1
1
35.8%
0.998
$319.20
1060
$1.40
-0.018
49.7%
11
9
Call · $1060
In the money
Last $319.20
Breakeven $1,379.20
Implied vol 35.8%
Delta 0.998 ≈100% ITM
Gamma 0
Theta -0.095
Vega 0.024
Open interest 1
Model this call
Put · $1060
Last $1.40
Breakeven $1,058.60
Implied vol 49.7%
Delta -0.018 ≈2% ITM
Gamma 0
Theta -0.155
Vega 0.161
Open interest 9
Model this put
0
—
38.7%
0.993
—
1080
$1.65
-0.023
49%
10
2
Call · $1080
In the money
Last —
Breakeven —
Implied vol 38.7%
Delta 0.993 ≈99% ITM
Gamma 0
Theta -0.131
Vega 0.068
Open interest 0
Model this call
Put · $1080
Last $1.65
Breakeven $1,078.35
Implied vol 49%
Delta -0.023 ≈2% ITM
Gamma 0
Theta -0.19
Vega 0.162
Open interest 2
Model this put
0
—
38.9%
0.989
—
1100
$2.14
-0.025
46.1%
1
3
Call · $1100
In the money
Last —
Breakeven —
Implied vol 38.9%
Delta 0.989 ≈99% ITM
Gamma 0
Theta -0.158
Vega 0.162
Open interest 0
Model this call
Put · $1100
Last $2.14
Breakeven $1,097.86
Implied vol 46.1%
Delta -0.025 ≈2% ITM
Gamma 0
Theta -0.189
Vega 0.164
Open interest 3
Model this put
0
—
37.6%
0.985
—
1120
—
-0.055
52.5%
—
0
Call · $1120
In the money
Last —
Breakeven —
Implied vol 37.6%
Delta 0.985 ≈98% ITM
Gamma 0
Theta -0.182
Vega 0.163
Open interest 0
Model this call
Put · $1120
Last —
Breakeven —
Implied vol 52.5%
Delta -0.055 ≈5% ITM
Gamma 0.001
Theta -0.41
Vega 0.334
Open interest 0
Model this put
0
—
38.7%
0.975
—
1140
$5.44
-0.058
49.1%
1
1
Call · $1140
In the money
Last —
Breakeven —
Implied vol 38.7%
Delta 0.975 ≈97% ITM
Gamma 0
Theta -0.246
Vega 0.166
Open interest 0
Model this call
Put · $1140
Last $5.44
Breakeven $1,134.56
Implied vol 49.1%
Delta -0.058 ≈6% ITM
Gamma 0.001
Theta -0.404
Vega 0.58
Open interest 1
Model this put
0
—
36.9%
0.968
—
1160
$3.80
-0.064
45.8%
10
12
Call · $1160
In the money
Last —
Breakeven —
Implied vol 36.9%
Delta 0.968 ≈97% ITM
Gamma 0.001
Theta -0.27
Vega 0.334
Open interest 0
Model this call
Put · $1160
Last $3.80
Breakeven $1,156.20
Implied vol 45.8%
Delta -0.064 ≈6% ITM
Gamma 0.001
Theta -0.402
Vega 0.584
Open interest 12
Model this put
3
2
36.5%
0.954
$191.60
1180
$5.47
-0.065
41.5%
1
11
Call · $1180
In the money
Last $191.60
Breakeven $1,371.60
Implied vol 36.5%
Delta 0.954 ≈95% ITM
Gamma 0.001
Theta -0.331
Vega 0.338
Open interest 3
Model this call
Put · $1180
Last $5.47
Breakeven $1,174.53
Implied vol 41.5%
Delta -0.065 ≈7% ITM
Gamma 0.001
Theta -0.369
Vega 0.588
Open interest 11
Model this put
0
—
36.6%
0.946
—
1190
—
-0.07
40%
—
0
Call · $1190
In the money
Last —
Breakeven —
Implied vol 36.6%
Delta 0.946 ≈95% ITM
Gamma 0.001
Theta -0.371
Vega 0.34
Open interest 0
