HCA Stock — HCA Healthcare, Inc.: Options Chain

Calls		Puts
1	1	151.9%	0.938	$197.00	—	-0.018	105.4%	—	0
Call · $220 In the money Last $197.00 Breakeven $417.00 Implied vol 151.9% Delta 0.938 ≈94% ITM Gamma 0.001 Theta -0.37 Vega 0.132 Open interest 1 Model this call Put · $220 Last — Breakeven — Implied vol 105.4% Delta -0.018 ≈2% ITM Gamma 0 Theta -0.092 Vega 0.038 Open interest 0 Model this put
0	—	142.9%	0.932	—	—	-0.02	98%	—	0
Call · $230 In the money Last — Breakeven — Implied vol 142.9% Delta 0.932 ≈93% ITM Gamma 0.001 Theta -0.374 Vega 0.135 Open interest 0 Model this call Put · $230 Last — Breakeven — Implied vol 98% Delta -0.02 ≈2% ITM Gamma 0 Theta -0.091 Vega 0.039 Open interest 0 Model this put
0	—	132.8%	0.927	—	$0.09	-0.021	90.9%	1	1
Call · $240 In the money Last — Breakeven — Implied vol 132.8% Delta 0.927 ≈93% ITM Gamma 0.001 Theta -0.367 Vega 0.138 Open interest 0 Model this call Put · $240 Last $0.09 Breakeven $239.91 Implied vol 90.9% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.09 Vega 0.04 Open interest 1 Model this put
0	—	123.9%	0.921	—	—	-0.023	84.1%	—	0
Call · $250 In the money Last — Breakeven — Implied vol 123.9% Delta 0.921 ≈92% ITM Gamma 0.001 Theta -0.366 Vega 0.142 Open interest 0 Model this call Put · $250 Last — Breakeven — Implied vol 84.1% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.09 Vega 0.041 Open interest 0 Model this put
0	—	121%	0.916	—	—	-0.024	80.6%	—	0
Call · $255 In the money Last — Breakeven — Implied vol 121% Delta 0.916 ≈92% ITM Gamma 0.001 Theta -0.375 Vega 0.143 Open interest 0 Model this call Put · $255 Last — Breakeven — Implied vol 80.6% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.089 Vega 0.083 Open interest 0 Model this put
10	10	112.6%	0.919	$117.00	—	-0.024	76.7%	—	0
Call · $260 In the money Last $117.00 Breakeven $377.00 Implied vol 112.6% Delta 0.919 ≈92% ITM Gamma 0.001 Theta -0.343 Vega 0.145 Open interest 10 Model this call Put · $260 Last — Breakeven — Implied vol 76.7% Delta -0.024 ≈2% ITM Gamma 0.001 Theta -0.086 Vega 0.083 Open interest 0 Model this put
0	—	108.4%	0.915	—	$0.31	-0.026	73.4%	21	102
Call · $265 In the money Last — Breakeven — Implied vol 108.4% Delta 0.915 ≈92% ITM Gamma 0.001 Theta -0.343 Vega 0.146 Open interest 0 Model this call Put · $265 Last $0.31 Breakeven $264.69 Implied vol 73.4% Delta -0.026 ≈3% ITM Gamma 0.001 Theta -0.086 Vega 0.084 Open interest 102 Model this put
0	—	104.4%	0.911	—	$0.92	-0.027	70%	1	1
Call · $270 In the money Last — Breakeven — Implied vol 104.4% Delta 0.911 ≈91% ITM Gamma 0.002 Theta -0.342 Vega 0.148 Open interest 0 Model this call Put · $270 Last $0.92 Breakeven $269.08 Implied vol 70% Delta -0.027 ≈3% ITM Gamma 0.001 Theta -0.085 Vega 0.085 Open interest 1 Model this put
0	—	102.8%	0.904	—	$2.15	-0.028	66.6%	5	5
Call · $275 In the money Last — Breakeven — Implied vol 102.8% Delta 0.904 ≈90% ITM Gamma 0.002 Theta -0.359 Vega 0.149 Open interest 0 Model this call Put · $275 Last $2.15 Breakeven $272.85 Implied vol 66.6% Delta -0.028 ≈3% ITM Gamma 0.001 Theta -0.084 Vega 0.086 Open interest 5 Model this put
18	35	99.2%	0.899	$84.30	$0.70	-0.053	75.1%	2	2
Call · $280 In the money Last $84.30 Breakeven $364.30 Implied vol 99.2% Delta 0.899 ≈90% ITM Gamma 0.002 Theta -0.36 Vega 0.15 Open interest 18 Model this call Put · $280 Last $0.70 Breakeven $279.30 Implied vol 75.1% Delta -0.053 ≈5% ITM Gamma 0.001 Theta -0.157 Vega 0.087 Open interest 2 Model this put
12	21	95.1%	0.895	$79.90	$0.64	-0.055	71.7%	3	3
Call · $285 In the money Last $79.90 Breakeven $364.90 Implied vol 95.1% Delta 0.895 ≈90% ITM Gamma 0.002 Theta -0.357 Vega 0.152 Open interest 12 Model this call Put · $285 Last $0.64 Breakeven $284.36 Implied vol 71.7% Delta -0.055 ≈5% ITM Gamma 0.002 Theta -0.155 Vega 0.09 Open interest 3 Model this put
259	1	90%	0.892	$123.00	$0.59	-0.027	54.5%	36	42
Call · $290 In the money Last $123.00 Breakeven $413.00 Implied vol 90% Delta 0.892 ≈89% ITM Gamma 0.002 Theta -0.346 Vega 0.23 Open interest 259 Model this call Put · $290 Last $0.59 Breakeven $289.41 Implied vol 54.5% Delta -0.027 ≈3% ITM Gamma 0.001 Theta -0.065 Vega 0.088 Open interest 42 Model this put
0	—	84.3%	0.891	—	$0.90	-0.023	48.9%	14	20
Call · $295 In the money Last — Breakeven — Implied vol 84.3% Delta 0.891 ≈89% ITM Gamma 0.002 Theta -0.329 Vega 0.232 Open interest 0 Model this call Put · $295 Last $0.90 Breakeven $294.10 Implied vol 48.9% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.051 Vega 0.044 Open interest 20 Model this put
7	1	82.6%	0.878	$78.44	$0.32	-0.034	49.7%	44	201
Call · $300 In the money Last $78.44 Breakeven $378.44 Implied vol 82.6% Delta 0.878 ≈88% ITM Gamma 0.002 Theta -0.344 Vega 0.234 Open interest 7 Model this call Put · $300 Last $0.32 Breakeven $299.68 Implied vol 49.7% Delta -0.034 ≈3% ITM Gamma 0.002 Theta -0.072 Vega 0.089 Open interest 201 Model this put
5	10	79%	0.87	$62.00	$1.23	-0.063	56.1%	1	11
Call · $305 In the money Last $62.00 Breakeven $367.00 Implied vol 79% Delta 0.87 ≈87% ITM Gamma 0.003 Theta -0.343 Vega 0.236 Open interest 5 Model this call Put · $305 Last $1.23 Breakeven $303.77 Implied vol 56.1% Delta -0.063 ≈6% ITM Gamma 0.002 Theta -0.134 Vega 0.156 Open interest 11 Model this put
3	2	75.2%	0.862	$93.80	$0.35	-0.072	53.8%	2	109
Call · $310 In the money Last $93.80 Breakeven $403.80 Implied vol 75.2% Delta 0.862 ≈86% ITM Gamma 0.003 Theta -0.34 Vega 0.238 Open interest 3 Model this call Put · $310 Last $0.35 Breakeven $309.65 Implied vol 53.8% Delta -0.072 ≈7% ITM Gamma 0.003 Theta -0.141 Vega 0.158 Open interest 109 Model this put
3	6	69.4%	0.859	$52.90	$0.89	-0.088	53.5%	2	12
Call · $315 In the money Last $52.90 Breakeven $367.90 Implied vol 69.4% Delta 0.859 ≈86% ITM Gamma 0.003 Theta -0.319 Vega 0.24 Open interest 3 Model this call Put · $315 Last $0.89 Breakeven $314.11 Implied vol 53.5% Delta -0.088 ≈9% ITM Gamma 0.003 Theta -0.164 Vega 0.159 Open interest 12 Model this put
1	2	67.8%	0.844	$51.20	$0.81	-0.044	37.8%	6	34
