2
1
—
—
$460.00
535
$0.52
-0.016
266.1%
1
12
Call · $535
In the money
Last $460.00
Breakeven $995.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $535
Last $0.52
Breakeven $534.48
Implied vol 266.1%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -1.209
Vega 0.045
Open interest 12
Model this put
0
—
—
—
—
540
—
-0.008
230%
—
0
Call · $540
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $540
Last —
Breakeven —
Implied vol 230%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.55
Vega 0.02
Open interest 0
Model this put
1
1
0.1%
1
$528.30
545
—
-0.017
260.5%
—
0
Call · $545
In the money
Last $528.30
Breakeven $1,073.30
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.049
Vega -0.001
Open interest 1
Model this call
Put · $545
Last —
Breakeven —
Implied vol 260.5%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -1.229
Vega 0.046
Open interest 0
Model this put
1
1
0.1%
1
$451.80
550
—
-0.017
257.1%
—
0
Call · $550
In the money
Last $451.80
Breakeven $1,001.80
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.049
Vega 0
Open interest 1
Model this call
Put · $550
Last —
Breakeven —
Implied vol 257.1%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -1.228
Vega 0.046
Open interest 0
Model this put
2
2
—
—
$445.00
555
—
-0.017
253.8%
—
0
Call · $555
In the money
Last $445.00
Breakeven $1,000.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $555
Last —
Breakeven —
Implied vol 253.8%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -1.226
Vega 0.046
Open interest 0
Model this put
1
1
0.1%
1
$591.00
560
—
-0.017
250.5%
—
0
Call · $560
In the money
Last $591.00
Breakeven $1,151.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.05
Vega 0
Open interest 1
Model this call
Put · $560
Last —
Breakeven —
Implied vol 250.5%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -1.224
Vega 0.047
Open interest 0
Model this put
1
1
0.1%
1
$586.00
565
—
-0.018
249.4%
—
0
Call · $565
In the money
Last $586.00
Breakeven $1,151.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.051
Vega 0
Open interest 1
Model this call
Put · $565
Last —
Breakeven —
Implied vol 249.4%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -1.269
Vega 0.047
Open interest 0
Model this put
1
1
0.1%
1
$514.70
570
—
-0.018
246.2%
—
0
Call · $570
In the money
Last $514.70
Breakeven $1,084.70
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.051
Vega 0
Open interest 1
Model this call
Put · $570
Last —
Breakeven —
Implied vol 246.2%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -1.267
Vega 0.047
Open interest 0
Model this put
0
—
0.1%
1
—
575
$0.06
-0.019
243%
7
7
Call · $575
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.052
Vega 0
Open interest 0
Model this call
Put · $575
Last $0.06
Breakeven $574.94
Implied vol 243%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -1.265
Vega 0.047
Open interest 7
Model this put
1
1
0.1%
1
$482.38
580
$2.18
-0.008
204.7%
1
2
Call · $580
In the money
Last $482.38
Breakeven $1,062.38
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.052
Vega 0
Open interest 1
Model this call
Put · $580
Last $2.18
Breakeven $577.82
Implied vol 204.7%
Delta -0.008 ≈1% ITM
Gamma 0
Theta -0.515
Vega 0.02
Open interest 2
Model this put
0
—
0.1%
1
—
585
—
-0.019
237.7%
—
0
Call · $585
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.053
Vega 0
Open interest 0
Model this call
Put · $585
Last —
Breakeven —
Implied vol 237.7%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -1.285
Vega 0.048
Open interest 0
Model this put
2
2
0.1%
1
$410.00
590
—
-0.009
201.6%
—
0
Call · $590
In the money
Last $410.00
Breakeven $1,000.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.053
Vega 0
Open interest 2
Model this call
Put · $590
Last —
Breakeven —
Implied vol 201.6%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.545
Vega 0.023
Open interest 0
Model this put
0
—
0.1%
1
—
595
—
-0.009
198.7%
—
0
Call · $595
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.054
Vega 0
Open interest 0
Model this call
Put · $595
Last —
Breakeven —
Implied vol 198.7%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.543
Vega 0.048
Open interest 0
Model this put
0
—
0.1%
1
—
600
$0.29
-0.009
195.8%
1
2
Call · $600
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.054
Vega 0
Open interest 0
Model this call
Put · $600
Last $0.29
Breakeven $599.71
Implied vol 195.8%
Delta -0.009 ≈1% ITM
Gamma 0
Theta -0.541
Vega 0.048
Open interest 2
Model this put
1
1
0.1%
1
$484.10
605
—
-0.021
226.4%
—
0
Call · $605
In the money
Last $484.10
Breakeven $1,089.10
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.055
Vega 0
Open interest 1
Model this call
Put · $605
Last —
Breakeven —
Implied vol 226.4%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -1.301
Vega 0.048
Open interest 0
Model this put
1
1
0.1%
1
$479.10
610
—
-0.02
218.2%
—
0
Call · $610
In the money
Last $479.10
Breakeven $1,089.10
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.055
Vega 0
Open interest 1
Model this call
Put · $610
Last —
Breakeven —
Implied vol 218.2%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -1.182
Vega 0.049
Open interest 0
Model this put
0
—
0.1%
1
—
615
—
-0.02
215.3%
—
0
Call · $615
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.056
Vega 0
Open interest 0
Model this call
Put · $615
Last —
Breakeven —
Implied vol 215.3%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -1.18
Vega 0.049
Open interest 0
Model this put
2
4
0.1%
1
$389.70
620
—
-0.021
214.3%
—
0
Call · $620
In the money
Last $389.70
Breakeven $1,009.70
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.056
Vega 0
Open interest 2
Model this call
Put · $620
Last —
Breakeven —
Implied vol 214.3%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -1.225
Vega 0.049
Open interest 0
Model this put
0
—
0.1%
1
—
625
—
-0.01
181.5%
—
0
Call · $625
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.057
Vega 0
Open interest 0
Model this call
Put · $625
Last —
Breakeven —
Implied vol 181.5%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.531
Vega 0.049
Open interest 0
Model this put
0
—
0.1%
1
—
630
—
-0.02
205.5%
—
0
Call · $630
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.057
Vega 0
Open interest 0
Model this call
Put · $630
Last —
Breakeven —
Implied vol 205.5%
Delta -0.02 ≈2% ITM
Gamma 0
Theta -1.151
Vega 0.05
Open interest 0
Model this put
1
1
—
—
$421.20
635
$0.08
-0.021
203.6%
3
4
Call · $635
In the money
Last $421.20
Breakeven $1,056.20
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $635
Last $0.08
Breakeven $634.92
Implied vol 203.6%
Delta -0.021 ≈2% ITM
Gamma 0
Theta -1.173
Vega 0.05
Open interest 4
Model this put
0
—
—
—
—
640
$0.85
-0.01
173.2%
1
1
Call · $640
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $640
Last $0.85
Breakeven $639.15
Implied vol 173.2%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.526
Vega 0.05
Open interest 1
Model this put
1
1
—
—
$384.00
645
—
-0.023
202.8%
—
0
Call · $645
In the money
Last $384.00
Breakeven $1,029.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $645
Last —
Breakeven —
Implied vol 202.8%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -1.291
Vega 0.1
Open interest 0
Model this put
1
1
0.1%
1
$416.50
650
—
-0.024
199.4%
—
0
Call · $650
In the money
Last $416.50
Breakeven $1,066.50
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.059
Vega 0
Open interest 1
Model this call
Put · $650
Last —
Breakeven —
Implied vol 199.4%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -1.276
Vega 0.101
Open interest 0
Model this put
1
1
—
—
$374.00
655
$4.80
-0.017
178.5%
250
271
Call · $655
In the money
Last $374.00
Breakeven $1,029.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $655
Last $4.80
Breakeven $650.20
Implied vol 178.5%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.837
Vega 0.051
Open interest 271
Model this put
1
2
—
—
$360.10
660
—
-0.034
208%
—
0
Call · $660
In the money
Last $360.10
Breakeven $1,020.10
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $660
Last —
Breakeven —
Implied vol 208%
Delta -0.034 ≈3% ITM
Gamma 0
Theta -1.78
Vega 0.101
Open interest 0
Model this put
1
1
0.1%
1
$364.00
665
$1.70
-0.023
186.8%
4
2
Call · $665
In the money
Last $364.00
Breakeven $1,029.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.061
Vega 0
Open interest 1
Model this call
Put · $665
Last $1.70
Breakeven $663.30
Implied vol 186.8%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -1.161
Vega 0.051
Open interest 2
Model this put
3
2
—
—
$360.40
670
$1.70
-0.023
183.1%
8
15
Call · $670
In the money
Last $360.40
Breakeven $1,030.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 3
Model this call
Put · $670
Last $1.70
Breakeven $668.30
Implied vol 183.1%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -1.136
Vega 0.051
Open interest 15
Model this put
0
1
—
—
$354.00
675
$1.71
-0.024
181.4%
122
44
Call · $675
In the money
Last $354.00
Breakeven $1,029.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $675
Last $1.71
Breakeven $673.29
Implied vol 181.4%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -1.158
Vega 0.051
Open interest 44
Model this put
2
1
—
—
$349.00
680
—
-0.024
178.7%
—
0
Call · $680
In the money
Last $349.00
Breakeven $1,029.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 2
Model this call
Put · $680
Last —
Breakeven —
Implied vol 178.7%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -1.155
Vega 0.103
Open interest 0
Model this put
2
2
0.1%
1
$344.00
685
—
-0.024
175.1%
—
0
Call · $685
In the money
Last $344.00
Breakeven $1,029.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.063
Vega 0
Open interest 2
Model this call
Put · $685
Last —
Breakeven —
Implied vol 175.1%
Delta -0.024 ≈2% ITM
Gamma 0
Theta -1.13
Vega 0.052
Open interest 0
Model this put
5
2
0.1%
1
$310.00