Model this call
Put · $1190
Last —
Breakeven —
Implied vol 40%
Delta -0.07 ≈7% ITM
Gamma 0.001
Theta -0.371
Vega 0.59
Open interest 0
Model this put
0
—
34.7%
0.945
—
1200
$9.40
-0.077
39%
1
8
Call · $1200
In the money
Last —
Breakeven —
Implied vol 34.7%
Delta 0.945 ≈95% ITM
Gamma 0.001
Theta -0.36
Vega 0.341
Open interest 0
Model this call
Put · $1200
Last $9.40
Breakeven $1,190.60
Implied vol 39%
Delta -0.077 ≈8% ITM
Gamma 0.001
Theta -0.39
Vega 0.593
Open interest 8
Model this put
0
—
34.2%
0.938
—
1210
$5.50
-0.085
38.2%
1
3
Call · $1210
In the money
Last —
Breakeven —
Implied vol 34.2%
Delta 0.938 ≈94% ITM
Gamma 0.001
Theta -0.385
Vega 0.592
Open interest 0
Model this call
Put · $1210
Last $5.50
Breakeven $1,204.50
Implied vol 38.2%
Delta -0.085 ≈8% ITM
Gamma 0.001
Theta -0.41
Vega 0.596
Open interest 3
Model this put
0
—
33.8%
0.927
—
1220
$6.25
-0.096
37.8%
25
2
Call · $1220
In the money
Last —
Breakeven —
Implied vol 33.8%
Delta 0.927 ≈93% ITM
Gamma 0.001
Theta -0.419
Vega 0.595
Open interest 0
Model this call
Put · $1220
Last $6.25
Breakeven $1,213.75
Implied vol 37.8%
Delta -0.096 ≈10% ITM
Gamma 0.001
Theta -0.446
Vega 0.599
Open interest 2
Model this put
0
—
33.5%
0.914
—
1230
$8.00
-0.112
38.5%
1
5
Call · $1230
In the money
Last —
Breakeven —
Implied vol 33.5%
Delta 0.914 ≈91% ITM
Gamma 0.001
Theta -0.457
Vega 0.599
Open interest 0
Model this call
Put · $1230
Last $8.00
Breakeven $1,222.00
Implied vol 38.5%
Delta -0.112 ≈11% ITM
Gamma 0.001
Theta -0.514
Vega 0.605
Open interest 5
Model this put
0
—
33.4%
0.9
—
1240
$24.40
-0.125
37.9%
1
1
Call · $1240
In the money
Last —
Breakeven —
Implied vol 33.4%
Delta 0.9 ≈90% ITM
Gamma 0.001
Theta -0.501
Vega 0.602
Open interest 0
Model this call
Put · $1240
Last $24.40
Breakeven $1,215.60
Implied vol 37.9%
Delta -0.125 ≈13% ITM
Gamma 0.001
Theta -0.544
Vega 0.909
Open interest 1
Model this put
0
—
33.4%
0.886
—
1250
$12.00
-0.137
36.7%
20
3
Call · $1250
In the money
Last —
Breakeven —
Implied vol 33.4%
Delta 0.886 ≈89% ITM
Gamma 0.002
Theta -0.547
Vega 0.606
Open interest 0
Model this call
Put · $1250
Last $12.00
Breakeven $1,238.00
Implied vol 36.7%
Delta -0.137 ≈14% ITM
Gamma 0.002
Theta -0.556
Vega 0.913
Open interest 3
Model this put
3
3
33%
0.869
$112.40
1260
$17.30
-0.157
36.7%
1
2
Call · $1260
In the money
Last $112.40
Breakeven $1,372.40
Implied vol 33%
Delta 0.869 ≈87% ITM
Gamma 0.002
Theta -0.585
Vega 0.914
Open interest 3
Model this call
Put · $1260
Last $17.30
Breakeven $1,242.70
Implied vol 36.7%
Delta -0.157 ≈16% ITM
Gamma 0.002
Theta -0.607
Vega 0.918
Open interest 2
Model this put
3
3