Call · $320 In the money Last $51.20 Breakeven $371.20 Implied vol 67.8% Delta 0.844 ≈84% ITM Gamma 0.004 Theta -0.334 Vega 0.242 Open interest 1 Model this call Put · $320 Last $0.81 Breakeven $319.19 Implied vol 37.8% Delta -0.044 ≈4% ITM Gamma 0.002 Theta -0.067 Vega 0.092 Open interest 34 Model this put
0	—	61.8%	0.841	—	$1.10	-0.069	40%	6	4.4k
Call · $325 In the money Last — Breakeven — Implied vol 61.8% Delta 0.841 ≈84% ITM Gamma 0.004 Theta -0.31 Vega 0.244 Open interest 0 Model this call Put · $325 Last $1.10 Breakeven $323.90 Implied vol 40% Delta -0.069 ≈7% ITM Gamma 0.003 Theta -0.101 Vega 0.16 Open interest 4.4k Model this put
3	1	61.8%	0.818	$80.59	$1.35	-0.099	41.5%	19	327
Call · $330 In the money Last $80.59 Breakeven $410.59 Implied vol 61.8% Delta 0.818 ≈82% ITM Gamma 0.004 Theta -0.337 Vega 0.246 Open interest 3 Model this call Put · $330 Last $1.35 Breakeven $328.65 Implied vol 41.5% Delta -0.099 ≈10% ITM Gamma 0.004 Theta -0.138 Vega 0.162 Open interest 327 Model this put
2	1	58.7%	0.804	$56.88	$1.70	-0.121	41.3%	9	113
Call · $335 In the money Last $56.88 Breakeven $391.88 Implied vol 58.7% Delta 0.804 ≈80% ITM Gamma 0.005 Theta -0.338 Vega 0.248 Open interest 2 Model this call Put · $335 Last $1.70 Breakeven $333.30 Implied vol 41.3% Delta -0.121 ≈12% ITM Gamma 0.005 Theta -0.16 Vega 0.246 Open interest 113 Model this put
31	5	55.6%	0.787	$38.60	$2.54	-0.141	39%	52	533
Call · $340 In the money Last $38.60 Breakeven $378.60 Implied vol 55.6% Delta 0.787 ≈79% ITM Gamma 0.005 Theta -0.337 Vega 0.327 Open interest 31 Model this call Put · $340 Last $2.54 Breakeven $337.46 Implied vol 39% Delta -0.141 ≈14% ITM Gamma 0.006 Theta -0.166 Vega 0.248 Open interest 533 Model this put
2	2	53.4%	0.763	$75.30	$2.85	-0.149	34.6%	57	464
Call · $345 In the money Last $75.30 Breakeven $420.30 Implied vol 53.4% Delta 0.763 ≈76% ITM Gamma 0.006 Theta -0.34 Vega 0.33 Open interest 2 Model this call Put · $345 Last $2.85 Breakeven $342.15 Implied vol 34.6% Delta -0.149 ≈15% ITM Gamma 0.007 Theta -0.152 Vega 0.249 Open interest 464 Model this put
17	1	50.8%	0.738	$45.00	$3.80	-0.184	33.8%	40	2.4k
Call · $350 In the money Last $45.00 Breakeven $395.00 Implied vol 50.8% Delta 0.738 ≈74% ITM Gamma 0.006 Theta -0.34 Vega 0.332 Open interest 17 Model this call Put · $350 Last $3.80 Breakeven $346.20 Implied vol 33.8% Delta -0.184 ≈18% ITM Gamma 0.008 Theta -0.17 Vega 0.252 Open interest 2.4k Model this put
90	1	49.3%	0.707	$46.00	$5.00	-0.225	33.4%	14	269
Call · $355 In the money Last $46.00 Breakeven $401.00 Implied vol 49.3% Delta 0.707 ≈71% ITM Gamma 0.007 Theta -0.349 Vega 0.335 Open interest 90 Model this call Put · $355 Last $5.00 Breakeven $350.00 Implied vol 33.4% Delta -0.225 ≈23% ITM Gamma 0.009 Theta -0.19 Vega 0.333 Open interest 269 Model this put
60	5	47.8%	0.675	$37.00	$5.70	-0.272	32.4%	280	1.1k
Call · $360 In the money Last $37.00 Breakeven $397.00 Implied vol 47.8% Delta 0.675 ≈67% ITM Gamma 0.008 Theta -0.357 Vega 0.338 Open interest 60 Model this call Put · $360 Last $5.70 Breakeven $354.30 Implied vol 32.4% Delta -0.272 ≈27% ITM Gamma 0.01 Theta -0.201 Vega 0.336 Open interest 1.1k Model this put
28	3	45.9%	0.637	$23.41	$8.70	-0.32	31.1%	60	542
Call · $365 In the money Last $23.41 Breakeven $388.41 Implied vol 45.9% Delta 0.637 ≈64% ITM Gamma 0.008 Theta -0.353 Vega 0.389 Open interest 28 Model this call Put · $365 Last $8.70 Breakeven $356.30 Implied vol 31.1% Delta -0.32 ≈32% ITM Gamma 0.012 Theta -0.21 Vega 0.34 Open interest 542 Model this put
97	12	44.7%	0.595	$20.40	$9.90	-0.381	30.8%	24	175
Call · $370 In the money Last $20.40 Breakeven $390.40 Implied vol 44.7% Delta 0.595 ≈60% ITM Gamma 0.009 Theta -0.353 Vega 0.393 Open interest 97 Model this call Put · $370 Last $9.90 Breakeven $360.10 Implied vol 30.8% Delta -0.381 ≈38% ITM Gamma 0.012 Theta -0.218 Vega 0.392 Open interest 175 Model this put
144	32	42.1%	0.552	$19.70	$11.95	-0.445	30.4%	35	250
Call · $375 In the money Last $19.70 Breakeven $394.70 Implied vol 42.1% Delta 0.552 ≈55% ITM Gamma 0.009 Theta -0.342 Vega 0.396 Open interest 144 Model this call Put · $375 Last $11.95 Breakeven $363.05 Implied vol 30.4% Delta -0.445 ≈44% ITM Gamma 0.013 Theta -0.224 Vega 0.396 Open interest 250 Model this put
263	59	41.9%	0.505	$16.00	$13.95	-0.511	29.4%	374	668
Call · $380 In the money Last $16.00 Breakeven $396.00 Implied vol 41.9% Delta 0.505 ≈51% ITM Gamma 0.01 Theta -0.341 Vega 0.4 Open interest 263 Model this call Put · $380 Last $13.95 Breakeven $366.05 Implied vol 29.4% Delta -0.511 ≈51% ITM Gamma 0.014 Theta -0.216 Vega 0.4 Open interest 668 Model this put
Underlying $382.21
50	122	41.3%	0.457	$14.02	$16.45	-0.582	28.6%	28	165
Call · $385 Last $14.02 Breakeven $399.02 Implied vol 41.3% Delta 0.457 ≈46% ITM Gamma 0.01 Theta -0.331 Vega 0.403 Open interest 50 Model this call Put · $385 In the money Last $16.45 Breakeven $368.55 Implied vol 28.6% Delta -0.582 ≈58% ITM Gamma 0.014 Theta -0.203 Vega 0.404 Open interest 165 Model this put
88	136	41.2%	0.41	$11.72	$18.76	-0.649	28.3%	35	42
Call · $390 Last $11.72 Breakeven $401.72 Implied vol 41.2% Delta 0.41 ≈41% ITM Gamma 0.009 Theta -0.325 Vega 0.407 Open interest 88 Model this call Put · $390 In the money Last $18.76 Breakeven $371.24 Implied vol 28.3% Delta -0.649 ≈65% ITM Gamma 0.013 Theta -0.189 Vega 0.357 Open interest 42 Model this put
178	23	39.9%	0.36	$8.70	$20.40	-0.728	26.3%	42	21
Call · $395 Last $8.70 Breakeven $403.70 Implied vol 39.9% Delta 0.36 ≈36% ITM Gamma 0.009 Theta -0.303 Vega 0.359 Open interest 178 Model this call Put · $395 In the money Last $20.40 Breakeven $374.60 Implied vol 26.3% Delta -0.728 ≈73% ITM Gamma 0.013 Theta -0.153 Vega 0.357 Open interest 21 Model this put
338	44	38.6%	0.312	$5.44	$20.70	-0.819	23.2%	86	927
Call · $400 Last $5.44 Breakeven $405.44 Implied vol 38.6% Delta 0.312 ≈31% ITM Gamma 0.009 Theta -0.274 Vega 0.362 Open interest 338 Model this call Put · $400 In the money Last $20.70 Breakeven $379.30 Implied vol 23.2% Delta -0.819 ≈82% ITM Gamma 0.012 Theta -0.101 Vega 0.274 Open interest 927 Model this put