690
$0.67
-0.014
151.8%
20
20
Call · $690
In the money
Last $310.00
Breakeven $1,000.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.063
Vega 0
Open interest 5
Model this call
Put · $690
Last $0.67
Breakeven $689.33
Implied vol 151.8%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.623
Vega 0.052
Open interest 20
Model this put
5
2
0.1%
1
$305.00
695
$0.07
-0.015
150.2%
10
10
Call · $695
In the money
Last $305.00
Breakeven $1,000.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.064
Vega 0
Open interest 5
Model this call
Put · $695
Last $0.07
Breakeven $694.93
Implied vol 150.2%
Delta -0.015 ≈2% ITM
Gamma 0
Theta -0.645
Vega 0.052
Open interest 10
Model this put
4
2
0.1%
1
$358.00
700
$2.24
-0.026
167.4%
1
189
Call · $700
In the money
Last $358.00
Breakeven $1,058.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.064
Vega 0
Open interest 4
Model this call
Put · $700
Last $2.24
Breakeven $697.76
Implied vol 167.4%
Delta -0.026 ≈3% ITM
Gamma 0
Theta -1.148
Vega 0.105
Open interest 189
Model this put
3
1
0.1%
1
$378.00
705
$2.25
-0.026
164.1%
1
5
Call · $705
In the money
Last $378.00
Breakeven $1,083.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.065
Vega 0
Open interest 3
Model this call
Put · $705
Last $2.25
Breakeven $702.75
Implied vol 164.1%
Delta -0.026 ≈3% ITM
Gamma 0
Theta -1.125
Vega 0.105
Open interest 5
Model this put
8
6
110.2%
0.997
$312.90
710
$2.36
-0.023
155.5%
1
1
Call · $710
In the money
Last $312.90
Breakeven $1,022.90
Implied vol 110.2%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.17
Vega 0.008
Open interest 8
Model this call
Put · $710
Last $2.36
Breakeven $707.64
Implied vol 155.5%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.956
Vega 0.053
Open interest 1
Model this put
1
1
0.1%
1
$418.00
715
$0.24
-0.012
133.6%
3
32
Call · $715
In the money
Last $418.00
Breakeven $1,133.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.066
Vega 0
Open interest 1
Model this call
Put · $715
Last $0.24
Breakeven $714.76
Implied vol 133.6%
Delta -0.012 ≈1% ITM
Gamma 0
Theta -0.473
Vega 0.053
Open interest 32
Model this put
0
—
0.1%
1
—
720
$2.93
-0.029
157.5%
16
2
Call · $720
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.066
Vega 0
Open interest 0
Model this call
Put · $720
Last $2.93
Breakeven $717.07
Implied vol 157.5%
Delta -0.029 ≈3% ITM
Gamma 0
Theta -1.176
Vega 0.106
Open interest 2
Model this put
3
1
97.5%
0.998
$372.00
725
$2.21
-0.014
130.7%
4
5
Call · $725
In the money
Last $372.00
Breakeven $1,097.00
Implied vol 97.5%
Delta 0.998 ≈100% ITM
Gamma 0
Theta -0.125
Vega 0.008
Open interest 3
Model this call
Put · $725
Last $2.21
Breakeven $722.79
Implied vol 130.7%
Delta -0.014 ≈1% ITM
Gamma 0
Theta -0.516
Vega 0.053
Open interest 5
Model this put
6
8
0.1%
1
$403.55
730
$0.05
-0.002
97.1%
11
12
Call · $730
In the money
Last $403.55
Breakeven $1,133.55
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.067
Vega 0
Open interest 6
Model this call
Put · $730
Last $0.05
Breakeven $729.95
Implied vol 97.1%
Delta -0.002 ≈0% ITM
Gamma 0
Theta -0.068
Vega 0.008
Open interest 12
Model this put
1
1
99.1%
0.997
$320.70
735
$3.10
-0.028
146.8%
36
28
Call · $735
In the money
Last $320.70
Breakeven $1,055.70
Implied vol 99.1%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.161
Vega 0.008
Open interest 1
Model this call
Put · $735
Last $3.10
Breakeven $731.90
Implied vol 146.8%
Delta -0.028 ≈3% ITM
Gamma 0
Theta -1.072
Vega 0.107
Open interest 28
Model this put
1
1
96.9%
0.997
$359.00
740
—
-0.016
125.4%
—
0
Call · $740
In the money
Last $359.00
Breakeven $1,099.00
Implied vol 96.9%
Delta 0.997 ≈100% ITM
Gamma 0
Theta -0.159
Vega 0.008
Open interest 1
Model this call
Put · $740
Last —
Breakeven —
Implied vol 125.4%
Delta -0.016 ≈2% ITM
Gamma 0
Theta -0.557
Vega 0.054
Open interest 0
Model this put
0
—
—
—
—
745
$0.05
-0.01
115.1%
2
2
Call · $745
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $745
Last $0.05
Breakeven $744.95
Implied vol 115.1%
Delta -0.01 ≈1% ITM
Gamma 0
Theta -0.355
Vega 0.054
Open interest 2
Model this put
1
1
—
—
$267.00
750
$0.15
-0.004
97.2%
2
27
Call · $750
In the money
Last $267.00
Breakeven $1,017.00
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $750
Last $0.15
Breakeven $749.85
Implied vol 97.2%
Delta -0.004 ≈0% ITM
Gamma 0
Theta -0.124
Vega 0.023
Open interest 27
Model this put
2
1
0.1%
1
$250.89
755
$2.84
-0.015
116.1%
3
1
Call · $755
In the money
Last $250.89
Breakeven $1,005.89
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.07
Vega 0
Open interest 2
Model this call
Put · $755
Last $2.84
Breakeven $752.16
Implied vol 116.1%
Delta -0.015 ≈1% ITM
Gamma 0
Theta -0.492
Vega 0.054
Open interest 1
Model this put
1
1
0.1%
1
$414.20
760
$0.35
-0.015
113.3%
5
7
Call · $760
In the money
Last $414.20
Breakeven $1,174.20
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.07
Vega 0
Open interest 1
Model this call
Put · $760
Last $0.35
Breakeven $759.65
Implied vol 113.3%
Delta -0.015 ≈1% ITM
Gamma 0
Theta -0.478
Vega 0.054
Open interest 7
Model this put
0
1
0.1%
1
$258.67
765
$0.68
-0.019
116%
3
4
Call · $765
In the money
Last $258.67
Breakeven $1,023.67
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.071
Vega 0
Open interest 0
Model this call
Put · $765
Last $0.68
Breakeven $764.32
Implied vol 116%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.605
Vega 0.055
Open interest 4
Model this put
0
1
0.1%
1
$259.00
770
$0.10
-0.033
129.2%
29
36
Call · $770
In the money
Last $259.00
Breakeven $1,029.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.071
Vega 0
Open interest 0
Model this call
Put · $770
Last $0.10
Breakeven $769.90
Implied vol 129.2%
Delta -0.033 ≈3% ITM
Gamma 0
Theta -1.073
Vega 0.11
Open interest 36
Model this put
1
1
0.1%
1
$325.00
775
$0.05
-0.034
126.8%
6
15
Call · $775
In the money
Last $325.00
Breakeven $1,100.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.072
Vega 0
Open interest 1
Model this call
Put · $775
Last $0.05
Breakeven $774.95
Implied vol 126.8%
Delta -0.034 ≈3% ITM
Gamma 0
Theta -1.076
Vega 0.11
Open interest 15
Model this put
1
2
86.7%
0.995
$228.00
780
$1.09
-0.019
107.9%
1
10
Call · $780
In the money
Last $228.00
Breakeven $1,008.00
Implied vol 86.7%
Delta 0.995 ≈99% ITM
Gamma 0
Theta -0.213
Vega 0.024
Open interest 1
Model this call
Put · $780
Last $1.09
Breakeven $778.91
Implied vol 107.9%
Delta -0.019 ≈2% ITM
Gamma 0
Theta -0.564
Vega 0.055
Open interest 10
Model this put
0
—
—
—
—
785
$0.35
-0.005
84.4%
6
82
Call · $785
In the money
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $785
Last $0.35
Breakeven $784.65
Implied vol 84.4%
Delta -0.005 ≈0% ITM
Gamma 0
Theta -0.135
Vega 0.024
Open interest 82
Model this put
0
—
0.1%
1
—
790
$2.54
-0.023
107.9%
1
37
Call · $790
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.073
Vega 0
Open interest 0
Model this call
Put · $790
Last $2.54
Breakeven $787.46
Implied vol 107.9%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.678
Vega 0.056
Open interest 37
Model this put
1
1
—
—
$401.40
795
$0.35
-0.023
104.4%
1
6
Call · $795
In the money
Last $401.40
Breakeven $1,196.40
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 1
Model this call
Put · $795
Last $0.35
Breakeven $794.65
Implied vol 104.4%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.64
Vega 0.056
Open interest 6
Model this put
7
1
82.7%
0.992
$234.24
800
$0.28
-0.007
81.8%
891
1.5k
Call · $800
In the money
Last $234.24
Breakeven $1,034.24
Implied vol 82.7%
Delta 0.992 ≈99% ITM
Gamma 0
Theta -0.267
Vega 0.024
Open interest 7
Model this call
Put · $800
Last $0.28
Breakeven $799.72
Implied vol 81.8%
Delta -0.007 ≈1% ITM
Gamma 0
Theta -0.18
Vega 0.024
Open interest 1.5k
Model this put
0
—
80.7%
0.992
—
805
$1.10
-0.018
93.3%
5
9
Call · $805
In the money
Last —
Breakeven —
Implied vol 80.7%
Delta 0.992 ≈99% ITM
Gamma 0
Theta -0.266
Vega 0.024
Open interest 0
Model this call
Put · $805
Last $1.10
Breakeven $803.90
Implied vol 93.3%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -0.46
Vega 0.056
Open interest 9
Model this put
2
3
0.1%
1
$203.00
810
$0.60
-0.023
96.5%
18
37
Call · $810
In the money
Last $203.00
Breakeven $1,013.00
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.075
Vega 0
Open interest 2
Model this call
Put · $810
Last $0.60
Breakeven $809.40
Implied vol 96.5%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.599
Vega 0.056
Open interest 37
Model this put
0
—
0.1%
1
—
815
$1.42
-0.023
93.9%
7
41
Call · $815
In the money
Last —
Breakeven —
Implied vol 0.1%
Delta 1 ≈100% ITM
Gamma 0
Theta -0.076
Vega 0
Open interest 0
Model this call
Put · $815
Last $1.42
Breakeven $813.58
Implied vol 93.9%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.585
Vega 0.056
Open interest 41
Model this put
0
—
76.8%
0.991
—
820
$0.44
-0.011
79.8%
20
26
Call · $820
In the money
Last —
Breakeven —
Implied vol 76.8%
Delta 0.991 ≈99% ITM
Gamma 0
Theta -0.291
Vega 0.024
Open interest 0
Model this call
Put · $820
Last $0.44
Breakeven $819.56
Implied vol 79.8%
Delta -0.011 ≈1% ITM
Gamma 0
Theta -0.266
Vega 0.056
Open interest 26
Model this put
0
2
80.5%
0.985
$179.25
825
$0.60
-0.024
89.2%
1
46
Call · $825
In the money
Last $179.25
Breakeven $1,004.25
Implied vol 80.5%
Delta 0.985 ≈99% ITM
Gamma 0
Theta -0.415
Vega 0.057
Open interest 0
Model this call
Put · $825
Last $0.60
Breakeven $824.40
Implied vol 89.2%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.57
Vega 0.057
Open interest 46
Model this put
11
1
79.2%
0.984
$168.29
830
$0.50
-0.017
79.6%
2
82
Call · $830
In the money
Last $168.29
Breakeven $998.29
Implied vol 79.2%
Delta 0.984 ≈98% ITM
Gamma 0
Theta -0.436
Vega 0.057
Open interest 11
Model this call
Put · $830
Last $0.50
Breakeven $829.50
Implied vol 79.6%
Delta -0.017 ≈2% ITM
Gamma 0
Theta -0.368
Vega 0.057
Open interest 82