33.1%
0.846
$104.95
1270
$18.40
-0.165
34.8%
1
12
Call · $1270
In the money
Last $104.95
Breakeven $1,374.95
Implied vol 33.1%
Delta 0.846 ≈85% ITM
Gamma 0.002
Theta -0.637
Vega 0.92
Open interest 3
Model this call
Put · $1270
Last $18.40
Breakeven $1,251.60
Implied vol 34.8%
Delta -0.165 ≈17% ITM
Gamma 0.002
Theta -0.594
Vega 0.922
Open interest 12
Model this put
0
—
33%
0.825
—
1280
$15.70
-0.183
34.3%
1
6
Call · $1280
In the money
Last —
Breakeven —
Implied vol 33%
Delta 0.825 ≈83% ITM
Gamma 0.002
Theta -0.684
Vega 0.925
Open interest 0
Model this call
Put · $1280
Last $15.70
Breakeven $1,264.30
Implied vol 34.3%
Delta -0.183 ≈18% ITM
Gamma 0.002
Theta -0.627
Vega 0.927
Open interest 6
Model this put
0
—
33%
0.803
—
1290
$16.72
-0.204
34.2%
10
12
Call · $1290
In the money
Last —
Breakeven —
Implied vol 33%
Delta 0.803 ≈80% ITM
Gamma 0.002
Theta -0.734
Vega 0.931
Open interest 0
Model this call
Put · $1290
Last $16.72
Breakeven $1,273.28
Implied vol 34.2%
Delta -0.204 ≈20% ITM
Gamma 0.002
Theta -0.672
Vega 0.94
Open interest 12
Model this put
1
1
32.6%
0.781
$100.00
1300
$19.48
-0.229
34.1%
1
4
Call · $1300
In the money
Last $100.00
Breakeven $1,400.00
Implied vol 32.6%
Delta 0.781 ≈78% ITM
Gamma 0.002
Theta -0.768
Vega 1.224
Open interest 1
Model this call
Put · $1300
Last $19.48
Breakeven $1,280.52
Implied vol 34.1%
Delta -0.229 ≈23% ITM
Gamma 0.002
Theta -0.713
Vega 1.226
Open interest 4
Model this put
0
—
32.3%
0.755
—
1310
—
-0.253
33.4%
—
0
Call · $1310
In the money
Last —
Breakeven —
Implied vol 32.3%
Delta 0.755 ≈75% ITM
Gamma 0.003
Theta -0.796
Vega 1.231
Open interest 0
Model this call
Put · $1310
Last —
Breakeven —
Implied vol 33.4%
Delta -0.253 ≈25% ITM
Gamma 0.003
Theta -0.729
Vega 1.232
Open interest 0
Model this put
0
—
31.8%
0.728
—
1320
$32.85
-0.279
33.1%
2
2
Call · $1320
In the money
Last —
Breakeven —
Implied vol 31.8%
Delta 0.728 ≈73% ITM
Gamma 0.003
Theta -0.821
Vega 1.238
Open interest 0
Model this call
Put · $1320
Last $32.85
Breakeven $1,287.15
Implied vol 33.1%
Delta -0.279 ≈28% ITM
Gamma 0.003
Theta -0.759
Vega 1.24
Open interest 2
Model this put
1
1
31.7%
0.699
$69.30
1330
$37.40
-0.308
33.1%
1
4
Call · $1330
In the money
Last $69.30
Breakeven $1,399.30
Implied vol 31.7%
Delta 0.699 ≈70% ITM
Gamma 0.003
Theta -0.859
Vega 1.245
Open interest 1
Model this call
Put · $1330
Last $37.40
Breakeven $1,292.60
Implied vol 33.1%
Delta -0.308 ≈31% ITM
Gamma 0.003
Theta -0.798
Vega 1.248
Open interest 4
Model this put
1
1
31.7%
0.669
$92.67
1340
$39.60
-0.337
32.9%
1
26
Call · $1340
In the money
Last $92.67
Breakeven $1,432.67