629	6	38.4%	0.266	$6.28	$29.10	-0.889	21.9%	4	74
Call · $405 Last $6.28 Breakeven $411.28 Implied vol 38.4% Delta 0.266 ≈27% ITM Gamma 0.009 Theta -0.255 Vega 0.366 Open interest 629 Model this call Put · $405 In the money Last $29.10 Breakeven $375.90 Implied vol 21.9% Delta -0.889 ≈89% ITM Gamma 0.01 Theta -0.064 Vega 0.178 Open interest 74 Model this put
245	17	37.5%	0.224	$3.90	$32.60	—	—	28	97
Call · $410 Last $3.90 Breakeven $413.90 Implied vol 37.5% Delta 0.224 ≈22% ITM Gamma 0.008 Theta -0.225 Vega 0.282 Open interest 245 Model this call Put · $410 In the money Last $32.60 Breakeven $377.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 97 Model this put
174	48	35.9%	0.178	$4.02	$36.85	—	—	1	24
Call · $415 Last $4.02 Breakeven $419.02 Implied vol 35.9% Delta 0.178 ≈18% ITM Gamma 0.007 Theta -0.187 Vega 0.285 Open interest 174 Model this call Put · $415 In the money Last $36.85 Breakeven $378.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 Model this put
242	216	38.2%	0.162	$3.05	$48.05	—	—	1	9
Call · $420 Last $3.05 Breakeven $423.05 Implied vol 38.2% Delta 0.162 ≈16% ITM Gamma 0.006 Theta -0.188 Vega 0.287 Open interest 242 Model this call Put · $420 In the money Last $48.05 Breakeven $371.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this put
376	38	41%	0.152	$2.02	$47.20	—	—	2	97
Call · $425 Last $2.02 Breakeven $427.02 Implied vol 41% Delta 0.152 ≈15% ITM Gamma 0.006 Theta -0.194 Vega 0.288 Open interest 376 Model this call Put · $425 In the money Last $47.20 Breakeven $377.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 97 Model this put
42	23	41.2%	0.132	$2.05	$69.20	—	—	51	46
Call · $430 Last $2.05 Breakeven $432.05 Implied vol 41.2% Delta 0.132 ≈13% ITM Gamma 0.005 Theta -0.175 Vega 0.194 Open interest 42 Model this call Put · $430 In the money Last $69.20 Breakeven $360.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 46 Model this put
201	4	36.5%	0.079	$1.49	$27.39	—	—	1	1
Call · $435 Last $1.49 Breakeven $436.49 Implied vol 36.5% Delta 0.079 ≈8% ITM Gamma 0.004 Theta -0.108 Vega 0.196 Open interest 201 Model this call Put · $435 In the money Last $27.39 Breakeven $407.61 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
201	23	35%	0.057	$0.95	$73.62	—	—	6	6
Call · $440 Last $0.95 Breakeven $440.95 Implied vol 35% Delta 0.057 ≈6% ITM Gamma 0.003 Theta -0.079 Vega 0.115 Open interest 201 Model this call Put · $440 In the money Last $73.62 Breakeven $366.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this put
41	7	38.8%	0.063	$1.00	$80.50	—	—	1	3
Call · $445 Last $1.00 Breakeven $446.00 Implied vol 38.8% Delta 0.063 ≈6% ITM Gamma 0.003 Theta -0.095 Vega 0.115 Open interest 41 Model this call Put · $445 In the money Last $80.50 Breakeven $364.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
180	12	36.7%	0.039	$0.90	$89.20	—	—	20	20
Call · $450 Last $0.90 Breakeven $450.90 Implied vol 36.7% Delta 0.039 ≈4% ITM Gamma 0.002 Theta -0.062 Vega 0.117 Open interest 180 Model this call Put · $450 In the money Last $89.20 Breakeven $360.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 20 Model this put
316	1	44.2%	0.065	$3.20	$67.76	—	—	2	2
Call · $455 Last $3.20 Breakeven $458.20 Implied vol 44.2% Delta 0.065 ≈6% ITM Gamma 0.003 Theta -0.11 Vega 0.116 Open interest 316 Model this call Put · $455 In the money Last $67.76 Breakeven $387.24 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
34	1	48.7%	0.072	$0.81	—	—	—	—	0
Call · $460 Last $0.81 Breakeven $460.81 Implied vol 48.7% Delta 0.072 ≈7% ITM Gamma 0.003 Theta -0.133 Vega 0.116 Open interest 34 Model this call Put · $460 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
10	1	42.3%	0.035	$0.37	$97.00	—	—	1	1
Call · $465 Last $0.37 Breakeven $465.37 Implied vol 42.3% Delta 0.035 ≈4% ITM Gamma 0.002 Theta -0.065 Vega 0.059 Open interest 10 Model this call Put · $465 In the money Last $97.00 Breakeven $368.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
36	3	46.8%	0.045	$1.95	$102.00	—	—	1	0
Call · $470 Last $1.95 Breakeven $471.95 Implied vol 46.8% Delta 0.045 ≈4% ITM Gamma 0.002 Theta -0.087 Vega 0.118 Open interest 36 Model this call Put · $470 In the money Last $102.00 Breakeven $368.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
870	2	48.2%	0.042	$0.90	$90.80	—	—	1	0
Call · $475 Last $0.90 Breakeven $475.90 Implied vol 48.2% Delta 0.042 ≈4% ITM Gamma 0.002 Theta -0.085 Vega 0.119 Open interest 870 Model this call Put · $475 In the money Last $90.80 Breakeven $384.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	2	50.1%	0.04	$0.99	$79.40	—	—	6	0
Call · $480 Last $0.99 Breakeven $480.99 Implied vol 50.1% Delta 0.04 ≈4% ITM Gamma 0.002 Theta -0.086 Vega 0.119 Open interest 3 Model this call Put · $480 In the money Last $79.40 Breakeven $400.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	51.9%	0.039	—	—	—	—	—	0
Call · $485 Last — Breakeven — Implied vol 51.9% Delta 0.039 ≈4% ITM Gamma 0.002 Theta -0.087 Vega 0.12 Open interest 0 Model this call Put · $485 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
8	1	53.8%	0.038	$0.30	—	—	—	—	0
Call · $490 Last $0.30 Breakeven $490.30 Implied vol 53.8% Delta 0.038 ≈4% ITM Gamma 0.002 Theta -0.088 Vega 0.12 Open interest 8 Model this call Put · $490 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	68.9%	0.081	—	—	—	—	—	0
Call · $495 Last — Breakeven — Implied vol 68.9% Delta 0.081 ≈8% ITM Gamma 0.002 Theta -0.206 Vega 0.119 Open interest 0 Model this call Put · $495 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
6	2	69.2%	0.075	$0.20	$98.10	—	—	1	0
Call · $500 Last $0.20 Breakeven $500.20 Implied vol 69.2% Delta 0.075 ≈8% ITM Gamma 0.002 Theta -0.194 Vega 0.12 Open interest 6 Model this call Put · $500 In the money Last $98.10 Breakeven $401.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	69.7%	0.07	—	—	—	—	—	0