Model this put
0
—
78%
0.982
—
835
$0.75
-0.015
75.7%
14
111
Call · $835
In the money
Last —
Breakeven —
Implied vol 78%
Delta 0.982 ≈98% ITM
Gamma 0
Theta -0.456
Vega 0.057
Open interest 0
Model this call
Put · $835
Last $0.75
Breakeven $834.25
Implied vol 75.7%
Delta -0.015 ≈1% ITM
Gamma 0
Theta -0.319
Vega 0.057
Open interest 111
Model this put
0
—
77.6%
0.98
—
840
$1.02
-0.025
82%
265
108
Call · $840
In the money
Last —
Breakeven —
Implied vol 77.6%
Delta 0.98 ≈98% ITM
Gamma 0
Theta -0.501
Vega 0.057
Open interest 0
Model this call
Put · $840
Last $1.02
Breakeven $838.98
Implied vol 82%
Delta -0.025 ≈2% ITM
Gamma 0.001
Theta -0.54
Vega 0.057
Open interest 108
Model this put
3
2
75.5%
0.98
$155.75
845
$1.10
-0.024
78.6%
2
65
Call · $845
In the money
Last $155.75
Breakeven $1,000.75
Implied vol 75.5%
Delta 0.98 ≈98% ITM
Gamma 0.001
Theta -0.498
Vega 0.057
Open interest 3
Model this call
Put · $845
Last $1.10
Breakeven $843.90
Implied vol 78.6%
Delta -0.024 ≈2% ITM
Gamma 0.001
Theta -0.503
Vega 0.057
Open interest 65
Model this put
4
1
75.1%
0.977
$161.40
850
$1.20
-0.03
80.4%
200
360
Call · $850
In the money
Last $161.40
Breakeven $1,011.40
Implied vol 75.1%
Delta 0.977 ≈98% ITM
Gamma 0.001
Theta -0.542
Vega 0.058
Open interest 4
Model this call
Put · $850
Last $1.20
Breakeven $848.80
Implied vol 80.4%
Delta -0.03 ≈3% ITM
Gamma 0.001
Theta -0.622
Vega 0.115
Open interest 360
Model this put
0
—
74.8%
0.974
—
855
$1.30
-0.029
77.4%
20
48
Call · $855
In the money
Last —
Breakeven —
Implied vol 74.8%
Delta 0.974 ≈97% ITM
Gamma 0.001
Theta -0.586
Vega 0.058
Open interest 0
Model this call
Put · $855
Last $1.30
Breakeven $853.70
Implied vol 77.4%
Delta -0.029 ≈3% ITM
Gamma 0.001
Theta -0.59
Vega 0.115
Open interest 48
Model this put
6
1
74.1%
0.972
$152.20
860
$1.70
-0.036
77.7%
21
108
Call · $860
In the money
Last $152.20
Breakeven $1,012.20
Implied vol 74.1%
Delta 0.972 ≈97% ITM
Gamma 0.001
Theta -0.626
Vega 0.116
Open interest 6
Model this call
Put · $860
Last $1.70
Breakeven $858.30
Implied vol 77.7%
Delta -0.036 ≈4% ITM
Gamma 0.001
Theta -0.688
Vega 0.116
Open interest 108
Model this put
0
—
74.8%
0.965
—
865
$1.30
-0.042
77.9%
38
57
Call · $865
In the money
Last —
Breakeven —
Implied vol 74.8%
Delta 0.965 ≈96% ITM
Gamma 0.001
Theta -0.74
Vega 0.116
Open interest 0
Model this call
Put · $865
Last $1.30
Breakeven $863.70
Implied vol 77.9%
Delta -0.042 ≈4% ITM
Gamma 0.001
Theta -0.785
Vega 0.116
Open interest 57
Model this put
0
—
78.1%
0.952
—
870
$1.68
-0.046
76.9%
162
103
Call · $870
In the money
Last —
Breakeven —
Implied vol 78.1%
Delta 0.952 ≈95% ITM
Gamma 0.001
Theta -0.957
Vega 0.117
Open interest 0
Model this call
Put · $870
Last $1.68
Breakeven $868.32
Implied vol 76.9%
Delta -0.046 ≈5% ITM
Gamma 0.001
Theta -0.831
Vega 0.117
Open interest 103
Model this put
1
1
74.9%
0.953
$199.60
875
$2.40
-0.046
74.2%
15
78
Call · $875
In the money
Last $199.60
Breakeven $1,074.60
Implied vol 74.9%
Delta 0.953 ≈95% ITM
Gamma 0.001
Theta -0.916
Vega 0.117
Open interest 1
Model this call
Put · $875
Last $2.40
Breakeven $872.60
Implied vol 74.2%
Delta -0.046 ≈5% ITM
Gamma 0.001
Theta -0.807
Vega 0.117
Open interest 78
Model this put
1
1
73.9%
0.949
$198.97
880
$2.79
-0.058
77.5%
20
543
Call · $880
In the money
Last $198.97
Breakeven $1,078.97
Implied vol 73.9%
Delta 0.949 ≈95% ITM
Gamma 0.001
Theta -0.962
Vega 0.117
Open interest 1
Model this call
Put · $880
Last $2.79
Breakeven $877.21
Implied vol 77.5%
Delta -0.058 ≈6% ITM
Gamma 0.001
Theta -1.025
Vega 0.117
Open interest 543
Model this put
0
—
75.8%
0.939
—
885
$3.51
-0.064
77%
4
59
Call · $885
In the money
Last —
Breakeven —
Implied vol 75.8%
Delta 0.939 ≈94% ITM
Gamma 0.001
Theta -1.127
Vega 0.118
Open interest 0
Model this call
Put · $885
Last $3.51
Breakeven $881.49
Implied vol 77%
Delta -0.064 ≈6% ITM
Gamma 0.001
Theta -1.1
Vega 0.203
Open interest 59
Model this put
11
2
73.9%
0.936
$130.60
890
$3.90
-0.07
75.9%
25
109
Call · $890
In the money
Last $130.60
Breakeven $1,020.60
Implied vol 73.9%
Delta 0.936 ≈94% ITM
Gamma 0.001
Theta -1.141
Vega 0.204
Open interest 11
Model this call
Put · $890
Last $3.90
Breakeven $886.10
Implied vol 75.9%
Delta -0.07 ≈7% ITM
Gamma 0.001
Theta -1.163
Vega 0.204
Open interest 109
Model this put
1
2
75.4%
0.922
$205.00
895
$3.48
-0.066
71.2%
12
112
Call · $895
In the money
Last $205.00
Breakeven $1,100.00
Implied vol 75.4%
Delta 0.922 ≈92% ITM
Gamma 0.002
Theta -1.332
Vega 0.205
Open interest 1
Model this call
Put · $895
Last $3.48
Breakeven $891.52
Implied vol 71.2%
Delta -0.066 ≈7% ITM
Gamma 0.001
Theta -1.042
Vega 0.204
Open interest 112
Model this put
11
4
72.5%
0.92
$108.80
900
$4.00
-0.088
75.3%
108
493
Call · $900
In the money
Last $108.80
Breakeven $1,008.80
Implied vol 72.5%
Delta 0.92 ≈92% ITM
Gamma 0.002
Theta -1.303
Vega 0.205
Open interest 11
Model this call
Put · $900
Last $4.00
Breakeven $896.00
Implied vol 75.3%
Delta -0.088 ≈9% ITM
Gamma 0.002
Theta -1.362
Vega 0.205
Open interest 493
Model this put
13
1
71.8%
0.912
$117.23
905
$4.71
-0.1
76.1%
10
48
Call · $905
In the money
Last $117.23
Breakeven $1,022.23
Implied vol 71.8%
Delta 0.912 ≈91% ITM
Gamma 0.002
Theta -1.384
Vega 0.206
Open interest 13
Model this call
Put · $905
Last $4.71
Breakeven $900.29
Implied vol 76.1%
Delta -0.1 ≈10% ITM
Gamma 0.002
Theta -1.517
Vega 0.206
Open interest 48
Model this put
4
2
71.9%
0.901
$111.00
910
$6.04
-0.087
67.8%
37
121
Call · $910
In the money
Last $111.00
Breakeven $1,021.00
Implied vol 71.9%
Delta 0.901 ≈90% ITM
Gamma 0.002
Theta -1.502
Vega 0.206
Open interest 4
Model this call
Put · $910
Last $6.04
Breakeven $903.96
Implied vol 67.8%
Delta -0.087 ≈9% ITM
Gamma 0.002
Theta -1.213
Vega 0.206
Open interest 121
Model this put
3
1
73.9%
0.886
$129.95
915
$5.70
-0.116
74.5%
3
88
Call · $915
In the money
Last $129.95
Breakeven $1,044.95
Implied vol 73.9%
Delta 0.886 ≈89% ITM
Gamma 0.002
Theta -1.718
Vega 0.207
Open interest 3
Model this call
Put · $915
Last $5.70
Breakeven $909.30
Implied vol 74.5%
Delta -0.116 ≈12% ITM
Gamma 0.002
Theta -1.667
Vega 0.207
Open interest 88
Model this put
5
1
73.7%
0.875
$100.78
920
$7.61
-0.142
78.7%
45
99
Call · $920
In the money
Last $100.78
Breakeven $1,020.78
Implied vol 73.7%
Delta 0.875 ≈87% ITM
Gamma 0.002
Theta -1.828
Vega 0.312
Open interest 5
Model this call
Put · $920
Last $7.61
Breakeven $912.39
Implied vol 78.7%
Delta -0.142 ≈14% ITM
Gamma 0.002
Theta -2.004
Vega 0.312
Open interest 99
Model this put
1
1
72.9%
0.863
$96.51
925
$6.96
-0.15
76.9%
36
278
Call · $925
In the money
Last $96.51
Breakeven $1,021.51
Implied vol 72.9%
Delta 0.863 ≈86% ITM
Gamma 0.002
Theta -1.907
Vega 0.312
Open interest 1
Model this call
Put · $925
Last $6.96
Breakeven $918.04
Implied vol 76.9%
Delta -0.15 ≈15% ITM
Gamma 0.002
Theta -2.032
Vega 0.313
Open interest 278
Model this put
5
2
71.3%
0.853
$93.50
930
$8.50
-0.157
74.5%
36
166
Call · $930
In the money
Last $93.50
Breakeven $1,023.50
Implied vol 71.3%
Delta 0.853 ≈85% ITM
Gamma 0.003
Theta -1.944
Vega 0.313
Open interest 5
Model this call
Put · $930
Last $8.50
Breakeven $921.50
Implied vol 74.5%
Delta -0.157 ≈16% ITM
Gamma 0.003
Theta -2.027
Vega 0.313
Open interest 166
Model this put
3
1
73%
0.832
$180.37
935
$10.11
-0.166
72.4%
14
78
Call · $935
In the money
Last $180.37
Breakeven $1,115.37
Implied vol 73%
Delta 0.832 ≈83% ITM
Gamma 0.003
Theta -2.158
Vega 0.314
Open interest 3
Model this call
Put · $935
Last $10.11
Breakeven $924.89
Implied vol 72.4%
Delta -0.166 ≈17% ITM
Gamma 0.003
Theta -2.038
Vega 0.314
Open interest 78
Model this put
24
2
72.2%
0.82
$86.32
940
$10.55
-0.186
74.1%
164
85
Call · $940
In the money
Last $86.32
Breakeven $1,026.32
Implied vol 72.2%
Delta 0.82 ≈82% ITM
Gamma 0.003
Theta -2.238
Vega 0.315
Open interest 24
Model this call
Put · $940
Last $10.55
Breakeven $929.45
Implied vol 74.1%
Delta -0.186 ≈19% ITM
Gamma 0.003
Theta -2.253
Vega 0.315
Open interest 85
Model this put
6
5
73%
0.802
$160.45
945
$11.40
-0.205
75.8%
19
142
Call · $945
In the money
Last $160.45
Breakeven $1,105.45
Implied vol 73%
Delta 0.802 ≈80% ITM
Gamma 0.003
Theta -2.401
Vega 0.316
Open interest 6
Model this call
Put · $945
Last $11.40
Breakeven $933.60
Implied vol 75.8%
Delta -0.205 ≈21% ITM
Gamma 0.003
Theta -2.467
Vega 0.316
Open interest 142
Model this put
23
2
72.9%
0.787
$79.06
950
$13.19
-0.221
75.8%
89
385
Call · $950
In the money
Last $79.06
Breakeven $1,029.06
Implied vol 72.9%
Delta 0.787 ≈79% ITM
Gamma 0.003
Theta -2.523
Vega 0.317
Open interest 23
Model this call
Put · $950
Last $13.19
Breakeven $936.81
Implied vol 75.8%
Delta -0.221 ≈22% ITM
Gamma 0.003
Theta -2.582
Vega 0.415
Open interest 385
Model this put
36
2
72.9%
0.768
$96.90
955
$13.35
-0.231
72.6%
15
26
Call · $955
In the money
Last $96.90
Breakeven $1,051.90
Implied vol 72.9%
Delta 0.768 ≈77% ITM
Gamma 0.003
Theta -2.62
Vega 0.416
Open interest 36
Model this call
Put · $955
Last $13.35
Breakeven $941.65
Implied vol 72.6%
Delta -0.231 ≈23% ITM
Gamma 0.003
Theta -2.521
Vega 0.416
Open interest 26
Model this put
14
2
71.2%
0.753
$72.17
960
$16.00
-0.246
71%
40
60
Call · $960
In the money
Last $72.17
Breakeven $1,032.17
Implied vol 71.2%
Delta 0.753 ≈75% ITM
Gamma 0.004
Theta -2.637
Vega 0.417
Open interest 14
Model this call
Put · $960
Last $16.00
Breakeven $944.00
Implied vol 71%
Delta -0.246 ≈25% ITM
Gamma 0.004
Theta -2.538
Vega 0.417
Open interest 60
Model this put
3
2
69.5%
0.738
$80.37
965
$18.76
-0.27
72.7%
30
57
Call · $965
In the money
Last $80.37
Breakeven $1,045.37
Implied vol 69.5%
Delta 0.738 ≈74% ITM
Gamma 0.004
Theta -2.647
Vega 0.418
Open interest 3
Model this call
Put · $965
Last $18.76
Breakeven $946.24
Implied vol 72.7%
Delta -0.27 ≈27% ITM
Gamma 0.004
Theta -2.721
Vega 0.419
Open interest 57
Model this put
0
—
69.6%
0.728
—
967.5
$18.10