Implied vol 31.7%
Delta 0.669 ≈67% ITM
Gamma 0.003
Theta -0.898
Vega 1.252
Open interest 1
Model this call
Put · $1340
Last $39.60
Breakeven $1,300.40
Implied vol 32.9%
Delta -0.337 ≈34% ITM
Gamma 0.003
Theta -0.828
Vega 1.433
Open interest 26
Model this put
1
1
31.1%
0.638
$67.26
1350
$40.78
-0.367
32.2%
3
11
Call · $1350
In the money
Last $67.26
Breakeven $1,417.26
Implied vol 31.1%
Delta 0.638 ≈64% ITM
Gamma 0.003
Theta -0.896
Vega 1.439
Open interest 1
Model this call
Put · $1350
Last $40.78
Breakeven $1,309.22
Implied vol 32.2%
Delta -0.367 ≈37% ITM
Gamma 0.003
Theta -0.825
Vega 1.441
Open interest 11
Model this put
108
17
30.7%
0.605
$45.10
1360
$49.60
-0.4
31.9%
1
20
Call · $1360
In the money
Last $45.10
Breakeven $1,405.10
Implied vol 30.7%
Delta 0.605 ≈60% ITM
Gamma 0.003
Theta -0.9
Vega 1.448
Open interest 108
Model this call
Put · $1360
Last $49.60
Breakeven $1,310.40
Implied vol 31.9%
Delta -0.4 ≈40% ITM
Gamma 0.003
Theta -0.832
Vega 1.449
Open interest 20
Model this put
3
1
30.6%
0.57
$42.70
1370
$65.90
-0.433
31.7%
1
1
Call · $1370
In the money
Last $42.70
Breakeven $1,412.70
Implied vol 30.6%
Delta 0.57 ≈57% ITM
Gamma 0.003
Theta -0.913
Vega 1.456
Open interest 3
Model this call
Put · $1370
Last $65.90
Breakeven $1,304.10
Implied vol 31.7%
Delta -0.433 ≈43% ITM
Gamma 0.003
Theta -0.843
Vega 1.457
Open interest 1
Model this put
7
1
30.3%
0.535
$42.02
1380
$56.70
-0.467
31.9%
1
2
Call · $1380
In the money
Last $42.02
Breakeven $1,422.02
Implied vol 30.3%
Delta 0.535 ≈54% ITM
Gamma 0.004
Theta -0.922
Vega 1.465
Open interest 7
Model this call
Put · $1380
Last $56.70
Breakeven $1,323.30
Implied vol 31.9%
Delta -0.467 ≈47% ITM
Gamma 0.003
Theta -0.864
Vega 1.465
Open interest 2
Model this put
Underlying $1,380.85
60
1
29.7%
0.5
$37.32
1390
$48.50
-0.501
31.4%
1
1
Call · $1390
Last $37.32
Breakeven $1,427.32
Implied vol 29.7%
Delta 0.5 ≈50% ITM
Gamma 0.004
Theta -0.898
Vega 1.474
Open interest 60
Model this call
Put · $1390
In the money
Last $48.50
Breakeven $1,341.50
Implied vol 31.4%
Delta -0.501 ≈50% ITM
Gamma 0.003
Theta -0.844
Vega 1.473
Open interest 1
Model this put
11
2
29.5%
0.464
$31.81
1400
$55.20
-0.536
31.1%
5
5
Call · $1400
Last $31.81
Breakeven $1,431.81
Implied vol 29.5%
Delta 0.464 ≈46% ITM
Gamma 0.004
Theta -0.881
Vega 1.483
Open interest 11
Model this call
Put · $1400
In the money
Last $55.20
Breakeven $1,344.80
Implied vol 31.1%
Delta -0.536 ≈54% ITM
Gamma 0.004
Theta -0.82
Vega 1.481
Open interest 5
Model this put
7
3
29.2%
0.427
$27.80
1410
$53.00
-0.571
30.8%
2
0
Call · $1410
Last $27.80
Breakeven $1,437.80
Implied vol 29.2%