Call · $505 Last — Breakeven — Implied vol 69.7% Delta 0.07 ≈7% ITM Gamma 0.002 Theta -0.185 Vega 0.121 Open interest 0 Model this call Put · $505 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
13	13	71.6%	0.07	$4.70	—	—	—	—	0
Call · $510 Last $4.70 Breakeven $514.70 Implied vol 71.6% Delta 0.07 ≈7% ITM Gamma 0.002 Theta -0.188 Vega 0.121 Open interest 13 Model this call Put · $510 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	72.5%	0.066	—	—	—	—	—	0
Call · $515 Last — Breakeven — Implied vol 72.5% Delta 0.066 ≈7% ITM Gamma 0.002 Theta -0.182 Vega 0.122 Open interest 0 Model this call Put · $515 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	73.9%	0.064	—	—	—	—	—	0
Call · $520 Last — Breakeven — Implied vol 73.9% Delta 0.064 ≈6% ITM Gamma 0.002 Theta -0.181 Vega 0.122 Open interest 0 Model this call Put · $520 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	72.5%	0.054	—	$134.50	—	—	1	0
Call · $525 Last — Breakeven — Implied vol 72.5% Delta 0.054 ≈5% ITM Gamma 0.001 Theta -0.155 Vega 0.123 Open interest 0 Model this call Put · $525 In the money Last $134.50 Breakeven $390.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	72.2%	0.047	—	$139.50	—	—	1	0
Call · $530 Last — Breakeven — Implied vol 72.2% Delta 0.047 ≈5% ITM Gamma 0.001 Theta -0.139 Vega 0.124 Open interest 0 Model this call Put · $530 In the money Last $139.50 Breakeven $390.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	72.6%	0.042	—	—	—	—	—	0
Call · $535 Last — Breakeven — Implied vol 72.6% Delta 0.042 ≈4% ITM Gamma 0.001 Theta -0.129 Vega 0.124 Open interest 0 Model this call Put · $535 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	79.7%	0.058	—	$149.50	—	—	1	0
Call · $540 Last — Breakeven — Implied vol 79.7% Delta 0.058 ≈6% ITM Gamma 0.001 Theta -0.179 Vega 0.124 Open interest 0 Model this call Put · $540 In the money Last $149.50 Breakeven $390.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	86.1%	0.069	—	—	—	—	—	0
Call · $545 Last — Breakeven — Implied vol 86.1% Delta 0.069 ≈7% ITM Gamma 0.002 Theta -0.224 Vega 0.125 Open interest 0 Model this call Put · $545 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	71.5%	0.03	—	—	—	—	—	0
Call · $550 Last — Breakeven — Implied vol 71.5% Delta 0.03 ≈3% ITM Gamma 0.001 Theta -0.094 Vega 0.063 Open interest 0 Model this call Put · $550 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	81.3%	0.046	—	—	—	—	—	0
Call · $555 Last — Breakeven — Implied vol 81.3% Delta 0.046 ≈5% ITM Gamma 0.001 Theta -0.154 Vega 0.126 Open interest 0 Model this call Put · $555 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	75%	0.03	—	—	—	—	—	0
Call · $560 Last — Breakeven — Implied vol 75% Delta 0.03 ≈3% ITM Gamma 0.001 Theta -0.1 Vega 0.064 Open interest 0 Model this call Put · $560 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	82.9%	0.04	—	—	—	—	—	0
Call · $565 Last — Breakeven — Implied vol 82.9% Delta 0.04 ≈4% ITM Gamma 0.001 Theta -0.142 Vega 0.127 Open interest 0 Model this call Put · $565 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	76.9%	0.028	—	—	—	—	—	0
Call · $570 Last — Breakeven — Implied vol 76.9% Delta 0.028 ≈3% ITM Gamma 0.001 Theta -0.096 Vega 0.064 Open interest 0 Model this call Put · $570 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	3	78.3%	0.028	$0.09	—	—	—	—	0
Call · $575 Last $0.09 Breakeven $575.09 Implied vol 78.3% Delta 0.028 ≈3% ITM Gamma 0.001 Theta -0.096 Vega 0.064 Open interest 0 Model this call Put · $575 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	79.6%	0.027	—	—	—	—	—	0
Call · $580 Last — Breakeven — Implied vol 79.6% Delta 0.027 ≈3% ITM Gamma 0.001 Theta -0.097 Vega 0.065 Open interest 0 Model this call Put · $580 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	80.9%	0.027	—	—	—	—	—	0
Call · $585 Last — Breakeven — Implied vol 80.9% Delta 0.027 ≈3% ITM Gamma 0.001 Theta -0.097 Vega 0.065 Open interest 0 Model this call Put · $585 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	82.9%	0.028	—	—	—	—	—	0
Call · $590 Last — Breakeven — Implied vol 82.9% Delta 0.028 ≈3% ITM Gamma 0.001 Theta -0.103 Vega 0.065 Open interest 0 Model this call Put · $590 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	83.4%	0.026	—	—	—	—	—	0
Call · $595 Last — Breakeven — Implied vol 83.4% Delta 0.026 ≈3% ITM Gamma 0.001 Theta -0.098 Vega 0.065 Open interest 0 Model this call Put · $595 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	84.7%	0.026	—	—	—	—	—	0
Call · $600 Last — Breakeven — Implied vol 84.7% Delta 0.026 ≈3% ITM Gamma 0.001 Theta -0.099 Vega 0.066 Open interest 0 Model this call Put · $600 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	85.9%	0.026	—	—	—	—	—	0
Call · $605 Last — Breakeven — Implied vol 85.9% Delta 0.026 ≈3% ITM Gamma 0.001 Theta -0.099 Vega 0.066 Open interest 0 Model this call Put · $605 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $610 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $610 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $615 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $615 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $620 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $620 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $625 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $625 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $630 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $630 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $635 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $635 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $640 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $640 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $645 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $645 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $650 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $650 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—	—	—	—	—	0
Call · $655 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $655 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

