≈9% ITM
Gamma 0.005
Theta -0.88
Vega 0.068
Open interest 0
Model this call
Put · $435
In the money
Last —
Breakeven —
Implied vol 50.2%
Delta -0.996 ≈100% ITM
Gamma 0.001
Theta -0.023
Vega 0.006
Open interest 0
Model this put
0
—
89.2%
0.065
—
440
—
-0.997
54.6%
—
0
Call · $440
Last —
Breakeven —
Implied vol 89.2%
Delta 0.065 ≈6% ITM
Gamma 0.004
Theta -0.635
Vega 0.04
Open interest 0
Model this call
Put · $440
In the money
Last —
Breakeven —
Implied vol 54.6%
Delta -0.997 ≈100% ITM
Gamma 0.001
Theta -0.024
Vega 0.005
Open interest 0
Model this put
2
1
78.9%
0.029
$0.25
445
—
-0.997
59%
—
0
Call · $445
Last $0.25
Breakeven $445.25
Implied vol 78.9%
Delta 0.029 ≈3% ITM
Gamma 0.002
Theta -0.298
Vega 0.02
Open interest 2
Model this call
Put · $445
In the money
Last —
Breakeven —
Implied vol 59%
Delta -0.997 ≈100% ITM
Gamma 0.001
Theta -0.024
Vega 0.005
Open interest 0
Model this put
0
—
—
—
—
450
—
-0.997
63.3%
—
0
Call · $450
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $450
In the money
Last —
Breakeven —
Implied vol 63.3%
Delta -0.997 ≈100% ITM
Gamma 0.001
Theta -0.025
Vega 0.004
Open interest 0
Model this put
0
—
—
—
—
455
—
-0.997
67.2%
—
0
Call · $455
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $455
In the money
Last —
Breakeven —
Implied vol 67.2%
Delta -0.997 ≈100% ITM
Gamma 0.001
Theta -0.025
Vega 0.002
Open interest 0
Model this put
0
—
—
—
—
460
—
-0.997
71%
—
0
Call · $460
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $460
In the money
Last —
Breakeven —
Implied vol 71%
Delta -0.997 ≈100% ITM
Gamma 0
Theta -0.026
Vega 0.002
Open interest 0
Model this put