Delta 0.427 ≈43% ITM
Gamma 0.004
Theta -0.858
Vega 1.492
Open interest 7
Model this call
Put · $1410
In the money
Last $53.00
Breakeven $1,357.00
Implied vol 30.8%
Delta -0.571 ≈57% ITM
Gamma 0.004
Theta -0.8
Vega 1.489
Open interest 0
Model this put
5
1
29.2%
0.39
$23.80
1420
$67.00
-0.606
30.7%
46
46
Call · $1420
Last $23.80
Breakeven $1,443.80
Implied vol 29.2%
Delta 0.39 ≈39% ITM
Gamma 0.004
Theta -0.845
Vega 1.501
Open interest 5
Model this call
Put · $1420
In the money
Last $67.00
Breakeven $1,353.00
Implied vol 30.7%
Delta -0.606 ≈61% ITM
Gamma 0.003
Theta -0.786
Vega 1.49
Open interest 46
Model this put
16
2
28.7%
0.355
$19.40
1430
$86.00
-0.637
31.1%
1
1
Call · $1430
Last $19.40
Breakeven $1,449.40
Implied vol 28.7%
Delta 0.355 ≈36% ITM
Gamma 0.004
Theta -0.802
Vega 1.322
Open interest 16
Model this call
Put · $1430
In the money
Last $86.00
Breakeven $1,344.00
Implied vol 31.1%
Delta -0.637 ≈64% ITM
Gamma 0.003
Theta -0.773
Vega 1.316
Open interest 1
Model this put
86
68
28.6%
0.322
$13.60
1440
—
-0.666
31.3%
—
0
Call · $1440
Last $13.60
Breakeven $1,453.60
Implied vol 28.6%
Delta 0.322 ≈32% ITM
Gamma 0.003
Theta -0.762
Vega 1.33
Open interest 86
Model this call
Put · $1440
In the money
Last —
Breakeven —
Implied vol 31.3%
Delta -0.666 ≈67% ITM
Gamma 0.003
Theta -0.744
Vega 1.322
Open interest 0
Model this put
8
2
28.5%
0.289
$14.30
1450
$85.50
-0.699
30.8%
18
28
Call · $1450
Last $14.30
Breakeven $1,464.30
Implied vol 28.5%
Delta 0.289 ≈29% ITM
Gamma 0.003
Theta -0.722
Vega 1.338
Open interest 8
Model this call
Put · $1450
In the money
Last $85.50
Breakeven $1,364.50
Implied vol 30.8%
Delta -0.699 ≈70% ITM
Gamma 0.003
Theta -0.691
Vega 1.325
Open interest 28
Model this put
8
2
28.5%
0.257
$13.20
1460
—
-0.731
30.6%
—
0
Call · $1460
Last $13.20
Breakeven $1,473.20
Implied vol 28.5%
Delta 0.257 ≈26% ITM
Gamma 0.003
Theta -0.687
Vega 1.346
Open interest 8
Model this call
Put · $1460
In the money
Last —
Breakeven —
Implied vol 30.6%
Delta -0.731 ≈73% ITM
Gamma 0.003
Theta -0.651
Vega 1.322
Open interest 0
Model this put
23
2
28.1%
0.202
$10.00
1480
—
-0.785
30.4%
—
0
Call · $1480
Last $10.00
Breakeven $1,490.00
Implied vol 28.1%
Delta 0.202 ≈20% ITM
Gamma 0.003
Theta -0.583
Vega 1.042
Open interest 23
Model this call
Put · $1480
In the money
Last —
Breakeven —
Implied vol 30.4%
Delta -0.785 ≈79% ITM
Gamma 0.003
Theta -0.56
Vega 1.024
Open interest 0
Model this put
56
1
28.5%
0.156
$7.20
1500
—
-0.835
30.2%
—
0
Call · $1500
Last $7.20
Breakeven $1,507.20
Implied vol 28.5%
Delta 0.156 ≈16% ITM
Gamma 0.002
Theta -0.505
Vega 1.054
Open interest 56