Call · $220 In the money

Last: $197.00
Breakeven: $417.00
Implied vol: 151.9%
Delta: 0.938 ≈94% ITM
Gamma: 0.001
Theta: -0.37
Vega: 0.132
Open interest: 1

Model this call

Put · $220

Last: —
Breakeven: —
Implied vol: 105.4%
Delta: -0.018 ≈2% ITM
Gamma: 0
Theta: -0.092
Vega: 0.038
Open interest: 0

Model this put

Call · $230 In the money

Last: —
Breakeven: —
Implied vol: 142.9%
Delta: 0.932 ≈93% ITM
Gamma: 0.001
Theta: -0.374
Vega: 0.135
Open interest: 0

Model this call

Put · $230

Last: —
Breakeven: —
Implied vol: 98%
Delta: -0.02 ≈2% ITM
Gamma: 0
Theta: -0.091
Vega: 0.039
Open interest: 0

Model this put

Call · $240 In the money

Last: —
Breakeven: —
Implied vol: 132.8%
Delta: 0.927 ≈93% ITM
Gamma: 0.001
Theta: -0.367
Vega: 0.138
Open interest: 0

Model this call

Put · $240

Last: $0.09
Breakeven: $239.91
Implied vol: 90.9%
Delta: -0.021 ≈2% ITM
Gamma: 0.001
Theta: -0.09
Vega: 0.04
Open interest: 1

Model this put

Call · $250 In the money

Last: —
Breakeven: —
Implied vol: 123.9%
Delta: 0.921 ≈92% ITM
Gamma: 0.001
Theta: -0.366
Vega: 0.142
Open interest: 0

Model this call

Put · $250

Last: —
Breakeven: —
Implied vol: 84.1%
Delta: -0.023 ≈2% ITM
Gamma: 0.001
Theta: -0.09
Vega: 0.041
Open interest: 0

Model this put

Call · $255 In the money

Last: —
Breakeven: —
Implied vol: 121%
Delta: 0.916 ≈92% ITM
Gamma: 0.001
Theta: -0.375
Vega: 0.143
Open interest: 0

Model this call

Put · $255

Last: —
Breakeven: —
Implied vol: 80.6%
Delta: -0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.089
Vega: 0.083
Open interest: 0

Model this put

Call · $260 In the money

Last: $117.00
Breakeven: $377.00
Implied vol: 112.6%
Delta: 0.919 ≈92% ITM
Gamma: 0.001
Theta: -0.343
Vega: 0.145
Open interest: 10

Model this call

Put · $260

Last: —
Breakeven: —
Implied vol: 76.7%
Delta: -0.024 ≈2% ITM
Gamma: 0.001
Theta: -0.086
Vega: 0.083
Open interest: 0

Model this put

Call · $265 In the money

Last: —
Breakeven: —
Implied vol: 108.4%
Delta: 0.915 ≈92% ITM
Gamma: 0.001
Theta: -0.343
Vega: 0.146
Open interest: 0

Model this call

Put · $265

Last: $0.31
Breakeven: $264.69
Implied vol: 73.4%
Delta: -0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.086
Vega: 0.084
Open interest: 102

Model this put

Call · $270 In the money

Last: —
Breakeven: —
Implied vol: 104.4%
Delta: 0.911 ≈91% ITM
Gamma: 0.002
Theta: -0.342
Vega: 0.148
Open interest: 0

Model this call

Put · $270

Last: $0.92
Breakeven: $269.08
Implied vol: 70%
Delta: -0.027 ≈3% ITM
Gamma: 0.001
Theta: -0.085
Vega: 0.085
Open interest: 1

Model this put

Call · $275 In the money

Last: —
Breakeven: —
Implied vol: 102.8%
Delta: 0.904 ≈90% ITM
Gamma: 0.002
Theta: -0.359
Vega: 0.149
Open interest: 0

Model this call

Put · $275

Last: $2.15
Breakeven: $272.85
Implied vol: 66.6%
Delta: -0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.084
Vega: 0.086
Open interest: 5

Model this put

Call · $280 In the money

Last: $84.30
Breakeven: $364.30
Implied vol: 99.2%
Delta: 0.899 ≈90% ITM
Gamma: 0.002
Theta: -0.36
Vega: 0.15
Open interest: 18

Model this call

Put · $280

Last: $0.70
Breakeven: $279.30
Implied vol: 75.1%
Delta: -0.053 ≈5% ITM
Gamma: 0.001
Theta: -0.157
Vega: 0.087
Open interest: 2

Model this put

Call · $285 In the money

Last: $79.90
Breakeven: $364.90
Implied vol: 95.1%
Delta: 0.895 ≈90% ITM
Gamma: 0.002
Theta: -0.357
Vega: 0.152
Open interest: 12

Model this call

Put · $285

Last: $0.64
Breakeven: $284.36
Implied vol: 71.7%
Delta: -0.055 ≈5% ITM
Gamma: 0.002
Theta: -0.155
Vega: 0.09
Open interest: 3

Model this put

Call · $290 In the money

Last: $123.00
Breakeven: $413.00
Implied vol: 90%
Delta: 0.892 ≈89% ITM
Gamma: 0.002
Theta: -0.346
Vega: 0.23
Open interest: 259

Model this call

Put · $290

Last: $0.59
Breakeven: $289.41
Implied vol: 54.5%
Delta: -0.027 ≈3% ITM
Gamma: 0.001
Theta: -0.065
Vega: 0.088
Open interest: 42

Model this put

Call · $295 In the money

Last: —
Breakeven: —
Implied vol: 84.3%
Delta: 0.891 ≈89% ITM
Gamma: 0.002
Theta: -0.329
Vega: 0.232
Open interest: 0

Model this call

Put · $295

Last: $0.90
Breakeven: $294.10
Implied vol: 48.9%
Delta: -0.023 ≈2% ITM
Gamma: 0.001
Theta: -0.051
Vega: 0.044
Open interest: 20

Model this put

Call · $300 In the money

Last: $78.44
Breakeven: $378.44
Implied vol: 82.6%
Delta: 0.878 ≈88% ITM
Gamma: 0.002
Theta: -0.344
Vega: 0.234
Open interest: 7

Model this call

Put · $300

Last: $0.32
Breakeven: $299.68
Implied vol: 49.7%
Delta: -0.034 ≈3% ITM
Gamma: 0.002
Theta: -0.072
Vega: 0.089
Open interest: 201

Model this put

Call · $305 In the money

Last: $62.00
Breakeven: $367.00
Implied vol: 79%
Delta: 0.87 ≈87% ITM
Gamma: 0.003
Theta: -0.343
Vega: 0.236
Open interest: 5