-0.281
73.1%
1
0
Call · $967.5
In the money
Last —
Breakeven —
Implied vol 69.6%
Delta 0.728 ≈73% ITM
Gamma 0.004
Theta -2.7
Vega 0.419
Open interest 0
Model this call
Put · $967.5
Last $18.10
Breakeven $949.40
Implied vol 73.1%
Delta -0.281 ≈28% ITM
Gamma 0.004
Theta -2.786
Vega 0.419
Open interest 0
Model this put
4
1
71.1%
0.714
$68.60
970
$16.40
-0.291
73.1%
10
74
Call · $970
In the money
Last $68.60
Breakeven $1,038.60
Implied vol 71.1%
Delta 0.714 ≈71% ITM
Gamma 0.004
Theta -2.824
Vega 0.42
Open interest 4
Model this call
Put · $970
Last $16.40
Breakeven $953.60
Implied vol 73.1%
Delta -0.291 ≈29% ITM
Gamma 0.004
Theta -2.838
Vega 0.42
Open interest 74
Model this put
0
1
70.5%
0.705
$52.10
972.5
—
-0.299
72.5%
—
0
Call · $972.5
In the money
Last $52.10
Breakeven $1,024.60
Implied vol 70.5%
Delta 0.705 ≈71% ITM
Gamma 0.004
Theta -2.842
Vega 0.42
Open interest 0
Model this call
Put · $972.5
Last —
Breakeven —
Implied vol 72.5%
Delta -0.299 ≈30% ITM
Gamma 0.004
Theta -2.855
Vega 0.42
Open interest 0
Model this put
6
2
70.3%
0.696
$50.55
975
$20.84
-0.309
72.6%
23
546
Call · $975
In the money
Last $50.55
Breakeven $1,025.55
Implied vol 70.3%
Delta 0.696 ≈70% ITM
Gamma 0.004
Theta -2.882
Vega 0.421
Open interest 6
Model this call
Put · $975
Last $20.84
Breakeven $954.16
Implied vol 72.6%
Delta -0.309 ≈31% ITM
Gamma 0.004
Theta -2.908
Vega 0.421
Open interest 546
Model this put
0
2
69.7%
0.687
$49.75
977.5
$20.00
-0.32
73%
1
1
Call · $977.5
In the money
Last $49.75
Breakeven $1,027.25
Implied vol 69.7%
Delta 0.687 ≈69% ITM
Gamma 0.004
Theta -2.9
Vega 0.421
Open interest 0
Model this call
Put · $977.5
Last $20.00
Breakeven $957.50
Implied vol 73%
Delta -0.32 ≈32% ITM
Gamma 0.004
Theta -2.979
Vega 0.422
Open interest 1
Model this put
25
2
70.2%
0.676
$50.80
980
$21.80
-0.327
71.8%
47
102
Call · $980
In the money
Last $50.80
Breakeven $1,030.80
Implied vol 70.2%
Delta 0.676 ≈68% ITM
Gamma 0.004
Theta -2.976
Vega 0.422
Open interest 25
Model this call
Put · $980
Last $21.80
Breakeven $958.20
Implied vol 71.8%
Delta -0.327 ≈33% ITM
Gamma 0.004
Theta -2.967
Vega 0.422
Open interest 102
Model this put
0
—
71.4%
0.664
—
982.5
$21.61
-0.342
74.4%
16
9
Call · $982.5
In the money
Last —
Breakeven —
Implied vol 71.4%
Delta 0.664 ≈66% ITM
Gamma 0.004
Theta -3.083
Vega 0.423
Open interest 0
Model this call
Put · $982.5
Last $21.61
Breakeven $960.89
Implied vol 74.4%
Delta -0.342 ≈34% ITM
Gamma 0.004
Theta -3.132
Vega 0.483
Open interest 9
Model this put
39
27
69.5%
0.656
$59.15
985
$22.62
-0.351
73.4%
2
34
Call · $985
In the money
Last $59.15
Breakeven $1,044.15
Implied vol 69.5%
Delta 0.656 ≈66% ITM
Gamma 0.004
Theta -3.02
Vega 0.484
Open interest 39
Model this call
Put · $985
Last $22.62
Breakeven $962.38
Implied vol 73.4%
Delta -0.351 ≈35% ITM
Gamma 0.004
Theta -3.11
Vega 0.484
Open interest 34
Model this put
0
—
70.1%
0.643
—
987.5
$23.80
-0.361
73.1%
12
0
Call · $987.5
In the money
Last —
Breakeven —
Implied vol 70.1%
Delta 0.643 ≈64% ITM
Gamma 0.004
Theta -3.068
Vega 0.485
Open interest 0
Model this call
Put · $987.5
Last $23.80
Breakeven $963.70
Implied vol 73.1%
Delta -0.361 ≈36% ITM
Gamma 0.004
Theta -3.116
Vega 0.485
Open interest 0
Model this put
29
7
69%
0.634
$41.65
990
$25.40
-0.371
72.1%
32
29
Call · $990
In the money
Last $41.65
Breakeven $1,031.65
Implied vol 69%
Delta 0.634 ≈63% ITM
Gamma 0.004
Theta -3.036
Vega 0.485
Open interest 29
Model this call
Put · $990
Last $25.40
Breakeven $964.60
Implied vol 72.1%
Delta -0.371 ≈37% ITM
Gamma 0.004
Theta -3.089
Vega 0.485
Open interest 29
Model this put
0
—
69.4%
0.622
—
992.5
$22.20
-0.382
71.7%
10
13
Call · $992.5
In the money
Last —
Breakeven —
Implied vol 69.4%
Delta 0.622 ≈62% ITM
Gamma 0.004
Theta -3.075
Vega 0.486
Open interest 0
Model this call
Put · $992.5
Last $22.20
Breakeven $970.30
Implied vol 71.7%
Delta -0.382 ≈38% ITM
Gamma 0.004
Theta -3.094
Vega 0.486
Open interest 13
Model this put
6
25
69%
0.61
$52.45
995
$26.25
-0.393
71.5%
4
82
Call · $995
In the money
Last $52.45
Breakeven $1,047.45
Implied vol 69%
Delta 0.61 ≈61% ITM
Gamma 0.005
Theta -3.081
Vega 0.487
Open interest 6
Model this call
Put · $995
Last $26.25
Breakeven $968.75
Implied vol 71.5%
Delta -0.393 ≈39% ITM
Gamma 0.004
Theta -3.105
Vega 0.487
Open interest 82
Model this put
0
1
68.8%
0.599
$48.00
997.5
$32.30
-0.404
71.3%
5
10
Call · $997.5
In the money
Last $48.00
Breakeven $1,045.50
Implied vol 68.8%
Delta 0.599 ≈60% ITM
Gamma 0.005
Theta -3.091
Vega 0.487
Open interest 0
Model this call
Put · $997.5
Last $32.30
Breakeven $965.20
Implied vol 71.3%
Delta -0.404 ≈40% ITM
Gamma 0.004
Theta -3.115
Vega 0.487
Open interest 10
Model this put
85
30
66.8%
0.589
$41.37
1000
$28.15
-0.416
72.4%
71
216
Call · $1000
In the money
Last $41.37
Breakeven $1,041.37
Implied vol 66.8%
Delta 0.589 ≈59% ITM
Gamma 0.005
Theta -3.017
Vega 0.488
Open interest 85
Model this call
Put · $1000
Last $28.15
Breakeven $971.85
Implied vol 72.4%
Delta -0.416 ≈42% ITM
Gamma 0.004
Theta -3.187
Vega 0.488
Open interest 216
Model this put
0
1
67.8%
0.576
$35.20
1002.5
$34.04
-0.426
71.9%
2
17
Call · $1002.5
In the money
Last $35.20
Breakeven $1,037.70
Implied vol 67.8%
Delta 0.576 ≈58% ITM
Gamma 0.005
Theta -3.084
Vega 0.489
Open interest 0
Model this call
Put · $1002.5
Last $34.04
Breakeven $968.46
Implied vol 71.9%
Delta -0.426 ≈43% ITM
Gamma 0.004
Theta -3.183
Vega 0.489
Open interest 17
Model this put
26
4
68.4%
0.564
$36.18
1005
$30.80
-0.437
71.8%
6
22
Call · $1005
In the money
Last $36.18
Breakeven $1,041.18
Implied vol 68.4%
Delta 0.564 ≈56% ITM
Gamma 0.005
Theta -3.132
Vega 0.489
Open interest 26
Model this call
Put · $1005
Last $30.80
Breakeven $974.20
Implied vol 71.8%
Delta -0.437 ≈44% ITM
Gamma 0.004
Theta -3.198
Vega 0.489
Open interest 22
Model this put
0
1
65.5%
0.554
$35.90
1007.5
$31.63
-0.449
71.7%
7
0
Call · $1007.5
In the money
Last $35.90
Breakeven $1,043.40
Implied vol 65.5%
Delta 0.554 ≈55% ITM
Gamma 0.005
Theta -3.021
Vega 0.49
Open interest 0
Model this call
Put · $1007.5
Last $31.63
Breakeven $975.87
Implied vol 71.7%
Delta -0.449 ≈45% ITM
Gamma 0.005
Theta -3.214
Vega 0.49
Open interest 0
Model this put
47
25
67.9%
0.541
$36.17
1010
$32.67
-0.46
71.5%
37
19
Call · $1010
In the money
Last $36.17
Breakeven $1,046.17
Implied vol 67.9%
Delta 0.541 ≈54% ITM
Gamma 0.005
Theta -3.153
Vega 0.491
Open interest 47
Model this call
Put · $1010
Last $32.67
Breakeven $977.33
Implied vol 71.5%
Delta -0.46 ≈46% ITM
Gamma 0.005
Theta -3.229
Vega 0.491
Open interest 19
Model this put
3
10
67.6%
0.529
$33.35
1012.5
$31.30
-0.471
72.3%
1
0
Call · $1012.5
In the money
Last $33.35
Breakeven $1,045.85
Implied vol 67.6%
Delta 0.529 ≈53% ITM
Gamma 0.005
Theta -3.159
Vega 0.492
Open interest 3
Model this call
Put · $1012.5
Last $31.30
Breakeven $981.20
Implied vol 72.3%
Delta -0.471 ≈47% ITM
Gamma 0.005
Theta -3.287
Vega 0.491
Open interest 0
Model this put
Underlying $1,014.60
12
3
68.7%
0.518
$27.35
1015
$36.98
-0.482
71.6%
40
26
Call · $1015
Last $27.35
Breakeven $1,042.35
Implied vol 68.7%
Delta 0.518 ≈52% ITM
Gamma 0.005
Theta -3.228
Vega 0.492
Open interest 12
Model this call
Put · $1015
In the money
Last $36.98
Breakeven $978.02
Implied vol 71.6%
Delta -0.482 ≈48% ITM
Gamma 0.005
Theta -3.269
Vega 0.492
Open interest 26
Model this put
28
28
68.3%
0.506
$32.20
1017.5
$42.15
-0.493
71.6%
2
1
Call · $1017.5
Last $32.20
Breakeven $1,049.70
Implied vol 68.3%
Delta 0.506 ≈51% ITM
Gamma 0.005
Theta -3.194
Vega 0.493
Open interest 28
Model this call
Put · $1017.5
In the money
Last $42.15
Breakeven $975.35
Implied vol 71.6%
Delta -0.493 ≈49% ITM
Gamma 0.005
Theta -3.254
Vega 0.493
Open interest 1
Model this put
50
31
65.1%
0.493
$29.90
1020
$39.30
-0.505
70.5%
11
30
Call · $1020
Last $29.90
Breakeven $1,049.90
Implied vol 65.1%
Delta 0.493 ≈49% ITM
Gamma 0.005
Theta -3.033
Vega 0.494
Open interest 50
Model this call
Put · $1020
In the money
Last $39.30
Breakeven $980.70
Implied vol 70.5%
Delta -0.505 ≈50% ITM
Gamma 0.005
Theta -3.192
Vega 0.494
Open interest 30
Model this put
6
15
67.4%
0.482
$27.00
1022.5
$40.65
-0.515
71.3%
5
3
Call · $1022.5
Last $27.00
Breakeven $1,049.50
Implied vol 67.4%
Delta 0.482 ≈48% ITM
Gamma 0.005
Theta -3.126
Vega 0.494
Open interest 6
Model this call
Put · $1022.5
In the money
Last $40.65
Breakeven $981.85
Implied vol 71.3%
Delta -0.515 ≈52% ITM
Gamma 0.005
Theta -3.214
Vega 0.494
Open interest 3
Model this put
66
20
66.8%
0.47
$28.90
1025
$43.60
-0.529
68.5%
18
26
Call · $1025
Last $28.90
Breakeven $1,053.90
Implied vol 66.8%
Delta 0.47 ≈47% ITM
Gamma 0.005
Theta -3.083
Vega 0.495
Open interest 66
Model this call
Put · $1025
In the money
Last $43.60
Breakeven $981.40
Implied vol 68.5%
Delta -0.529 ≈53% ITM
Gamma 0.005
Theta -3.072
Vega 0.495
Open interest 26
Model this put
9
4
67.4%
0.459
$31.55
1027.5
$45.00
-0.538
71%
11
6
Call · $1027.5
Last $31.55
Breakeven $1,059.05
Implied vol 67.4%
Delta 0.459 ≈46% ITM
Gamma 0.005
Theta -3.096
Vega 0.496
Open interest 9
Model this call
Put · $1027.5
In the money
Last $45.00
Breakeven $982.50
Implied vol 71%
Delta -0.538 ≈54% ITM
Gamma 0.005
Theta -3.174
Vega 0.496
Open interest 6
Model this put
95
69
67.7%
0.448
$27.70
1030
$44.34
-0.549
71%
10
31
Call · $1030
Last $27.70
Breakeven $1,057.70
Implied vol 67.7%
Delta 0.448 ≈45% ITM
Gamma 0.005
Theta -3.1
Vega 0.496
Open interest 95
Model this call
Put · $1030
In the money
Last $44.34
Breakeven $985.66
Implied vol 71%
Delta -0.549 ≈55% ITM
Gamma 0.005
Theta -3.159
Vega 0.496
Open interest 31
Model this put
69
5
66.8%
0.435
$26.00
1032.5
$50.45
-0.561
70.1%
11
36
Call · $1032.5
Last $26.00
Breakeven $1,058.50
Implied vol 66.8%
Delta 0.435 ≈43% ITM
Gamma 0.005
Theta -3.042
Vega 0.497
Open interest 69
Model this call
Put · $1032.5
In the money
Last $50.45
Breakeven $982.05
Implied vol 70.1%