Model this call
Put · $1500
In the money
Last —
Breakeven —
Implied vol 30.2%
Delta -0.835 ≈84% ITM
Gamma 0.002
Theta -0.461
Vega 1.005
Open interest 0
Model this put
5
3
28.3%
0.118
$9.50
1520
—
-0.869
31.1%
—
0
Call · $1520
Last $9.50
Breakeven $1,529.50
Implied vol 28.3%
Delta 0.118 ≈12% ITM
Gamma 0.002
Theta -0.408
Vega 0.711
Open interest 5
Model this call
Put · $1520
In the money
Last —
Breakeven —
Implied vol 31.1%
Delta -0.869 ≈87% ITM
Gamma 0.002
Theta -0.402
Vega 0.682
Open interest 0
Model this put
20
2
29.6%
0.098
$3.80
1540
—
-0.902
30.9%
—
0
Call · $1540
Last $3.80
Breakeven $1,543.80
Implied vol 29.6%
Delta 0.098 ≈10% ITM
Gamma 0.002
Theta -0.372
Vega 0.717
Open interest 20
Model this call
Put · $1540
In the money
Last —
Breakeven —
Implied vol 30.9%
Delta -0.902 ≈90% ITM
Gamma 0.002
Theta -0.31
Vega 0.661
Open interest 0
Model this put
4
1
27.5%
0.058
$6.06
1560
—
-0.922
32.1%
—
0
Call · $1560
Last $6.06
Breakeven $1,566.06
Implied vol 27.5%
Delta 0.058 ≈6% ITM
Gamma 0.001
Theta -0.231
Vega 0.422
Open interest 4
Model this call
Put · $1560
In the money
Last —
Breakeven —
Implied vol 32.1%
Delta -0.922 ≈92% ITM
Gamma 0.001
Theta -0.268
Vega 0.628
Open interest 0
Model this put
10
10
28.1%
0.043
$5.23
1580
—
-0.94
32.9%
—
0
Call · $1580
Last $5.23
Breakeven $1,585.23
Implied vol 28.1%
Delta 0.043 ≈4% ITM
Gamma 0.001
Theta -0.184
Vega 0.426
Open interest 10
Model this call
Put · $1580
In the money
Last —
Breakeven —
Implied vol 32.9%
Delta -0.94 ≈94% ITM
Gamma 0.001
Theta -0.221
Vega 0.371
Open interest 0
Model this put
12
15
30.1%
0.038
$1.35
1600
—
-0.956
33.1%
—
0
Call · $1600
Last $1.35
Breakeven $1,601.35
Implied vol 30.1%
Delta 0.038 ≈4% ITM
Gamma 0.001
Theta -0.182
Vega 0.428
Open interest 12
Model this call
Put · $1600
In the money
Last —
Breakeven —
Implied vol 33.1%
Delta -0.956 ≈96% ITM
Gamma 0.001
Theta -0.161
Vega 0.335
Open interest 0
Model this put
17
16
29.2%
0.024
$0.94
1620
—
-0.972
33.4%
—
0
Call · $1620
Last $0.94
Breakeven $1,620.94
Implied vol 29.2%
Delta 0.024 ≈2% ITM
Gamma 0.001
Theta -0.12
Vega 0.217
Open interest 17
Model this call
Put · $1620
In the money
Last —
Breakeven —
Implied vol 33.4%
Delta -0.972 ≈97% ITM
Gamma 0.001
Theta -0.111
Vega 0.299
Open interest 0
Model this put
10
34
29.7%
0.018
$0.95
1640
—
-0.982
34.1%
—
0
Call · $1640
Last $0.95
Breakeven $1,640.95
Implied vol 29.7%
Delta 0.018 ≈2% ITM
Gamma 0
Theta -0.092
Vega 0.219
Open interest 10
Model this call
Put · $1640
In the money
Last —
Breakeven —
Implied vol 34.1%
Delta -0.982 ≈98% ITM
Gamma 0.001
Theta -0.071
Vega 0.12
Open interest 0
Model this put