Model this call

Put · $305

Last: $1.23
Breakeven: $303.77
Implied vol: 56.1%
Delta: -0.063 ≈6% ITM
Gamma: 0.002
Theta: -0.134
Vega: 0.156
Open interest: 11

Model this put

Call · $310 In the money

Last: $93.80
Breakeven: $403.80
Implied vol: 75.2%
Delta: 0.862 ≈86% ITM
Gamma: 0.003
Theta: -0.34
Vega: 0.238
Open interest: 3

Model this call

Put · $310

Last: $0.35
Breakeven: $309.65
Implied vol: 53.8%
Delta: -0.072 ≈7% ITM
Gamma: 0.003
Theta: -0.141
Vega: 0.158
Open interest: 109

Model this put

Call · $315 In the money

Last: $52.90
Breakeven: $367.90
Implied vol: 69.4%
Delta: 0.859 ≈86% ITM
Gamma: 0.003
Theta: -0.319
Vega: 0.24
Open interest: 3

Model this call

Put · $315

Last: $0.89
Breakeven: $314.11
Implied vol: 53.5%
Delta: -0.088 ≈9% ITM
Gamma: 0.003
Theta: -0.164
Vega: 0.159
Open interest: 12

Model this put

Call · $320 In the money

Last: $51.20
Breakeven: $371.20
Implied vol: 67.8%
Delta: 0.844 ≈84% ITM
Gamma: 0.004
Theta: -0.334
Vega: 0.242
Open interest: 1

Model this call

Put · $320

Last: $0.81
Breakeven: $319.19
Implied vol: 37.8%
Delta: -0.044 ≈4% ITM
Gamma: 0.002
Theta: -0.067
Vega: 0.092
Open interest: 34

Model this put

Call · $325 In the money

Last: —
Breakeven: —
Implied vol: 61.8%
Delta: 0.841 ≈84% ITM
Gamma: 0.004
Theta: -0.31
Vega: 0.244
Open interest: 0

Model this call

Put · $325

Last: $1.10
Breakeven: $323.90
Implied vol: 40%
Delta: -0.069 ≈7% ITM
Gamma: 0.003
Theta: -0.101
Vega: 0.16
Open interest: 4.4k

Model this put

Call · $330 In the money

Last: $80.59
Breakeven: $410.59
Implied vol: 61.8%
Delta: 0.818 ≈82% ITM
Gamma: 0.004
Theta: -0.337
Vega: 0.246
Open interest: 3

Model this call

Put · $330

Last: $1.35
Breakeven: $328.65
Implied vol: 41.5%
Delta: -0.099 ≈10% ITM
Gamma: 0.004
Theta: -0.138
Vega: 0.162
Open interest: 327

Model this put

Call · $335 In the money

Last: $56.88
Breakeven: $391.88
Implied vol: 58.7%
Delta: 0.804 ≈80% ITM
Gamma: 0.005
Theta: -0.338
Vega: 0.248
Open interest: 2

Model this call

Put · $335

Last: $1.70
Breakeven: $333.30
Implied vol: 41.3%
Delta: -0.121 ≈12% ITM
Gamma: 0.005
Theta: -0.16
Vega: 0.246
Open interest: 113

Model this put

Call · $340 In the money

Last: $38.60
Breakeven: $378.60
Implied vol: 55.6%
Delta: 0.787 ≈79% ITM
Gamma: 0.005
Theta: -0.337
Vega: 0.327
Open interest: 31

Model this call

Put · $340

Last: $2.54
Breakeven: $337.46
Implied vol: 39%
Delta: -0.141 ≈14% ITM
Gamma: 0.006
Theta: -0.166
Vega: 0.248
Open interest: 533

Model this put

Call · $345 In the money

Last: $75.30
Breakeven: $420.30
Implied vol: 53.4%
Delta: 0.763 ≈76% ITM
Gamma: 0.006
Theta: -0.34
Vega: 0.33
Open interest: 2

Model this call

Put · $345

Last: $2.85
Breakeven: $342.15
Implied vol: 34.6%
Delta: -0.149 ≈15% ITM
Gamma: 0.007
Theta: -0.152
Vega: 0.249
Open interest: 464

Model this put

Call · $350 In the money

Last: $45.00
Breakeven: $395.00
Implied vol: 50.8%
Delta: 0.738 ≈74% ITM
Gamma: 0.006
Theta: -0.34
Vega: 0.332
Open interest: 17

Model this call

Put · $350

Last: $3.80
Breakeven: $346.20
Implied vol: 33.8%
Delta: -0.184 ≈18% ITM
Gamma: 0.008
Theta: -0.17
Vega: 0.252
Open interest: 2.4k

Model this put

Call · $355 In the money

Last: $46.00
Breakeven: $401.00
Implied vol: 49.3%
Delta: 0.707 ≈71% ITM
Gamma: 0.007
Theta: -0.349
Vega: 0.335
Open interest: 90

Model this call

Put · $355

Last: $5.00
Breakeven: $350.00
Implied vol: 33.4%
Delta: -0.225 ≈23% ITM
Gamma: 0.009
Theta: -0.19
Vega: 0.333
Open interest: 269

Model this put

Call · $360 In the money

Last: $37.00
Breakeven: $397.00
Implied vol: 47.8%
Delta: 0.675 ≈67% ITM
Gamma: 0.008
Theta: -0.357
Vega: 0.338
Open interest: 60

Model this call

Put · $360

Last: $5.70
Breakeven: $354.30
Implied vol: 32.4%
Delta: -0.272 ≈27% ITM
Gamma: 0.01
Theta: -0.201
Vega: 0.336
Open interest: 1.1k

Model this put

Call · $365 In the money

Last: $23.41
Breakeven: $388.41
Implied vol: 45.9%
Delta: 0.637 ≈64% ITM
Gamma: 0.008
Theta: -0.353
Vega: 0.389
Open interest: 28

Model this call

Put · $365

Last: $8.70
Breakeven: $356.30
Implied vol: 31.1%
Delta: -0.32 ≈32% ITM
Gamma: 0.012
Theta: -0.21
Vega: 0.34
Open interest: 542

Model this put

Call · $370 In the money

Last: $20.40
Breakeven: $390.40
Implied vol: 44.7%
Delta: 0.595 ≈60% ITM
Gamma: 0.009
Theta: -0.353
Vega: 0.393
Open interest: 97

Model this call

Put · $370

Last: $9.90
Breakeven: $360.10
Implied vol: 30.8%
Delta: -0.381 ≈38% ITM
Gamma: 0.012
Theta: -0.218
Vega: 0.392
Open interest: 175

Model this put

Call · $375 In the money

Last: $19.70
Breakeven: $394.70
Implied vol: 42.1%
Delta: 0.552 ≈55% ITM
Gamma: 0.009
Theta: -0.342
Vega: 0.396
Open interest: 144

Model this call

Put · $375

Last: $11.95
Breakeven: $363.05
Implied vol: 30.4%
Delta: -0.445 ≈44% ITM
Gamma: 0.013
Theta: -0.224
Vega: 0.396
Open interest: 250

Model this put

Call · $380 In the money

Last: $16.00
Breakeven: $396.00
Implied vol: 41.9%
Delta: 0.505 ≈51% ITM
Gamma: 0.01
Theta: -0.341
Vega: 0.4
Open interest: 263

Model this call

Put · $380

Last: $13.95
Breakeven: $366.05
Implied vol: 29.4%
Delta: -0.511 ≈51% ITM
Gamma: 0.014
Theta: -0.216
Vega: 0.4
Open interest: 668