Delta -0.561 ≈56% ITM
Gamma 0.005
Theta -3.107
Vega 0.497
Open interest 36
Model this put
57
33
66.4%
0.422
$25.10
1035
$42.25
-0.571
71%
9
29
Call · $1035
Last $25.10
Breakeven $1,060.10
Implied vol 66.4%
Delta 0.422 ≈42% ITM
Gamma 0.005
Theta -3.008
Vega 0.498
Open interest 57
Model this call
Put · $1035
In the money
Last $42.25
Breakeven $992.75
Implied vol 71%
Delta -0.571 ≈57% ITM
Gamma 0.004
Theta -3.134
Vega 0.498
Open interest 29
Model this put
48
86
67.1%
0.412
$37.86
1037.5
$44.20
-0.586
68.7%
21
1
Call · $1037.5
Last $37.86
Breakeven $1,075.36
Implied vol 67.1%
Delta 0.412 ≈41% ITM
Gamma 0.005
Theta -3.031
Vega 0.498
Open interest 48
Model this call
Put · $1037.5
In the money
Last $44.20
Breakeven $993.30
Implied vol 68.7%
Delta -0.586 ≈59% ITM
Gamma 0.005
Theta -3.011
Vega 0.498
Open interest 1
Model this put
20
74
66.7%
0.399
$21.40
1040
$55.45
-0.593
71.1%
15
90
Call · $1040
Last $21.40
Breakeven $1,061.40
Implied vol 66.7%
Delta 0.399 ≈40% ITM
Gamma 0.005
Theta -2.997
Vega 0.499
Open interest 20
Model this call
Put · $1040
In the money
Last $55.45
Breakeven $984.55
Implied vol 71.1%
Delta -0.593 ≈59% ITM
Gamma 0.004
Theta -3.113
Vega 0.499
Open interest 90
Model this put
7
1
67%
0.388
$23.52
1042.5
$45.00
-0.608
69.3%
1
5
Call · $1042.5
Last $23.52
Breakeven $1,066.02
Implied vol 67%
Delta 0.388 ≈39% ITM
Gamma 0.005
Theta -2.996
Vega 0.5
Open interest 7
Model this call
Put · $1042.5
In the money
Last $45.00
Breakeven $997.50
Implied vol 69.3%
Delta -0.608 ≈61% ITM
Gamma 0.005
Theta -3.014
Vega 0.499
Open interest 5
Model this put
36
5
65.7%
0.373
$21.00
1045
$54.60
-0.62
69%
1
35
Call · $1045
Last $21.00
Breakeven $1,066.00
Implied vol 65.7%
Delta 0.373 ≈37% ITM
Gamma 0.005
Theta -2.92
Vega 0.501
Open interest 36
Model this call
Put · $1045
In the money
Last $54.60
Breakeven $990.40
Implied vol 69%
Delta -0.62 ≈62% ITM
Gamma 0.005
Theta -2.984
Vega 0.499
Open interest 35
Model this put
8
1
65.3%
0.362
$22.62
1047.5
$71.40
-0.63
69.4%
1
12
Call · $1047.5
Last $22.62
Breakeven $1,070.12
Implied vol 65.3%
Delta 0.362 ≈36% ITM
Gamma 0.005
Theta -2.862
Vega 0.439
Open interest 8
Model this call
Put · $1047.5
In the money
Last $71.40
Breakeven $976.10
Implied vol 69.4%
Delta -0.63 ≈63% ITM
Gamma 0.004
Theta -2.983
Vega 0.438
Open interest 12
Model this put
58
71
67%
0.356
$19.12
1050
$55.62
-0.639
70%
90
51
Call · $1050
Last $19.12
Breakeven $1,069.12
Implied vol 67%
Delta 0.356 ≈36% ITM
Gamma 0.005
Theta -2.91
Vega 0.439
Open interest 58
Model this call
Put · $1050
In the money
Last $55.62
Breakeven $994.38
Implied vol 70%
Delta -0.639 ≈64% ITM
Gamma 0.004
Theta -2.971
Vega 0.439
Open interest 51
Model this put
2
2
65.7%
0.342
$22.00
1052.5
$48.00
-0.651
69%
1
1
Call · $1052.5
Last $22.00
Breakeven $1,074.50
Implied vol 65.7%
Delta 0.342 ≈34% ITM
Gamma 0.005
Theta -2.798
Vega 0.44
Open interest 2
Model this call
Put · $1052.5
In the money
Last $48.00
Breakeven $1,004.50
Implied vol 69%
Delta -0.651 ≈65% ITM
Gamma 0.004
Theta -2.877
Vega 0.44
Open interest 1
Model this put
13
1
64.8%
0.329
$22.78
1055
$82.23
-0.659
69.8%
4
51
Call · $1055
Last $22.78
Breakeven $1,077.78
Implied vol 64.8%
Delta 0.329 ≈33% ITM
Gamma 0.005
Theta -2.709
Vega 0.44
Open interest 13
Model this call
Put · $1055
In the money
Last $82.23
Breakeven $972.77
Implied vol 69.8%
Delta -0.659 ≈66% ITM
Gamma 0.004
Theta -2.878
Vega 0.44
Open interest 51
Model this put
1
1
66.2%
0.323
$14.77
1057.5
$67.95
-0.672
68.5%
2
25
Call · $1057.5
Last $14.77
Breakeven $1,072.27
Implied vol 66.2%
Delta 0.323 ≈32% ITM
Gamma 0.004
Theta -2.746
Vega 0.441
Open interest 1
Model this call
Put · $1057.5
In the money
Last $67.95
Breakeven $989.55
Implied vol 68.5%
Delta -0.672 ≈67% ITM
Gamma 0.004
Theta -2.772
Vega 0.441
Open interest 25
Model this put
112
125
64.7%
0.308
$15.10
1060
$69.90
-0.686
67.2%
1
45
Call · $1060
Last $15.10
Breakeven $1,075.10
Implied vol 64.7%
Delta 0.308 ≈31% ITM
Gamma 0.004
Theta -2.622
Vega 0.442
Open interest 112
Model this call
Put · $1060
In the money
Last $69.90
Breakeven $990.10
Implied vol 67.2%
Delta -0.686 ≈69% ITM
Gamma 0.004
Theta -2.659
Vega 0.441
Open interest 45
Model this put
7
1
65.7%
0.3
$18.00
1062.5
$81.84
-0.697
66.7%
5
4
Call · $1062.5
Last $18.00
Breakeven $1,080.50
Implied vol 65.7%
Delta 0.3 ≈30% ITM
Gamma 0.004
Theta -2.634
Vega 0.442
Open interest 7
Model this call
Put · $1062.5
In the money
Last $81.84
Breakeven $980.66
Implied vol 66.7%
Delta -0.697 ≈70% ITM
Gamma 0.004
Theta -2.595
Vega 0.442
Open interest 4
Model this put
52
6
62.6%
0.279
$15.30
1065
$70.90
-0.703
67.9%
2
55
Call · $1065
Last $15.30
Breakeven $1,080.30
Implied vol 62.6%
Delta 0.279 ≈28% ITM
Gamma 0.004
Theta -2.433
Vega 0.443
Open interest 52
Model this call
Put · $1065
In the money
Last $70.90
Breakeven $994.10
Implied vol 67.9%
Delta -0.703 ≈70% ITM
Gamma 0.004
Theta -2.619
Vega 0.442
Open interest 55
Model this put
0
1
64.4%
0.275
$14.75
1067.5
$56.30
-0.711
68.7%
7
11
Call · $1067.5
Last $14.75
Breakeven $1,082.25
Implied vol 64.4%
Delta 0.275 ≈28% ITM
Gamma 0.004
Theta -2.487
Vega 0.444
Open interest 0
Model this call
Put · $1067.5
In the money
Last $56.30
Breakeven $1,011.20
Implied vol 68.7%
Delta -0.711 ≈71% ITM
Gamma 0.004
Theta -2.62
Vega 0.443
Open interest 11
Model this put
33
26
65.5%
0.268
$11.83
1070
$69.64
-0.728
66.7%
1
15
Call · $1070
Last $11.83
Breakeven $1,081.83
Implied vol 65.5%
Delta 0.268 ≈27% ITM
Gamma 0.004
Theta -2.5
Vega 0.444
Open interest 33
Model this call
Put · $1070
In the money
Last $69.64
Breakeven $1,000.36
Implied vol 66.7%
Delta -0.728 ≈73% ITM
Gamma 0.004
Theta -2.472
Vega 0.443
Open interest 15
Model this put
6
16
62.9%
0.247
$14.50
1072.5
$65.00
-0.742
65.8%
1
24
Call · $1072.5
Last $14.50
Breakeven $1,087.00
Implied vol 62.9%
Delta 0.247 ≈25% ITM
Gamma 0.004
Theta -2.322
Vega 0.445
Open interest 6
Model this call
Put · $1072.5
In the money
Last $65.00
Breakeven $1,007.50
Implied vol 65.8%
Delta -0.742 ≈74% ITM
Gamma 0.004
Theta -2.383
Vega 0.443
Open interest 24
Model this put
39
14
66.7%
0.253
$10.65
1075
$75.70
-0.744
67.9%
1
33
Call · $1075
Last $10.65
Breakeven $1,085.65
Implied vol 66.7%
Delta 0.253 ≈25% ITM
Gamma 0.004
Theta -2.483
Vega 0.445
Open interest 39
Model this call
Put · $1075
In the money
Last $75.70
Breakeven $999.30
Implied vol 67.9%
Delta -0.744 ≈74% ITM
Gamma 0.004
Theta -2.455
Vega 0.443
Open interest 33
Model this put
5
1
65.5%
0.239
$10.87
1077.5
$57.51
-0.754
67.9%
131
217
Call · $1077.5
Last $10.87
Breakeven $1,088.37
Implied vol 65.5%
Delta 0.239 ≈24% ITM
Gamma 0.004
Theta -2.369
Vega 0.341
Open interest 5
Model this call
Put · $1077.5
In the money
Last $57.51
Breakeven $1,019.99
Implied vol 67.9%
Delta -0.754 ≈75% ITM
Gamma 0.004
Theta -2.414
Vega 0.44
Open interest 217
Model this put
83
139
62%
0.219
$10.60
1080
$65.32
-0.763
67.8%
7
20
Call · $1080
Last $10.60
Breakeven $1,090.60
Implied vol 62%
Delta 0.219 ≈22% ITM
Gamma 0.004
Theta -2.118
Vega 0.342
Open interest 83
Model this call
Put · $1080
In the money
Last $65.32
Breakeven $1,014.68
Implied vol 67.8%
Delta -0.763 ≈76% ITM
Gamma 0.004
Theta -2.358
Vega 0.341
Open interest 20
Model this put
37
3
64.3%
0.219
$20.63
1082.5
$59.53
-0.77
67.8%
2
9
Call · $1082.5
Last $20.63
Breakeven $1,103.13
Implied vol 64.3%
Delta 0.219 ≈22% ITM
Gamma 0.004
Theta -2.197
Vega 0.342
Open interest 37
Model this call
Put · $1082.5
In the money
Last $59.53
Breakeven $1,022.97
Implied vol 67.8%
Delta -0.77 ≈77% ITM
Gamma 0.004
Theta -2.302
Vega 0.341
Open interest 9
Model this put
100
4
64.3%
0.211
$9.65
1085
$106.31
-0.779
67.6%
21
11
Call · $1085
Last $9.65
Breakeven $1,094.65
Implied vol 64.3%
Delta 0.211 ≈21% ITM
Gamma 0.004
Theta -2.14
Vega 0.342
Open interest 100
Model this call
Put · $1085
In the money
Last $106.31
Breakeven $978.69
Implied vol 67.6%
Delta -0.779 ≈78% ITM
Gamma 0.004
Theta -2.237
Vega 0.342
Open interest 11
Model this put
52
21
63.8%
0.201
$12.20
1087.5
$72.40
-0.788
67.2%
1
128
Call · $1087.5
Last $12.20
Breakeven $1,099.70
Implied vol 63.8%
Delta 0.201 ≈20% ITM
Gamma 0.004
Theta -2.058
Vega 0.343
Open interest 52
Model this call
Put · $1087.5
In the money
Last $72.40
Breakeven $1,015.10
Implied vol 67.2%
Delta -0.788 ≈79% ITM
Gamma 0.004
Theta -2.163
Vega 0.342
Open interest 128
Model this put
43
20
67.8%
0.208
$9.20
1090
$101.60
-0.793
67.7%
3
39
Call · $1090
Last $9.20
Breakeven $1,099.20
Implied vol 67.8%
Delta 0.208 ≈21% ITM
Gamma 0.003
Theta -2.239
Vega 0.343
Open interest 43
Model this call
Put · $1090
In the money
Last $101.60
Breakeven $988.40
Implied vol 67.7%
Delta -0.793 ≈79% ITM
Gamma 0.003
Theta -2.141
Vega 0.343
Open interest 39
Model this put
3
1
66.1%
0.194
$8.85
1092.5
$67.80
-0.803
67.1%
4
4
Call · $1092.5
Last $8.85
Breakeven $1,101.35
Implied vol 66.1%
Delta 0.194 ≈19% ITM
Gamma 0.003
Theta -2.089
Vega 0.344
Open interest 3
Model this call
Put · $1092.5
In the money
Last $67.80
Breakeven $1,024.70
Implied vol 67.1%
Delta -0.803 ≈80% ITM
Gamma 0.003
Theta -2.05
Vega 0.343
Open interest 4
Model this put
15
5
63.7%
0.176
$7.60
1095
$102.70
-0.812
66.9%
2
8
Call · $1095
Last $7.60
Breakeven $1,102.60
Implied vol 63.7%
Delta 0.176 ≈18% ITM
Gamma 0.003
Theta -1.897
Vega 0.344
Open interest 15
Model this call
Put · $1095
In the money
Last $102.70
Breakeven $992.30
Implied vol 66.9%
Delta -0.812 ≈81% ITM
Gamma 0.003
Theta -1.985
Vega 0.343
Open interest 8
Model this put
221
102
65.5%
0.168
$7.60
1100
$82.98
-0.826
67.2%
1
46
Call · $1100
Last $7.60
Breakeven $1,107.60
Implied vol 65.5%
Delta 0.168 ≈17% ITM
Gamma 0.003
Theta -1.894
Vega 0.345
Open interest 221
Model this call
Put · $1100
In the money
Last $82.98
Breakeven $1,017.02
Implied vol 67.2%
Delta -0.826 ≈83% ITM
Gamma 0.003
Theta -1.898
Vega 0.344
Open interest 46
Model this put
43
1
65.8%
0.154
$8.70
1105
$63.85
-0.836
68.5%
3
4
Call · $1105
Last $8.70
Breakeven $1,113.70
Implied vol 65.8%
Delta 0.154 ≈15% ITM
Gamma 0.003
Theta -1.807
Vega 0.346
Open interest 43
Model this call
Put · $1105
In the money
Last $63.85
Breakeven $1,041.15
Implied vol 68.5%
Delta -0.836 ≈84% ITM
Gamma 0.003
Theta -1.869
Vega 0.344
Open interest 4
Model this put
30
4
62.7%
0.129
$7.39
1110
$95.89
-0.85
68.8%
2
14
Call · $1110
Last $7.39
Breakeven $1,117.39
Implied vol 62.7%
Delta 0.129 ≈13% ITM
Gamma 0.003
Theta -1.526
Vega 0.231
Open interest 30
Model this call
Put · $1110
In the money
Last $95.89
Breakeven $1,014.11
Implied vol 68.8%
Delta -0.85 ≈85% ITM
Gamma 0.003
Theta -1.78
Vega 0.343
Open interest 14
Model this put
24
7
60%
0.108
$6.95
1115
$91.60
-0.868
67%
2
3
Call · $1115
Last $6.95
Breakeven $1,121.95
Implied vol 60%
Delta 0.108 ≈11% ITM
Gamma 0.002
Theta -1.273
Vega 0.232
Open interest 24
Model this call
Put · $1115
In the money
Last $91.60
Breakeven $1,023.40
Implied vol 67%
Delta -0.868 ≈87% ITM
Gamma 0.003
Theta -1.575
Vega 0.231
Open interest 3
Model this put
76
23
60.3%
0.098
$4.20
1120
$118.00
-0.874
68.4%
1
126
Call · $1120
Last $4.20
Breakeven $1,124.20
Implied vol 60.3%
Delta 0.098 ≈10% ITM
Gamma 0.002
Theta -1.192
Vega 0.233
Open interest 76
Model this call
Put · $1120
In the money
Last $118.00
Breakeven $1,002.00
Implied vol 68.4%
Delta -0.874 ≈87% ITM
Gamma 0.002
Theta -1.554
Vega 0.231
Open interest 126
Model this put
27
27
67%
0.113
$3.96
1125
$135.45
-0.88
69.3%
2
20
Call · $1125
Last $3.96
Breakeven $1,128.96
Implied vol 67%
Delta 0.113 ≈11% ITM
Gamma 0.002
Theta -1.471
Vega 0.233
Open interest 27
Model this call
Put · $1125
In the money
Last $135.45
Breakeven $989.55
Implied vol 69.3%
Delta -0.88 ≈88% ITM
Gamma 0.002
Theta -1.509
Vega 0.232
Open interest 20
Model this put
65
6
67.1%
0.103
$4.00
1130
$124.08
-0.886
70.5%
3
9
Call · $1130
Last $4.00
Breakeven $1,134.00
Implied vol 67.1%
Delta 0.103 ≈10% ITM
Gamma 0.002
Theta -1.378
Vega 0.234
Open interest 65
Model this call
Put · $1130
In the money
Last $124.08
Breakeven $1,005.92
Implied vol 70.5%
Delta -0.886 ≈89% ITM
Gamma 0.002
Theta -1.477
Vega 0.232
Open interest 9
Model this put
18
10
71.9%
0.111
$2.30
1135
$125.67
-0.899
69.5%
3
16
Call · $1135
Last $2.30
Breakeven $1,137.30
Implied vol 71.9%
Delta 0.111 ≈11% ITM
Gamma 0.002
Theta -1.559
Vega 0.234
Open interest 18
Model this call
Put · $1135
In the money
Last $125.67
Breakeven $1,009.33
Implied vol 69.5%
Delta -0.899 ≈90% ITM
Gamma 0.002
Theta -1.321
Vega 0.231
Open interest 16
Model this put
45
7
69.4%
0.092
$4.35
1140
$107.85
-0.904
70.8%
1
5
Call · $1140
Last $4.35
Breakeven $1,144.35
Implied vol 69.4%
Delta 0.092 ≈9% ITM
Gamma 0.002
Theta -1.313
Vega 0.235
Open interest 45
Model this call
Put · $1140
In the money
Last $107.85
Breakeven $1,032.15
Implied vol 70.8%
Delta -0.904 ≈90% ITM
Gamma 0.002
Theta -1.3
Vega 0.232
Open interest 5
Model this put
510
1
75.4%
0.105
$5.03
1145
$89.20
-0.917
70%
10
11
Call · $1145
Last $5.03
Breakeven $1,150.03
Implied vol 75.4%
Delta 0.105 ≈10% ITM
Gamma 0.002
Theta -1.561
Vega 0.235
Open interest 510
Model this call
Put · $1145
In the money
Last $89.20
Breakeven $1,055.80
Implied vol 70%
Delta -0.917 ≈92% ITM
Gamma 0.002
Theta -1.155
Vega 0.229
Open interest 11
Model this put
182
29
67.8%
0.07
$2.40
1150
$152.31
-0.921
71.3%
2
40
Call · $1150
Last $2.40
Breakeven $1,152.40
Implied vol 67.8%
Delta 0.07 ≈7% ITM
Gamma 0.002
Theta -1.05
Vega 0.137
Open interest 182
Model this call
Put · $1150
In the money
Last $152.31
Breakeven $997.69
Implied vol 71.3%
Delta -0.921 ≈92% ITM
Gamma 0.002
Theta -1.133
Vega 0.228
Open interest 40
Model this put
15
5
64.6%
0.055
$2.63
1155
—
-0.925
72.9%
—
0
Call · $1155
Last $2.63
Breakeven $1,157.63
Implied vol 64.6%
Delta 0.055 ≈6% ITM
Gamma 0.001
Theta -0.823
Vega 0.137
Open interest 15
Model this call
Put · $1155
In the money
Last —
Breakeven —
Implied vol 72.9%
Delta -0.925 ≈92% ITM
Gamma 0.002
Theta -1.123
Vega 0.227
Open interest 0
Model this put
44
310
74.7%
0.075
$2.20
1160
$145.48
-0.928
74.2%
1
2
Call · $1160
Last $2.20
Breakeven $1,162.20
Implied vol 74.7%
Delta 0.075 ≈7% ITM
Gamma 0.002
Theta -1.226
Vega 0.237
Open interest 44
Model this call
Put · $1160
In the money
Last $145.48
Breakeven $1,014.52
Implied vol 74.2%
Delta -0.928 ≈93% ITM
Gamma 0.002
Theta -1.106
Vega 0.135
Open interest 2
Model this put
15
2
75.9%
0.073
$2.17
1165
$157.01
-0.94
71.4%
5
3
Call · $1165
Last $2.17
Breakeven $1,167.17
Implied vol 75.9%
Delta 0.073 ≈7% ITM
Gamma 0.001
Theta -1.215
Vega 0.137
Open interest 15
Model this call
Put · $1165
In the money
Last $157.01
Breakeven $1,007.99
Implied vol 71.4%
Delta -0.94 ≈94% ITM
Gamma 0.001
Theta -0.903
Vega 0.135
Open interest 3
Model this put
50
48
67.1%
0.045
$1.52
1170
$137.15
-0.943
72.3%
9
5
Call · $1170
Last $1.52
Breakeven $1,171.52
Implied vol 67.1%
Delta 0.045 ≈4% ITM
Gamma 0.001
Theta -0.721
Vega 0.138
Open interest 50
Model this call
Put · $1170
In the money
Last $137.15
Breakeven $1,032.85
Implied vol 72.3%
Delta -0.943 ≈94% ITM
Gamma 0.001
Theta -0.874
Vega 0.135
Open interest 5
Model this put
28
15
73.1%
0.056
$2.03
1175
$144.80
-0.952
71%
5
8
Call · $1175
Last $2.03
Breakeven $1,177.03
Implied vol 73.1%
Delta 0.056 ≈6% ITM
Gamma 0.001
Theta -0.934
Vega 0.138
Open interest 28
Model this call
Put · $1175
In the money
Last $144.80
Breakeven $1,030.20
Implied vol 71%
Delta -0.952 ≈95% ITM
Gamma 0.001
Theta -0.738
Vega 0.133
Open interest 8
Model this put
27
3
74.7%
0.055
$2.55
1180
$158.30
-0.949
74.2%
6
3
Call · $1180
Last $2.55
Breakeven $1,182.55
Implied vol 74.7%
Delta 0.055 ≈5% ITM
Gamma 0.001
Theta -0.94
Vega 0.138
Open interest 27
Model this call
Put · $1180
In the money
Last $158.30
Breakeven $1,021.70
Implied vol 74.2%
Delta -0.949 ≈95% ITM
Gamma 0.001
Theta -0.815
Vega 0.135
Open interest 3
Model this put
11
4
79.1%
0.06
$4.30
1185
$176.10
-0.951
75.4%
1
2
Call · $1185
Last $4.30
Breakeven $1,189.30
Implied vol 79.1%
Delta 0.06 ≈6% ITM
Gamma 0.001
Theta -1.076
Vega 0.138
Open interest 11
Model this call
Put · $1185
In the money
Last $176.10
Breakeven $1,008.90
Implied vol 75.4%
Delta -0.951 ≈95% ITM
Gamma 0.001
Theta -0.804
Vega 0.135
Open interest 2
Model this put
555
2
79.2%
0.056
$1.70
1190
$133.52
-0.962
73.3%
2
3
Call · $1190
Last $1.70
Breakeven $1,191.70
Implied vol 79.2%
Delta 0.056 ≈6% ITM
Gamma 0.001
Theta -1.013
Vega 0.139
Open interest 555
Model this call
Put · $1190
In the money
Last $133.52
Breakeven $1,056.48
Implied vol 73.3%
Delta -0.962 ≈96% ITM
Gamma 0.001
Theta -0.63
Vega 0.131
Open interest 3
Model this put
10
1
74.6%
0.039
$33.55
1195
$192.80
-0.965
74.2%
2
2
Call · $1195
Last $33.55
Breakeven $1,228.55
Implied vol 74.6%
Delta 0.039 ≈4% ITM
Gamma 0.001
Theta -0.717
Vega 0.139
Open interest 10
Model this call
Put · $1195
In the money
Last $192.80
Breakeven $1,002.20
Implied vol 74.2%
Delta -0.965 ≈96% ITM
Gamma 0.001
Theta -0.598
Vega 0.129
Open interest 2
Model this put
136
231
71.8%
0.03
$1.05
1200
$186.68
-0.962
76.9%
4
3
Call · $1200
Last $1.05
Breakeven $1,201.05
Implied vol 71.8%
Delta 0.03 ≈3% ITM
Gamma 0.001
Theta -0.559
Vega 0.07
Open interest 136
Model this call
Put · $1200
In the money
Last $186.68
Breakeven $1,013.32
Implied vol 76.9%
Delta -0.962 ≈96% ITM
Gamma 0.001
Theta -0.66
Vega 0.131
Open interest 3
Model this put
12
15
78.4%
0.039
$2.80
1205
$121.40
-0.968
76.5%
2
2
Call · $1205
Last $2.80
Breakeven $1,207.80
Implied vol 78.4%
Delta 0.039 ≈4% ITM
Gamma 0.001
Theta -0.756
Vega 0.14
Open interest 12
Model this call
Put · $1205
In the money
Last $121.40
Breakeven $1,083.60
Implied vol 76.5%
Delta -0.968 ≈97% ITM
Gamma 0.001
Theta -0.568
Vega 0.067
Open interest 2
Model this put
22
4
79.6%
0.037
$2.50
1210
—
-0.964
80.2%
—
0
Call · $1210
Last $2.50
Breakeven $1,212.50
Implied vol 79.6%
Delta 0.037 ≈4% ITM
Gamma 0.001
Theta -0.744
Vega 0.14
Open interest 22
Model this call
Put · $1210
In the money
Last —
Breakeven —
Implied vol 80.2%
Delta -0.964 ≈96% ITM
Gamma 0.001
Theta -0.671
Vega 0.129
Open interest 0
Model this put
6
8
77%
0.03
$2.50
1215
—
-0.97
78.5%
—
0
Call · $1215
Last $2.50
Breakeven $1,217.50
Implied vol 77%
Delta 0.03 ≈3% ITM
Gamma 0.001
Theta -0.6
Vega 0.07
Open interest 6
Model this call
Put · $1215
In the money
Last —
Breakeven —
Implied vol 78.5%
Delta -0.97 ≈97% ITM
Gamma 0.001
Theta -0.547
Vega 0.067
Open interest 0
Model this put
32
6
78.8%
0.03
$1.99
1220
$172.00
-0.973
78.4%
2
1
Call · $1220
Last $1.99
Breakeven $1,221.99
Implied vol 78.8%
Delta 0.03 ≈3% ITM
Gamma 0.001
Theta -0.614
Vega 0.07
Open interest 32
Model this call
Put · $1220
In the money
Last $172.00
Breakeven $1,048.00
Implied vol 78.4%
Delta -0.973 ≈97% ITM
Gamma 0.001
Theta -0.499
Vega 0.066
Open interest 1
Model this put
8
7
83%
0.033
$0.92
1225
—
-0.964
85.3%
—
0
Call · $1225
Last $0.92
Breakeven $1,225.92
Implied vol 83%
Delta 0.033 ≈3% ITM
Gamma 0.001
Theta -0.71
Vega 0.07
Open interest 8
Model this call
Put · $1225
In the money
Last —
Breakeven —
Implied vol 85.3%
Delta -0.964 ≈96% ITM
Gamma 0.001
Theta -0.706
Vega 0.13
Open interest 0
Model this put
6
2
83.3%
0.032
$1.60
1230
—
-0.971
83.4%
—
0
Call · $1230
Last $1.60
Breakeven $1,231.60
Implied vol 83.3%
Delta 0.032 ≈3% ITM
Gamma 0.001
Theta -0.677
Vega 0.071
Open interest 6
Model this call
Put · $1230
In the money
Last —
Breakeven —
Implied vol 83.4%
Delta -0.971 ≈97% ITM
Gamma 0.001
Theta -0.578
Vega 0.067
Open interest 0
Model this put
0
1
94.5%
0.05
$1.84
1235
—
-0.972
84%
—
0
Call · $1235
Last $1.84
Breakeven $1,236.84
Implied vol 94.5%
Delta 0.05 ≈5% ITM
Gamma 0.001
Theta -1.111
Vega 0.141
Open interest 0
Model this call
Put · $1235
In the money
Last —
Breakeven —
Implied vol 84%
Delta -0.972 ≈97% ITM
Gamma 0.001
Theta -0.555
Vega 0.068
Open interest 0
Model this put
115
27
69.9%
0.01