Model this put

Call · $385

Last: $14.02
Breakeven: $399.02
Implied vol: 41.3%
Delta: 0.457 ≈46% ITM
Gamma: 0.01
Theta: -0.331
Vega: 0.403
Open interest: 50

Model this call

Put · $385 In the money

Last: $16.45
Breakeven: $368.55
Implied vol: 28.6%
Delta: -0.582 ≈58% ITM
Gamma: 0.014
Theta: -0.203
Vega: 0.404
Open interest: 165

Model this put

Call · $390

Last: $11.72
Breakeven: $401.72
Implied vol: 41.2%
Delta: 0.41 ≈41% ITM
Gamma: 0.009
Theta: -0.325
Vega: 0.407
Open interest: 88

Model this call

Put · $390 In the money

Last: $18.76
Breakeven: $371.24
Implied vol: 28.3%
Delta: -0.649 ≈65% ITM
Gamma: 0.013
Theta: -0.189
Vega: 0.357
Open interest: 42

Model this put

Call · $395

Last: $8.70
Breakeven: $403.70
Implied vol: 39.9%
Delta: 0.36 ≈36% ITM
Gamma: 0.009
Theta: -0.303
Vega: 0.359
Open interest: 178

Model this call

Put · $395 In the money

Last: $20.40
Breakeven: $374.60
Implied vol: 26.3%
Delta: -0.728 ≈73% ITM
Gamma: 0.013
Theta: -0.153
Vega: 0.357
Open interest: 21

Model this put

Call · $400

Last: $5.44
Breakeven: $405.44
Implied vol: 38.6%
Delta: 0.312 ≈31% ITM
Gamma: 0.009
Theta: -0.274
Vega: 0.362
Open interest: 338

Model this call

Put · $400 In the money

Last: $20.70
Breakeven: $379.30
Implied vol: 23.2%
Delta: -0.819 ≈82% ITM
Gamma: 0.012
Theta: -0.101
Vega: 0.274
Open interest: 927

Model this put

Call · $405

Last: $6.28
Breakeven: $411.28
Implied vol: 38.4%
Delta: 0.266 ≈27% ITM
Gamma: 0.009
Theta: -0.255
Vega: 0.366
Open interest: 629

Model this call

Put · $405 In the money

Last: $29.10
Breakeven: $375.90
Implied vol: 21.9%
Delta: -0.889 ≈89% ITM
Gamma: 0.01
Theta: -0.064
Vega: 0.178
Open interest: 74

Model this put

Call · $410

Last: $3.90
Breakeven: $413.90
Implied vol: 37.5%
Delta: 0.224 ≈22% ITM
Gamma: 0.008
Theta: -0.225
Vega: 0.282
Open interest: 245

Model this call

Put · $410 In the money

Last: $32.60
Breakeven: $377.40
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 97

Model this put

Call · $415

Last: $4.02
Breakeven: $419.02
Implied vol: 35.9%
Delta: 0.178 ≈18% ITM
Gamma: 0.007
Theta: -0.187
Vega: 0.285
Open interest: 174

Model this call

Put · $415 In the money

Last: $36.85
Breakeven: $378.15
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 24

Model this put

Call · $420

Last: $3.05
Breakeven: $423.05
Implied vol: 38.2%
Delta: 0.162 ≈16% ITM
Gamma: 0.006
Theta: -0.188
Vega: 0.287
Open interest: 242

Model this call

Put · $420 In the money

Last: $48.05
Breakeven: $371.95
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 9

Model this put

Call · $425

Last: $2.02
Breakeven: $427.02
Implied vol: 41%
Delta: 0.152 ≈15% ITM
Gamma: 0.006
Theta: -0.194
Vega: 0.288
Open interest: 376

Model this call

Put · $425 In the money

Last: $47.20
Breakeven: $377.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 97

Model this put

Call · $430

Last: $2.05
Breakeven: $432.05
Implied vol: 41.2%
Delta: 0.132 ≈13% ITM
Gamma: 0.005
Theta: -0.175
Vega: 0.194
Open interest: 42

Model this call

Put · $430 In the money

Last: $69.20
Breakeven: $360.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 46

Model this put

Call · $435

Last: $1.49
Breakeven: $436.49
Implied vol: 36.5%
Delta: 0.079 ≈8% ITM
Gamma: 0.004
Theta: -0.108
Vega: 0.196
Open interest: 201

Model this call

Put · $435 In the money

Last: $27.39
Breakeven: $407.61
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $440

Last: $0.95
Breakeven: $440.95
Implied vol: 35%
Delta: 0.057 ≈6% ITM
Gamma: 0.003
Theta: -0.079
Vega: 0.115
Open interest: 201

Model this call

Put · $440 In the money

Last: $73.62
Breakeven: $366.38
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 6

Model this put

Call · $445

Last: $1.00
Breakeven: $446.00
Implied vol: 38.8%
Delta: 0.063 ≈6% ITM
Gamma: 0.003
Theta: -0.095
Vega: 0.115
Open interest: 41

Model this call

Put · $445 In the money

Last: $80.50
Breakeven: $364.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 3

Model this put

Call · $450

Last: $0.90
Breakeven: $450.90
Implied vol: 36.7%
Delta: 0.039 ≈4% ITM
Gamma: 0.002
Theta: -0.062
Vega: 0.117
Open interest: 180

Model this call

Put · $450 In the money

Last: $89.20
Breakeven: $360.80
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 20

Model this put

Call · $455

Last: $3.20
Breakeven: $458.20
Implied vol: 44.2%
Delta: 0.065 ≈6% ITM
Gamma: 0.003
Theta: -0.11
Vega: 0.116
Open interest: 316

Model this call

Put · $455 In the money

Last: $67.76
Breakeven: $387.24
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 2

Model this put

Call · $460

Last: $0.81
Breakeven: $460.81
Implied vol: 48.7%
Delta: 0.072 ≈7% ITM
Gamma: 0.003
Theta: -0.133
Vega: 0.116
Open interest: 34

Model this call

Put · $460 In the money

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

Model this put

Call · $465

Last: $0.37
Breakeven: $465.37
Implied vol: 42.3%
Delta: 0.035 ≈4% ITM
Gamma: 0.002
Theta: -0.065
Vega: 0.059
Open interest: 10

Model this call

Put · $465 In the money

Last: $97.00
Breakeven: $368.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 1

Model this put

Call · $470

Last: $1.95
Breakeven: $471.95
Implied vol: 46.8%
Delta: 0.045 ≈4% ITM
Gamma: 0.002
Theta: -0.087
Vega: 0.118
Open interest: 36

Model this call

Put · $470 In the money

Last: $102.00
Breakeven: $368.00
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $475

Last: $0.90
Breakeven: $475.90
Implied vol: 48.2%
Delta: 0.042 ≈4% ITM
Gamma: 0.002
Theta: -0.085
Vega: 0.119
Open interest: 870

Model this call

Put · $475 In the money

Last: $90.80
Breakeven: $384.20
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $480

Last: $0.99
Breakeven: $480.99
Implied vol: 50.1%
Delta: 0.04 ≈4% ITM
Gamma: 0.002
Theta: -0.086
Vega: 0.119
Open interest: 3

Model this call

Put · $480 In the money

Last: $79.40
Breakeven: $400.60
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $485