$0.65
1240
$164.18
-0.974
83.9%
1
2
Call · $1240
Last $0.65
Breakeven $1,240.65
Implied vol 69.9%
Delta 0.01 ≈1% ITM
Gamma 0
Theta -0.213
Vega 0.031
Open interest 115
Model this call
Put · $1240
In the money
Last $164.18
Breakeven $1,075.82
Implied vol 83.9%
Delta -0.974 ≈97% ITM
Gamma 0.001
Theta -0.507
Vega 0.066
Open interest 2
Model this put
1
2
94.4%
0.042
$13.14
1245
—
-0.973
86.7%
—
0
Call · $1245
Last $13.14
Breakeven $1,258.14
Implied vol 94.4%
Delta 0.042 ≈4% ITM
Gamma 0.001
Theta -0.968
Vega 0.142
Open interest 1
Model this call
Put · $1245
In the money
Last —
Breakeven —
Implied vol 86.7%
Delta -0.973 ≈97% ITM
Gamma 0.001
Theta -0.559
Vega 0.068
Open interest 0
Model this put
25
32
83.7%
0.023
$1.50
1250
$245.50
-0.973
88.1%
6
4
Call · $1250
Last $1.50
Breakeven $1,251.50
Implied vol 83.7%
Delta 0.023 ≈2% ITM
Gamma 0.001
Theta -0.521
Vega 0.071
Open interest 25
Model this call
Put · $1250
In the money
Last $245.50
Breakeven $1,004.50
Implied vol 88.1%
Delta -0.973 ≈97% ITM
Gamma 0.001
Theta -0.561
Vega 0.068
Open interest 4
Model this put
5
7
85.8%
0.024
$9.98
1255
—
-0.977
87.2%
—
0
Call · $1255
Last $9.98
Breakeven $1,264.98
Implied vol 85.8%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.546
Vega 0.071
Open interest 5
Model this call
Put · $1255
In the money
Last —
Breakeven —
Implied vol 87.2%
Delta -0.977 ≈98% ITM
Gamma 0.001
Theta -0.489
Vega 0.067
Open interest 0
Model this put
100
59
86.4%
0.023
$0.50
1260
$215.57
-0.978
87.8%
1
2
Call · $1260
Last $0.50
Breakeven $1,260.50
Implied vol 86.4%
Delta 0.023 ≈2% ITM
Gamma 0
Theta -0.525
Vega 0.071
Open interest 100
Model this call
Put · $1260
In the money
Last $215.57
Breakeven $1,044.43
Implied vol 87.8%
Delta -0.978 ≈98% ITM
Gamma 0.001
Theta -0.467
Vega 0.066
Open interest 2
Model this put
15
3
88.8%
0.024
$9.80
1265
$260.20
-0.975
91.3%
2
2
Call · $1265
Last $9.80
Breakeven $1,274.80
Implied vol 88.8%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.562
Vega 0.072
Open interest 15
Model this call
Put · $1265
In the money
Last $260.20
Breakeven $1,004.80
Implied vol 91.3%
Delta -0.975 ≈98% ITM
Gamma 0.001
Theta -0.542
Vega 0.067
Open interest 2
Model this put
2
1
88.4%
0.021
$0.90
1270
—
-0.975
92.7%
—
0
Call · $1270
Last $0.90
Breakeven $1,270.90
Implied vol 88.4%
Delta 0.021 ≈2% ITM
Gamma 0
Theta -0.505
Vega 0.072
Open interest 2
Model this call
Put · $1270
In the money
Last —
Breakeven —
Implied vol 92.7%
Delta -0.975 ≈98% ITM
Gamma 0.001
Theta -0.544
Vega 0.067
Open interest 0
Model this put
18
8
89%
0.02
$1.22
1275
—
-0.987
86.3%
—
0
Call · $1275
Last $1.22
Breakeven $1,276.22
Implied vol 89%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -0.484
Vega 0.072
Open interest 18
Model this call
Put · $1275
In the money
Last —
Breakeven —
Implied vol 86.3%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.283
Vega 0.057
Open interest 0
Model this put
47
1
90.3%
0.02
$0.65
1280
—
-0.987
87.6%
—
0
Call · $1280
Last $0.65
Breakeven $1,280.65
Implied vol 90.3%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -0.486
Vega 0.072
Open interest 47
Model this call
Put · $1280
In the money
Last —
Breakeven —
Implied vol 87.6%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.285
Vega 0.056
Open interest 0
Model this put
10
15
92.3%
0.02
$6.00
1285
$279.80
-0.987
88.9%
2
1
Call · $1285
Last $6.00
Breakeven $1,291.00
Implied vol 92.3%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -0.511
Vega 0.072
Open interest 10
Model this call
Put · $1285
In the money
Last $279.80
Breakeven $1,005.20
Implied vol 88.9%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.286
Vega 0.057
Open interest 1
Model this put
17
4
92.9%
0.019
$6.85
1290
$274.00
-0.987
90.2%
1
1
Call · $1290
Last $6.85
Breakeven $1,296.85
Implied vol 92.9%
Delta 0.019 ≈2% ITM
Gamma 0
Theta -0.49
Vega 0.072
Open interest 17
Model this call
Put · $1290
In the money
Last $274.00
Breakeven $1,016.00
Implied vol 90.2%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.288
Vega 0.057
Open interest 1
Model this put
0
—
94.2%
0.019
—
1295
$289.70
-0.987
91.5%
5
3
Call · $1295
Last —
Breakeven —
Implied vol 94.2%
Delta 0.019 ≈2% ITM
Gamma 0
Theta -0.492
Vega 0.072
Open interest 0
Model this call
Put · $1295
In the money
Last $289.70
Breakeven $1,005.30
Implied vol 91.5%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.289
Vega 0.056
Open interest 3
Model this put
126
4
96.2%
0.02
$0.25
1300
$283.00
-0.989
91.6%
1
1
Call · $1300
Last $0.25
Breakeven $1,300.25
Implied vol 96.2%
Delta 0.02 ≈2% ITM
Gamma 0
Theta -0.517
Vega 0.073
Open interest 126
Model this call
Put · $1300
In the money
Last $283.00
Breakeven $1,017.00
Implied vol 91.6%
Delta -0.989 ≈99% ITM
Gamma 0
Theta -0.262
Vega 0.027
Open interest 1
Model this put
0
—
96.8%
0.018
—
1305
—
-0.98
99.6%
—
0
Call · $1305
Last —
Breakeven —
Implied vol 96.8%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.496
Vega 0.073
Open interest 0
Model this call
Put · $1305
In the money
Last —
Breakeven —
Implied vol 99.6%
Delta -0.98 ≈98% ITM
Gamma 0
Theta -0.484
Vega 0.067
Open interest 0
Model this put
46
2
97.7%
0.018
$1.50
1310
—
-0.98
100.9%
—
0
Call · $1310
Last $1.50
Breakeven $1,311.50
Implied vol 97.7%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.486
Vega 0.073
Open interest 46
Model this call
Put · $1310
In the money
Last —
Breakeven —
Implied vol 100.9%
Delta -0.98 ≈98% ITM
Gamma 0
Theta -0.486
Vega 0.067
Open interest 0
Model this put
0
—
99.4%
0.018
—
1315
$263.08
-0.981
102.2%
1
1
Call · $1315
Last —
Breakeven —
Implied vol 99.4%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.5
Vega 0.073
Open interest 0
Model this call
Put · $1315
In the money
Last $263.08
Breakeven $1,051.92
Implied vol 102.2%
Delta -0.981 ≈98% ITM
Gamma 0
Theta -0.488
Vega 0.067
Open interest 1
Model this put
54
11
93.2%
0.011
$0.80
1320
$290.90
-0.988
97.9%
1
0
Call · $1320
Last $0.80
Breakeven $1,320.80
Implied vol 93.2%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.316
Vega 0.031
Open interest 54
Model this call
Put · $1320
In the money
Last $290.90
Breakeven $1,029.10
Implied vol 97.9%
Delta -0.988 ≈99% ITM
Gamma 0
Theta -0.297
Vega 0.05
Open interest 0
Model this put
26
20
110.1%
0.027
$0.65
1325
$319.40
-0.987
100.1%
2
2
Call · $1325
Last $0.65
Breakeven $1,325.65
Implied vol 110.1%
Delta 0.027 ≈3% ITM
Gamma 0
Theta -0.786
Vega 0.073
Open interest 26
Model this call
Put · $1325
In the money
Last $319.40
Breakeven $1,005.60
Implied vol 100.1%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.327
Vega 0.059
Open interest 2
Model this put
93
4
78.8%
0.003
$0.05
1330
$300.90
-0.98
106.7%
1
0
Call · $1330
Last $0.05
Breakeven $1,330.05
Implied vol 78.8%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.069
Vega 0.012
Open interest 93
Model this call
Put · $1330
In the money
Last $300.90
Breakeven $1,029.10
Implied vol 106.7%
Delta -0.98 ≈98% ITM
Gamma 0
Theta -0.519
Vega 0.067
Open interest 0
Model this put
0
—
132.4%
0.053
—
1335
$349.00
-0.99
99.5%
1
1
Call · $1335
Last —
Breakeven —
Implied vol 132.4%
Delta 0.053 ≈5% ITM
Gamma 0.001
Theta -1.629
Vega 0.146
Open interest 0
Model this call
Put · $1335
In the money
Last $349.00
Breakeven $986.00
Implied vol 99.5%
Delta -0.99 ≈99% ITM
Gamma 0
Theta -0.266
Vega 0.027
Open interest 1
Model this put
56
8
104%
0.015
$0.50
1340
$255.00
-0.99
100.6%
1
0
Call · $1340
Last $0.50
Breakeven $1,340.50
Implied vol 104%
Delta 0.015 ≈2% ITM
Gamma 0
Theta -0.451
Vega 0.074
Open interest 56
Model this call
Put · $1340
In the money
Last $255.00
Breakeven $1,085.00
Implied vol 100.6%
Delta -0.99 ≈99% ITM
Gamma 0
Theta -0.267
Vega 0.027
Open interest 0
Model this put
1
1
136.4%
0.054
$5.30
1345
$260.00
-0.988
105.1%
1
1
Call · $1345
Last $5.30
Breakeven $1,350.30
Implied vol 136.4%
Delta 0.054 ≈5% ITM
Gamma 0.001
Theta -1.702
Vega 0.147
Open interest 1
Model this call
Put · $1345
In the money
Last $260.00
Breakeven $1,085.00
Implied vol 105.1%
Delta -0.988 ≈99% ITM
Gamma 0
Theta -0.332
Vega 0.058
Open interest 1
Model this put
81
1
142.1%
0.06
$0.22
1350
$291.39
-0.99
102.8%
1
0
Call · $1350
Last $0.22
Breakeven $1,350.22
Implied vol 142.1%
Delta 0.06 ≈6% ITM
Gamma 0.001
Theta -1.923
Vega 0.147
Open interest 81
Model this call
Put · $1350
In the money
Last $291.39
Breakeven $1,058.61
Implied vol 102.8%
Delta -0.99 ≈99% ITM
Gamma 0
Theta -0.268
Vega 0.027
Open interest 0
Model this put
0
—
—
—
—
1355
—
-0.989
105.7%
—
0
Call · $1355
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1355
In the money
Last —
Breakeven —
Implied vol 105.7%
Delta -0.989 ≈99% ITM
Gamma 0
Theta -0.302
Vega 0.028
Open interest 0
Model this put
22
4
141.3%
0.054
$3.89
1360
—
-0.99
105%
—
0
Call · $1360
Last $3.89
Breakeven $1,363.89
Implied vol 141.3%
Delta 0.054 ≈5% ITM
Gamma 0.001
Theta -1.754
Vega 0.147
Open interest 22
Model this call
Put · $1360
In the money
Last —
Breakeven —
Implied vol 105%
Delta -0.99 ≈99% ITM
Gamma 0
Theta -0.269
Vega 0.027
Open interest 0
Model this put
0
—
112.6%
0.017
—
1365
$360.10
-0.99
106.1%
1
0
Call · $1365
Last —
Breakeven —
Implied vol 112.6%
Delta 0.017 ≈2% ITM
Gamma 0
Theta -0.543
Vega 0.074
Open interest 0
Model this call
Put · $1365
In the money
Last $360.10
Breakeven $1,004.90
Implied vol 106.1%
Delta -0.99 ≈99% ITM
Gamma 0
Theta -0.27
Vega 0.027
Open interest 0
Model this put
0
—
—
—
—
1370
$384.00
-0.983
116%
1
1
Call · $1370
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1370
In the money
Last $384.00
Breakeven $986.00
Implied vol 116%
Delta -0.983 ≈98% ITM
Gamma 0
Theta -0.508
Vega 0.067
Open interest 1
Model this put
0
—
—
—
—
1375
—
-0.99
108.3%
—
0
Call · $1375
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1375
In the money
Last —
Breakeven —
Implied vol 108.3%
Delta -0.99 ≈99% ITM
Gamma 0
Theta -0.271
Vega 0.027
Open interest 0
Model this put
18
1
107.8%
0.011
$0.05
1380
$350.80
-0.986
115.4%
1
0
Call · $1380
Last $0.05
Breakeven $1,380.05
Implied vol 107.8%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.354
Vega 0.032
Open interest 18
Model this call
Put · $1380
In the money
Last $350.80
Breakeven $1,029.20
Implied vol 115.4%
Delta -0.986 ≈99% ITM
Gamma 0
Theta -0.403
Vega 0.063
Open interest 0
Model this put
0
—
—
—
—
1385
—
-0.989
112.2%
—
0
Call · $1385
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1385
In the money
Last —
Breakeven —
Implied vol 112.2%
Delta -0.989 ≈99% ITM
Gamma 0
Theta -0.306
Vega 0.028
Open interest 0
Model this put
0
—
—
—
—
1390
$369.70
-0.991
111.5%
1
0
Call · $1390
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1390
In the money
Last $369.70
Breakeven $1,020.30
Implied vol 111.5%
Delta -0.991 ≈99% ITM
Gamma 0
Theta -0.273
Vega 0.027
Open interest 0
Model this put
0
—
—
—
—
1395
—
-0.983
122.1%
—
0
Call · $1395
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1395
In the money
Last —
Breakeven —
Implied vol 122.1%
Delta -0.983 ≈98% ITM
Gamma 0
Theta -0.517
Vega 0.067
Open interest 0
Model this put
149
58
100.9%
0.004
$0.12
1400
$370.80
-0.992
111.8%
2
0
Call · $1400
Last $0.12
Breakeven $1,400.12
Implied vol 100.9%
Delta 0.004 ≈0% ITM
Gamma 0
Theta -0.151
Vega 0.012
Open interest 149
Model this call
Put · $1400
In the money
Last $370.80
Breakeven $1,029.20
Implied vol 111.8%
Delta -0.992 ≈99% ITM
Gamma 0
Theta -0.238
Vega 0.027
Open interest 0
Model this put
0
—
—
—
—
1405
—
-0.983
124.5%
—
0
Call · $1405
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1405
In the money
Last —
Breakeven —
Implied vol 124.5%
Delta -0.983 ≈98% ITM
Gamma 0
Theta -0.521
Vega 0.067
Open interest 0
Model this put
0
—
—
—
—
1410
—
-0.984
125.7%
—
0
Call · $1410
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1410
In the money
Last —
Breakeven —
Implied vol 125.7%
Delta -0.984 ≈98% ITM
Gamma 0
Theta -0.523
Vega 0.067
Open interest 0
Model this put
0
—
—
—
—
1415
$385.80
-0.991
116.8%
1
0
Call · $1415
Last —
Breakeven —
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 0
Model this call
Put · $1415
In the money
Last $385.80
Breakeven $1,029.20
Implied vol 116.8%
Delta -0.991 ≈99% ITM
Gamma 0
Theta -0.276
Vega 0.027
Open interest 0
Model this put
5
3
144.1%
0.033
$0.05
1420
$390.80
-0.99
119.7%
2
0
Call · $1420
Last $0.05
Breakeven $1,420.05
Implied vol 144.1%
Delta 0.033 ≈3% ITM
Gamma 0
Theta -1.211
Vega 0.075
Open interest 5
Model this call
Put · $1420
In the money
Last $390.80
Breakeven $1,029.20
Implied vol 119.7%
Delta -0.99 ≈99% ITM
Gamma 0
Theta -0.311
Vega 0.028
Open interest 0
Model this put
6
6
—
—
$0.25
1425
$413.18
-0.991
118.9%
1
0
Call · $1425
Last $0.25
Breakeven $1,425.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $1425
In the money
Last $413.18
Breakeven $1,011.82
Implied vol 118.9%
Delta -0.991 ≈99% ITM
Gamma 0
Theta -0.277
Vega 0.027
Open interest 0
Model this put
6
6
—
—
$0.22
1430
$418.15
-0.99
121.8%
1
1
Call · $1430
Last $0.22
Breakeven $1,430.22
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $1430
In the money
Last $418.15
Breakeven $1,011.85
Implied vol 121.8%
Delta -0.99 ≈99% ITM
Gamma 0
Theta -0.312
Vega 0.028
Open interest 1
Model this put
6
6
—
—
$0.25
1435
$405.80
-0.987
128%
1
0
Call · $1435
Last $0.25
Breakeven $1,435.25
Implied vol —
Delta —
Gamma —
Theta —
Vega —
Open interest 6
Model this call
Put · $1435
In the money
Last $405.80
Breakeven $1,029.20
Implied vol 128%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.415
Vega 0.03
Open interest 0
Model this put
253
20
132.8%
0.018
$0.05
1440
$372.90
-0.99
123.8%
1
0
Call · $1440
Last $0.05
Breakeven $1,440.05
Implied vol 132.8%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.656
Vega 0.076
Open interest 253
Model this call
Put · $1440
In the money
Last $372.90
Breakeven $1,067.10
Implied vol 123.8%
Delta -0.99 ≈99% ITM
Gamma 0
Theta -0.314
Vega 0.028
Open interest 0
Model this put
27
1
133.5%
0.014
$0.05
1460
$438.80
-0.992
126.1%
1
0
Call · $1460
Last $0.05
Breakeven $1,460.05
Implied vol 133.5%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.549
Vega 0.033
Open interest 27
Model this call
Put · $1460
In the money
Last $438.80
Breakeven $1,021.20
Implied vol 126.1%
Delta -0.992 ≈99% ITM
Gamma 0
Theta -0.281
Vega 0.028
Open interest 0
Model this put
7
7
142.3%
0.017
$0.21
1480
—
-0.992
130.2%
—
0
Call · $1480
Last $0.21
Breakeven $1,480.21
Implied vol 142.3%
Delta 0.017 ≈2% ITM
Gamma 0
Theta -0.683
Vega 0.077
Open interest 7
Model this call
Put · $1480
In the money
Last —
Breakeven —
Implied vol 130.2%
Delta -0.992 ≈99% ITM
Gamma 0
Theta -0.284
Vega 0.028
Open interest 0
Model this put
152
6
128.5%
0.007
$0.25
1500
—
-0.992
134.2%
—
0
Call · $1500
Last $0.25
Breakeven $1,500.25
Implied vol 128.5%
Delta 0.007 ≈1% ITM
Gamma 0
Theta -0.29
Vega 0.033
Open interest 152
Model this call
Put · $1500
In the money
Last —
Breakeven —
Implied vol 134.2%
Delta -0.992 ≈99% ITM
Gamma 0
Theta -0.286
Vega 0.028
Open interest 0
Model this put
53
6
151%
0.016
$0.18
1520
—
-0.992
138.1%
—
0
Call · $1520
Last $0.18
Breakeven $1,520.18
Implied vol 151%
Delta 0.016 ≈2% ITM
Gamma 0
Theta -0.687
Vega 0.078
Open interest 53
Model this call
Put · $1520
In the money
Last —
Breakeven —
Implied vol 138.1%
Delta -0.992 ≈99% ITM
Gamma 0
Theta -0.288
Vega 0.028
Open interest 0
Model this put
37
5
151.9%
0.014
$0.18
1540
—
-0.991
143.8%
—
0
Call · $1540
Last $0.18
Breakeven $1,540.18
Implied vol 151.9%
Delta 0.014 ≈1% ITM
Gamma 0
Theta -0.62
Vega 0.034
Open interest 37
Model this call
Put · $1540
In the money
Last —
Breakeven —
Implied vol 143.8%
Delta -0.991 ≈99% ITM
Gamma 0
Theta -0.326
Vega 0.028
Open interest 0
Model this put
4
3
152.6%
0.013
$0.16
1560
$503.90
-0.992
145.8%
1
0
Call · $1560
Last $0.16
Breakeven $1,560.16
Implied vol 152.6%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -0.56
Vega 0.034
Open interest 4
Model this call
Put · $1560
In the money
Last $503.90
Breakeven $1,056.10
Implied vol 145.8%
Delta -0.992 ≈99% ITM
Gamma 0
Theta -0.293
Vega 0.028
Open interest 0
Model this put
2
1
157.8%
0.013
$0.21
1580
$514.50
-0.987
162.9%
1
0
Call · $1580
Last $0.21
Breakeven $1,580.21
Implied vol 157.8%
Delta 0.013 ≈1% ITM
Gamma 0
Theta -0.594
Vega 0.034
Open interest 2
Model this call
Put · $1580
In the money
Last $514.50
Breakeven $1,065.50
Implied vol 162.9%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.572
Vega 0.032
Open interest 0
Model this put
62
32
135.7%
0.003
$0.05
1600
$538.90
-0.987
166.6%
1
0
Call · $1600
Last $0.05
Breakeven $1,600.05
Implied vol 135.7%
Delta 0.003 ≈0% ITM
Gamma 0
Theta -0.156
Vega 0.013
Open interest 62
Model this call
Put · $1600
In the money
Last $538.90
Breakeven $1,061.10
Implied vol 166.6%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.574
Vega 0.032
Open interest 0
Model this put
132
1
163.5%
0.012
$0.18
1620
$540.80
-0.987
170.2%
1
0
Call · $1620
Last $0.18
Breakeven $1,620.18
Implied vol 163.5%
Delta 0.012 ≈1% ITM
Gamma 0
Theta -0.567
Vega 0.034
Open interest 132
Model this call
Put · $1620
In the money
Last $540.80
Breakeven $1,079.20
Implied vol 170.2%
Delta -0.987 ≈99% ITM
Gamma 0
Theta -0.577
Vega 0.032
Open interest 0
Model this put
3
2
167.1%
0.012
$0.16
1640
$574.60
-0.993
160.7%
1
0
Call · $1640
Last $0.16
Breakeven $1,640.16
Implied vol 167.1%
Delta 0.012 ≈1% ITM
Gamma 0
Theta -0.569
Vega 0.035
Open interest 3
Model this call
Put · $1640
In the money
Last $574.60
Breakeven $1,065.40
Implied vol 160.7%
Delta -0.993 ≈99% ITM
Gamma 0
Theta -0.302
Vega 0.028
Open interest 0
Model this put
1
1
170.6%
0.011
$0.20
1660
$591.40
-0.988
177.4%
1
0
Call · $1660
Last $0.20
Breakeven $1,660.20
Implied vol 170.6%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.572
Vega 0.035
Open interest 1
Model this call
Put · $1660
In the money
Last $591.40
Breakeven $1,068.60
Implied vol 177.4%
Delta -0.988 ≈99% ITM
Gamma 0
Theta -0.582
Vega 0.032
Open interest 0
Model this put
3
3
174%
0.011
$0.17
1680
—
-0.988
180.9%
—
0
Call · $1680
Last $0.17
Breakeven $1,680.17
Implied vol 174%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.574
Vega 0.035
Open interest 3
Model this call
Put · $1680
In the money
Last —
Breakeven —
Implied vol 180.9%
Delta -0.988 ≈99% ITM
Gamma 0
Theta -0.585
Vega 0.033
Open interest 0
Model this put
5
5
177.5%
0.011
$0.16
1700
$628.30
-0.993
171.4%
1
0
Call · $1700
Last $0.16
Breakeven $1,700.16
Implied vol 177.5%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.576
Vega 0.035
Open interest 5
Model this call
Put · $1700
In the money
Last $628.30
Breakeven $1,071.70
Implied vol 171.4%
Delta -0.993 ≈99% ITM
Gamma 0
Theta -0.308
Vega 0.029
Open interest 0
Model this put
15
3
180.8%
0.011
$0.18
1720
$638.30
-0.993
174.9%
1
0
Call · $1720
Last $0.18
Breakeven $1,720.18
Implied vol 180.8%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.578
Vega 0.035
Open interest 15
Model this call
Put · $1720
In the money
Last $638.30
Breakeven $1,081.70
Implied vol 174.9%
Delta -0.993 ≈99% ITM
Gamma 0
Theta -0.31
Vega 0.029
Open interest 0
Model this put
4
4
184.2%
0.011
$0.19
1740
—
-0.994
178.3%
—
0
Call · $1740
Last $0.19
Breakeven $1,740.19
Implied vol 184.2%
Delta 0.011 ≈1% ITM
Gamma 0
Theta -0.58
Vega 0.036
Open interest 4
Model this call
Put · $1740
In the money
Last —
Breakeven —
Implied vol 178.3%
Delta -0.994 ≈99% ITM
Gamma 0
Theta -0.312
Vega 0.029
Open interest 0
Model this put
13
4
187.5%
0.01
$0.25
1760
$696.10
-0.993
183.5%
1
0
Call · $1760
Last $0.25
Breakeven $1,760.25
Implied vol 187.5%
Delta 0.01 ≈1% ITM
Gamma 0
Theta -0.583
Vega 0.036
Open interest 13
Model this call
Put · $1760
In the money
Last $696.10
Breakeven $1,063.90
Implied vol 183.5%
Delta -0.993 ≈99% ITM
Gamma 0
Theta -0.352
Vega 0.03
Open interest 0
Model this put