Last: —
Breakeven: —
Implied vol: 51.9%
Delta: 0.039 ≈4% ITM
Gamma: 0.002
Theta: -0.087
Vega: 0.12
Open interest: 0

Model this call

Put · $485 In the money

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

Model this put

Call · $490

Last: $0.30
Breakeven: $490.30
Implied vol: 53.8%
Delta: 0.038 ≈4% ITM
Gamma: 0.002
Theta: -0.088
Vega: 0.12
Open interest: 8

Model this call

Put · $490 In the money

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

Model this put

Call · $495

Last: —
Breakeven: —
Implied vol: 68.9%
Delta: 0.081 ≈8% ITM
Gamma: 0.002
Theta: -0.206
Vega: 0.119
Open interest: 0

Model this call

Put · $495 In the money

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

Model this put

Call · $500

Last: $0.20
Breakeven: $500.20
Implied vol: 69.2%
Delta: 0.075 ≈8% ITM
Gamma: 0.002
Theta: -0.194
Vega: 0.12
Open interest: 6

Model this call

Put · $500 In the money

Last: $98.10
Breakeven: $401.90
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $505

Last: —
Breakeven: —
Implied vol: 69.7%
Delta: 0.07 ≈7% ITM
Gamma: 0.002
Theta: -0.185
Vega: 0.121
Open interest: 0

Model this call

Put · $505 In the money

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

Model this put

Call · $510

Last: $4.70
Breakeven: $514.70
Implied vol: 71.6%
Delta: 0.07 ≈7% ITM
Gamma: 0.002
Theta: -0.188
Vega: 0.121
Open interest: 13

Model this call

Put · $510 In the money

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

Model this put

Call · $515

Last: —
Breakeven: —
Implied vol: 72.5%
Delta: 0.066 ≈7% ITM
Gamma: 0.002
Theta: -0.182
Vega: 0.122
Open interest: 0

Model this call

Put · $515 In the money

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

Model this put

Call · $520

Last: —
Breakeven: —
Implied vol: 73.9%
Delta: 0.064 ≈6% ITM
Gamma: 0.002
Theta: -0.181
Vega: 0.122
Open interest: 0

Model this call

Put · $520 In the money

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

Model this put

Call · $525

Last: —
Breakeven: —
Implied vol: 72.5%
Delta: 0.054 ≈5% ITM
Gamma: 0.001
Theta: -0.155
Vega: 0.123
Open interest: 0

Model this call

Put · $525 In the money

Last: $134.50
Breakeven: $390.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $530

Last: —
Breakeven: —
Implied vol: 72.2%
Delta: 0.047 ≈5% ITM
Gamma: 0.001
Theta: -0.139
Vega: 0.124
Open interest: 0

Model this call

Put · $530 In the money

Last: $139.50
Breakeven: $390.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $535

Last: —
Breakeven: —
Implied vol: 72.6%
Delta: 0.042 ≈4% ITM
Gamma: 0.001
Theta: -0.129
Vega: 0.124
Open interest: 0

Model this call

Put · $535 In the money

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

Model this put

Call · $540

Last: —
Breakeven: —
Implied vol: 79.7%
Delta: 0.058 ≈6% ITM
Gamma: 0.001
Theta: -0.179
Vega: 0.124
Open interest: 0

Model this call

Put · $540 In the money

Last: $149.50
Breakeven: $390.50
Implied vol: —
Delta: —
Gamma: —
Theta: —
Vega: —
Open interest: 0

Model this put

Call · $545

Last: —
Breakeven: —
Implied vol: 86.1%
Delta: 0.069 ≈7% ITM
Gamma: 0.002
Theta: -0.224
Vega: 0.125
Open interest: 0

Model this call

Put · $545 In the money

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

Model this put

Call · $550

Last: —
Breakeven: —
Implied vol: 71.5%
Delta: 0.03 ≈3% ITM
Gamma: 0.001
Theta: -0.094
Vega: 0.063
Open interest: 0

Model this call

Put · $550 In the money

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

Model this put

Call · $555

Last: —
Breakeven: —
Implied vol: 81.3%
Delta: 0.046 ≈5% ITM
Gamma: 0.001
Theta: -0.154
Vega: 0.126
Open interest: 0

Model this call

Put · $555 In the money

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

Model this put

Call · $560

Last: —
Breakeven: —
Implied vol: 75%
Delta: 0.03 ≈3% ITM
Gamma: 0.001
Theta: -0.1
Vega: 0.064
Open interest: 0

Model this call

Put · $560 In the money

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

Model this put

Call · $565

Last: —
Breakeven: —
Implied vol: 82.9%
Delta: 0.04 ≈4% ITM
Gamma: 0.001
Theta: -0.142
Vega: 0.127
Open interest: 0

Model this call

Put · $565 In the money

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

Model this put

Call · $570

Last: —
Breakeven: —
Implied vol: 76.9%
Delta: 0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.096
Vega: 0.064
Open interest: 0

Model this call

Put · $570 In the money

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

Model this put

Call · $575

Last: $0.09
Breakeven: $575.09
Implied vol: 78.3%
Delta: 0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.096
Vega: 0.064
Open interest: 0

Model this call

Put · $575 In the money

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

Model this put

Call · $580

Last: —
Breakeven: —
Implied vol: 79.6%
Delta: 0.027 ≈3% ITM
Gamma: 0.001
Theta: -0.097
Vega: 0.065
Open interest: 0

Model this call

Put · $580 In the money

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

Model this put

Call · $585

Last: —
Breakeven: —
Implied vol: 80.9%
Delta: 0.027 ≈3% ITM
Gamma: 0.001
Theta: -0.097
Vega: 0.065
Open interest: 0

Model this call

Put · $585 In the money

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

Model this put

Call · $590

Last: —
Breakeven: —
Implied vol: 82.9%
Delta: 0.028 ≈3% ITM
Gamma: 0.001
Theta: -0.103
Vega: 0.065
Open interest: 0

Model this call

Put · $590 In the money

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

Model this put

Call · $595

Last: —
Breakeven: —
Implied vol: 83.4%
Delta: 0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.098
Vega: 0.065
Open interest: 0

Model this call

Put · $595 In the money

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

Model this put

Call · $600

Last: —
Breakeven: —
Implied vol: 84.7%
Delta: 0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.099
Vega: 0.066
Open interest: 0

Model this call

Put · $600 In the money

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

Model this put

Call · $605

Last: —
Breakeven: —
Implied vol: 85.9%
Delta: 0.026 ≈3% ITM
Gamma: 0.001
Theta: -0.099
Vega: 0.066
Open interest: 0

Model this call

Put · $605 In the money

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

Model this put

Call · $610

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

Model this call

Put · $610 In the money

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

Model this put

Call · $615

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

Model this call

Put · $615 In the money

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

Model this put

Call · $620

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

Model this call

Put · $620 In the money

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

Model this put

Call · $625

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

Model this call

Put · $625 In the money

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

Model this put

Call · $630

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

Model this call

Put · $630 In the money

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

Model this put

Call · $635

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

Model this call

Put · $635 In the money

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

Model this put

Call · $640

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

Model this call

Put · $640 In the money

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

Model this put

Call · $645

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

Model this call

Put · $645 In the money

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

Model this put

Call · $650

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

Model this call

Put · $650 In the money

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

Model this put

Call · $655

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

Model this call

Put · $655 In the money

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

Model this put

HCA · HCA Healthcare, Inc.

Options Chain

Positioning

Open interest by strike · near the money

Chain